#### Sample records for approximate bayesian computation

1. Approximate Bayesian Computation: a nonparametric perspective

Blum, Michael

2010-01-01

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing summary statistics s_obs from the data and simulating summary statistics for different values of the parameter theta. The posterior distribution is then approximated by an estimator of the conditional density g(theta|s_obs). In this paper, we derive the asymptotic bias and variance of the standard estimators of the posterior distribution which are based on rejection sampling and linear adjustment. Additionally, we introduce an original estimator of the posterior distribution based on quadratic adjustment and we show that its bias contains a fewer number of terms than the estimator with linear adjustment. Although we find that the estimators with adjustment are not universally superior to the estimator based on rejection sampling, we find that they can achieve better perfor...

2. Summary Statistics in Approximate Bayesian Computation

Prangle, Dennis

2015-01-01

This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) edited by S. Sisson, Y. Fan, and M. Beaumont. Since the earliest work on ABC, it has been recognised that using summary statistics is essential to produce useful inference results. This is because ABC suffers from a curse of dimensionality effect, whereby using high dimensional inputs causes large approximation errors in the output. It is therefore crucial to find low dimensional ...

3. Approximate Bayesian computation in population genetics.

Beaumont, Mark A; Zhang, Wenyang; Balding, David J.

2002-01-01

We propose a new method for approximate Bayesian statistical inference on the basis of summary statistics. The method is suited to complex problems that arise in population genetics, extending ideas developed in this setting by earlier authors. Properties of the posterior distribution of a parameter, such as its mean or density curve, are approximated without explicit likelihood calculations. This is achieved by fitting a local-linear regression of simulated parameter values on simulated summ...

4. Diffusion filtration with approximate Bayesian computation

Dedecius, Kamil; Djurić, P. M.

Piscataway: IEEE Computer Society, 2015, s. 3207-3211. ISBN 978-1-4673-6997-8. ISSN 1520-6149. [2015 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2015). Brisbane (AU), 19.05.2015-24.05.2015] R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : Bayesian filtration * diffusion * distributed filtration Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/AS/dedecius-0443931.pdf

5. Kernel Approximate Bayesian Computation for Population Genetic Inferences

Nakagome, Shigeki; Fukumizu, Kenji; Mano, Shuhei

2012-01-01

Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data. Although several improvements to the algorithm have been proposed, none of these improvements avoid the following two sources of approximation: 1) lack of sufficient statistics: sampling is not from the true posterior density given data but from an approximate po...

6. Automating approximate Bayesian computation by local linear regression

Thornton Kevin R

2009-01-01

Abstract Background In several biological contexts, parameter inference often relies on computationally-intensive techniques. "Approximate Bayesian Computation", or ABC, methods based on summary statistics have become increasingly popular. A particular flavor of ABC based on using a linear regression to approximate the posterior distribution of the parameters, conditional on the summary statistics, is computationally appealing, yet no standalone tool exists to automate the procedure. Here, I ...

7. Lack of Confidence in Approximate Bayesian Computation Model Choice

Robert, Christian P.; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S.

2011-01-01

Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427–442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics...

8. Learning Functions and Approximate Bayesian Computation Design: ABCD

Markus Hainy

2014-08-01

Full Text Available A general approach to Bayesian learning revisits some classical results, which study which functionals on a prior distribution are expected to increase, in a preposterior sense. The results are applied to information functionals of the Shannon type and to a class of functionals based on expected distance. A close connection is made between the latter and a metric embedding theory due to Schoenberg and others. For the Shannon type, there is a connection to majorization theory for distributions. A computational method is described to solve generalized optimal experimental design problems arising from the learning framework based on a version of the well-known approximate Bayesian computation (ABC method for carrying out the Bayesian analysis based on Monte Carlo simulation. Some simple examples are given.

9. ABCtoolbox: a versatile toolkit for approximate Bayesian computations

Neuenschwander Samuel

2010-03-01

Full Text Available Abstract Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC. It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.

10. Lack of confidence in approximate Bayesian computation model choice.

Robert, Christian P; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S

2011-09-13

Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427-442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics 24:2713-2719]. We now present arguments as to why the theoretical arguments for ABC model choice are missing, because the algorithm involves an unknown loss of information induced by the use of insufficient summary statistics. The approximation error of the posterior probabilities of the models under comparison may thus be unrelated with the computational effort spent in running an ABC algorithm. We then conclude that additional empirical verifications of the performances of the ABC procedure as those available in DIY-ABC are necessary to conduct model choice. PMID:21876135

11. Using Approximate Bayesian Computation to Probe Multiple Transiting Planet Systems

2015-08-01

The large number of multiple transiting planet systems (MTPS) uncovered with Kepler suggest a population of well-aligned planetary systems. Previously, the distribution of transit duration ratios in MTPSs has been used to place constraints on the distributions of mutual orbital inclinations and orbital eccentricities in these systems. However, degeneracies with the underlying number of planets in these systems pose added challenges and make explicit likelihood functions intractable. Approximate Bayesian computation (ABC) offers an intriguing path forward. In its simplest form, ABC proposes from a prior on the population parameters to produce synthetic datasets via a physically-motivated model. Samples are accepted or rejected based on how close they come to reproducing the actual observed dataset to some tolerance. The accepted samples then form a robust and useful approximation of the true posterior distribution of the underlying population parameters. We will demonstrate the utility of ABC in exoplanet populations by presenting new constraints on the mutual inclination and eccentricity distributions in the Kepler MTPSs. We will also introduce Simple-ABC, a new open-source Python package designed for ease of use and rapid specification of general models, suitable for use in a wide variety of applications in both exoplanet science and astrophysics as a whole.

12. Functional regression approximate Bayesian computation for Gaussian process density estimation

RODRIGUES G.S.; Nott, David J.; Sisson, S. A.

2014-01-01

We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a major challenge in this context. To address this problem, we introduce a hierarchically structured prior, defined over a set of univariate density functions, using convenient transformations of Gaussian processes. Inference is performed through approximate...

13. Approximate Bayesian Computation in Large Scale Structure: constraining the galaxy-halo connection

Hahn, ChangHoon; Vakili, Mohammadjavad; Walsh, Kilian; Hearin, Andrew P.; Hogg, David W.; Cambpell, Duncan

2016-01-01

The standard approaches to Bayesian parameter inference in large scale structure (LSS) assume a Gaussian functional form (chi-squared form) for the likelihood. They are also typically restricted to measurements such as the two point correlation function. Likelihood free inferences such as Approximate Bayesian Computation (ABC) make inference possible without assuming any functional form for the likelihood, thereby relaxing the assumptions and restrictions of the standard approach. Instead it ...

14. Inferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

Cornuet, Jean-Marie; Santos, Filipe; Beaumont, Mark A; Robert, Christian P.; Marin, Jean-Michel; Balding, David J.; Guillemaud, Thomas; Estoup, Arnaud

2008-01-01

Summary: Genetic data obtained on population samples convey information about their evolutionary history. Inference methods can extract part of this information but they require sophisticated statistical techniques that have been made available to the biologist community (through computer programs) only for simple and standard situations typically involving a small number of samples. We propose here a computer program (DIY ABC) for inference based on approximate Bayesian computation (ABC), in...

15. Approximate Bayesian Computation in Large Scale Structure: constraining the galaxy-halo connection

Hahn, ChangHoon; Walsh, Kilian; Hearin, Andrew P; Hogg, David W; Cambpell, Duncan

2016-01-01

The standard approaches to Bayesian parameter inference in large scale structure (LSS) assume a Gaussian functional form (chi-squared form) for the likelihood. They are also typically restricted to measurements such as the two point correlation function. Likelihood free inferences such as Approximate Bayesian Computation (ABC) make inference possible without assuming any functional form for the likelihood, thereby relaxing the assumptions and restrictions of the standard approach. Instead it relies on a forward generative model of the data and a metric for measuring the distance between the model and data. In this work, we demonstrate that ABC is feasible for LSS parameter inference by using it to constrain parameters of the halo occupation distribution (HOD) model for populating dark matter halos with galaxies. Using specific implementation of ABC supplemented with Population Monte Carlo importance sampling, a generative forward model using HOD, and a distance metric based on galaxy number density, two-point...

16. Approximate Bayesian recursive estimation

Kárný, Miroslav

2014-01-01

Roč. 285, č. 1 (2014), s. 100-111. ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Approximate parameter estimation * Bayesian recursive estimation * Kullback–Leibler divergence * Forgetting Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.038, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/karny-0425539.pdf

17. The Approximate Bayesian Computation methods in the localization of the atmospheric contamination source

Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.

2015-09-01

In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.

18. cosmoabc: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation

Ishida, E E O; Penna-Lima, M; Cisewski, J; de Souza, R S; Trindade, A M M; Cameron, E

2015-01-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogues. Here we present cosmoabc, a Python ABC sampler featuring a Population Monte Carlo (PMC) variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code is very flexible and can be easily coupled to an external simulator, while allowing to incorporate arbitrary distance and prior functions. As an example of practical application, we coupled cosmoabc with the numcosmo library and demonstrate how it can be used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function. cosmoabc is published under the GPLv3 license on PyPI and GitHub and documentation is availabl...

19. On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo.

Filippi, Sarah; Barnes, Chris P; Cornebise, Julien; Stumpf, Michael P H

2013-03-01

Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetics, epidemiology and system biology. Sequential Monte Carlo (SMC) approaches have become work-horses in ABC. Here we discuss how to construct the perturbation kernels that are required in ABC SMC approaches, in order to construct a sequence of distributions that start out from a suitably defined prior and converge towards the unknown posterior. We derive optimality criteria for different kernels, which are based on the Kullback-Leibler divergence between a distribution and the distribution of the perturbed particles. We will show that for many complicated posterior distributions, locally adapted kernels tend to show the best performance. We find that the added moderate cost of adapting kernel functions is easily regained in terms of the higher acceptance rate. We demonstrate the computational efficiency gains in a range of toy examples which illustrate some of the challenges faced in real-world applications of ABC, before turning to two demanding parameter inference problems in molecular biology, which highlight the huge increases in efficiency that can be gained from choice of optimal kernels. We conclude with a general discussion of the rational choice of perturbation kernels in ABC SMC settings. PMID:23502346

20. astroABC: An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

Jennings, Elise

2016-01-01

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of jobs across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communica...

1. Defining Biological Networks for Noise Buffering and Signaling Sensitivity Using Approximate Bayesian Computation

Shuqiang Wang

2014-01-01

Full Text Available Reliable information processing in cells requires high sensitivity to changes in the input signal but low sensitivity to random fluctuations in the transmitted signal. There are often many alternative biological circuits qualifying for this biological function. Distinguishing theses biological models and finding the most suitable one are essential, as such model ranking, by experimental evidence, will help to judge the support of the working hypotheses forming each model. Here, we employ the approximate Bayesian computation (ABC method based on sequential Monte Carlo (SMC to search for biological circuits that can maintain signaling sensitivity while minimizing noise propagation, focusing on cases where the noise is characterized by rapid fluctuations. By systematically analyzing three-component circuits, we rank these biological circuits and identify three-basic-biological-motif buffering noise while maintaining sensitivity to long-term changes in input signals. We discuss in detail a particular implementation in control of nutrient homeostasis in yeast. The principal component analysis of the posterior provides insight into the nature of the reaction between nodes.

2. Estimating demographic parameters from large-scale population genomic data using Approximate Bayesian Computation

Li Sen

2012-03-01

Full Text Available Abstract Background The Approximate Bayesian Computation (ABC approach has been used to infer demographic parameters for numerous species, including humans. However, most applications of ABC still use limited amounts of data, from a small number of loci, compared to the large amount of genome-wide population-genetic data which have become available in the last few years. Results We evaluated the performance of the ABC approach for three 'population divergence' models - similar to the 'isolation with migration' model - when the data consists of several hundred thousand SNPs typed for multiple individuals by simulating data from known demographic models. The ABC approach was used to infer demographic parameters of interest and we compared the inferred values to the true parameter values that was used to generate hypothetical "observed" data. For all three case models, the ABC approach inferred most demographic parameters quite well with narrow credible intervals, for example, population divergence times and past population sizes, but some parameters were more difficult to infer, such as population sizes at present and migration rates. We compared the ability of different summary statistics to infer demographic parameters, including haplotype and LD based statistics, and found that the accuracy of the parameter estimates can be improved by combining summary statistics that capture different parts of information in the data. Furthermore, our results suggest that poor choices of prior distributions can in some circumstances be detected using ABC. Finally, increasing the amount of data beyond some hundred loci will substantially improve the accuracy of many parameter estimates using ABC. Conclusions We conclude that the ABC approach can accommodate realistic genome-wide population genetic data, which may be difficult to analyze with full likelihood approaches, and that the ABC can provide accurate and precise inference of demographic parameters from

3. msBayes: Pipeline for testing comparative phylogeographic histories using hierarchical approximate Bayesian computation

Takebayashi Naoki

2007-07-01

Full Text Available Abstract Background Although testing for simultaneous divergence (vicariance across different population-pairs that span the same barrier to gene flow is of central importance to evolutionary biology, researchers often equate the gene tree and population/species tree thereby ignoring stochastic coalescent variance in their conclusions of temporal incongruence. In contrast to other available phylogeographic software packages, msBayes is the only one that analyses data from multiple species/population pairs under a hierarchical model. Results msBayes employs approximate Bayesian computation (ABC under a hierarchical coalescent model to test for simultaneous divergence (TSD in multiple co-distributed population-pairs. Simultaneous isolation is tested by estimating three hyper-parameters that characterize the degree of variability in divergence times across co-distributed population pairs while allowing for variation in various within population-pair demographic parameters (sub-parameters that can affect the coalescent. msBayes is a software package consisting of several C and R programs that are run with a Perl "front-end". Conclusion The method reasonably distinguishes simultaneous isolation from temporal incongruence in the divergence of co-distributed population pairs, even with sparse sampling of individuals. Because the estimate step is decoupled from the simulation step, one can rapidly evaluate different ABC acceptance/rejection conditions and the choice of summary statistics. Given the complex and idiosyncratic nature of testing multi-species biogeographic hypotheses, we envision msBayes as a powerful and flexible tool for tackling a wide array of difficult research questions that use population genetic data from multiple co-distributed species. The msBayes pipeline is available for download at http://msbayes.sourceforge.net/ under an open source license (GNU Public License. The msBayes pipeline is comprised of several C and R programs that

4. Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation

Picchini, Umberto; Forman, Julie Lyng

2016-01-01

applications. A simulation study is conducted to compare our strategy with exact Bayesian inference, the latter resulting two orders of magnitude slower than ABC-MCMC for the considered set-up. Finally, the ABC algorithm is applied to a large size protein data. The suggested methodology is fairly general and...

5. Approximate Bayesian Computation for Astronomical Model Analysis: A Case Study in Galaxy Demographics and Morphological Transformation at High Redshift

Cameron, E

2012-01-01

"Approximate Bayesian Computation" (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely intractable-the latter condition rendering useless the standard machinery of tractable likelihood-based, Bayesian statistical inference (e.g. conventional Markov Chain Monte Carlo simulation; MCMC). In this article we demonstrate the potential of ABC for astronomical model analysis by application to a case study in the morphological transformation of high redshift galaxies. To this end we develop, first, a stochastic model for the competing processes of merging and secular evolution in the early Universe; and second, through an ABC-based comparison against the observed demographics of the first generation of massive (M_gal > 10^11 M_sun) galaxies (at 1.5 < z < 3) in the CANDELS/EGS dataset we derive posterior probability densities for the key parameters of this model. The "Sequent...

6. Approximate Bayesian inference for complex ecosystems

Michael P H Stumpf

2014-01-01

Mathematical models have been central to ecology for nearly a century. Simple models of population dynamics have allowed us to understand fundamental aspects underlying the dynamics and stability of ecological systems. What has remained a challenge, however, is to meaningfully interpret experimental or observational data in light of mathematical models. Here, we review recent developments, notably in the growing field of approximate Bayesian computation (ABC), that allow us to calibrate mathe...

7. Understanding the recent colonization history of a plant pathogenic fungus using population genetic tools and Approximate Bayesian Computation.

Barrès, B; Carlier, J; Seguin, M; Fenouillet, C; Cilas, C; Ravigné, V

2012-11-01

Understanding the processes by which new diseases are introduced in previously healthy areas is of major interest in elaborating prevention and management policies, as well as in understanding the dynamics of pathogen diversity at large spatial scale. In this study, we aimed to decipher the dispersal processes that have led to the emergence of the plant pathogenic fungus Microcyclus ulei, which is responsible for the South American Leaf Blight (SALB). This fungus has devastated rubber tree plantations across Latin America since the beginning of the twentieth century. As only imprecise historical information is available, the study of population evolutionary history based on population genetics appeared most appropriate. The distribution of genetic diversity in a continental sampling of four countries (Brazil, Ecuador, Guatemala and French Guiana) was studied using a set of 16 microsatellite markers developed specifically for this purpose. A very strong genetic structure was found (F(st)=0.70), demonstrating that there has been no regular gene flow between Latin American M. ulei populations. Strong bottlenecks probably occurred at the foundation of each population. The most likely scenario of colonization identified by the Approximate Bayesian Computation (ABC) method implemented in DIYABC suggested two independent sources from the Amazonian endemic area. The Brazilian, Ecuadorian and Guatemalan populations might stem from serial introductions through human-mediated movement of infected plant material from an unsampled source population, whereas the French Guiana population seems to have arisen from an independent colonization event through spore dispersal. PMID:22828899

8. Inferring Population Size History from Large Samples of Genome-Wide Molecular Data - An Approximate Bayesian Computation Approach.

Simon Boitard

2016-03-01

Full Text Available Inferring the ancestral dynamics of effective population size is a long-standing question in population genetics, which can now be tackled much more accurately thanks to the massive genomic data available in many species. Several promising methods that take advantage of whole-genome sequences have been recently developed in this context. However, they can only be applied to rather small samples, which limits their ability to estimate recent population size history. Besides, they can be very sensitive to sequencing or phasing errors. Here we introduce a new approximate Bayesian computation approach named PopSizeABC that allows estimating the evolution of the effective population size through time, using a large sample of complete genomes. This sample is summarized using the folded allele frequency spectrum and the average zygotic linkage disequilibrium at different bins of physical distance, two classes of statistics that are widely used in population genetics and can be easily computed from unphased and unpolarized SNP data. Our approach provides accurate estimations of past population sizes, from the very first generations before present back to the expected time to the most recent common ancestor of the sample, as shown by simulations under a wide range of demographic scenarios. When applied to samples of 15 or 25 complete genomes in four cattle breeds (Angus, Fleckvieh, Holstein and Jersey, PopSizeABC revealed a series of population declines, related to historical events such as domestication or modern breed creation. We further highlight that our approach is robust to sequencing errors, provided summary statistics are computed from SNPs with common alleles.

9. Understanding Computational Bayesian Statistics

2011-01-01

A hands-on introduction to computational statistics from a Bayesian point of view Providing a solid grounding in statistics while uniquely covering the topics from a Bayesian perspective, Understanding Computational Bayesian Statistics successfully guides readers through this new, cutting-edge approach. With its hands-on treatment of the topic, the book shows how samples can be drawn from the posterior distribution when the formula giving its shape is all that is known, and how Bayesian inferences can be based on these samples from the posterior. These ideas are illustrated on common statistic

10. An Approximate Bayesian Fundamental Frequency Estimator

Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Jensen, Søren Holdt

Joint fundamental frequency and model order estimation is an important problem in several applications such as speech and music processing. In this paper, we develop an approximate estimation algorithm of these quantities using Bayesian inference. The inference about the fundamental frequency and...

