• 제목/요약/키워드: Bayesian inference

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A consideration of the real meanings of introducing Bayesian inference into school mathematics curriculum (베이즈 추론을 수학과 교육과정에 도입하는 것의 실제 의미에 대한 일고찰)

  • PARK Sun-Yong
    • Journal for History of Mathematics
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    • v.37 no.1
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    • pp.1-17
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    • 2024
  • In this study, we identified the intellectual triggers for Bayesian inference and what key ideas contributed to its occurrence and discussed the practical implications of introducing Bayesian inference into the school mathematics curriculum by reflecting them. The results of the study show that the need for statistical inference about the parameter itself served as a trigger for the occurrence of Bayesian inference, and the most important idea for the occurrence of that inference was to regard the parameter itself as a probability variable rather than any fixed value. On the other hand, these research results suggest that the meaning of introducing Bayesian inference into the secondary mathematics curriculum is 'statistics education that expands the scope of uncertainty'.

On the Bayesian Statistical Inference (베이지안 통계 추론)

  • Lee, Ho-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2007.06c
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    • pp.263-266
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    • 2007
  • This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

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A Bayesian Approach for Record Value Statistics Model Using Nonhomogeneous Poisson Process

  • Kiheon Choi;Hee chual Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.259-269
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    • 1997
  • Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

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Do Foreign Direct Investment, Energy Consumption and Urbanization Enhance Economic Growth in Six ASEAN Countries?

  • LONG, Nguyen Tien
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.12
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    • pp.33-42
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    • 2020
  • The neoclassical economic supporters have suggested that foreign direct investment and raw material (e.g., coal, electricity, gas, and oil) are critical economic growth inputs. Few previous studies have analyzed the relationship between foreign direct investment and energy consumption on economic growth. However, existing studies usually have applied the frequentist inference. The limitation of the frequentist inference is that, if the coefficient of the independent variable is not yet significant, then conclusions might be unreliable. By applying the Bayesian approach, the main aim of this study is to revisit the impact of foreign direct investment, electricity consumption, and urbanization on economic growth in six ASEAN countries from 1980 to 2016. The obtained outcome shows that the impact of electricity consumption is evident and positive on economic growth in both frequentist and Bayesian inferences. However, the influence of foreign direct investment is not identified by frequentist inference, while Bayesian inference provides evidence that foreign direct investment is a moderately positive impact on economic growth. The empirical result from Bayesian inference contributes to the literature on foreign direct investment modeling and could be of significant importance for a more efficient foreign direct investment attracting and achieve sustainability in the long-term.

Uncertainty reduction of seismic fragility of intake tower using Bayesian Inference and Markov Chain Monte Carlo simulation

  • Alam, Jahangir;Kim, Dookie;Choi, Byounghan
    • Structural Engineering and Mechanics
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    • v.63 no.1
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    • pp.47-53
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    • 2017
  • The fundamental goal of this study is to minimize the uncertainty of the median fragility curve and to assess the structural vulnerability under earthquake excitation. Bayesian Inference with Markov Chain Monte Carlo (MCMC) simulation has been presented for efficient collapse response assessment of the independent intake water tower. The intake tower is significantly used as a diversion type of the hydropower station for maintaining power plant, reservoir and spillway tunnel. Therefore, the seismic fragility assessment of the intake tower is a pivotal component for estimating total system risk of the reservoir. In this investigation, an asymmetrical independent slender reinforced concrete structure is considered. The Bayesian Inference method provides the flexibility to integrate the prior information of collapse response data with the numerical analysis results. The preliminary information of risk data can be obtained from various sources like experiments, existing studies, and simplified linear dynamic analysis or nonlinear static analysis. The conventional lognormal model is used for plotting the fragility curve using the data from time history simulation and nonlinear static pushover analysis respectively. The Bayesian Inference approach is applied for integrating the data from both analyses with the help of MCMC simulation. The method achieves meaningful improvement of uncertainty associated with the fragility curve, and provides significant statistical and computational efficiency.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Recent advances in Bayesian inference of isolation-with-migration models

  • Chung, Yujin
    • Genomics & Informatics
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    • v.17 no.4
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    • pp.37.1-37.8
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    • 2019
  • Isolation-with-migration (IM) models have become popular for explaining population divergence in the presence of migrations. Bayesian methods are commonly used to estimate IM models, but they are limited to small data analysis or simple model inference. Recently three methods, IMa3, MIST, and AIM, resolved these limitations. Here, we describe the major problems addressed by these three software and compare differences among their inference methods, despite their use of the same standard likelihood function.

Bayesian Neural Network with Recurrent Architecture for Time Series Prediction

  • Hong, Chan-Young;Park, Jung-Hun;Yoon, Tae-Sung;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.631-634
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    • 2004
  • In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.

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An Objective Bayesian Inference for the Difference between Two Normal Means

  • Jang, Eun-Jin;Kim, Dal-Ho;Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1365-1374
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    • 2006
  • In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

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A Discrete Time Approximation Method using Bayesian Inference of Parameters of Weibull Distribution and Acceleration Parameters with Time-Varying Stresses (시변환 스트레스 조건에서의 와이블 분포의 모수 및 가속 모수에 대한 베이시안 추정을 사용하는 이산 시간 접근 방법)

  • Chung, In-Seung
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.1331-1336
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    • 2008
  • This paper suggests a method using Bayesian inference to estimate the parameters of Weibull distribution and acceleration parameters under the condition that the stresses are time-dependent functions. A Bayesian model based on the discrete time approximation is formulated to infer the parameters of interest from the failure data of the virtual tests and a statistical analysis is considered to decide the most probable mean values of the parameters for reasoning of the failure data.

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