• Title/Summary/Keyword: dependent Dirichlet process

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Nonparametric Bayesian Multiple Comparisons for Dependence Parameter in Bivariate Exponential Populations

  • Cho, Jang-Sik;Ali, M. Masoom;Begum, Munni
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.71-80
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    • 2006
  • A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.

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Nonparametric Bayesian methods: a gentle introduction and overview

  • MacEachern, Steven N.
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.445-466
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    • 2016
  • Nonparametric Bayesian methods have seen rapid and sustained growth over the past 25 years. We present a gentle introduction to the methods, motivating the methods through the twin perspectives of consistency and false consistency. We then step through the various constructions of the Dirichlet process, outline a number of the basic properties of this process and move on to the mixture of Dirichlet processes model, including a quick discussion of the computational methods used to fit the model. We touch on the main philosophies for nonparametric Bayesian data analysis and then reanalyze a famous data set. The reanalysis illustrates the concept of admissibility through a novel perturbation of the problem and data, showing the benefit of shrinkage estimation and the much greater benefit of nonparametric Bayesian modelling. We conclude with a too-brief survey of fancier nonparametric Bayesian methods.

NONHOMOGENEOUS DIRICHLET PROBLEM FOR ANISOTROPIC DEGENERATE PARABOLIC-HYPERBOLIC EQUATIONS WITH SPATIALLY DEPENDENT SECOND ORDER OPERATOR

  • Wang, Qin
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1597-1612
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    • 2016
  • There are fruitful results on degenerate parabolic-hyperbolic equations recently following the idea of $Kru{\check{z}}kov^{\prime}s$ doubling variables device. This paper is devoted to the well-posedness of nonhomogeneous boundary problem for degenerate parabolic-hyperbolic equations with spatially dependent second order operator, which has not caused much attention. The novelty is that we use the boundary flux triple instead of boundary layer to treat this problem.

Indian Buffet Process Inspired Component Analysis for fMRI Data (fMRI 데이터에 적용한 인디언 뷔페 프로세스 닮은 성분 분석법)

  • Kim, Joon-Shik;Kim, Eun-Sol;Lim, Byoung-Kwon;Lee, Chung-Yeon;Zhang, Byoung-Tak
    • Proceedings of the Korean Information Science Society Conference
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    • 2011.06c
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    • pp.191-194
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    • 2011
  • 문서를 이루는 단어들의 빈도수가 지수법칙(power law)를 따른다는 지프의 법칩(Zipf's law)이 있다. 이러한 단어분포를 고려하여 문서의 토픽을 찾아내는 기계학습법이 디리쉴레 프로세스(Dirichlet process) 이다. 이를 발전시켜서 데이터의 잠재 요인(latent factor)들을 베이즈 확률모델에 기반한 샘플링 바탕으로 찾는 방법이 인디언 뷔페 과정(Indian buffet process) 이다. 우리는 25가지의 특징(feature)들에 대한 점수(rating)들이 볼드(blood oxygen dependent level) 신호와 함께 주어지는 PBAIC 2007 데이터에 주성분 분석법(principal component analysis)를 적용했다. PBAIC 2007 데이터는 비디오 게임을 수행하며 기능적뇌영상(functional magnetic resonance imaging, fMRI) 촬영을 하여 얻어진 공개데이터이다. 우리의 연구에서는 주성분 분석법을 이용하여 10개의 독립 성분(independent component)들을 찾았다. 그리고 1.75초 마다 촬영된 BOLD 신호와 10개의 고유벡터(eigenvector)들간의 내적을 취하여 가중치(weight)를 구하였다. 성분들의 가중치를 낮은 순서로 정렬함으로써 각 시간마다 주도적으로 영향을 미치는 성분들을 알아낼 수 있었다.

Smartphone-User Interactive based Self Developing Place-Time-Activity Coupled Prediction Method for Daily Routine Planning System (일상생활 계획을 위한 스마트폰-사용자 상호작용 기반 지속 발전 가능한 사용자 맞춤 위치-시간-행동 추론 방법)

  • Lee, Beom-Jin;Kim, Jiseob;Ryu, Je-Hwan;Heo, Min-Oh;Kim, Joo-Seuk;Zhang, Byoung-Tak
    • KIISE Transactions on Computing Practices
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    • v.21 no.2
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    • pp.154-159
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    • 2015
  • Over the past few years, user needs in the smartphone application market have been shifted from diversity toward intelligence. Here, we propose a novel cognitive agent that plans the daily routines of users using the lifelog data collected by the smart phones of individuals. The proposed method first employs DPGMM (Dirichlet Process Gaussian Mixture Model) to automatically extract the users' POI (Point of Interest) from the lifelog data. After extraction, the POI and other meaningful features such as GPS, the user's activity label extracted from the log data is then used to learn the patterns of the user's daily routine by POMDP (Partially Observable Markov Decision Process). To determine the significant patterns within the user's time dependent patterns, collaboration was made with the SNS application Foursquare to record the locations visited by the user and the activities that the user had performed. The method was evaluated by predicting the daily routine of seven users with 3300 feedback data. Experimental results showed that daily routine scheduling can be established after seven days of lifelogged data and feedback data have been collected, demonstrating the potential of the new method of place-time-activity coupled daily routine planning systems in the intelligence application market.

Stochastic Mixture Modeling of Driving Behavior During Car Following

  • Angkititrakul, Pongtep;Miyajima, Chiyomi;Takeda, Kazuya
    • Journal of information and communication convergence engineering
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    • v.11 no.2
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    • pp.95-102
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    • 2013
  • This paper presents a stochastic driver behavior modeling framework which takes into account both individual and general driving characteristics as one aggregate model. Patterns of individual driving styles are modeled using a Dirichlet process mixture model, as a non-parametric Bayesian approach which automatically selects the optimal number of model components to fit sparse observations of each particular driver's behavior. In addition, general or background driving patterns are also captured with a Gaussian mixture model using a reasonably large amount of development data from several drivers. By combining both probability distributions, the aggregate driver-dependent model can better emphasize driving characteristics of each particular driver, while also backing off to exploit general driving behavior in cases of unseen/unmatched parameter spaces from individual training observations. The proposed driver behavior model was employed to anticipate pedal operation behavior during car-following maneuvers involving several drivers on the road. The experimental results showed advantages of the combined model over the model adaptation approach.