11. Computationally efficient Bayesian tracking

Aughenbaugh, Jason; La Cour, Brian

2012-06-01

In this paper, we describe the progress we have achieved in developing a computationally efficient, grid-based Bayesian fusion tracking system. In our approach, the probability surface is represented by a collection of multidimensional polynomials, each computed adaptively on a grid of cells representing state space. Time evolution is performed using a hybrid particle/grid approach and knowledge of the grid structure, while sensor updates use a measurement-based sampling method with a Delaunay triangulation. We present an application of this system to the problem of tracking a submarine target using a field of active and passive sonar buoys.

12. Dual Control for Approximate Bayesian Reinforcement Learning

Klenske, Edgar D.; Hennig, Philipp

2015-01-01

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future observations, offers a principled solution, but is intractable. We review, then extend an old approximate approach from control theory---where the problem is known as dual control---in the context of modern regression methods, specifically generalized line...

13. Use of Approximate Bayesian Computation to Assess and Fit Models of Mycobacterium leprae to Predict Outcomes of the Brazilian Control Program.

Rebecca Lee Smith

Full Text Available Hansen's disease (leprosy elimination has proven difficult in several countries, including Brazil, and there is a need for a mathematical model that can predict control program efficacy. This study applied the Approximate Bayesian Computation algorithm to fit 6 different proposed models to each of the 5 regions of Brazil, then fitted hierarchical models based on the best-fit regional models to the entire country. The best model proposed for most regions was a simple model. Posterior checks found that the model results were more similar to the observed incidence after fitting than before, and that parameters varied slightly by region. Current control programs were predicted to require additional measures to eliminate Hansen's Disease as a public health problem in Brazil.

14. Use of Approximate Bayesian Computation to Assess and Fit Models of Mycobacterium leprae to Predict Outcomes of the Brazilian Control Program.

Smith, Rebecca Lee; Gröhn, Yrjö Tapio

2015-01-01

Hansen's disease (leprosy) elimination has proven difficult in several countries, including Brazil, and there is a need for a mathematical model that can predict control program efficacy. This study applied the Approximate Bayesian Computation algorithm to fit 6 different proposed models to each of the 5 regions of Brazil, then fitted hierarchical models based on the best-fit regional models to the entire country. The best model proposed for most regions was a simple model. Posterior checks found that the model results were more similar to the observed incidence after fitting than before, and that parameters varied slightly by region. Current control programs were predicted to require additional measures to eliminate Hansen's Disease as a public health problem in Brazil. PMID:26107951

15. Approximation and Computation

Gautschi, Walter; Rassias, Themistocles M

2011-01-01

Approximation theory and numerical analysis are central to the creation of accurate computer simulations and mathematical models. Research in these areas can influence the computational techniques used in a variety of mathematical and computational sciences. This collection of contributed chapters, dedicated to renowned mathematician Gradimir V. Milovanovia, represent the recent work of experts in the fields of approximation theory and numerical analysis. These invited contributions describe new trends in these important areas of research including theoretic developments, new computational alg

16. The metabolic network of Clostridium acetobutylicum: Comparison of the approximate Bayesian computation via sequential Monte Carlo (ABC-SMC) and profile likelihood estimation (PLE) methods for determinability analysis.

Thorn, Graeme J; King, John R

2016-01-01

The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. PMID:26561777

17. The variational Bayes approximation in Bayesian filtering

Šmídl, Václav; Quinn, A.

Bryan : IEEE, 2006, s. 1-4. ISBN 1-4244-0469-X. [IEEE International Conference on Acoustics , Speech and Signal Processing. Toulouse (FR), 14.05.2006-19.05.2006] R&D Projects: GA AV ČR 1ET100750401; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : variational Bayes * Bayesian filtering Subject RIV: BD - Theory of Information

18. Approximation methods for efficient learning of Bayesian networks

Riggelsen, C

2008-01-01

This publication offers and investigates efficient Monte Carlo simulation methods in order to realize a Bayesian approach to approximate learning of Bayesian networks from both complete and incomplete data. For large amounts of incomplete data when Monte Carlo methods are inefficient, approximations are implemented, such that learning remains feasible, albeit non-Bayesian. The topics discussed are: basic concepts about probabilities, graph theory and conditional independence; Bayesian network learning from data; Monte Carlo simulation techniques; and, the concept of incomplete data. In order to provide a coherent treatment of matters, thereby helping the reader to gain a thorough understanding of the whole concept of learning Bayesian networks from (in)complete data, this publication combines in a clarifying way all the issues presented in the papers with previously unpublished work.

19. Efficient Nonparametric Bayesian Modelling with Sparse Gaussian Process Approximations

Seeger, Matthias; Lawrence, Neil; Herbrich, Ralf

2006-01-01

Sparse approximations to Bayesian inference for nonparametric Gaussian Process models scale linearly in the number of training points, allowing for the application of powerful kernel-based models to large datasets. We present a general framework based on the informative vector machine (IVM) (Lawrence et.al., 2002) and show how the complete Bayesian task of inference and learning of free hyperparameters can be performed in a practically efficient manner. Our framework allows for arbitrary like...

20. On polyhedral approximations of polytopes for learning Bayesian networks

Studený, Milan; Haws, D.C.

2013-01-01

Roč. 4, č. 1 (2013), s. 59-92. ISSN 1309-3452 R&D Projects: GA ČR GA201/08/0539 Institutional support: RVO:67985556 Keywords : Bayesian network structure * integer programming * standard imset * characteristic imset * LP relaxation Subject RIV: BA - General Mathematics http://library.utia.cas.cz/separaty/2013/MTR/studeny-on polyhedral approximations of polytopes for learning bayesian networks.pdf

1. Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise

Pavelková, Lenka; Kárný, Miroslav

Brussels: IFAC, 2012, s. 1803-1807. ISBN 978-3-902823-06-9. [16th IFAC Symposium on System Identification The International Federation of Automatic Control. Brussels (BE), 11.07.2012-13.07.2012] R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : recursive parameter estimation * bounded noise * Bayesian learning * autoregressive models Subject RIV: BC - Control System s Theory http://library.utia.cas.cz/separaty/2012/AS/pavelkova-approximate bayesian recursive estimation of linear model with uniform noise.pdf

2. Computational methods for Bayesian model choice

Robert, Christian P.; Wraith, Darren

2009-01-01

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.

3. Approximate Bayesian Image Interpretation using Generative Probabilistic Graphics Programs

Mansinghka, Vikash K.; Kulkarni, Tejas D.; Perov, Yura N.; Tenenbaum, Joshua B.

2013-01-01

The idea of computer vision as the Bayesian inverse problem to computer graphics has a long history and an appealing elegance, but it has proved difficult to directly implement. Instead, most vision tasks are approached via complex bottom-up processing pipelines. Here we show that it is possible to write short, simple probabilistic graphics programs that define flexible generative models and to automatically invert them to interpret real-world images. Generative probabilistic graphics program...

4. Approximate bayesian parameter inference for dynamical systems in systems biology

This paper proposes to use approximate instead of exact stochastic simulation algorithms for approximate Bayesian parameter inference of dynamical systems in systems biology. It first presents the mathematical framework for the description of systems biology models, especially from the aspect of a stochastic formulation as opposed to deterministic model formulations based on the law of mass action. In contrast to maximum likelihood methods for parameter inference, approximate inference method- share presented which are based on sampling parameters from a known prior probability distribution, which gradually evolves toward a posterior distribution, through the comparison of simulated data from the model to a given data set of measurements. The paper then discusses the simulation process, where an over- view is given of the different exact and approximate methods for stochastic simulation and their improvements that we propose. The exact and approximate simulators are implemented and used within approximate Bayesian parameter inference methods. Our evaluation of these methods on two tasks of parameter estimation in two different models shows that equally good results are obtained much faster when using approximate simulation as compared to using exact simulation. (Author)

5. BDD Minimization for Approximate Computing

Soeken, Mathias; Grosse, Daniel; Chandrasekharan, Arun; Drechsler, Rolf

2016-01-01

We present Approximate BDD Minimization (ABM) as a problem that has application in approximate computing. Given a BDD representation of a multi-output Boolean function, ABM asks whether there exists another function that has a smaller BDD representation but meets a threshold w.r.t. an error metric. We present operators to derive approximated functions and present algorithms to exactly compute the error metrics directly on the BDD representation. An experimental evaluation demonstrates the app...

6. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

Cheon, Sooyoung

2009-11-01

Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.

7. Mean Field Variational Approximation for Continuous-Time Bayesian Networks

Cohn, Ido; Friedman, Nir; Kupferman, Raz

2012-01-01

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even in relatively simple structured networks. Here we introduce a mean field variational approximation in which we use a product of inhomogeneous Markov processes to approximate a distribution over trajectories. This variational approach leads to a globally consistent distribution, which can be efficiently queried. Additionally, it provides a lower bound on the probability of observations, thus making it attractive for learning tasks. We provide the theoretical foundations for the approximation, an efficient implementation that exploits the wide range of highly optimized ordinary differential equations (ODE) solvers, experimentally explore characterizations of processes for which this approximation is suitable, and show applications to a large-scale realworld inference problem.

8. Comparison of Lauritzen-Spiegelhalter and successive restrictions algorithms for computing probability distributions in Bayesian networks

Smail, Linda

2016-06-01

The basic task of any probabilistic inference system in Bayesian networks is computing the posterior probability distribution for a subset or subsets of random variables, given values or evidence for some other variables from the same Bayesian network. Many methods and algorithms have been developed to exact and approximate inference in Bayesian networks. This work compares two exact inference methods in Bayesian networks-Lauritzen-Spiegelhalter and the successive restrictions algorithm-from the perspective of computational efficiency. The two methods were applied for comparison to a Chest Clinic Bayesian Network. Results indicate that the successive restrictions algorithm shows more computational efficiency than the Lauritzen-Spiegelhalter algorithm.

9. Exact and approximate Bayesian estimation of net counting rates

The stochastic fluctuations in the number of disintegrations, which had already been studied experimentally by Rutherford and other investigators at the beginning of the twentieth century, make estimation of net counting rates in the presence of background counts a challenging statistical problem. Exact and approximate Bayesian estimates of net count rates using Poisson and normal distributions for the number of counts detected during varying counting intervals are derived. The posterior densities for the net count rate are derived and plotted for uniform priors. The graphs for the exact, Poisson based, and for the approximate posterior densities of the background and net count rates, resulting from the normal approximation to the Poisson distribution, were compared. No practical differences were found when the number of observed gross counts is large. Small numerical differences in the posterior expectations and standard deviation of the counting rates appeared when the number of observed counts was small. A table showing some of these numerical differences for different background and gross counts is included. A normal approximation to the Poisson is satisfactory for the analysis of counting data when the number of observed counts is large. Some caution has to be exercised when the number of observed counts is small. (author)

10. Computer Experiments for Function Approximations

Chang, A; Izmailov, I; Rizzo, S; Wynter, S; Alexandrov, O; Tong, C

2007-10-15

This research project falls in the domain of response surface methodology, which seeks cost-effective ways to accurately fit an approximate function to experimental data. Modeling and computer simulation are essential tools in modern science and engineering. A computer simulation can be viewed as a function that receives input from a given parameter space and produces an output. Running the simulation repeatedly amounts to an equivalent number of function evaluations, and for complex models, such function evaluations can be very time-consuming. It is then of paramount importance to intelligently choose a relatively small set of sample points in the parameter space at which to evaluate the given function, and then use this information to construct a surrogate function that is close to the original function and takes little time to evaluate. This study was divided into two parts. The first part consisted of comparing four sampling methods and two function approximation methods in terms of efficiency and accuracy for simple test functions. The sampling methods used were Monte Carlo, Quasi-Random LP{sub {tau}}, Maximin Latin Hypercubes, and Orthogonal-Array-Based Latin Hypercubes. The function approximation methods utilized were Multivariate Adaptive Regression Splines (MARS) and Support Vector Machines (SVM). The second part of the study concerned adaptive sampling methods with a focus on creating useful sets of sample points specifically for monotonic functions, functions with a single minimum and functions with a bounded first derivative.

11. Computationally efficient Bayesian inference for inverse problems.

Marzouk, Youssef M.; Najm, Habib N.; Rahn, Larry A.

2007-10-01

Bayesian statistics provides a foundation for inference from noisy and incomplete data, a natural mechanism for regularization in the form of prior information, and a quantitative assessment of uncertainty in the inferred results. Inverse problems - representing indirect estimation of model parameters, inputs, or structural components - can be fruitfully cast in this framework. Complex and computationally intensive forward models arising in physical applications, however, can render a Bayesian approach prohibitive. This difficulty is compounded by high-dimensional model spaces, as when the unknown is a spatiotemporal field. We present new algorithmic developments for Bayesian inference in this context, showing strong connections with the forward propagation of uncertainty. In particular, we introduce a stochastic spectral formulation that dramatically accelerates the Bayesian solution of inverse problems via rapid evaluation of a surrogate posterior. We also explore dimensionality reduction for the inference of spatiotemporal fields, using truncated spectral representations of Gaussian process priors. These new approaches are demonstrated on scalar transport problems arising in contaminant source inversion and in the inference of inhomogeneous material or transport properties. We also present a Bayesian framework for parameter estimation in stochastic models, where intrinsic stochasticity may be intermingled with observational noise. Evaluation of a likelihood function may not be analytically tractable in these cases, and thus several alternative Markov chain Monte Carlo (MCMC) schemes, operating on the product space of the observations and the parameters, are introduced.

12. Adaptive surrogate modeling for response surface approximations with application to bayesian inference

Prudhomme, Serge

2015-09-17

Parameter estimation for complex models using Bayesian inference is usually a very costly process as it requires a large number of solves of the forward problem. We show here how the construction of adaptive surrogate models using a posteriori error estimates for quantities of interest can significantly reduce the computational cost in problems of statistical inference. As surrogate models provide only approximations of the true solutions of the forward problem, it is nevertheless necessary to control these errors in order to construct an accurate reduced model with respect to the observables utilized in the identification of the model parameters. Effectiveness of the proposed approach is demonstrated on a numerical example dealing with the Spalart–Allmaras model for the simulation of turbulent channel flows. In particular, we illustrate how Bayesian model selection using the adapted surrogate model in place of solving the coupled nonlinear equations leads to the same quality of results while requiring fewer nonlinear PDE solves.

13. Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation

14. Forecasting Rainfall Time Series with stochastic output approximated by neural networks Bayesian approach

Cristian Rodriguez Rivero

2014-07-01

Full Text Available The annual estimate of the availability of the amount of water for the agricultural sector has become a lifetime in places where rainfall is scarce, as is the case of northwestern Argentina. This work proposes to model and simulate monthly rainfall time series from one geographical location of Catamarca, Valle El Viejo Portezuelo. In this sense, the time series prediction is mathematical and computational modelling series provided by monthly cumulative rainfall, which has stochastic output approximated by neural networks Bayesian approach. We propose to use an algorithm based on artificial neural networks (ANNs using the Bayesian inference. The result of the prediction consists of 20% of the provided data consisting of 2000 to 2010. A new analysis for modelling, simulation and computational prediction of cumulative rainfall from one geographical location is well presented. They are used as data information, only the historical time series of daily flows measured in mmH2O. Preliminary results of the annual forecast in mmH2O with a prediction horizon of one year and a half are presented, 18 months, respectively. The methodology employs artificial neural network based tools, statistical analysis and computer to complete the missing information and knowledge of the qualitative and quantitative behavior. They also show some preliminary results with different prediction horizons of the proposed filter and its comparison with the performance Gaussian process filter used in the literature.

15. Bayesian inference of biochemical kinetic parameters using the linear noise approximation

Finkenstädt Bärbel

2009-10-01

Full Text Available Abstract Background Fluorescent and luminescent gene reporters allow us to dynamically quantify changes in molecular species concentration over time on the single cell level. The mathematical modeling of their interaction through multivariate dynamical models requires the deveopment of effective statistical methods to calibrate such models against available data. Given the prevalence of stochasticity and noise in biochemical systems inference for stochastic models is of special interest. In this paper we present a simple and computationally efficient algorithm for the estimation of biochemical kinetic parameters from gene reporter data. Results We use the linear noise approximation to model biochemical reactions through a stochastic dynamic model which essentially approximates a diffusion model by an ordinary differential equation model with an appropriately defined noise process. An explicit formula for the likelihood function can be derived allowing for computationally efficient parameter estimation. The proposed algorithm is embedded in a Bayesian framework and inference is performed using Markov chain Monte Carlo. Conclusion The major advantage of the method is that in contrast to the more established diffusion approximation based methods the computationally costly methods of data augmentation are not necessary. Our approach also allows for unobserved variables and measurement error. The application of the method to both simulated and experimental data shows that the proposed methodology provides a useful alternative to diffusion approximation based methods.

16. Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

F. Hartig

2013-08-01

Full Text Available Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics, and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC, another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter

17. Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can

18. Computational Enhancements to Bayesian Design of Experiments Using Gaussian Processes

Weaver, Brian P.; Williams, Brian J.; Anderson-Cook, Christine M.; Higdon, David M.

2016-01-01

Bayesian design of experiments is a methodology for incorporating prior information into the design phase of an experiment. Unfortunately, the typical Bayesian approach to designing experiments is both numerically and analytically intractable without additional assumptions or approximations. In this paper, we discuss how Gaussian processes can be used to help alleviate the numerical issues associated with Bayesian design of experiments. We provide an example based on accelerated life tests an...

19. Flexible Bayesian Nonparametric Priors and Bayesian Computational Methods

Zhu, Weixuan

2016-01-01

The definition of vectors of dependent random probability measures is a topic of interest in Bayesian nonparametrics. They represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. Our first contribution is the introduction of novel multivariate vectors of two-parameter Poisson-Dirichlet process. The dependence is induced by applying a L´evy copula to the marginal L´evy intensities. Our attenti...

20. Computing Functions by Approximating the Input

Goldberg, Mayer

2012-01-01

In computing real-valued functions, it is ordinarily assumed that the input to the function is known, and it is the output that we need to approximate. In this work, we take the opposite approach: we show how to compute the values of some transcendental functions by approximating the input to these functions, and obtaining exact answers for their…

1. Computing the Bayesian Evidence from a Markov Chain Monte Carlo Simulation of the Posterior Distribution

Weinberg, Martin D

2009-01-01

Computation of the marginal likelihood or "Bayesian Evidence" from a simulated posterior distribution is central to Bayesian model selection but is fraught with difficulty. The often-used harmonic mean approximation uses the posterior directly but is unstably sensitive to samples with anomalously small values of the likelihood and converges very slowly. The Laplace approximation is stable but makes strong, and often inappropriate, assumptions about the shape of the posterior distribution. It is useful, but not general. We need an algorithm that is general and easy to apply, like the harmonic mean approximation, but robust to sample size and multimodality. Here, I argue that the evidence can be stably computed from a posterior sample by careful attention to the numerics of the probability integral. Posing the expression for the Bayesian evidence as a Lebesgue integral, we may convert the evaluation of the sample statistic to a quadrature rule and show that the harmonic mean approximation suffers from enormous ...

2. Anticipated utility and rational expectations as approximations of Bayesian decision making

Cogley, Timothy W.; Sargent, Thomas J.

2005-01-01

For a Markov decision problem in which unknown transition probabilities serve as hidden state variables, we study the quality of two approximations to the decision rule of a Bayesian who each period updates his subjective distribu- tion over the transition probabilities by Bayes’ law. The first is the usual ratio- nal expectations approximation that assumes that the decision maker knows the transition probabilities. The second approximation is a version of Kreps’ (1998) anticipated utility mo...

3. Approximate Bayesian inference in semi-mechanistic models

Aderhold, Andrej; Husmeier, Dirk; Grzegorczyk, Marco

2016-01-01

Inference of interaction networks represented by systems of differential equations is a challenging problem in many scientific disciplines. In the present article, we follow a semi-mechanistic modelling approach based on gradient matching. We investigate the extent to which key factors, including the kinetic model, statistical formulation and numerical methods, impact upon performance at network reconstruction. We emphasize general lessons for computational statisticians when faced with the c...

