• Title/Summary/Keyword: Bayesian robustness

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Minimizing Weighted Mean of Inefficiency for Robust Designs

  • Seo, Han-Son
    • Communications for Statistical Applications and Methods
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    • v.15 no.1
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    • pp.95-104
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    • 2008
  • This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

Robustness in the Hierarchical Bayes Estimation of Normal Means

  • Kim, Dal-Ho;Park, Jin -Kap
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.511-522
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    • 1999
  • The paper considers the problem of robustness in hierarchical bayesian models. In specific we address Bayesian robustness in the estimation of normal means. We provide the ranges of the posterior means under $\varepsilon$-contamination class as well as the density ratio class of priors. For the class of priors that are uniform over a specified interval we investigate the sensitivity as to the choice of the intervals. The methods are illustrated using the famous baseball data of Efron and Morris(1975).

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A Robust Bayesian Probabilistic Matrix Factorization Model for Collaborative Filtering Recommender Systems Based on User Anomaly Rating Behavior Detection

  • Yu, Hongtao;Sun, Lijun;Zhang, Fuzhi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.9
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    • pp.4684-4705
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    • 2019
  • Collaborative filtering recommender systems are vulnerable to shilling attacks in which malicious users may inject biased profiles to promote or demote a particular item being recommended. To tackle this problem, many robust collaborative recommendation methods have been presented. Unfortunately, the robustness of most methods is improved at the expense of prediction accuracy. In this paper, we construct a robust Bayesian probabilistic matrix factorization model for collaborative filtering recommender systems by incorporating the detection of user anomaly rating behaviors. We first detect the anomaly rating behaviors of users by the modified K-means algorithm and target item identification method to generate an indicator matrix of attack users. Then we incorporate the indicator matrix of attack users to construct a robust Bayesian probabilistic matrix factorization model and based on which a robust collaborative recommendation algorithm is devised. The experimental results on the MovieLens and Netflix datasets show that our model can significantly improve the robustness and recommendation accuracy compared with three baseline methods.

Local Sensitivity Analysis using Divergence Measures under Weighted Distribution

  • Chung, Younshik;Dey, Dipak K.
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.467-480
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    • 2001
  • This paper considers the use of local $\phi$-divergence measures between posterior distributions under classes of perturbations in order to investigate the inherent robustness of certain classes. The smaller value of the limiting local $\phi$-divergence implies more robustness for the prior or the likelihood. We consider the cases when the likelihood comes form the class of weighted distribution. Two kinds of perturbations are considered for the local sensitivity analysis. In addition, some numerical examples are considered which provide measures of robustness.

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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Bayesian Statistical Modeling of System Energy Saving Effectiveness for MAC Protocols of Wireless Sensor Networks: The Case of Non-Informative Prior Knowledge

  • Kim, Myong-Hee;Park, Man-Gon
    • Journal of Korea Multimedia Society
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    • v.13 no.6
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    • pp.890-900
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    • 2010
  • The Bayesian networks methods provide an efficient tool for performing information fusion and decision making under conditions of uncertainty. This paper proposes Bayes estimators for the system effectiveness in energy saving of the wireless sensor networks by use of the Bayesian method under the non-informative prior knowledge about means of active and sleep times based on time frames of sensor nodes in a wireless sensor network. And then, we conduct a case study on some Bayesian estimation models for the system energy saving effectiveness of a wireless sensor network, and evaluate and compare the performance of proposed Bayesian estimates of the system effectiveness in energy saving of the wireless sensor network. In the case study, we have recognized that the proposed Bayesian system energy saving effectiveness estimators are excellent to adapt in evaluation of energy efficiency using non-informative prior knowledge from previous experience with robustness according to given values of parameters.

A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • v.41 no.2
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

Mixture Bayesian Robust Design

  • Seo, Han-Son
    • Journal of Korean Society for Quality Management
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    • v.34 no.1
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    • pp.48-53
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    • 2006
  • Applying Bayesian optimal design principles is not easy when a prior distribution is not certain. We present a optimal design criterion which possibly yield a reasonably good design and also robust with respect to misspecification of the prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression. Exact mathematical results are presented under certain conditions on prior distributions. Computational results are given for some cases not satisfying our conditions.

Development of Photogrammetric Rectification Method Applying Bayesian Approach for High Quality 3D Contents Production (고품질의 3D 콘텐츠 제작을 위한 베이지안 접근방식의 사진측량기반 편위수정기법 개발)

  • Kim, Jae-In;Kim, Taejung
    • Journal of Broadcast Engineering
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    • v.18 no.1
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    • pp.31-42
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    • 2013
  • This paper proposes a photogrammetric rectification method based on Bayesian approach as a method that eliminates vertical parallax between stereo images to minimize visual fatigue of 3D contents. The image rectification consists of two phases; geometry estimation and epipolar transformation. For geometry estimation, coplanarity-based relative orientation algorithm was used in this paper. To ensure robustness for mismatch and localization error occurred by automation of tie point extraction, Bayesian approach was applied by introducing several prior constraints. As epipolar transformation perspective transformation was used based on condition of collinearity to minimize distortion of result images and modification for input images. Other algorithms were compared to evaluate performance. For geometry estimation, traditional relative orientation algorithm, 8-points algorithm and stereo calibration algorithm were employed. For epipolar transformation, Hartley algorithm and Bouguet algorithm were employed. The evaluation results showed that the proposed algorithm produced results with high accuracy, robustness about error sources and minimum image modification.

Restricted Bayesian Optimal Designs in Turning Point Problem

  • Seo, Han-Son
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.163-178
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    • 2001
  • We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

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