scholarly journals Application of Gibbs Sampling in Modelling the Utilization Rate of Raw Materials for Drug Coating

2021 ◽  
Vol 10 (2) ◽  
pp. 28
Author(s):  
Ge Song ◽  
Jiahui Yuan ◽  
Charlie Cheng-Jie Ji

Drug coating is one of the most important processes in the modern pharmaceutical industry. Improving the utilization rate of raw materials (URRM) in the drug coating process is thus important for cost saving and efficiency enhancement. There is little existing research on this topic in the literature of applied statistics. In this paper, motivated by a real dataset collected from a pharmaceutical company in China, we propose to use a novel predictive model that integrates a Bayesian framework with the Gibbs sampling algorithm to characterize the pattern of URRM. Based on certain prior distributional assumptions, the Gibbs sampling algorithm is then applied to sample the posterior distribution of the parameters to obtain more accurate and robust estimation results. By using the proposed method, the drugs can be properly separated into several categories with different patterns of URRM, and the pattern of each category can be properly recognized with selected covariates, which achieves the goals of clustering, variable selection, and regression simultaneously, and provides valuable insights into the improvement of the URRM for drug coating. Numerical studies show that the proposed method works well in practice.

Author(s):  
Ayman Amin

In this article we present a Bayesian prediction of multiplicative seasonal autoregressive moving average (SARMA) processes using the Gibbs sampling algorithm. First, we estimate the unobserved errors using the nonlinear least squares (NLS) method to approximate the likelihood function. Second, we employ conjugate priors on the model parameters and initial values and assume the model errors are normally distributed to derive the conditional posterior and predictive distributions. In particular, we show that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma respectively, and the conditional predictive distribution of the future observations is a multivariate normal. Finally, we use these closed-form conditional posterior and predictive distributions to apply the Gibbs sampling algorithm to approximate empirically the marginal posterior and predictive distributions, enabling us easily to carry out multiple-step ahead predictions. We evaluate our proposed Bayesian method using simulation study and real-world time series datasets.


2020 ◽  
Author(s):  
Kazuhiro Yamaguchi ◽  
Jonathan Templin

This paper proposes a novel collapsed Gibbs sampling algorithm that marginalizes model parameters and directly samples latent attribute mastery patterns in diagnostic classification models. This estimation method makes it possible to avoid boundary problems in the estimation of model item parameters by eliminating the need to estimate such parameters. A simulation study showed the collapsed Gibbs sampling algorithm can accurately recover the true attribute mastery status in various conditions. In a real data analysis, the collapsed Gibbs sampling algorithm indicated good classification agreement with results from a previous study.


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