4. Approximate recursive Bayesian estimation of dynamic probabilistic mixtures

Andrýsek, Josef

Adelaide: Advanced Knowledge International, 2004 - ( And rýsek, J.; Kárný, M.; Kracík, J.), s. 39-54. (International Series on Advanced Intelligence.. 9). ISBN 0-9751004-5-9. [Workshop on Computer-Intensive Methods in Control and Data Processing 2004. Prague (CZ), 12.05.2004-14.05.2004] R&D Projects: GA AV ČR IBS1075351; GA ČR GA102/03/0049; GA ČR GA102/01/0608 Institutional research plan: CEZ:AV0Z1075907 Keywords : parameter estimation * recursive estimation * probabilistic mixture Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/prace/20040052.pdf

5. Partially Linear Bayesian Estimation with Application to Sparse Approximations

Michaeli, Tomer; Eldar, Yonina C

2011-01-01

We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing the joint distribution of X and Y in full, but rather only its second-order moments. This renders it of potential interest in various applications. We further show that the PLMMSE method is minimax-optimal among all estimators that solely depend on the second-order statistics of X and Y. Finally, we demonstrate our approach in the context of recovering a vector, which is sparse in a unitary dictionary, from two sets of noisy measurements. We show that in this setting PLMMSE estimation has a clear computational advantage, while its performance is comparable to state-of-the-art algorithms.

6. Introduction to Bayesian scientific computing ten lectures on subjective computing

Calvetti, Daniela

2007-01-01

A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parameter that is not directly observable by using measured data and a mathematical model linking the observed and the unknown. Inverse problems are closely related to statistical inference problems, where the observations are used to infer on an underlying probability distribution. This connection between statistical inference and inverse problems is a central topic of the book. Inverse problems are typically ill-posed: small uncertainties in data may propagate in huge uncertainties in the estimates of the unknowns. To cope with such problems, efficient regularization techniques are developed in the framework of numerical analysis. The counterpart of regularization in the framework of statistical inference is the us...

7. Bayesian data analysis

Gelman, Andrew; Stern, Hal S; Dunson, David B; Vehtari, Aki; Rubin, Donald B

2013-01-01

FUNDAMENTALS OF BAYESIAN INFERENCEProbability and InferenceSingle-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian ApproachesHierarchical ModelsFUNDAMENTALS OF BAYESIAN DATA ANALYSISModel Checking Evaluating, Comparing, and Expanding ModelsModeling Accounting for Data Collection Decision AnalysisADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional ApproximationsREGRESSION MODELS Introduction to Regression Models Hierarchical Linear

8. Computing Nash Equilibria: Approximation and Smoothed Complexity

Chen, Xi; Deng, Xiaotie; Teng, Shang-Hua

2006-01-01

We show that the BIMATRIX game does not have a fully polynomial-time approximation scheme, unless PPAD is in P. In other words, no algorithm with time polynomial in n and 1/\\epsilon can compute an \\epsilon-approximate Nash equilibrium of an n by nbimatrix game, unless PPAD is in P. Instrumental to our proof, we introduce a new discrete fixed-point problem on a high-dimensional cube with a constant side-length, such as on an n-dimensional cube with side-length 7, and show that they are PPAD-co...

9. An Improved Approximate-Bayesian Model-choice Method for Estimating Shared Evolutionary History

Oaks, Jamie R.

2014-01-01

Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa...

10. Bayesian inference of solar and stellar magnetic fields in the weak-field approximation

Ramos, A Asensio

2011-01-01

The weak-field approximation is one of the simplest models that allows us to relate the observed polarization induced by the Zeeman effect with the magnetic field vector present on the plasma of interest. It is usually applied for diagnosing magnetic fields in the solar and stellar atmospheres. A fully Bayesian approach to the inference of magnetic properties in unresolved structures is presented. The analytical expression for the marginal posterior distribution is obtained, from which we can obtain statistically relevant information about the model parameters. The role of a-priori information is discussed and a hierarchical procedure is presented that gives robust results that are almost insensitive to the precise election of the prior. The strength of the formalism is demonstrated through an application to IMaX data. Bayesian methods can optimally exploit data from filter-polarimeters given the scarcity of spectral information as compared with spectro-polarimeters. The effect of noise and how it degrades ou...

11. Fine Mapping Causal Variants with an Approximate Bayesian Method Using Marginal Test Statistics.

Chen, Wenan; Larrabee, Beth R; Ovsyannikova, Inna G; Kennedy, Richard B; Haralambieva, Iana H; Poland, Gregory A; Schaid, Daniel J

2015-07-01

Two recently developed fine-mapping methods, CAVIAR and PAINTOR, demonstrate better performance over other fine-mapping methods. They also have the advantage of using only the marginal test statistics and the correlation among SNPs. Both methods leverage the fact that the marginal test statistics asymptotically follow a multivariate normal distribution and are likelihood based. However, their relationship with Bayesian fine mapping, such as BIMBAM, is not clear. In this study, we first show that CAVIAR and BIMBAM are actually approximately equivalent to each other. This leads to a fine-mapping method using marginal test statistics in the Bayesian framework, which we call CAVIAR Bayes factor (CAVIARBF). Another advantage of the Bayesian framework is that it can answer both association and fine-mapping questions. We also used simulations to compare CAVIARBF with other methods under different numbers of causal variants. The results showed that both CAVIARBF and BIMBAM have better performance than PAINTOR and other methods. Compared to BIMBAM, CAVIARBF has the advantage of using only marginal test statistics and takes about one-quarter to one-fifth of the running time. We applied different methods on two independent cohorts of the same phenotype. Results showed that CAVIARBF, BIMBAM, and PAINTOR selected the same top 3 SNPs; however, CAVIARBF and BIMBAM had better consistency in selecting the top 10 ranked SNPs between the two cohorts. Software is available at https://bitbucket.org/Wenan/caviarbf. PMID:25948564

12. Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

Warner, James E.; Hochhalter, Jacob D.

2016-01-01

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

13. Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

Cui, Tiangang; Marzouk, Youssef; Willcox, Karen

2016-06-01

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting-both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We present and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.

14. A Dynamic Bayesian Approach to Computational Laban Shape Quality Analysis

Dilip Swaminathan

2009-01-01

kinesiology. LMA (especially Effort/Shape emphasizes how internal feelings and intentions govern the patterning of movement throughout the whole body. As we argue, a complex understanding of intention via LMA is necessary for human-computer interaction to become embodied in ways that resemble interaction in the physical world. We thus introduce a novel, flexible Bayesian fusion approach for identifying LMA Shape qualities from raw motion capture data in real time. The method uses a dynamic Bayesian network (DBN to fuse movement features across the body and across time and as we discuss can be readily adapted for low-cost video. It has delivered excellent performance in preliminary studies comprising improvisatory movements. Our approach has been incorporated in Response, a mixed-reality environment where users interact via natural, full-body human movement and enhance their bodily-kinesthetic awareness through immersive sound and light feedback, with applications to kinesiology training, Parkinson's patient rehabilitation, interactive dance, and many other areas.

15. [Contribution of computers to pharmacokinetics, Bayesian approach and population pharmacokinetics].

Hecquet, B

1995-12-01

A major objective for pharmacokineticians is to help practicians to define drug administration protocols. Protocols are generally designed for all the patients but inter individual variability would need monitoring for each patient. Computers are widely used to determine pharmacokinetic parameters and to try to individualize drug administration. Severals examples are summarily described: terminal half-life determination by regression; model fitting to experimental data; Bayesian statistics for individual dose adaptation; population pharmacokinetic methods for parameter evaluation. These methods do not replace the pharmacokinetician thought but could make possible drug administration taking into account individual characteristics. PMID:8680074

16. Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

Hadjidoukas, P.E.; Angelikopoulos, P. [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland); Papadimitriou, C. [Department of Mechanical Engineering, University of Thessaly, GR-38334 Volos (Greece); Koumoutsakos, P., E-mail: petros@ethz.ch [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland)

2015-03-01

We present Π4U,{sup 1} an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

17. Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

We present Π4U,1 an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow

18. Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

19. NML Computation Algorithms for Tree-Structured Multinomial Bayesian Networks

Kontkanen Petri

2007-01-01

Full Text Available Typical problems in bioinformatics involve large discrete datasets. Therefore, in order to apply statistical methods in such domains, it is important to develop efficient algorithms suitable for discrete data. The minimum description length (MDL principle is a theoretically well-founded, general framework for performing statistical inference. The mathematical formalization of MDL is based on the normalized maximum likelihood (NML distribution, which has several desirable theoretical properties. In the case of discrete data, straightforward computation of the NML distribution requires exponential time with respect to the sample size, since the definition involves a sum over all the possible data samples of a fixed size. In this paper, we first review some existing algorithms for efficient NML computation in the case of multinomial and naive Bayes model families. Then we proceed by extending these algorithms to more complex, tree-structured Bayesian networks.

20. Parallel computations and complex analytic approximations: From diophantine approximations to quantum mechanics

Chudnovsky, D.V.; Chudnovsky, G.V. [Columbia Univ., New York, NY (United States)

1995-12-01

High precision solution of extremal and (complex analytic) approximations problems that can be represented in terms of multiple integrals or integral equations involving hypergeornetric functions are examined. Fast algorithms of computations of (approximate) solutions are presented that are well suited for parallelization. Among problems considered are: WKB and adelic asymptotics of multidimensional hypergeometric Pade approximations to classical functions, and high accuracy computations of high order eigenvalues and eigenstates for 2D and 3D domains of complex geometry.

1. Prediction of Missing Associations Using Rough Computing and Bayesian Classification

Debasrita Roy

2012-10-01

Full Text Available Information technology revolution has brought a radical change in the way data are collected or generated for ease of decision making. It is generally observed that the data has not been consistently collected. The huge amount of data has no relevance unless it provides certain useful information. Only by unlocking the hidden data we can not use it to gain insight into customers, markets, and even to setup a new business. Therefore, the absence of associations in the attribute values may have information to predict the decision for our own business or to setup a new business. Based on decision theory, in the past many mathematical models such as naïve Bayes structure, human composed network structure, Bayesian network modeling etc. were developed. But, many such models have failed to include important aspects of classification. Therefore, an effort has been made to process inconsistencies in data being considered by Pawlak with the introduction of rough set theory. In this paper, we use two processes such as pre process and post process to predict the output values for the missing associations in the attribute values. In pre process we use rough computing, whereas in post process we use Bayesian classification to explore the output value for the missing associations and to get better knowledge affecting the decision making.

2. Bayesian Analysis of Multiple Populations I: Statistical and Computational Methods

Stenning, D C; Robinson, E; van Dyk, D A; von Hippel, T; Sarajedini, A; Stein, N

2016-01-01

We develop a Bayesian model for globular clusters composed of multiple stellar populations, extending earlier statistical models for open clusters composed of simple (single) stellar populations (vanDyk et al. 2009, Stein et al. 2013). Specifically, we model globular clusters with two populations that differ in helium abundance. Our model assumes a hierarchical structuring of the parameters in which physical properties---age, metallicity, helium abundance, distance, absorption, and initial mass---are common to (i) the cluster as a whole or to (ii) individual populations within a cluster, or are unique to (iii) individual stars. An adaptive Markov chain Monte Carlo (MCMC) algorithm is devised for model fitting that greatly improves convergence relative to its precursor non-adaptive MCMC algorithm. Our model and computational tools are incorporated into an open-source software suite known as BASE-9. We use numerical studies to demonstrate that our method can recover parameters of two-population clusters, and al...

3. GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran

4. Bayesian learning in assisted brain-computer interface tasks.

Zhang, Yin; Schwartz, Andrew B; Chase, Steve M; Kass, Robert E

2012-01-01

Successful implementation of a brain-computer interface depends critically on the subject's ability to learn how to modulate the neurons controlling the device. However, the subject's learning process is probably the least understood aspect of the control loop. How should training be adjusted to facilitate dexterous control of a prosthetic device? An effective training schedule should manipulate the difficulty of the task to provide enough information to guide improvement without overwhelming the subject. In this paper, we introduce a bayesian framework for modeling the closed-loop BCI learning process that treats the subject as a bandwidth-limited communication channel. We then develop an adaptive algorithm to find the optimal difficulty-schedule for performance improvement. Simulation results demonstrate that our algorithm yields faster learning rates than several other heuristic training schedules, and provides insight into the factors that might affect the learning process. PMID:23366492

5. User-customized brain computer interfaces using Bayesian optimization

Bashashati, Hossein; Ward, Rabab K.; Bashashati, Ali

2016-04-01

Objective. The brain characteristics of different people are not the same. Brain computer interfaces (BCIs) should thus be customized for each individual person. In motor-imagery based synchronous BCIs, a number of parameters (referred to as hyper-parameters) including the EEG frequency bands, the channels and the time intervals from which the features are extracted should be pre-determined based on each subject’s brain characteristics. Approach. To determine the hyper-parameter values, previous work has relied on manual or semi-automatic methods that are not applicable to high-dimensional search spaces. In this paper, we propose a fully automatic, scalable and computationally inexpensive algorithm that uses Bayesian optimization to tune these hyper-parameters. We then build different classifiers trained on the sets of hyper-parameter values proposed by the Bayesian optimization. A final classifier aggregates the results of the different classifiers. Main Results. We have applied our method to 21 subjects from three BCI competition datasets. We have conducted rigorous statistical tests, and have shown the positive impact of hyper-parameter optimization in improving the accuracy of BCIs. Furthermore, We have compared our results to those reported in the literature. Significance. Unlike the best reported results in the literature, which are based on more sophisticated feature extraction and classification methods, and rely on prestudies to determine the hyper-parameter values, our method has the advantage of being fully automated, uses less sophisticated feature extraction and classification methods, and yields similar or superior results compared to the best performing designs in the literature.

6. An Approximate Bayesian Method Applied to Estimating the Trajectories of Four British Grey Seal (Halichoerus grypus) Populations from Pup Counts

Mike Lonergan; Dave Thompson; Len Thomas; Callan Duck

2011-01-01

1. For British grey seals, as with many pinniped species, population monitoring is implemented by aerial surveys of pups at breeding colonies. Scaling pup counts up to population estimates requires assumptions about population structure; this is straightforward when populations are growing exponentially, but not when growth slows, since it is unclear whether density dependence affects pup survival or fecundity. 2. We present an approximate Bayesian method for fitting pup trajectories, estimat...

7. Low rank approximations for the DEPOSIT computer code

Litsarev, Mikhail; Oseledets, Ivan

2014-01-01

We present an efficient technique based on low-rank separated approximations for the computation of three-dimensional integrals in the computer code DEPOSIT that describes ion-atomic collision processes. Implementation of this technique decreases the total computational time by a factor of 1000. The general concept can be applied to more complicated models.

8. Computing Posterior Probabilities of Structural Features in Bayesian Networks

Tian, Jin

2012-01-01

We study the problem of learning Bayesian network structures from data. Koivisto and Sood (2004) and Koivisto (2006) presented algorithms that can compute the exact marginal posterior probability of a subnetwork, e.g., a single edge, in O(n2n) time and the posterior probabilities for all n(n-1) potential edges in O(n2n) total time, assuming that the number of parents per node or the indegree is bounded by a constant. One main drawback of their algorithms is the requirement of a special structure prior that is non uniform and does not respect Markov equivalence. In this paper, we develop an algorithm that can compute the exact posterior probability of a subnetwork in O(3n) time and the posterior probabilities for all n(n-1) potential edges in O(n3n) total time. Our algorithm also assumes a bounded indegree but allows general structure priors. We demonstrate the applicability of the algorithm on several data sets with up to 20 variables.

9. Bayesian statistics an introduction

Lee, Peter M

2012-01-01

Bayesian Statistics is the school of thought that combines prior beliefs with the likelihood of a hypothesis to arrive at posterior beliefs. The first edition of Peter Lee’s book appeared in 1989, but the subject has moved ever onwards, with increasing emphasis on Monte Carlo based techniques. This new fourth edition looks at recent techniques such as variational methods, Bayesian importance sampling, approximate Bayesian computation and Reversible Jump Markov Chain Monte Carlo (RJMCMC), providing a concise account of the way in which the Bayesian approach to statistics develops as wel

10. An Approximate Bayesian Method Applied to Estimating the Trajectories of Four British Grey Seal (Halichoerus grypus Populations from Pup Counts

Mike Lonergan

2011-01-01

Full Text Available For British grey seals, as with many pinniped species, population monitoring is implemented by aerial surveys of pups at breeding colonies. Scaling pup counts up to population estimates requires assumptions about population structure; this is straightforward when populations are growing exponentially but not when growth slows, since it is unclear whether density dependence affects pup survival or fecundity. We present an approximate Bayesian method for fitting pup trajectories, estimating adult population size and investigating alternative biological models. The method is equivalent to fitting a density-dependent Leslie matrix model, within a Bayesian framework, but with the forms of the density-dependent effects as outputs rather than assumptions. It requires fewer assumptions than the state space models currently used and produces similar estimates. We discuss the potential and limitations of the method and suggest that this approach provides a useful tool for at least the preliminary analysis of similar datasets.

11. Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

Long, Quan

2013-06-01

Shannon-type expected information gain can be used to evaluate the relevance of a proposed experiment subjected to uncertainty. The estimation of such gain, however, relies on a double-loop integration. Moreover, its numerical integration in multi-dimensional cases, e.g., when using Monte Carlo sampling methods, is therefore computationally too expensive for realistic physical models, especially for those involving the solution of partial differential equations. In this work, we present a new methodology, based on the Laplace approximation for the integration of the posterior probability density function (pdf), to accelerate the estimation of the expected information gains in the model parameters and predictive quantities of interest. We obtain a closed-form approximation of the inner integral and the corresponding dominant error term in the cases where parameters are determined by the experiment, such that only a single-loop integration is needed to carry out the estimation of the expected information gain. To deal with the issue of dimensionality in a complex problem, we use a sparse quadrature for the integration over the prior pdf. We demonstrate the accuracy, efficiency and robustness of the proposed method via several nonlinear numerical examples, including the designs of the scalar parameter in a one-dimensional cubic polynomial function, the design of the same scalar in a modified function with two indistinguishable parameters, the resolution width and measurement time for a blurred single peak spectrum, and the boundary source locations for impedance tomography in a square domain. © 2013 Elsevier B.V.

12. Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

13. Computational models of electromagnetic resonators: Analysis of edge element approximation

Boffi, Daniele; Fernandes, Paolo; Gastaldi, Lucia; Perugia, Ilaria

1997-01-01

The purpose of this paper is to address some difficulties which arise in computing the eigenvalues of the Maxwell's system by a finite element method. Depending on the used method, the spectrum may be polluted by spurious modes which are difficult to pick out among the approximations of the physically correct eigenvalues. Here we prove, under very general assumptions, that using edge elements the discrete spectrum well approximates the correct one and we give some justificat...

14. Computer-generated hologram using an approximate Fresnel integral

We propose a fast calculation method of a computer-generated hologram (CGH) using an approximate Fresnel integral. Calculating a Fresnel integral requires the calculation of a numerical integral, which consumes computational time. When generating a CGH using a Fresnel integral, it is difficult to calculate it in real-time. Instead of a Fresnel integral, we use an approximate Fresnel integral without a numerical integral. In addition, we use an look-up table with small memory and multi-thread technology on a CPU in order to accelerate the generation of the approximate Fresnel integral. We show a numerical experiment that enables a CGH from a simple scene consisting of rectangular patches to be calculated in real-time on a PC

15. Granular computing in decision approximation an application of rough mereology

Polkowski, Lech

2015-01-01

This book presents a study in knowledge discovery in data with knowledge understood as a set of relations among objects and their properties. Relations in this case are implicative decision rules and the paradigm in which they are induced is that of computing with granules defined by rough inclusions, the latter introduced and studied  within rough mereology, the fuzzified version of mereology. In this book basic classes of rough inclusions are defined and based on them methods for inducing granular structures from data are highlighted. The resulting granular structures are subjected to classifying algorithms, notably k—nearest  neighbors and bayesian classifiers. Experimental results are given in detail both in tabular and visualized form for fourteen data sets from UCI data repository. A striking feature of granular classifiers obtained by this approach is that preserving the accuracy of them on original data, they reduce  substantially the size of the granulated data set as well as the set of granular...

