• 제목/요약/키워드: sampler model

검색결과 163건 처리시간 0.024초

A Hierarchical Bayesian Model for Survey Data with Nonresponse

  • Han, Geunshik
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.435-451
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    • 2001
  • We describe a hierarchical bayesian model to analyze multinomial nonignorable nonresponse data. Using a Dirichlet and beta prior to model the cell probabilities, We develop a complete hierarchical bayesian analysis for multinomial proportions without making any algebraic approximation. Inference is sampling based and Markove chain Monte Carlo methods are used to perform the computations. We apply our method to the dta on body mass index(BMI) and show the model works reasonably well.

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Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.169-180
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    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

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A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

  • Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.268-275
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    • 2003
  • We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

Bayesian Estimation via the Griddy Gibbs Sampling for the Laplacian Autoregressive Time Series Model

  • Young Sook Son;Sinsup Cho
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.115-125
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    • 1995
  • This paper deals with the Bayesian estimation for the NLAR(1) model with Laplacian marginals. Assuming the independent uniform priors for two parameters of the NLAT(1) model, the griddy Gbbs sampler by Ritter and Tanner(1992) is used to obtain the Bayesian estimates. Random numbers generated form the uniform priors ate used as the grids for each parameter. Some simulations are conducted and compared with the maximum likelihood estimation result.

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Passive Air Sampler (PAS)와 기체/입자 분배모델을 이용한 대기 중 PCB 농도 산정 (Estimation of Air Concentrations of PCBs using Passive Air Samplers (PAS) and a Gas/particle Partition Model)

  • 백송이;최성득;장윤석
    • 한국대기환경학회지
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    • 제23권6호
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    • pp.734-743
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    • 2007
  • Polyurethane foam-disk passive air samplers (PAS) were deployed in a southern area of Korea for three months. The target compounds were 12 coplanar polychlorinated biphenyls (PCBs). The congener profiles measured in this study were the same as those in ambient air and emission gas from the incinerator. A gradient of the total PCBs in different regions (industrial>residential>rural) was observed, suggesting the industrial complex may be an important source of coplanar PCBs. In general, only gas-phase compounds are mainly sequestrated by PAS. In order to estimate the concentration of particle-phase PCBs, a gas/particle partition model was used. A combined result (gas+particle-phase PCBs) was compared with previous results, indicating that the level of coplanar PCBs in our study area is comparable to those in other urban sites in the world. The validation of this method for estimating the total concentration is required through additional backup studies.

히스토리매칭 기법을 이용한 비모수 지구통계 모사 예측성능 향상 예비연구 (A Preliminary Study of Enhanced Predictability of Non-Parametric Geostatistical Simulation through History Matching Technique)

  • 정진아;프라딥 포디얄;박은규
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제17권5호
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    • pp.56-67
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    • 2012
  • In the present study, an enhanced subsurface prediction algorithm based on a non-parametric geostatistical model and a history matching technique through Gibbs sampler is developed and the iterative prediction improvement procedure is proposed. The developed model is applied to a simple two-dimensional synthetic case where domain is composed of three different hydrogeologic media with $500m{\times}40m$ scale. In the application, it is assumed that there are 4 independent pumping tests performed at different vertical interval and the history curves are acquired through numerical modeling. With two hypothetical borehole information and pumping test data, the proposed prediction model is applied iteratively and continuous improvements of the predictions with reduced uncertainties of the media distribution are observed. From the results and the qualitative/quantitative analysis, it is concluded that the proposed model is good for the subsurface prediction improvements where the history data is available as a supportive information. Once the proposed model be a matured technique, it is believed that the model can be applied to many groundwater, geothermal, gas and oil problems with conventional fluid flow simulators. However, the overall development is still in its preliminary step and further considerations needs to be incorporated to be a viable and practical prediction technique including multi-dimensional verifications, global optimization, etc. which have not been resolved in the present study.

Gibbs Sampling for Double Seasonal Autoregressive Models

  • Amin, Ayman A.;Ismail, Mohamed A.
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.557-573
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    • 2015
  • In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

Bayes Estimation for the Reliability and Hazard Rate the Burr Type X Failure Model

  • Jang Sik Cho;Hee Jae Kim;Sang Gil Kang
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.723-731
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on samples from a Burr type X failure model. Bayes calculations can be implemented by means of the Gibbs sampler and a numerical study us provided.

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Modeling of the Sampling Effect in the P-Type Average Current Mode Control

  • Jung, Young-Seok;Kim, Marn-Go
    • Journal of Power Electronics
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    • 제11권1호
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    • pp.59-63
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    • 2011
  • This paper presents the modeling of the sampling effect in the p-type average current mode control. The prediction of the high frequency components near half of the switching frequency in the current loop gain is given for the p-type average current mode control. By the proposed model, the prediction accuracy is improved when compared to that of conventional models. The proposed method is applied to a buck converter, and then the measurement results are analyzed.

Burr 고장모형에서 신뢰도와 고장률의 베이지안 추정 (Bayesian Estimation of the Reliability and Failure Rate Functions for the Burr Type-? Failure Model)

  • 이우동;강상길
    • 품질경영학회지
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    • 제25권4호
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    • pp.71-78
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    • 1997
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and failure rate functions based on type-II censored samples from a Burr type-? failure time model. The Gibbs sampler a, pp.oach brings considerable conceptual and computational simplicity to the calculation of the posterior marginals and reliability. A numerical study is provided.

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