16. Exact and approximate computations of watersheds on triangulated terrains

Tsirogiannis, Konstantinos; de Berg, Mark

2011-01-01

The natural way of modeling water flow on a triangulated terrain is to make the fundamental assumption that water follows the direction of steepest descent (dsd). However, computing watersheds and other flow-related structures according to the dsd model in an exact manner is difficult: the dsd...... model implies that water does not necessarily follow terrain edges, which makes designing exact algorithms difficult and causes robustness problems when implementing them. As a result, existing software implementations for computing watersheds are inexact: they either assume a simplified flow model or...... they perform computations using inexact arithmetic, which leads to inexact and sometimes inconsistent results. We perform a detailed study of various issues concerning the exact or approximate computation of watersheds according to the dsd model. Our main contributions are the following. • We provide...

17. Approximability of optimization problems through adiabatic quantum computation

Cruz-Santos, William

2014-01-01

The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l

18. Software-based Approximate Computation Of Signal Processing Tasks

Anastasia, D.

2012-01-01

This thesis introduces a new dimension in performance scaling of signal processing systems by proposing software frameworks that achieve increased processing throughput when producing approximate results. The first contribution of this work is a new theory for accelerated computation of multimedia processing based on the concept of tight packing (Chapter 2). Usage of this theory accelerates small-dynamic-range linear signal processing tasks (such as convolution and transform decomposition) th...

19. An efficient analytical Bayesian method for reliability and system response updating based on Laplace and inverse first-order reliability computations

This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse first-order reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.

20. Use of a Quantum Computer to do Importance and Metropolis-Hastings Sampling of a Classical Bayesian Network

Tucci, Robert R.

2008-01-01

Importance sampling and Metropolis-Hastings sampling (of which Gibbs sampling is a special case) are two methods commonly used to sample multi-variate probability distributions (that is, Bayesian networks). Heretofore, the sampling of Bayesian networks has been done on a conventional "classical computer". In this paper, we propose methods for doing importance sampling and Metropolis-Hastings sampling of a classical Bayesian network on a quantum computer.

1. A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

Cao, G.

2015-12-01

All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the

2. Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach

Collier, Nathan

2011-05-14

We discuss the use of time adaptivity applied to the one dimensional diffusive wave approximation to the shallow water equations. A simple and computationally economical error estimator is discussed which enables time-step size adaptivity. This robust adaptive time discretization corrects the initial time step size to achieve a user specified bound on the discretization error and allows time step size variations of several orders of magnitude. In particular, in the one dimensional results presented in this work feature a change of four orders of magnitudes for the time step over the entire simulation.

3. An Approximate Possibilistic Graphical Model for Computing Optimistic Qualitative Decision

BOUTOUHAMI Khaoula

2015-01-01

Full Text Available Min-based qualitative possibilistic networks are on e of the effective tools for a compact representation of decision problems under uncertain ty. The exact approaches for computing decision based on possibilistic networks are limite d by the size of the possibility distributions. Generally, these approaches are based on possibilis tic propagation algorithms. An important step in the computation of the decision is the tran sformation of the DAG into a secondary structure, known as the junction trees. This transf ormation is known to be costly and represents a difficult problem. We propose in this paper a new approximate approach for the computation of decision under uncertainty within possibilistic networks. The computing of the optimal optimistic decision no longer goes through the junc tion tree construction step. Instead, it is performed by calculating the degree of normalizatio n in the moral graph resulting from the merging of the possibilistic network codifying know ledge of the agent and that codifying its preferences.

4. Bayesian 3D X-ray computed tomography image reconstruction with a scaled Gaussian mixture prior model

In order to improve quality of 3D X-ray tomography reconstruction for Non Destructive Testing (NDT), we investigate in this paper hierarchical Bayesian methods. In NDT, useful prior information on the volume like the limited number of materials or the presence of homogeneous area can be included in the iterative reconstruction algorithms. In hierarchical Bayesian methods, not only the volume is estimated thanks to the prior model of the volume but also the hyper parameters of this prior. This additional complexity in the reconstruction methods when applied to large volumes (from 5123 to 81923 voxels) results in an increasing computational cost. To reduce it, the hierarchical Bayesian methods investigated in this paper lead to an algorithm acceleration by Variational Bayesian Approximation (VBA) [1] and hardware acceleration thanks to projection and back-projection operators paralleled on many core processors like GPU [2]. In this paper, we will consider a Student-t prior on the gradient of the image implemented in a hierarchical way [3, 4, 1]. Operators H (forward or projection) and Ht (adjoint or back-projection) implanted in multi-GPU [2] have been used in this study. Different methods will be evalued on synthetic volume 'Shepp and Logan' in terms of quality and time of reconstruction. We used several simple regularizations of order 1 and order 2. Other prior models also exists [5]. Sometimes for a discrete image, we can do the segmentation and reconstruction at the same time, then the reconstruction can be done with less projections

5. Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points

Caiado, C. C. S.; Goldstein, M.

2015-09-01

In this paper we present and illustrate basic Bayesian techniques for the uncertainty analysis of complex physical systems modelled by computer simulators. We focus on emulation and history matching and also discuss the treatment of observational errors and structural discrepancies in time series. We exemplify such methods using a four-box model for the termohaline circulation. We show how these methods may be applied to systems containing tipping points and how to treat possible discontinuities using multiple emulators.

6. A Dynamic Bayesian Approach to Computational Laban Shape Quality Analysis

Pavithra Sampath; Gang Qian; Ellen Campana; Todd Ingalls; Jodi James; Stjepan Rajko; Jessica Mumford; Harvey Thornburg; Dilip Swaminathan; Bo Peng

2009-01-01

Laban movement analysis (LMA) is a systematic framework for describing all forms of human movement and has been widely applied across animation, biomedicine, dance, and kinesiology. LMA (especially Effort/Shape) emphasizes how internal feelings and intentions govern the patterning of movement throughout the whole body. As we argue, a complex understanding of intention via LMA is necessary for human-computer interaction to become embodied in ways that resemble interaction in the physical world...

7. Computationally intensive methods in Bayesian model-structure identification

Tesař, Ludvík

Adelaide: Advanced Knowledge International, 2004 - ( And rýsek, J.; Kárný, M.; Kracík, J.), s. 75-79. (International Series on Advanced Intelligence .. 9). ISBN 0-9751004-5-9. [Workshop on Computer-Intensive Methods in Control and Data Processing 2004. Prague (CZ), 12.05.2004-14.05.2004] R&D Projects: GA ČR GA102/03/0049; GA AV ČR IBS1075351 Institutional research plan: CEZ:AV0Z1075907 Keywords : structure identification * system identification * structure estimation Subject RIV: BD - Theory of Information

8. An approximate algorithm for median graph computation using graph embedding

Ferrer Sumsi, Miquel; Valveny, Ernest; Serratosa Casanelles, Francesc; Riesen, Kaspar; Bunke, Horst

2008-01-01

Graphs are powerful data structures that have many attractive properties for object representation. However, some basic operations are difficult to define and implement, for instance, how to obtain a representative of a set of graphs. The median graph has been defined for that purpose, but existing algorithms are computationally complex and have a very limited applicability. In this paper we propose a new approach for the computation of the median graph based on graph embedding in vector spac...

9. Approximator: Predicting Interruptibility in Software Development with Commodity Computers

Tell, Paolo; Jalaliniya, Shahram; Andersen, Kristian S. M.;

2015-01-01

closer to, or even better than, human judgment. However, existing approaches to assess interruptibility have been designed to rely on external sensors. In this paper, we present Approximator, a system that estimates the interruptibility of a user based exclusively on the sensing ability of commodity...

10. Review of the best Pade approximation technics in practical computation

The philosophy of the Best Pade Approximant (BPA) problem is presented by means of some examples. After that, the numerical algorithms of choice of the BPA from the finite triangular Pade table, some theoretical results and some encouraging results of application of these algorithms to no justified theoretically cases are described

11. Investigation and Computation of Unconditional and Conditional Bayesian Problems of Hypothesis Testing

Kachiashvili K.J.

2011-05-01

Full Text Available In Bayesian statement of hypotheses testing, instead of unconditional problem of minimization of average risk caused by the errors of the first and the second types, there is offered to solve the conditional optimization problem when restrictions are imposed on the errors of one type and, under such conditions, the errors of the second type are minimized. Depending on the type of restrictions, there are considered different conditional optimization problems. Properties of hypotheses acceptance regions for the stated problems are investigated and, finally, comparison of the properties of unconditional and conditional methods is realized. The results of the computed example confirm the validities of the theoretical judgments.

12. On Approximation and Computation of Navier-Stokes Flow

VARNHORN Werner; ZANGER Florian

2013-01-01

We present an approximation method for the non-stationary nonlinear incompressible Navier-Stokes equations in a cylindrical domain (0,T)×G,where G （C） IR3is a smoothly bounded domain.Our method is applicable to general three-dimensional flow without any symmetry restrictions and relies on existence,uniqueness and representation results from mathematical fluid dynamics.After a suitable time delay in the nonlinear convective term v·▽v we obtain globally (in time) uniquely solvable equations,which-by using semi-implicit time differences-can be transformed into a finite number of Stokes-type boundary value problems.For the latter a boundary element method based on a corresponding hydrodynamical potential theory is carried out.The method is reported in short outlines ranging from approximation theory up to numerical test calculations.

13. Bayesian biostatistics

Lesaffre, Emmanuel

2012-01-01

The growth of biostatistics has been phenomenal in recent years and has been marked by considerable technical innovation in both methodology and computational practicality. One area that has experienced significant growth is Bayesian methods. The growing use of Bayesian methodology has taken place partly due to an increasing number of practitioners valuing the Bayesian paradigm as matching that of scientific discovery. In addition, computational advances have allowed for more complex models to be fitted routinely to realistic data sets. Through examples, exercises and a combination of introd

14. The Complexity of Computing Graph-Approximating Spanning Trees

Matthias Baumgart; Hanjo Täubig

2012-01-01

This paper deals with the problem of computing a spanning tree of a connected undirected graph G=(V,E) minimizing the sum of distance differences of all vertex pairs u,vn V which are connected by an edge {u,v}n E. We show that the decision variant of this optimization problem is NP-complete with respect to the L_p norm for arbitrary pn N. For the reduction, we use the well known NP-complete problem Vertex Cover.

15. Linear approximation model network and its formation via evolutionary computation

Yun Li; Kay Chen Tan

2000-04-01

To overcome the deficiency of local model network' (LMN) techniques, an alternative linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked through output or parameter interpolation. The linear models are valid for the entire operating trajectory and hence overcome the local validity of LMN models, which impose the predetermination of a scheduling variable that predicts characteristic changes of the nonlinear system. LAMs can be evolved fromsampled step response data directly, eliminating the need forlocal linearisation upon a pre-model using derivatives of the nonlinear system. The structural difference between a LAM network and an LMN isthat the overall model of the latteris a parameter-varying system and hence nonlinear,while the formerremains linear time-invariant (LTI). Hence, existing LTI and transfer function theory applies to a LAM network, which is therefore easy to use for control system design. Validation results show that the proposed method offers a simple, transparent and accurate multivariable modelling technique for nonlinear systems.

16. Defining Biological Networks for Noise Buffering and Signaling Sensitivity Using Approximate Bayesian Computation

Shuqiang Wang; Yanyan Shen; Changhong Shi; Tao Wang; Zhiming Wei; Hanxiong Li

2014-01-01

Reliable information processing in cells requires high sensitivity to changes in the input signal but low sensitivity to random fluctuations in the transmitted signal. There are often many alternative biological circuits qualifying for this biological function. Distinguishing theses biological models and finding the most suitable one are essential, as such model ranking, by experimental evidence, will help to judge the support of the working hypotheses forming each model. Here, we employ the ...

17. Approximate Bayesian Computation: a useful approach for inferring population history and other parameters

Konečný, A.; Bryja, Josef

Brno: Ústav biologie obratlovců AV ČR, 2012 - (Bryja, J.; Albrechtová, J.; Tkadlec, E.). s. 97 ISBN 978-80-87189-11-5. [Zoologické dny. 09.02.2012-10.02.2012, Olomouc] R&D Projects: GA ČR GAP506/10/0983 Institutional research plan: CEZ:AV0Z60930519 Keywords : colonization history * black rat Subject RIV: EG - Zoology

18. Chain ladder method: Bayesian bootstrap versus classical bootstrap

Peters, Gareth W.; Mario V. W\\"uthrich; Shevchenko, Pavel V.

2010-01-01

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilising Markov chain Monte Carlo (MCMC), ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. T...

19. A rational approximation for efficient computation of the Voigt function in quantitative spectroscopy

Abrarov, S M

2015-01-01

We present a rational approximation for rapid and accurate computation of the Voigt function, obtained by residue calculus. The computational test reveals that with only $16$ summation terms this approximation provides average accuracy ${10^{- 14}}$ over a wide domain of practical interest $0 < x < 40,000$ and ${10^{- 4}} < y < {10^2}$ for applications using the HITRAN molecular spectroscopic database. The proposed rational approximation takes less than half the computation time of that required by Weideman's rational approximation. Algorithmic stability is achieved due to absence of the poles at $y \\geqslant 0$ and $- \\infty < x < \\infty$.

20. Comparing results of an exact vs. an approximate (Bayesian) measurement invariance test: a cross-country illustration with a scale to measure 19 human values.

Cieciuch, Jan; Davidov, Eldad; Schmidt, Peter; Algesheimer, René; Schwartz, Shalom H

2014-01-01

One of the most frequently used procedures for measurement invariance testing is the multigroup confirmatory factor analysis (MGCFA). Muthén and Asparouhov recently proposed a new approach to test for approximate rather than exact measurement invariance using Bayesian MGCFA. Approximate measurement invariance permits small differences between parameters otherwise constrained to be equal in the classical exact approach. However, extant knowledge about how results of approximate measurement invariance tests compare to the results of the exact measurement invariance test is missing. We address this gap by comparing the results of exact and approximate cross-country measurement invariance tests of a revised scale to measure human values. Several studies that measured basic human values with the Portrait Values Questionnaire (PVQ) reported problems of measurement noninvariance (especially scalar noninvariance) across countries. Recently Schwartz et al. proposed a refined value theory and an instrument (PVQ-5X) to measure 19 more narrowly defined values. Cieciuch et al. tested its measurement invariance properties across eight countries and established exact scalar measurement invariance for 10 of the 19 values. The current study applied the approximate measurement invariance procedure on the same data and established approximate scalar measurement invariance even for all 19 values. Thus, the first conclusion is that the approximate approach provides more encouraging results for the usefulness of the scale for cross-cultural research, although this finding needs to be generalized and validated in future research using population data. The second conclusion is that the approximate measurement invariance is more likely than the exact approach to establish measurement invariance, although further simulation studies are needed to determine more precise recommendations about how large the permissible variance of the priors may be. PMID:25249996

1. Comparing results of an exact versus an approximate (Bayesian measurement invariance test: A cross-country illustration with a scale to measure 19 human values

Jan eCieciuch

2014-09-01

Full Text Available One of the most frequently used procedures for measurement invariance testing is the multigroup confirmatory factor analysis (MGCFA. Muthén and Asparouhov recently proposed a new approach to test for approximate rather than exact measurement invariance using Bayesian MGCFA. Approximate measurement invariance permits small differences between parameters otherwise constrained to be equal in the classical exact approach. However, extant knowledge about how results of approximate measurement invariance tests compare to the results of the exact measurement invariance test is missing. We address this gap by comparing the results of exact and approximate cross-country measurement invariance tests of a revised scale to measure human values. Several studies that measured basic human values with the Portrait Values Questionnaire (PVQ reported problems of measurement noninvariance (especially scalar noninvariance across countries. Recently Schwartz et al. proposed a refined value theory and an instrument (PVQ-5X to measure 19 more narrowly defined values. Cieciuch et al. tested its measurement invariance properties across eight countries and established exact scalar measurement invariance for 10 of the 19 values. The current study applied the approximate measurement invariance procedure on the same data and established approximate scalar measurement invariance even for all 19 values. Thus, the first conclusion is that the approximate approach provides more encouraging results for the usefulness of the scale for cross-cultural research, although this finding needs to be generalized and validated in future research using population data. The second conclusion is that the approximate measurement invariance is more likely than the exact approach to establish measurement invariance, although further simulation studies are needed to determine more precise recommendations about how large the permissible variance of the priors may be.

2. Efficient Methods for Bayesian Uncertainty Analysis and Global Optimization of Computationally Expensive Environmental Models

Shoemaker, Christine; Espinet, Antoine; Pang, Min

2015-04-01

Models of complex environmental systems can be computationally expensive in order to describe the dynamic interactions of the many components over a sizeable time period. Diagnostics of these systems can include forward simulations of calibrated models under uncertainty and analysis of alternatives of systems management. This discussion will focus on applications of new surrogate optimization and uncertainty analysis methods to environmental models that can enhance our ability to extract information and understanding. For complex models, optimization and especially uncertainty analysis can require a large number of model simulations, which is not feasible for computationally expensive models. Surrogate response surfaces can be used in Global Optimization and Uncertainty methods to obtain accurate answers with far fewer model evaluations, which made the methods practical for computationally expensive models for which conventional methods are not feasible. In this paper we will discuss the application of the SOARS surrogate method for estimating Bayesian posterior density functions for model parameters for a TOUGH2 model of geologic carbon sequestration. We will also briefly discuss new parallel surrogate global optimization algorithm applied to two groundwater remediation sites that was implemented on a supercomputer with up to 64 processors. The applications will illustrate the use of these methods to predict the impact of monitoring and management on subsurface contaminants.

3. Bayesian Multi-Energy Computed Tomography reconstruction approaches based on decomposition models

Multi-Energy Computed Tomography (MECT) makes it possible to get multiple fractions of basis materials without segmentation. In medical application, one is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical MECT measurements are usually obtained with polychromatic X-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam poly-chromaticity fail to estimate the correct decomposition fractions and result in Beam-Hardening Artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log pre-processing and the water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on non-linear forward models counting the beam poly-chromaticity show great potential for giving accurate fraction images.This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint Maximum A Posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a non-quadratic cost function. To solve it, the use of a monotone Conjugate Gradient (CG) algorithm with suboptimal descent steps is proposed.The performances of the proposed approach are analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also

4. Approximate Likelihood

CERN. Geneva

2015-01-01

Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

5. Development of a Computer Program to Compute Approximate Heat Balance for Furnace Design

O.A. Ighodalo

2011-08-01

Full Text Available This study presents the description of a computer program developed for purpose of carrying out an approximate heat balance for a rectangular furnace at the design stage. This is often necessary in order to determine the heat input, its expenditure and the fuel consumption. The program which was written in MATLAB estimates surface areas, calorimetric and actual furnace temperatures, input heat from fuel combustion and the heat output for metal melting, waste gases, and lining losses. Fuel requirement was obtained by equating total heat input and output. The various percentages were determined as well as the thermal indicators. The result of the application of the program to a furnace design of dimension 700×600×600 mm using gaseous fuel (Butane is presented. The percentage of heat lost through the waste gases, the unit energy consumption and coefficient of total heat utilization compare well with what is obtainable in practice as revealed in literatures. The program will be useful for furnace design purposes.

6. Approximate Bayesian Approach to Non-Gaussian Estimation in a Linear Model with Dependent State and Noise Vectors

This paper extends the results of Masreliez on the design of non-Gaussian estimators for a more general class of the parameter estimation problem when the system state and the observation noise may be dependent and non-Gaussian simultaneously. It is shown that the proposed non-Gaussian algorithms can approximate with high precision the minimum mean square estimator. Application of the approach to the design of different optimal (and stable) estimation algorithms is illustrated. The efficiency of the proposed algorithms is tested in some simulation experiments

7. An approximate inversion method of geoelectrical sounding data using linear and bayesian statistical approaches. Examples of Tritrivakely volcanic lake and Mahitsy area (central part of Madagascar)

This paper is concerned with resistivity sounding measurements performed from single site (vertical sounding) or from several sites (profiles) within a bounded area. The objective is to present an accurate information about the study area and to estimate the likelihood of the produced quantitative models. The achievement of this objective obviously requires quite relevant data and processing methods. It also requires interpretation methods which should take into account the probable effect of an heterogeneous structure. In front of such difficulties, the interpretation of resistivity sounding data inevitably involves the use of inversion methods. We suggest starting the interpretation in simple situation (1-D approximation), and using the rough but correct model obtained as an a-priori model for any more refined interpretation. Related to this point of view, special attention should be paid for the inverse problem applied to the resistivity sounding data. This inverse problem is nonlinear, while linearity inherent in the functional response used to describe the physical experiment. Two different approaches are used to build an approximate but higher dimensional inversion of geoelectrical data: the linear approach and the bayesian statistical approach. Some illustrations of their application in resistivity sounding data acquired at Tritrivakely volcanic lake (single site) and at Mahitsy area (several sites) will be given. (author). 28 refs, 7 figs

8. A Computer Program for Calculation of Approximate Embryo/Fetus Radiation Dose in Nuclear Medicine Applications

Tuncay Bayram

2012-04-01

Full Text Available Objective: In this study, we aimed to make a computer program that calculates approximate radiation dose received by embryo/fetus in nuclear medicine applications. Material and Methods: Radiation dose values per MBq-1 received by embryo/fetus in nuclear medicine applications were gathered from literature for various stages of pregnancy. These values were embedded in the computer code, which was written in Fortran 90 program language. Results: The computer program called nmfdose covers almost all radiopharmaceuticals used in nuclear medicine applications. Approximate radiation dose received by embryo/fetus can be calculated easily at a few steps using this computer program. Conclusion: Although there are some constraints on using the program for some special cases, nmfdose is useful and it provides practical solution for calculation of approximate dose to embryo/fetus in nuclear medicine applications. (MIRT 2012;21:19-22

Seeger, Matthias; Steinke, Florian; Tsuda, Koji

2007-01-01

The sparse linear model has seen many successful applications in Statistics, Machine Learning, and Computational Biology, such as identification of gene regulatory networks from micro-array expression data. Prior work has either approximated Bayesian inference by expensive Markov chain Monte Carlo, or replaced it by point estimation. We show how to obtain a good approximation to Bayesian analysis efficiently, using the Expectation Propagation method. We also address the problems of optimal de...

10. Re-evaluating luminescence burial doses and bleaching of fluvial deposits using Bayesian computational statistics

Cunningham, A. C.; Wallinga, J.; Hobo, N.; Versendaal, A. J.; Makaske, B.; Middelkoop, H.

2015-01-01

The optically stimulated luminescence (OSL) signal from fluvial sediment often contains a remnant from the previous deposition cycle, leading to a partially bleached equivalent-dose distribution. Although identification of the burial dose is of primary concern, the degree of bleaching could potentially provide insights into sediment transport processes. However, comparison of bleaching between samples is complicated by sample-to-sample variation in aliquot size and luminescence sensitivity. Here we begin development of an age model to account for these effects. With measurement data from multi-grain aliquots, we use Bayesian computational statistics to estimate the burial dose and bleaching parameters of the single-grain dose distribution. We apply the model to 46 samples taken from fluvial sediment of Rhine branches in the Netherlands, and compare the results with environmental predictor variables (depositional environment, texture, sample depth, depth relative to mean water level, dose rate). Although obvious correlations with predictor variables are absent, there is some suggestion that the best-bleached samples are found close to the modern mean water level, and that the extent of bleaching has changed over the recent past. We hypothesise that sediment deposited near the transition of channel to overbank deposits receives the most sunlight exposure, due to local reworking after deposition. However, nearly all samples are inferred to have at least some well-bleached grains, suggesting that bleaching also occurs during fluvial transport.

11. Reinforcement learning for adaptive threshold control of restorative brain-computer interfaces: a Bayesian simulation

Robert eBauer

2015-02-01

Full Text Available Restorative brain-computer interfaces (BCI are increasingly used to provide feedback of neuronal states in a bid to normalize pathological brain activity and achieve behavioral gains. However, patients and healthy subjects alike often show a large variability, or even inability, of brain self-regulation for BCI control, known as BCI illiteracy. Although current co-adaptive algorithms are powerful for assistive BCIs, their inherent class switching clashes with the operant conditioning goal of restorative BCIs. Moreover, due to the treatment rationale, the classifier of restorative BCIs usually has a constrained feature space, thus limiting the possibility of classifier adaptation.In this context, we applied a Bayesian model of neurofeedback and reinforcement learning for different threshold selection strategies to study the impact of threshold adaptation of a linear classifier on optimizing restorative BCIs. For each feedback iteration, we first determined the thresholds that result in minimal action entropy and maximal instructional efficiency. We then used the resulting vector for the simulation of continuous threshold adaptation. We could thus show that threshold adaptation can improve reinforcement learning, particularly in cases of BCI illiteracy. Finally, on the basis of information-theory, we provided an explanation for the achieved benefits of adaptive threshold setting.

12. Bayesian Analysis of Two Stellar Populations in Galactic Globular Clusters. I. Statistical and Computational Methods

Stenning, D. C.; Wagner-Kaiser, R.; Robinson, E.; van Dyk, D. A.; von Hippel, T.; Sarajedini, A.; Stein, N.

2016-07-01

We develop a Bayesian model for globular clusters composed of multiple stellar populations, extending earlier statistical models for open clusters composed of simple (single) stellar populations. Specifically, we model globular clusters with two populations that differ in helium abundance. Our model assumes a hierarchical structuring of the parameters in which physical properties—age, metallicity, helium abundance, distance, absorption, and initial mass—are common to (i) the cluster as a whole or to (ii) individual populations within a cluster, or are unique to (iii) individual stars. An adaptive Markov chain Monte Carlo (MCMC) algorithm is devised for model fitting that greatly improves convergence relative to its precursor non-adaptive MCMC algorithm. Our model and computational tools are incorporated into an open-source software suite known as BASE-9. We use numerical studies to demonstrate that our method can recover parameters of two-population clusters, and also show how model misspecification can potentially be identified. As a proof of concept, we analyze the two stellar populations of globular cluster NGC 5272 using our model and methods. (BASE-9 is available from GitHub: https://github.com/argiopetech/base/releases).

13. Reinforcement Learning via AIXI Approximation

Veness, Joel; Ng, Kee Siong; Hutter, Marcus; Silver, David

2010-01-01

This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents. Previously, it has been unclear whether the theory of AIXI could motivate the design of practical algorithms. We answer this hitherto open question in the affirmative, by providing the first computationally feasible approximation to the AIXI agent. To deve...

14. Computation of conditional Wiener integrals by the composite approximation formulae with weight

New approximation formulae with weight for the functional integrals with conditional Wiener measure are derived. The formulae are exact on a class of polynomial functionals of a given degree. The convergence of approximations to the exact value of integral is proved, the estimate of the remainder is obtained. The results are illustrated with numerical examples. The advantages of the formulae over lattice Monte Carlo method are demonstrated in computation of some quantities in Euclidean quantum mechanics

15. An efficient method of computing higher-order bond price perturbation approximations

Andreasen, Martin; Zabczyk, Pawel

2011-01-01

This paper develops a fast method of computing arbitrary order perturbation approximations to bond prices in DSGE models. The procedure is implemented to third order where it can shorten the approximation process by more than 100 times. In a consumption-based endowment model with habits, it is further shown that a third-order perturbation solution is more accurate than the log-normal method and a procedure using consol bonds.

16. Covariance approximation for fast and accurate computation of channelized Hotelling observer statistics

We describe a method for computing linear observer statistics for maximum a posteriori (MAP) reconstructions of PET images. The method is based on a theoretical approximation for the mean and covariance of MAP reconstructions. In particular, we derive here a closed form for the channelized Hotelling observer (CHO) statistic applied to 2D MAP images. We show reasonably good correspondence between these theoretical results and Monte Carlo studies. The accuracy and low computational cost of the approximation allow us to analyze the observer performance over a wide range of operating conditions and parameter settings for the MAP reconstruction algorithm

17. Efficient computation of the MCTDHF approximation to the time-dependent Schrödinger equation

Othmar Koch

2006-01-01

Full Text Available We discuss analytical and numerical properties of the multi-configuration time-dependent Hartree-Fock method for the approximate solution of the time-dependent multi-particle (electronic Schrödinger equation which are relevant for an efficient implementation of this model reduction technique. Particularly, we focus on a discretization and low rank approximation in the evaluation of the meanfield terms occurring in the MCTDHF equations of motion, which is crucial for the computational tractability of the problem. We give error bounds for this approximation and demonstrate the achieved gain in performance.

18. A computer code for beam optics calculation--third order approximation

L(U) Jianqin; LI Jinhai

2006-01-01

To calculate the beam transport in the ion optical systems accurately, a beam dynamics computer program of third order approximation is developed. Many conventional optical elements are incorporated in the program. Particle distributions of uniform type or Gaussian type in the ( x, y, z ) 3D ellipses can be selected by the users. The optimization procedures are provided to make the calculations reasonable and fast. The calculated results can be graphically displayed on the computer monitor.

19. Inverse Problems in a Bayesian Setting

Matthies, Hermann G.

2016-02-13

In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.

20. Extended Krylov subspaces approximations of matrix functions. Application to computational electromagnetics

Druskin, V.; Lee, Ping [Schlumberger-Doll Research, Ridgefield, CT (United States); Knizhnerman, L. [Central Geophysical Expedition, Moscow (Russian Federation)

1996-12-31

There is now a growing interest in the area of using Krylov subspace approximations to compute the actions of matrix functions. The main application of this approach is the solution of ODE systems, obtained after discretization of partial differential equations by method of lines. In the event that the cost of computing the matrix inverse is relatively inexpensive, it is sometimes attractive to solve the ODE using the extended Krylov subspaces, originated by actions of both positive and negative matrix powers. Examples of such problems can be found frequently in computational electromagnetics.

1. Dependence of Computational Models on Input Dimension: Tractability of Approximation and Optimization Tasks

Kainen, P.C.; Kůrková, Věra; Sanguineti, M.

2012-01-01

Roč. 58, č. 2 (2012), s. 1203-1214. ISSN 0018-9448 R&D Projects: GA MŠk(CZ) ME10023; GA ČR GA201/08/1744; GA ČR GAP202/11/1368 Grant ostatní: CNR-AV ČR(CZ-IT) Project 2010–2012 Complexity of Neural-Network and Kernel Computational Models Institutional research plan: CEZ:AV0Z10300504 Keywords : dictionary-based computational models * high-dimensional approximation and optimization * model complexity * polynomial upper bounds Subject RIV: IN - Informatics, Computer Science Impact factor: 2.621, year: 2012

2. An Automatic Unpacking Method for Computer Virus Effective in the Virus Filter Based on Paul Graham's Bayesian Theorem

Zhang, Dengfeng; Nakaya, Naoshi; Koui, Yuuji; Yoshida, Hitoaki

Recently, the appearance frequency of computer virus variants has increased. Updates to virus information using the normal pattern matching method are increasingly unable to keep up with the speed at which viruses occur, since it takes time to extract the characteristic patterns for each virus. Therefore, a rapid, automatic virus detection algorithm using static code analysis is necessary. However, recent computer viruses are almost always compressed and obfuscated. It is difficult to determine the characteristics of the binary code from the obfuscated computer viruses. Therefore, this paper proposes a method that unpacks compressed computer viruses automatically independent of the compression format. The proposed method unpacks the common compression formats accurately 80% of the time, while unknown compression formats can also be unpacked. The proposed method is effective against unknown viruses by combining it with the existing known virus detection system like Paul Graham's Bayesian Virus Filter etc.

3. Genetic algorithms and Markov Chain Monte Carlo: Differential Evolution Markov Chain makes Bayesian computing easy

Braak, ter C.J.F.

2004-01-01

Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli

4. On Computation of Approximate Joint Block-Diagonalization Using Ordinary AJD

Tichavský, Petr; Yeredor, A.; Koldovský, Zbyněk

Heidelberg: Springer, 2012 - (Theis, F.), s. 163-171. (Lecture Notes on Computer Science . 7191). ISBN 978-3-642-28550-9. [Latent Variable Analysis and Signal Separation,10th International Conference, LVA/ICA 2012. Tel Aviv (IL), 12.03.2012-15.03.2012] R&D Projects: GA MŠk 1M0572; GA ČR GA102/09/1278 Institutional support: RVO:67985556 Keywords : joint block diagonalization * independent subspace analysis Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2012/SI/tichavsky-on computation of approximate joint block-diagonalization using ordinary ajd.pdf

5. Vibration suppression with approximate finite dimensional compensators for distributed systems: Computational methods and experimental results

Banks, H. T.; Smith, Ralph C.; Wang, Yun

1994-01-01

Based on a distributed parameter model for vibrations, an approximate finite dimensional dynamic compensator is designed to suppress vibrations (multiple modes with a broad band of frequencies) of a circular plate with Kelvin-Voigt damping and clamped boundary conditions. The control is realized via piezoceramic patches bonded to the plate and is calculated from information available from several pointwise observed state variables. Examples from computational studies as well as use in laboratory experiments are presented to demonstrate the effectiveness of this design.

6. A Significance-Driven Programming Framework for Energy-Constrained Approximate Computing

Vassiliadis, Vassilis; Chalios, Charalambos; Parasyris, Konstantinos; Antonopoulos, Christos D.; Lalis, Spyros; Bellas, Nikolaos; Vandierendonck, Hans; Nikolopoulos, Dimitrios

2015-01-01

Approximate execution is a viable technique for energy-con\\-strained environments, provided that applications have the mechanisms to produce outputs of the highest possible quality within the given energy budget. We introduce a framework for energy-constrained execution with controlled and graceful quality loss. A simple programming model allows users to express the relative importance of computations for the quality of the end result, as well as minimum quality requirements. The significance...

7. Using trees to compute approximate solutions to ordinary differential equations exactly

Grossman, Robert

1991-01-01

Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.

8. Opendda: a Novel High-Performance Computational Framework for the Discrete Dipole Approximation

Donald, James Mc; Golden, Aaron; Jennings, S. Gerard

2009-01-01

This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in atmospheric, astrophysical and industrial simulations. Core optimizations include the bit-fielding of integer data and iterative methods that complement a new Discrete Fourier Transform (DFT) kernel, which efficiently calculates the matrix vector products required by ...

9. An efficient computer based wavelets approximation method to solve Fuzzy boundary value differential equations

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.

10. Accelerating selected columns of the density matrix computations via approximate column selection

Damle, Anil; Ying, Lexing

2016-01-01

Localized representation of the Kohn-Sham subspace plays an important role in quantum chemistry and materials science. The recently developed selected columns of the density matrix (SCDM) method [J. Chem. Theory Comput. 11, 1463, 2015] is a simple and robust procedure for finding a localized representation of a set of Kohn-Sham orbitals from an insulating system. The SCDM method allows the direct construction of a well conditioned (or even orthonormal) and localized basis for the Kohn-Sham subspace. The SCDM procedure avoids the use of an optimization procedure and does not depend on any adjustable parameters. The most computationally expensive step of the SCDM method is a column pivoted QR factorization that identifies the important columns for constructing the localized basis set. In this paper, we develop a two stage approximate column selection strategy to find the important columns at much lower computational cost. We demonstrate the effectiveness of this process using a dissociation process of a BH$_{3}... 11. Bayesian programming Bessiere, Pierre; Ahuactzin, Juan Manuel; Mekhnacha, Kamel 2013-01-01 Probability as an Alternative to Boolean LogicWhile logic is the mathematical foundation of rational reasoning and the fundamental principle of computing, it is restricted to problems where information is both complete and certain. However, many real-world problems, from financial investments to email filtering, are incomplete or uncertain in nature. Probability theory and Bayesian computing together provide an alternative framework to deal with incomplete and uncertain data. Decision-Making Tools and Methods for Incomplete and Uncertain DataEmphasizing probability as an alternative to Boolean 12. Computational resources to filter gravitational wave data with P-approximant templates The prior knowledge of the gravitational waveform from compact binary systems makes matched filtering an attractive detection strategy. This detection method involves the filtering of the detector output with a set of theoretical waveforms or templates. One of the most important factors in this strategy is knowing how many templates are needed in order to reduce the loss of possible signals. In this study, we calculate the number of templates and computational power needed for a one-step search for gravitational waves from inspiralling binary systems. We build on previous works by first expanding the post-Newtonian waveforms to 2.5-PN order and second, for the first time, calculating the number of templates needed when using P-approximant waveforms. The analysis is carried out for the four main first-generation interferometers, LIGO, GEO600, VIRGO and TAMA. As well as template number, we also calculate the computational cost of generating banks of templates for filtering GW data. We carry out the calculations for two initial conditions. In the first case we assume a minimum individual mass of 1 Mo-dot and in the second, we assume a minimum individual mass of 5 Mo-dot. We find that, in general, we need more P-approximant templates to carry out a search than if we use standard PN templates. This increase varies according to the order of PN-approximation, but can be as high as a factor of 3 and is explained by the smaller span of the P-approximant templates as we go to higher masses. The promising outcome is that for 2-PN templates, the increase is small and is outweighed by the known robustness of the 2-PN P-approximant templates 13. Reliable ISR algorithms for a very-low-power approximate computer Eaton, Ross S.; McBride, Jonah C.; Bates, Joseph 2013-05-01 The Office of Naval Research (ONR) is looking for methods to perform higher levels of sensor processing onboard UAVs to alleviate the need to transmit full motion video to ground stations over constrained data links. Charles River Analytics is particularly interested in performing intelligence, surveillance, and reconnaissance (ISR) tasks using UAV sensor feeds. Computing with approximate arithmetic can provide 10,000x improvement in size, weight, and power (SWAP) over desktop CPUs, thereby enabling ISR processing onboard small UAVs. Charles River and Singular Computing are teaming on an ONR program to develop these low-SWAP ISR capabilities using a small, low power, single chip machine, developed by Singular Computing, with many thousands of cores. Producing reliable results efficiently on massively parallel approximate machines requires adapting the core kernels of algorithms. We describe a feature-aided tracking algorithm adapted for the novel hardware architecture, which will be suitable for use onboard a UAV. Tests have shown the algorithm produces results equivalent to state-of-the-art traditional approaches while achieving a 6400x improvement in speed/power ratio. 14. Approximate Bisimulation and Optimization of Software Programs Based on Symbolic-Numeric Computation Hui Deng 2013-01-01 Full Text Available To achieve behavior and structure optimization for a type of software program whose data exchange processes are represented by nonlinear polynomial systems, this paper establishes a novel formal description called a nonlinear polynomial transition system to represent the behavior and structure of the software program. Then, the notion of bisimulation for software programs is proposed based on the equivalence relation of corresponding nonlinear polynomial systems in their nonlinear polynomial transition systems. However, the exact equivalence is too strict in application. To enhance the flexibility of the relation among the different software systems, the notion of approximate bisimulation within a controllable error range and the calculation algorithm of approximate bisimulation based on symbolic-numeric computation are given. In this calculation, an approximate relation is represented as a MAX function that is resolved with the full filled method. At the same time, the actual error is calculable. An example on a multithreading program indicates that the approximate bisimulation relation is feasible and effective in behavior and structure optimization. 15. Studying approximating method and numerical computation of heat transfer of a fuel rod in PWR Based on the differential form of the general heat conduction equation, the approximating expression for a nu clear fuel rod was derived through integral. The fuel rod has asymmetrical heat resource distribution. Bessel function distribution is in radial direction and Cosine function distribution is in axis direction. Also, using the model of the advanced pressure water reactor 600, and taking an iterative calculation between tangential and normal diffusion terms in every control cell, temperature distribution of the fuel rod was computed by the finite volume method (FVM) in the unstructured grids. Comparing the approximate solutions with the numerical results, there was a good agreement between them. On this condition, we derived the location and size of maximum temperature by analysis the temperature distribution and variation. All of these can provide a useful reference for the pressure water reactor thermal design and thermal protection of nuclear engineering. (authors) 16. Computational modeling of fully-ionized, magnetized plasmas using the fluid approximation Schnack, Dalton 2005-10-01 Strongly magnetized plasmas are rich in spatial and temporal scales, making a computational approach useful for studying these systems. The most accurate model of a magnetized plasma is based on a kinetic equation that describes the evolution of the distribution function for each species in six-dimensional phase space. However, the high dimensionality renders this approach impractical for computations for long time scales in relevant geometry. Fluid models, derived by taking velocity moments of the kinetic equation [1] and truncating (closing) the hierarchy at some level, are an approximation to the kinetic model. The reduced dimensionality allows a wider range of spatial and/or temporal scales to be explored. Several approximations have been used [2-5]. Successful computational modeling requires understanding the ordering and closure approximations, the fundamental waves supported by the equations, and the numerical properties of the discretization scheme. We review and discuss several ordering schemes, their normal modes, and several algorithms that can be applied to obtain a numerical solution. The implementation of kinetic parallel closures is also discussed [6].[1] S. Chapman and T.G. Cowling, The Mathematical Theory of Non-Uniform Gases'', Cambridge University Press, Cambridge, UK (1939).[2] R.D. Hazeltine and J.D. Meiss, Plasma Confinement'', Addison-Wesley Publishing Company, Redwood City, CA (1992).[3] L.E. Sugiyama and W. Park, Physics of Plasmas 7, 4644 (2000).[4] J.J. Ramos, Physics of Plasmas, 10, 3601 (2003).[5] P.J. Catto and A.N. Simakov, Physics of Plasmas, 11, 90 (2004).[6] E.D. Held et al., Phys. Plasmas 11, 2419 (2004) 17. Extended computational kernels in a massively parallel implementation of the Trotter-Suzuki approximation Wittek, Peter; Calderaro, Luca 2015-12-01 We extended a parallel and distributed implementation of the Trotter-Suzuki algorithm for simulating quantum systems to study a wider range of physical problems and to make the library easier to use. The new release allows periodic boundary conditions, many-body simulations of non-interacting particles, arbitrary stationary potential functions, and imaginary time evolution to approximate the ground state energy. The new release is more resilient to the computational environment: a wider range of compiler chains and more platforms are supported. To ease development, we provide a more extensive command-line interface, an application programming interface, and wrappers from high-level languages. 18. Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling. Bardou, Olivier; Frikha, Noufel; Pagès, G 2009-01-01 Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with decreasing steps): we propose a first Robbins-Monro procedure based on Rockaffelar-Uryasev's identity for the CVaR. The convergence rate of this algorithm to its target satisfies a Gaussian Central Limit Theorem. As a second step, in order to speed up the in... 19. A Bayesian computational model for online character recognition and disability assessment during cursive eye writing JulienDiard 2013-11-01 Full Text Available This research involves a novel apparatus, in which the user is presented with an illusion inducing visual stimulus. The user perceives illusory movement that can be followed by the eye, so that smooth pursuit eye movements can be sustained in arbitrary directions. Thus, free-flow trajectories of any shape can be traced. In other words, coupled with an eye-tracking device, this apparatus enables "eye writing", which appears to be an original object of study. We adapt a previous model of reading and writing to this context. We describe a probabilistic model called the Bayesian Action-Perception for Eye On-Line model (BAP-EOL. It encodes probabilistic knowledge about isolated letter trajectories, their size, high-frequency components of the produced trajectory, and pupil diameter. We show how Bayesian inference, in this single model, can be used to solve several tasks, like letter recognition and novelty detection (i.e., recognizing when a presented character is not part of the learned database. We are interested in the potential use of the eye writing apparatus by motor impaired patients: the final task we solve by Bayesian inference is disability assessment (i.e., measuring and tracking the evolution of motor characteristics of produced trajectories. Preliminary experimental results are presented, which illustrate the method, showing the feasibility of character recognition in the context of eye writing. We then show experimentally how a model of the unknown character can be used to detect trajectories that are likely to be new symbols, and how disability assessment can be performed by opportunistically observing characteristics of fine motor control, as letter are being traced. Experimental analyses also help identify specificities of eye writing, as compared to handwriting, and the resulting technical challenges. 20. Parallel local approximation MCMC for expensive models Conrad, Patrick; Davis, Andrew; Marzouk, Youssef; Pillai, Natesh; Smith, Aaron 2016-01-01 Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In recent work [Conrad et al. JASA 2015, arXiv:1402.1694] we described a framework for constructing and refining local approximations of such models during an MCMC simulation. These posterior--adapted approximations harness regularity of the model to reduce the c... 1. Computation of posterior distribution in Bayesian analysis – application in an intermittently used reliability system V. S.S. Yadavalli 2002-09-01 Full Text Available Bayesian estimation is presented for the stationary rate of disappointments, D∞, for two models (with different specifications of intermittently used systems. The random variables in the system are considered to be independently exponentially distributed. Jeffreys’ prior is assumed for the unknown parameters in the system. Inference about D∞ is being restrained in both models by the complex and non-linear definition of D∞. Monte Carlo simulation is used to derive the posterior distribution of D∞ and subsequently the highest posterior density (HPD intervals. A numerical example where Bayes estimates and the HPD intervals are determined illustrates these results. This illustration is extended to determine the frequentistical properties of this Bayes procedure, by calculating covering proportions for each of these HPD intervals, assuming fixed values for the parameters. 2. Opendda: a Novel High-Performance Computational Framework for the Discrete Dipole Approximation Donald, James Mc; Jennings, S Gerard 2009-01-01 This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in atmospheric, astrophysical and industrial simulations. Core optimizations include the bit-fielding of integer data and iterative methods that complement a new Discrete Fourier Transform (DFT) kernel, which efficiently calculates the matrix vector products required by these iterative solution schemes. The new kernel performs the requisite 3-D DFTs as ensembles of 1-D transforms, and by doing so, is able to reduce the number of constituent 1-D transforms by 60% and the memory by over 80%. The optimizations also facilitate the use of parallel techniques to further enhance the performance. Complete OpenMP-based shared-memory and MPI-based distributed-memory implementations have been created to take full advantage of the various architectures. Several benchmarks of the new framework indica... 3. Bayesian Methods for Neural Networks and Related Models Titterington, D.M. 2004-01-01 Models such as feed-forward neural networks and certain other structures investigated in the computer science literature are not amenable to closed-form Bayesian analysis. The paper reviews the various approaches taken to overcome this difficulty, involving the use of Gaussian approximations, Markov chain Monte Carlo simulation routines and a class of non-Gaussian but “deterministic” approximations called variational approximations. 4. BAMBI: blind accelerated multimodal Bayesian inference Graff, Philip; Hobson, Michael P; Lasenby, Anthony 2011-01-01 In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest package for nested sampling as well as the training of an artificial neural network (NN) to learn the likelihood function. In the case of computationally expensive likelihoods, this allows the substitution of a much more rapid approximation in order to increase significantly the speed of the analysis. We begin by demonstrating, with a few toy examples, the ability of a NN to learn complicated likelihood surfaces. BAMBI's ability to decrease running time for Bayesian inference is then demonstrated in the context of estimating cosmological parameters from WMAP and other observations. We show that valuable speed increases are achieved in addition to obtaining NNs trained on the likelihood functions for the different model and data combinations. These NNs can then be used for an... 5. Fast computation of Hankel Transform using orthonormal exponential approximation of complex kernel function Pravin K Gupta; Sri Niwas; Neeta Chaudhary 2006-06-01 The computation of electromagnetic (EM)ﬁelds,for 1-D layered earth model,requires evaluation of Hankel Transform (HT)of the EM kernel function.The digital ﬁltering is the most widely used technique to evaluate HT integrals.However,it has some obvious shortcomings.We present an alternative scheme,based on an orthonormal exponential approximation of the kernel function, for evaluating HT integrals.This approximation of the kernel function was chosen because the analytical solution of HT of an exponential function is readily available in literature.This expansion reduces the integral to a simple algebraic sum.The implementation of such a scheme requires that the weights and the exponents of the exponential function be estimated.The exponents were estimated through a guided search algorithm while the weights were obtained using Marquardt matrix inversion method.The algorithm was tested on analytical HT pairs available in literature. The results are compared with those obtained using the digital ﬁltering technique with Anderson ﬁlters.The ﬁeld curves for four types (A-,K-,H-and Q-type)of 3-layer earth models are generated using the present scheme and compared with the corresponding curves obtained using the Anderson scheme.It is concluded that the present scheme is more accurate than the Anderson scheme. 6. Efficient computation of radiances for optically thin media by Pade approximants This paper solves the multi-layer multiple-scattering plane-parallel radiative transfer problem for solar and thermal sources. Efficient calculation of radiances for optically thin media is made possible by the method herein called PARTM-'Pade approximation radiative transfer method'. The algorithm calculates the matrix exponential and the global reflection and transmission operators using Pade approximants with an accuracy prescribed by the user. In a multi-layer atmosphere, these operators can be combined using the adding method. Computational gain is enhanced by exploiting the symmetry inherent in the exponential solution and then exploiting the structure of this matrix to halve the order of the matrix solution. A range of numerical tests were performed that demonstrate the accuracy and speed of PARTM relative to widely used DISORT model. Finally, the method was applied for two example cases, one for a multispectral instrument such MODIS and one for an instrument similar to the 0.76-μm GOSAT and OCO O2 A-band spectrometers. 7. Understanding the recent colonization history of a plant pathogenic fungus using population genetic tools and Approximate Bayesian Computation Barres, Benoît; Carlier, J.; Seguin, M; Fenouillet, C; Cilas, C.; Ravigné, V 2012-01-01 Understanding the processes by which new diseases are introduced in previously healthy areas is of major interest in elaborating prevention and management policies, as well as in understanding the dynamics of pathogen diversity at large spatial scale. In this study, we aimed to decipher the dispersal processes that have led to the emergence of the plant pathogenic fungus Microcyclus ulei, which is responsible for the South American Leaf Blight (SALB). This fungus has devastated rubber ... 8. Development of highly accurate approximate scheme for computing the charge transfer integral. Pershin, Anton; Szalay, Péter G 2015-08-21 The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the "exact" scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the "exact" calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature. PMID:26298117 9. Analyzing the service availability of mobile cloud computing systems by fluid-flow approximation Hong-wu LV; Jun-yu LIN; Hui-qiang WANG; Guang-sheng FENG; Mo ZHOU 2015-01-01 Mobile cloud computing (MCC) has become a promising technique to deal with computation- or data-intensive tasks. It overcomes the limited processing power, poor storage capacity, and short battery life of mobile devices. Providing con-tinuous and on-demand services, MCC argues that the service must be available for users at anytime and anywhere. However, at present, the service availability of MCC is usually measured by some certain metrics of a real-world system, and the results do not have broad representation since different systems have different load levels, different deployments, and many other random factors. Meanwhile, for large-scale and complex types of services in MCC systems, simulation-based methods (such as Monte-Carlo simulation) may be costly and the traditional state-based methods always suffer from the problem of state-space explosion. In this paper, to overcome these shortcomings, fluid-flow approximation, a breakthrough to avoid state-space explosion, is adopted to analyze the service availability of MCC. Four critical metrics, including response time of service, minimum sensing time of devices, minimum number of nodes chosen, and action throughput, are defined to estimate the availability by solving a group of ordinary differential equations even before the MCC system is fully deployed. Experimental results show that our method costs less time in analyzing the service availability of MCC than the Markov- or simulation-based methods. 10. Development of highly accurate approximate scheme for computing the charge transfer integral The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the “exact” scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the “exact” calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature 11. A full-spectral Bayesian reconstruction approach based on the material decomposition model applied in dual-energy computed tomography Cai, C. [CEA, LIST, 91191 Gif-sur-Yvette, France and CNRS, SUPELEC, UNIV PARIS SUD, L2S, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette (France); Rodet, T.; Mohammad-Djafari, A. [CNRS, SUPELEC, UNIV PARIS SUD, L2S, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette (France); Legoupil, S. [CEA, LIST, 91191 Gif-sur-Yvette (France) 2013-11-15 Purpose: Dual-energy computed tomography (DECT) makes it possible to get two fractions of basis materials without segmentation. One is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical DECT measurements are usually obtained with polychromatic x-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam polychromaticity fail to estimate the correct decomposition fractions and result in beam-hardening artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log preprocessing and the ill-conditioned water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on nonlinear forward models counting the beam polychromaticity show great potential for giving accurate fraction images.Methods: This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint maximum a posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a nonquadratic cost function. To solve it, the use of a monotone conjugate gradient algorithm with suboptimal descent steps is proposed.Results: The performance of the proposed approach is analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also 12. An Algorithm Computing the Local$b$Function by an Approximate Division Algorithm in$\\hat{\\mathcal{D}}$Nakayama, Hiromasa 2006-01-01 We give an algorithm to compute the local$b$function. In this algorithm, we use the Mora division algorithm in the ring of differential operators and an approximate division algorithm in the ring of differential operators with power series coefficient. 13. Bayesian Spatial Modelling with R-INLA Finn Lindgren; Håvard Rue 2015-01-01 The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA) approach proposed by Rue, Martino, and Chopin (2009) is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized) linear mixed to spatial and spatio-temporal models. Combined with the stochastic... 14. Current trends in Bayesian methodology with applications Upadhyay, Satyanshu K; Dey, Dipak K; Loganathan, Appaia 2015-01-01 Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics.Each chapter is self-contained and focuses on 15. Application of a computationally efficient method to approximate gap model results with a probabilistic approach M. Scherstjanoi 2014-02-01 Full Text Available To be able to simulate climate change effects on forest dynamics over the whole of Switzerland, we adapted the second generation DGVM LPJ-GUESS to the Alpine environment. We modified model functions, tuned model parameters, and implemented new tree species to represent the potential natural vegetation of Alpine landscapes. Furthermore, we increased the computational efficiency of the model to enable area-covering simulations in a fine resolution (1 km sufficient for the complex topography of the Alps, which resulted in more than 32 000 simulation grid cells. To this aim, we applied the recently developed method GAPPARD (Scherstjanoi et al., 2013 to LPJ-GUESS. GAPPARD derives mean output values from a combination of simulation runs without disturbances and a patch age distribution defined by the disturbance frequency. With this computationally efficient method, that increased the model's speed by approximately the factor 8, we were able to faster detect shortcomings of LPJ-GUESS functions and parameters. We used the adapted LPJ-GUESS together with GAPPARD to assess the influence of one climate change scenario on dynamics of tree species composition and biomass throughout the 21st century in Switzerland. To allow for comparison with the original model, we additionally simulated forest dynamics along a north-south-transect through Switzerland. The results from this transect confirmed the high value of the GAPPARD method despite some limitations towards extreme climatic events. It allowed for the first time to obtain area-wide, detailed high resolution LPJ-GUESS simulation results for a large part of the Alpine region. 16. Quantum Inference on Bayesian Networks Yoder, Theodore; Low, Guang Hao; Chuang, Isaac 2014-03-01 Because quantum physics is naturally probabilistic, it seems reasonable to expect physical systems to describe probabilities and their evolution in a natural fashion. Here, we use quantum computation to speedup sampling from a graphical probability model, the Bayesian network. A specialization of this sampling problem is approximate Bayesian inference, where the distribution on query variables is sampled given the values e of evidence variables. Inference is a key part of modern machine learning and artificial intelligence tasks, but is known to be NP-hard. Classically, a single unbiased sample is obtained from a Bayesian network on n variables with at most m parents per node in time (nmP(e) - 1 / 2) , depending critically on P(e) , the probability the evidence might occur in the first place. However, by implementing a quantum version of rejection sampling, we obtain a square-root speedup, taking (n2m P(e) -1/2) time per sample. The speedup is the result of amplitude amplification, which is proving to be broadly applicable in sampling and machine learning tasks. In particular, we provide an explicit and efficient circuit construction that implements the algorithm without the need for oracle access. 17. Computational efficiency of numerical approximations of tangent moduli for finite element implementation of a fiber-reinforced hyperelastic material model. Liu, Haofei; Sun, Wei 2016-08-01 In this study, we evaluated computational efficiency of finite element (FE) simulations when a numerical approximation method was used to obtain the tangent moduli. A fiber-reinforced hyperelastic material model for nearly incompressible soft tissues was implemented for 3D solid elements using both the approximation method and the closed-form analytical method, and validated by comparing the components of the tangent modulus tensor (also referred to as the material Jacobian) between the two methods. The computational efficiency of the approximation method was evaluated with different perturbation parameters and approximation schemes, and quantified by the number of iteration steps and CPU time required to complete these simulations. From the simulation results, it can be seen that the overall accuracy of the approximation method is improved by adopting the central difference approximation scheme compared to the forward Euler approximation scheme. For small-scale simulations with about 10,000 DOFs, the approximation schemes could reduce the CPU time substantially compared to the closed-form solution, due to the fact that fewer calculation steps are needed at each integration point. However, for a large-scale simulation with about 300,000 DOFs, the advantages of the approximation schemes diminish because the factorization of the stiffness matrix will dominate the solution time. Overall, as it is material model independent, the approximation method simplifies the FE implementation of a complex constitutive model with comparable accuracy and computational efficiency to the closed-form solution, which makes it attractive in FE simulations with complex material models. PMID:26692168 18. The Stream algorithm: computationally efficient ridge-regression via Bayesian model averaging, and applications to pharmacogenomic prediction of cancer cell line sensitivity. Neto, Elias Chaibub; Jang, In Sock; Friend, Stephen H; Margolin, Adam A 2014-01-01 Computational efficiency is important for learning algorithms operating in the "large p, small n" setting. In computational biology, the analysis of data sets containing tens of thousands of features ("large p"), but only a few hundred samples ("small n"), is nowadays routine, and regularized regression approaches such as ridge-regression, lasso, and elastic-net are popular choices. In this paper we propose a novel and highly efficient Bayesian inference method for fitting ridge-regression. Our method is fully analytical, and bypasses the need for expensive tuning parameter optimization, via cross-validation, by employing Bayesian model averaging over the grid of tuning parameters. Additional computational efficiency is achieved by adopting the singular value decomposition reparametrization of the ridge-regression model, replacing computationally expensive inversions of large p × p matrices by efficient inversions of small and diagonal n × n matrices. We show in simulation studies and in the analysis of two large cancer cell line data panels that our algorithm achieves slightly better predictive performance than cross-validated ridge-regression while requiring only a fraction of the computation time. Furthermore, in comparisons based on the cell line data sets, our algorithm systematically out-performs the lasso in both predictive performance and computation time, and shows equivalent predictive performance, but considerably smaller computation time, than the elastic-net. PMID:24297531 19. Practical Bayesian Tomography Granade, Christopher; Cory, D G 2015-01-01 In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of- the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we solve all three problems. First, we use modern statistical methods, as pioneered by Husz\\'ar and Houlsby and by Ferrie, to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first informative priors on quantum states and channels. Finally, we develop a method that allows online tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods. 20. The Complexity of Computing the Sign of the Tutte Polynomial (and consequent #P-hardness of Approximation) Goldberg, Leslie Ann 2012-01-01 We study the complexity of computing the sign of the Tutte polynomial of a graph. As there are only three possible outcomes (positive, negative, and zero), this seems at first sight more like a decision problem than a counting problem. Surprisingly, however, there are large regions of the parameter space for which computing the sign of the Tutte polynomial is actually #P-hard. As a trivial consequence, approximating the polynomial is also #P-hard in this case. Thus, approximately evaluating the Tutte polynomial in these regions is as hard as exactly counting the satisfying assignments to a CNF Boolean formula. For most other points in the parameter space, we show that computing the sign of the polynomial is in FP, whereas approximating the polynomial can be done in polynomial time with an NP oracle. As a special case, we completely resolve the complexity of computing the sign of the chromatic polynomial - this is easily computable at q=2 and when q is less than or equal to 32/27, and is NP-hard to compute for... 1. On the computation of long period seismograms in a 3-D earth using normal mode based approximations Romanowicz, Barbara A.; Panning, Mark P.; Gung, Yuancheng; Capdeville, Yann 2008-11-01 Tomographic inversions for large-scale structure of the earth's mantle involve a forward modelling step of wave propagation through 3-D heterogeneity. Until now, most investigators have worked in the framework of the simplest theoretical assumptions, namely the infinite frequency ray theory' in the case of body wave traveltime inversions, or the path-average' approximation (PAVA) to normal mode perturbation theory, in the case of surface waves and long-period waveforms. As interest is shifting to mapping shorter wavelength structures, the need for a more accurate theoretical account of the interaction of seismic waves with mantle heterogeneity, coupled with improvements in path coverage, has been realized. Here we discuss different levels of approximations used in the context of normal mode perturbation theory, when modelling time domain seismic waveforms. We compare the performance of asymptotic approximations, which collapse the effects of 3-D structure onto the great circle vertical plane: the 1-D PAVA and a 2-D approximation called non-linear asymptotic coupling theory (NACT), which both are zeroth order asymptotic approximations. We then discuss how off-vertical plane effects can be introduced using higher order asymptotics. These computationally efficient approximations are compared to the linear Born formalism (BORN), which computes scattering integrals over the entire surface of the sphere. We point out some limitations of this linear formalism in the case of spatially extended anomalies, and show how that can be remedied through the introduction of a non-linear term (NBORN). All these approximations are referenced to a precise 3-D numerical computation afforded by the spectral element method. We discuss simple geometries, and explore a range of sizes of anomalies compared to the wavelength of the seismic waves considered, thus illustrating the range of validity and limitations of the various approximations considered. 2. Approximations in Inspection Planning Engelund, S.; Sørensen, John Dalsgaard; Faber, M. H.; Bloch, Allan 2000-01-01 . One of the more important of these approximations is the assumption that all inspections will reveal no defects. Using this approximation the optimal inspection plan may be determined on the basis of conditional probabilities, i.e. the probability of failure given no defects have been found by the......Planning of inspections of civil engineering structures may be performed within the framework of Bayesian decision analysis. The effort involved in a full Bayesian decision analysis is relatively large. Therefore, the actual inspection planning is usually performed using a number of approximations...... inspection. In this paper the quality of this approximation is investigated. The inspection planning is formulated both as a full Bayesian decision problem and on the basis of the assumption that the inspection will reveal no defects.... 3. Detection accuracy of in vitro approximal caries by cone beam computed tomography images Aims: To evaluate the diagnostic accuracy of approximal carious lesions among five CBCT systems and to assess the effect of detector types employed by different CBCT systems on the accuracy of approximal caries diagnosis. Materials and methods: Thirty-nine extracted non-cavitated human permanent teeth were employed in the study. Seven observers evaluated 78 approximal surfaces of the teeth with respect to caries by the images from the following five CBCT systems: (1) NewTom 9000; (2) Accuitomo 3DX; (3) Kodak 9000 3D; (4) ProMax 3D; and (5) DCT PRO, respectively. The lesions were validated by histological examination. The area under receiver operating characteristic (ROC) curve (Az) was used to evaluate the diagnostic accuracy. Results: Microscopy of approximal surfaces found 47.4% sound, 39.8% enamel and 12.8% dentin lesions. The differences of Az values among the five CBCT systems were not statistically significant (p = 0.348). No significant difference was found between the two detector types of CBCT systems (p = 0.47). Conclusions: The five CBCT systems employed in the study showed no significant difference in the in vitro approximal caries detection. Neither the detector nor the FOV employed by the CBCT systems has an impact on the detection accuracy of approximal caries. 4. Detection accuracy of in vitro approximal caries by cone beam computed tomography images Qu Xingmin, E-mail: quxingmin@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Li Gang, E-mail: kqgang@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Zhang Zuyan, E-mail: zhangzy-bj@vip.sina.com [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Ma Xuchen, E-mail: kqxcma@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China) 2011-08-15 Aims: To evaluate the diagnostic accuracy of approximal carious lesions among five CBCT systems and to assess the effect of detector types employed by different CBCT systems on the accuracy of approximal caries diagnosis. Materials and methods: Thirty-nine extracted non-cavitated human permanent teeth were employed in the study. Seven observers evaluated 78 approximal surfaces of the teeth with respect to caries by the images from the following five CBCT systems: (1) NewTom 9000; (2) Accuitomo 3DX; (3) Kodak 9000 3D; (4) ProMax 3D; and (5) DCT PRO, respectively. The lesions were validated by histological examination. The area under receiver operating characteristic (ROC) curve (A{sub z}) was used to evaluate the diagnostic accuracy. Results: Microscopy of approximal surfaces found 47.4% sound, 39.8% enamel and 12.8% dentin lesions. The differences of A{sub z} values among the five CBCT systems were not statistically significant (p = 0.348). No significant difference was found between the two detector types of CBCT systems (p = 0.47). Conclusions: The five CBCT systems employed in the study showed no significant difference in the in vitro approximal caries detection. Neither the detector nor the FOV employed by the CBCT systems has an impact on the detection accuracy of approximal caries. 5. The Stream Algorithm: Computationally Efficient Ridge-Regression via Bayesian Model Averaging, and Applications to Pharmacogenomic Prediction of Cancer Cell Line Sensitivity Neto, Elias Chaibub; Jang, In Sock; Friend, Stephen H.; Margolin, Adam A. 2014-01-01 Computational efficiency is important for learning algorithms operating in the “large p, small n” setting. In computational biology, the analysis of data sets containing tens of thousands of features (“large p”), but only a few hundred samples (“small n”), is nowadays routine, and regularized regression approaches such as ridge-regression, lasso, and elastic-net are popular choices. In this paper we propose a novel and highly efficient Bayesian inference method for fitting ridge-regression. O... 6. Bayesian site selection for fast Gaussian process regression Pourhabib, Arash 2014-02-05 Gaussian Process (GP) regression is a popular method in the field of machine learning and computer experiment designs; however, its ability to handle large data sets is hindered by the computational difficulty in inverting a large covariance matrix. Likelihood approximation methods were developed as a fast GP approximation, thereby reducing the computation cost of GP regression by utilizing a much smaller set of unobserved latent variables called pseudo points. This article reports a further improvement to the likelihood approximation methods by simultaneously deciding both the number and locations of the pseudo points. The proposed approach is a Bayesian site selection method where both the number and locations of the pseudo inputs are parameters in the model, and the Bayesian model is solved using a reversible jump Markov chain Monte Carlo technique. Through a number of simulated and real data sets, it is demonstrated that with appropriate priors chosen, the Bayesian site selection method can produce a good balance between computation time and prediction accuracy: it is fast enough to handle large data sets that a full GP is unable to handle, and it improves, quite often remarkably, the prediction accuracy, compared with the existing likelihood approximations. © 2014 Taylor and Francis Group, LLC. 7. Computing a Finite Size Representation of the Set of Approximate Solutions of an MOP Schuetze, Oliver; Tantar, Emilia; Talbi, El-Ghazali 2008-01-01 Recently, a framework for the approximation of the entire set of$\\epsilon$-efficient solutions (denote by$E_\\epsilon$) of a multi-objective optimization problem with stochastic search algorithms has been proposed. It was proven that such an algorithm produces -- under mild assumptions on the process to generate new candidate solutions --a sequence of archives which converges to$E_{\\epsilon}$in the limit and in the probabilistic sense. The result, though satisfactory for most discrete MOPs, is at least from the practical viewpoint not sufficient for continuous models: in this case, the set of approximate solutions typically forms an$n$-dimensional object, where$n$denotes the dimension of the parameter space, and thus, it may come to perfomance problems since in practise one has to cope with a finite archive. Here we focus on obtaining finite and tight approximations of$E_\\epsilon$, the latter measured by the Hausdorff distance. We propose and investigate a novel archiving strategy theoretically and emp... 8. Efficient fuzzy Bayesian inference algorithms for incorporating expert knowledge in parameter estimation Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad 2016-05-01 Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert 9. Complexity analysis of accelerated MCMC methods for Bayesian inversion Hoang, Viet Ha; Schwab, Christoph; Stuart, Andrew M. 2013-08-01 The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse problems. Balancing the sources of error arising from finite-dimensional approximation of the unknown field, the PDE forward solution map and the sampling of the probability space under the posterior distribution are essential for the design of efficient computational Bayesian methods for PDE inverse problems. We study Bayesian inversion for a model elliptic PDE with an unknown diffusion coefficient. We provide complexity analyses of several Markov chain Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the Bayesian posterior distribution, given data δ. Particular attention is given to bounds on the overall work required to achieve a prescribed error level ε. Specifically, we first bound the computational complexity of ‘plain’ MCMC, based on combining MCMC sampling with linear complexity multi-level solvers for elliptic PDE. Our (new) work versus accuracy bounds show that the complexity of this approach can be quite prohibitive. Two strategies for reducing the computational complexity are then proposed and analyzed: first, a sparse, parametric and deterministic generalized polynomial chaos (gpc) ‘surrogate’ representation of the forward response map of the PDE over the entire parameter space, and, second, a novel multi-level Markov chain Monte Carlo strategy which utilizes sampling from a multi-level discretization of the posterior and the forward PDE. For both of these strategies, we derive asymptotic bounds on work versus accuracy, and hence asymptotic bounds on the computational complexity of the algorithms. In particular, we provide sufficient conditions on the regularity of the unknown coefficients of the PDE and on the 10. FINITE ELEMENT APPROXIMATIONS FOR SCHR(O)DINGER EQUATIONS WITH APPLICATIONS TO ELECTRONIC STRUCTURE COMPUTATIONS Xin-Gao Gong; Lihua Shen; Dier Zhang; Aihui Zhou 2008-01-01 In this paper, both the standard finite element discretization and a two-scale finite element discretization for SchrSdinger equations are studied. The numerical analysis is based on the regularity that is also obtained in this paper for the Schrodinger equations. Very satisfying applications to electronic structure computations are provided, too. 11. A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces Braak, ter C.J.F. 2006-01-01 Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli 12. Bayesian Peak Picking for NMR Spectra Cheng, Yichen 2014-02-01 Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein–DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method. 13. Bayesian Filters in Practice Krejsa, Jiří; Věchet, S. Bratislava: Slovak University of Technology in Bratislava, 2010, s. 217-222. ISBN 978-80-227-3353-3. [Robotics in Education . Bratislava (SK), 16.09.2010-17.09.2010] Institutional research plan: CEZ:AV0Z20760514 Keywords : mobile robot localization * bearing only beacons * Bayesian filters Subject RIV: JD - Computer Applications, Robotics 14. A computational intensive method- Lubrication approximation theory for blade coating process Saira Bhatti 2016-09-01 Full Text Available This paper presents the analysis of the process of blade coating through a computational intensive method for an incompressible Newtonian fluid along with Magnetohydrodynamics (MHD. The slip between the substrate and the fluid is also taken into account. The nature of the existing steady solutions has been investigated with the help of exact and numerical methods. Those obtained exact solutions include the solutions for the velocity profiles, volumetric flow rate and pressure gradient. The important engineering quantities like maximum pressure, pressure distribution and load are also computed. It is assumed that the relative velocity between the plate and the fluid is proportional to the shear rate at the plate. An external magnetic field is applied normal to the plates. It is observed and concluded that both slip parameter and the magnetic field parameter serve as the controlling parameters in the industrial blade coating process. 15. Dynamically Computing Approximate Frequency Counts in Sliding Window over Data Stream 2006-01-01 This paper presents two one-pass algorithms for dynamically computing frequency counts in sliding window over a data stream-computing frequency counts exceeding user-specified threshold ε. The first algorithm constructs sub-windows and deletes expired sub-windows periodically in sliding window, and each sub-window maintains a summary data structure. The first algorithm outputs at most 1/ε + 1 elements for frequency queries over the most recent N elements. The second algorithm adapts multiple levels method to deal with data stream. Once the sketch of the most recent N elements has been constructed, the second algorithm can provides the answers to the frequency queries over the most recent n(n≤N) elements. The second algorithm outputs at most 1/ε+2 elements. The analytical and experimental results show that our algorithms are accurate and effective. 16. A Prior Study of Split Compilation and Approximate Floating-Point Computations Taguchi, Takanoki 2011-01-01 From a future perspective of heterogeneous multicore processors, we studied several optimization processes specified for floating-point numbers in this internship. To adjust this new generation processors, we believe {¥it split compilation} has an important role to receive the maximum benefits from these processors. A purpose of our internship is to know a potential of tradeoff between accuracy and speedup of floating-point computations as a prior-study to promote the notion of split compilat... 17. Bayesian statistics Draper, D. 2001-01-01 © 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography 18. Logarithmic divergences in the k-inflationary power spectra computed through the uniform approximation Alinea, Allan L.; Kubota, Takahiro; Naylor, Wade 2016-02-01 We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll k-inflation based on the uniform approximation (UA) in conjunction with an expansion scheme for slow-roll parameters with respect to the number of e-folds about the so-called turning point. Earlier works on this method have so far gained some promising results derived from the approximating expressions for the power spectra among others, up to second order with respect to the Hubble and sound flow parameters, when compared to other semi-analytical approaches (e.g., Green's function and WKB methods). However, a closer inspection is suggestive that there is a problem when higher-order parts of the power spectra are considered; residual logarithmic divergences may come out that can render the prediction physically inconsistent. Looking at this possibility, we map out up to what order with respect to the mentioned parameters several physical quantities can be calculated before hitting a logarithmically divergent result. It turns out that the power spectra are limited up to second order, the tensor-to-scalar ratio up to third order, and the spectral indices and running converge to all orders. This indicates that the expansion scheme is incompatible with the working equations derived from UA for the power spectra but compatible with that of the spectral indices. For those quantities that involve logarithmically divergent terms in the higher-order parts, existing results in the literature for the convergent lower-order parts calculated in the equivalent fashion should be viewed with some caution; they do not rest on solid mathematical ground. 19. Some approximate Godunov schemes to compute shallow-water equations with topography Gallouet, Thierry; Herard, Jean-Marc; Seguin, Nicolas 2003-01-01 We study here the computation of shallow-water equations with topography by Finite Volume methods, in a one-dimensional framework (though all methods introduced may be naturally extended in two dimensions). All methods performed are based on a dicretisation of the topography by a piecewise function constant on each cell of the mesh, from an original idea of A.Y. Le Roux et al.. Whereas the Well-Balanced scheme of A.Y. Le Roux is based on the exact resolution of each Riemann problem, we consid... 20. Deflections in computed dose distribution of I-125 seed implant due to angularly averaged approximation Dose rate distribution of commercially available I-125 seeds is strongly anisotropic due to self absorption. Effects of this anisotropy to dose distribution of linear, planar and volume implants are studied. Results suggest that this anisotropy should be taken into account especially when one is considering dose distribution near the seeds. Angularly averaged distribution of single seed is found to cause serious deflections to isodoses of the implant in high dose region. To use true anisotropic dose rate distribution one must be able to evaluate angular orientation of seeds in the implant. A method is presented to compute this orientation also when seeds are poorly visible in radiographs. (orig.) 1. Bayesian modeling using WinBUGS Ntzoufras, Ioannis 2009-01-01 A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ... 2. Bayesian least squares deconvolution Asensio Ramos, A.; Petit, P. 2015-11-01 Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available. 3. Bayesian least squares deconvolution Ramos, A Asensio 2015-01-01 Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider LSD under the Bayesian framework and we introduce a flexible Gaussian Process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results. We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available. 4. Bayesian Adaptive Exploration Loredo, T J 2004-01-01 I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two toy'' problems with simulated data--measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object--show the approach can significantly improve observational eff... 5. Bayesian inference tools for inverse problems Mohammad-Djafari, Ali 2013-08-01 In this paper, first the basics of Bayesian inference with a parametric model of the data is presented. Then, the needed extensions are given when dealing with inverse problems and in particular the linear models such as Deconvolution or image reconstruction in Computed Tomography (CT). The main point to discuss then is the prior modeling of signals and images. A classification of these priors is presented, first in separable and Markovien models and then in simple or hierarchical with hidden variables. For practical applications, we need also to consider the estimation of the hyper parameters. Finally, we see that we have to infer simultaneously on the unknowns, the hidden variables and the hyper parameters. Very often, the expression of this joint posterior law is too complex to be handled directly. Indeed, rarely we can obtain analytical solutions to any point estimators such the Maximum A posteriori (MAP) or Posterior Mean (PM). Three main tools are then can be used: Laplace approximation (LAP), Markov Chain Monte Carlo (MCMC) and Bayesian Variational Approximations (BVA). To illustrate all these aspects, we will consider a deconvolution problem where we know that the input signal is sparse and propose to use a Student-t prior for that. Then, to handle the Bayesian computations with this model, we use the property of Student-t which is modelling it via an infinite mixture of Gaussians, introducing thus hidden variables which are the variances. Then, the expression of the joint posterior of the input signal samples, the hidden variables (which are here the inverse variances of those samples) and the hyper-parameters of the problem (for example the variance of the noise) is given. From this point, we will present the joint maximization by alternate optimization and the three possible approximation methods. Finally, the proposed methodology is applied in different applications such as mass spectrometry, spectrum estimation of quasi periodic biological signals and 6. Logarithmic divergences in the$k$-inflationary power spectra computed through the uniform approximation Alinea, Allan L; Naylor, Wade 2015-01-01 We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll$k$-inflation based on the uniform approximation in conjunction with an expansion scheme for slow-roll parameters with respect to the number of$e\$-folds about the so-called turning point. Earlier works on this method has so far gained sensible calculation results for the resulting expression for power spectra among others, up to second order with respect to the Hubble and sound flow parameters, when compared to other semi-analytical approaches (e.g., Green's function and WKB methods). However, a closer inspection is suggestive that this may not hold when higher-order parts of the power spectra are considered; residual logarithmic divergences may come out that would make the prediction problematic. Looking at this possibility, we map out up to what order with respect to the mentioned parameters several physical quantities can be calculated before hitting a logarithmically divergent result. It turns out that the power spe...

7. Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

Chen, Peng; Schwab, Christoph

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov-Galerkin high-fidelity ("HiFi") discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by the so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation

8. GTE: a new FFT based software to compute terrain correction on airborne gravity surveys in spherical approximation.

Capponi, Martina; Sampietro, Daniele; Sansò, Fernando

2016-04-01

The computation of the vertical attraction due to the topographic masses (Terrain Correction) is still a matter of study both in geodetic as well as in geophysical applications. In fact it is required in high precision geoid estimation by the remove-restore technique and it is used to isolate the gravitational effect of anomalous masses in geophysical exploration. This topographical effect can be evaluated from the knowledge of a Digital Terrain Model in different ways: e.g. by means of numerical integration, by prisms, tesseroids, polyedra or Fast Fourier Transform (FFT) techniques. The increasing resolution of recently developed digital terrain models, the increasing number of observation points due to extensive use of airborne gravimetry and the increasing accuracy of gravity data represents nowadays major issues for the terrain correction computation. Classical methods such as prism or point masses approximations are indeed too slow while Fourier based techniques are usually too approximate for the required accuracy. In this work a new software, called Gravity Terrain Effects (GTE), developed in order to guarantee high accuracy and fast computation of terrain corrections is presented. GTE has been thought expressly for geophysical applications allowing the computation not only of the effect of topographic and bathymetric masses but also those due to sedimentary layers or to the Earth crust-mantle discontinuity (the so called Moho). In the present contribution we summarize the basic theory of the software and its practical implementation. Basically the GTE software is based on a new algorithm which, by exploiting the properties of the Fast Fourier Transform, allows to quickly compute the terrain correction, in spherical approximation, at ground or airborne level. Some tests to prove its performances are also described showing GTE capability to compute high accurate terrain corrections in a very short time. Results obtained for a real airborne survey with GTE

9. Programs for least square approximation and graphic display in an experimental data processing computer

In the experimental data processing computer PANAFACOM U-400 in the Institute of Plasma Physics, Nagoya University, general purpose programs have been prepared for checking on the data stored in it. These programs were originally developed for use in the on-line data processing system for JIPP T-2 experiment. They are in two subroutines for obtaining straight lines best fitting data points by the method of least squares and several subroutines for the graphic display of data points. With the subroutines, graphic display, statistical processing and the display of its results can be carried out for experimental data. The programs are cataloged as execution load modules in disk files. In case of using them, it is necessary only to assign required arguments and then call the subroutines by FORTRAN CALL statements. The graphic display subroutines are based on the standard GRASP of U-400 graphic processing software. No knowledge of GRASP is required, however. Users can readily use the programs only by referring to the present report. (J.P.N.)

10. Novel diagrammatic method for computing transport coefficients - beyond the Boltzmann approximation

We propose a novel diagrammatic method for computing transport coefficients in relativistic quantum field theory. Our method is based on a reformulation and extension of the diagrammatic method by Eliashberg given in the imaginary-time formalism to the relativistic quantum field theory in the real-time formalism, in which the cumbersome analytical continuation problem can be avoided. The transport coefficients are obtained from a two-point function via Kubo formula. It is know that naive perturbation theory breaks down owing to a so called pinch singularity, and hence a resummation is required for getting a finite and sensible result. As a novel resummation method, we first decompose the two point function into the singular part and the regular part, and then reconstruct the diagrams. We find that a self-consistent equation for the two-point function has the same structure as the linearized Boltzmann equation. It is known that the two-point function at the leading order is equivalent to the linearized Boltzmann equation. We find the higher order corrections are nicely summarized as a renormalization of the vertex function, spectral function, and collision term. We also discuss the critical behavior of the transport coefficients near a phase transition, applying our method. (author)

11. Neuronanatomy, neurology and Bayesian networks

Bielza Lozoya, Maria Concepcion

2014-01-01

Bayesian networks are data mining models with clear semantics and a sound theoretical foundation. In this keynote talk we will pinpoint a number of neuroscience problems that can be addressed using Bayesian networks. In neuroanatomy, we will show computer simulation models of dendritic trees and classification of neuron types, both based on morphological features. In neurology, we will present the search for genetic biomarkers in Alzheimer's disease and the prediction of health-related qualit...

12. Complexity Results and Approximation Strategies for MAP Explanations

Darwiche, A; 10.1613/jair.1236

2011-01-01

MAP is the problem of finding a most probable instantiation of a set of variables given evidence. MAP has always been perceived to be significantly harder than the related problems of computing the probability of a variable instantiation Pr, or the problem of computing the most probable explanation (MPE). This paper investigates the complexity of MAP in Bayesian networks. Specifically, we show that MAP is complete for NP^PP and provide further negative complexity results for algorithms based on variable elimination. We also show that MAP remains hard even when MPE and Pr become easy. For example, we show that MAP is NP-complete when the networks are restricted to polytrees, and even then can not be effectively approximated. Given the difficulty of computing MAP exactly, and the difficulty of approximating MAP while providing useful guarantees on the resulting approximation, we investigate best effort approximations. We introduce a generic MAP approximation framework. We provide two instantiations of the frame...

Loredo, Thomas J.

2004-04-01

I describe a framework for adaptive scientific exploration based on iterating an Observation-Inference-Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two toy'' problems with simulated data-measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object-show the approach can significantly improve observational efficiency in settings that have well-defined nonlinear models. I conclude with a list of open issues that must be addressed to make Bayesian adaptive exploration a practical and reliable tool for optimizing scientific exploration.

14. BWM*: A Novel, Provable, Ensemble-based Dynamic Programming Algorithm for Sparse Approximations of Computational Protein Design.

Jou, Jonathan D; Jain, Swati; Georgiev, Ivelin S; Donald, Bruce R

2016-06-01

Sparse energy functions that ignore long range interactions between residue pairs are frequently used by protein design algorithms to reduce computational cost. Current dynamic programming algorithms that fully exploit the optimal substructure produced by these energy functions only compute the GMEC. This disproportionately favors the sequence of a single, static conformation and overlooks better binding sequences with multiple low-energy conformations. Provable, ensemble-based algorithms such as A* avoid this problem, but A* cannot guarantee better performance than exhaustive enumeration. We propose a novel, provable, dynamic programming algorithm called Branch-Width Minimization* (BWM*) to enumerate a gap-free ensemble of conformations in order of increasing energy. Given a branch-decomposition of branch-width w for an n-residue protein design with at most q discrete side-chain conformations per residue, BWM* returns the sparse GMEC in O([Formula: see text]) time and enumerates each additional conformation in merely O([Formula: see text]) time. We define a new measure, Total Effective Search Space (TESS), which can be computed efficiently a priori before BWM* or A* is run. We ran BWM* on 67 protein design problems and found that TESS discriminated between BWM*-efficient and A*-efficient cases with 100% accuracy. As predicted by TESS and validated experimentally, BWM* outperforms A* in 73% of the cases and computes the full ensemble or a close approximation faster than A*, enumerating each additional conformation in milliseconds. Unlike A*, the performance of BWM* can be predicted in polynomial time before running the algorithm, which gives protein designers the power to choose the most efficient algorithm for their particular design problem. PMID:26744898

15. Approximate maximum likelihood estimation using data-cloning ABC

Picchini, Umberto; Anderson, Rachele

2015-01-01

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC sampler with so-called "data cloning" for maximum likelihood estimation. Accuracy of ABC methods relies on the use of a small threshold value for comparing simulations from the model and observed data. The proposed methodology shows how to use large threshold ...

16. Adaptive approximate filtering of state-space models

Dedecius, Kamil

Nice: EURASIP, 2015, s. 2236-2240. ISBN 978-0-9928626-4-0. ISSN 2076-1465. [23rd European Signal Processing Conference (EUSIPCO). Nice (FR), 31.08.2015-04.09.2015] R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : Approximate Bayesian computation * ABC * filtration Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/AS/dedecius-0447270.pdf

17. Computing the band structure and energy gap of penta-graphene by using DFT and G0W0 approximations

Einollahzadeh, H.; Dariani, R. S.; Fazeli, S. M.

2016-03-01

In this paper, we consider the optimum coordinate of the penta-graphene. Penta-graphene is a new stable carbon allotrope which is stronger than graphene. Here, we compare the band gap of penta-graphene with various density functional theory (DFT) methods. We plot the band structure of penta-graphene which calculated with the generalized gradient approximation functional HTCH407, about Fermi energy. Then, one-shot GW (G0W0) correction for precise computations of band structure is applied. Quasi-direct band gap of penta-graphene is obtained around 4.1-4.3 eV by G0W0 correction. Penta-graphene is an insulator and can be expected to have broad applications in future, especially in nanoelectronics and nanomechanics.

18. Computing approximate blocking probability of inverse multiplexing and sub-band conversion in the flexible-grid optical networks

Gu, Yamei; You, Shanhong

2016-07-01

With the rapid growth of data rate, the optical network is evolving from fixed-grid to flexible-grid to provide spectrum-efficient and scalable transport of 100 Gb/s services and beyond. Also, the deployment of wavelength converter in the existing network can increase the flexibility of routing and wavelength allocation (RWA) and improve blocking performance of the optical networks. In this paper, we present a methodology for computing approximate blocking probabilities of the provision of multiclass services in the flexible-grid optical networks with sub-band spectrum conversion and inverse multiplexing respectively. Numerical calculation results based on the model are compared to the simulation results for the different cases. It is shown that the calculation results match well with the simulation results for the flexible-grid optical networks at different scenarios.

19. Stochastic model updating utilizing Bayesian approach and Gaussian process model

Wan, Hua-Ping; Ren, Wei-Xin

2016-03-01

Stochastic model updating (SMU) has been increasingly applied in quantifying structural parameter uncertainty from responses variability. SMU for parameter uncertainty quantification refers to the problem of inverse uncertainty quantification (IUQ), which is a nontrivial task. Inverse problem solved with optimization usually brings about the issues of gradient computation, ill-conditionedness, and non-uniqueness. Moreover, the uncertainty present in response makes the inverse problem more complicated. In this study, Bayesian approach is adopted in SMU for parameter uncertainty quantification. The prominent strength of Bayesian approach for IUQ problem is that it solves IUQ problem in a straightforward manner, which enables it to avoid the previous issues. However, when applied to engineering structures that are modeled with a high-resolution finite element model (FEM), Bayesian approach is still computationally expensive since the commonly used Markov chain Monte Carlo (MCMC) method for Bayesian inference requires a large number of model runs to guarantee the convergence. Herein we reduce computational cost in two aspects. On the one hand, the fast-running Gaussian process model (GPM) is utilized to approximate the time-consuming high-resolution FEM. On the other hand, the advanced MCMC method using delayed rejection adaptive Metropolis (DRAM) algorithm that incorporates local adaptive strategy with global adaptive strategy is employed for Bayesian inference. In addition, we propose the use of the powerful variance-based global sensitivity analysis (GSA) in parameter selection to exclude non-influential parameters from calibration parameters, which yields a reduced-order model and thus further alleviates the computational burden. A simulated aluminum plate and a real-world complex cable-stayed pedestrian bridge are presented to illustrate the proposed framework and verify its feasibility.

20. A reliable light scattering computing for black carbon-containing particles: Hybrid discrete dipole approximation (h-DDA)

Moteki, N.

2015-12-01

Black carbon (BC) is a light-absorbing carbonaceous aerosol emitted from combustions of fossil fuels and biomasses and is estimated as the second most important contributor to positive climate forcing after the carbon dioxide. In the atmosphere, the fractal aggregate of BC-spherules may be mixed with non-absorbing (or weakly absorbing) compounds that forms morphologically complex "BC-containing particle". A reliable scattering code for BC-containing particles is necessary for predicting mass absorption efficiency of BC and designing/evaluating optical techniques for estimating microphysical properties (i.e., size distribution, mixing state, shape, refractive index) of BC-containing particles. The computational methods that derived from the volume-integral form of the Maxwell equation, such as discrete dipole approximation (DDA), are method of choice for morphologically complex object like BC-containing particles. In ordinary DDA, the entire particle volume is approximated as a collection of tiny cubical dipoles (with side length d) placed on a 3D cubic lattice. For several model BC-containing particles, the comparisons with numerically exact T-matrix method reveals that the ordinary DDA suffered from persistent positive systematic error (up to +30%) in absorption even under d DDA error is identified to be the shape error in BC-spherules. To eliminate the shape error in BC-spherules, we propose a new DDA methodology which may be called hybrid DDA (h-DDA): each primary BC sphere is assumed as a spherical dipole, while remaining particle volume of coating material is approximated by a collection of tiny cubical dipoles on a 3D cubic lattice. Positive absorption bias up to +30% in ordinary DDA is suppressed to within 3% in h-DDA. In h-DDA code, an efficient FFT-based algorithm for solving the matrix equation has been implemented, by utilizing the multilevel block-Toeplitz property of the submatrix corresponding to inter-dipole interaction within coating material.

1. Bayesian analysis of hierarchical multi-fidelity codes

Gratiet, Loic Le

2011-01-01

This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This co-kriging method allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of a large number of code levels on the one hand and on a Bayesian approach when we have 2 levels on the other hand. Moreover, based on a Bayes linear formulation, an extension of the universal kriging equations are provided for the co-kriging model. We also address the problem of nested space-filling design for multi-fidelity computer experiments and we provide a significant simplification of the computation of the co-kriging cross-validation equations. A hydrodynamic simulator example is used to illustrate the comparison Bayesian versus non-Bayesian co-kriging. A thermodynamic example is used to illustrate the comparison between 2-level and 3-level co-kriging.

2. Ab initio quasi-particle approximation bandgaps of silicon nanowires calculated at density functional theory/local density approximation computational effort

Ribeiro, M., E-mail: ribeiro.jr@oorbit.com.br [Office of Operational Research for Business Intelligence and Technology, Principal Office, Buffalo, Wyoming 82834 (United States)

2015-06-21

Ab initio calculations of hydrogen-passivated Si nanowires were performed using density functional theory within LDA-1/2, to account for the excited states properties. A range of diameters was calculated to draw conclusions about the ability of the method to correctly describe the main trends of bandgap, quantum confinement, and self-energy corrections versus the diameter of the nanowire. Bandgaps are predicted with excellent accuracy if compared with other theoretical results like GW, and with the experiment as well, but with a low computational cost.

3. Ab initio quasi-particle approximation bandgaps of silicon nanowires calculated at density functional theory/local density approximation computational effort

Ab initio calculations of hydrogen-passivated Si nanowires were performed using density functional theory within LDA-1/2, to account for the excited states properties. A range of diameters was calculated to draw conclusions about the ability of the method to correctly describe the main trends of bandgap, quantum confinement, and self-energy corrections versus the diameter of the nanowire. Bandgaps are predicted with excellent accuracy if compared with other theoretical results like GW, and with the experiment as well, but with a low computational cost

4. Bayesian Monitoring.

Kirstein, Roland

2005-01-01

This paper presents a modification of the inspection game: The ?Bayesian Monitoring? model rests on the assumption that judges are interested in enforcing compliant behavior and making correct decisions. They may base their judgements on an informative but imperfect signal which can be generated costlessly. In the original inspection game, monitoring is costly and generates a perfectly informative signal. While the inspection game has only one mixed strategy equilibrium, three Perfect Bayesia...

5. Bayesian seismic AVO inversion

Buland, Arild

2002-07-01

A new linearized AVO inversion technique is developed in a Bayesian framework. The objective is to obtain posterior distributions for P-wave velocity, S-wave velocity and density. Distributions for other elastic parameters can also be assessed, for example acoustic impedance, shear impedance and P-wave to S-wave velocity ratio. The inversion algorithm is based on the convolutional model and a linearized weak contrast approximation of the Zoeppritz equation. The solution is represented by a Gaussian posterior distribution with explicit expressions for the posterior expectation and covariance, hence exact prediction intervals for the inverted parameters can be computed under the specified model. The explicit analytical form of the posterior distribution provides a computationally fast inversion method. Tests on synthetic data show that all inverted parameters were almost perfectly retrieved when the noise approached zero. With realistic noise levels, acoustic impedance was the best determined parameter, while the inversion provided practically no information about the density. The inversion algorithm has also been tested on a real 3-D dataset from the Sleipner Field. The results show good agreement with well logs but the uncertainty is high. The stochastic model includes uncertainties of both the elastic parameters, the wavelet and the seismic and well log data. The posterior distribution is explored by Markov chain Monte Carlo simulation using the Gibbs sampler algorithm. The inversion algorithm has been tested on a seismic line from the Heidrun Field with two wells located on the line. The uncertainty of the estimated wavelet is low. In the Heidrun examples the effect of including uncertainty of the wavelet and the noise level was marginal with respect to the AVO inversion results. We have developed a 3-D linearized AVO inversion method with spatially coupled model parameters where the objective is to obtain posterior distributions for P-wave velocity, S

6. Learning and Approximating the Optimal Strategy to Commit To

Letchford, Joshua; Conitzer, Vincent; Munagala, Kamesh

Computing optimal Stackelberg strategies in general two-player Bayesian games (not to be confused with Stackelberg strategies in routing games) is a topic that has recently been gaining attention, due to their application in various security and law enforcement scenarios. Earlier results consider the computation of optimal Stackelberg strategies, given that all the payoffs and the prior distribution over types are known. We extend these results in two different ways. First, we consider learning optimal Stackelberg strategies. Our results here are mostly positive. Second, we consider computing approximately optimal Stackelberg strategies. Our results here are mostly negative.

7. Bayesian Vision for Shape Recovery

Jalobeanu, Andre

2004-01-01

We present a new Bayesian vision technique that aims at recovering a shape from two or more noisy observations taken under similar lighting conditions. The shape is parametrized by a piecewise linear height field, textured by a piecewise linear irradiance field, and we assume Gaussian Markovian priors for both shape vertices and irradiance variables. The observation process. also known as rendering, is modeled by a non-affine projection (e.g. perspective projection) followed by a convolution with a piecewise linear point spread function. and contamination by additive Gaussian noise. We assume that the observation parameters are calibrated beforehand. The major novelty of the proposed method consists of marginalizing out the irradiances considered as nuisance parameters, which is achieved by Laplace approximations. This reduces the inference to minimizing an energy that only depends on the shape vertices, and therefore allows an efficient Iterated Conditional Mode (ICM) optimization scheme to be implemented. A Gaussian approximation of the posterior shape density is computed, thus providing estimates both the geometry and its uncertainty. We illustrate the effectiveness of the new method by shape reconstruction results in a 2D case. A 3D version is currently under development and aims at recovering a surface from multiple images, reconstructing the topography by marginalizing out both albedo and shading.

8. Case studies in Bayesian microbial risk assessments

Turner Joanne

2009-12-01

Full Text Available Abstract Background The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates. Methods We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs. Results We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5. The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11. In the second

9. General and Local: Averaged k-Dependence Bayesian Classifiers

Limin Wang

2015-06-01

Full Text Available The inference of a general Bayesian network has been shown to be an NP-hard problem, even for approximate solutions. Although k-dependence Bayesian (KDB classifier can construct at arbitrary points (values of k along the attribute dependence spectrum, it cannot identify the changes of interdependencies when attributes take different values. Local KDB, which learns in the framework of KDB, is proposed in this study to describe the local dependencies implicated in each test instance. Based on the analysis of functional dependencies, substitution-elimination resolution, a new type of semi-naive Bayesian operation, is proposed to substitute or eliminate generalization to achieve accurate estimation of conditional probability distribution while reducing computational complexity. The final classifier, averaged k-dependence Bayesian (AKDB classifiers, will average the output of KDB and local KDB. Experimental results on the repository of machine learning databases from the University of California Irvine (UCI showed that AKDB has significant advantages in zero-one loss and bias relative to naive Bayes (NB, tree augmented naive Bayes (TAN, Averaged one-dependence estimators (AODE, and KDB. Moreover, KDB and local KDB show mutually complementary characteristics with respect to variance.

10. Inferring the origin of populations introduced from a genetically structured native range by approximate Bayesian computation: case study of the invasive ladybird Harmonia axyridis

Lombaert, E.; Guillemaud, T.; Thomas, C.E.; Handley, L.J.L.; Li, J.; Wang, S.; Pang, H.; Goryacheva, I.; Zakharov, I.A.; Jousselin, E.; Poland, R.L.; Migeon, A.; Lenteren, van J.C.; Clercq, de P.; Berkvens, N.; Jones, W.; Estoup, A.

2011-01-01

Correct identification of the source population of an invasive species is a prerequisite for testing hypotheses concerning the factors responsible for biological invasions. The native area of invasive species may be large, poorly known and/or genetically structured. Because the actual source populat

11. Bayesian nonparametric data analysis

Müller, Peter; Jara, Alejandro; Hanson, Tim

2015-01-01

This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.

12. Applied Bayesian modelling

Congdon, Peter

2014-01-01

This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be readily adapted to the reader's own applications. The second edition has been thoroughly reworked and updated to take account of advances in the field. A new set of worked examples is included. The novel aspect of the first edition was the coverage of statistical modeling using WinBU

13. Bayesian Uncertainty Analysis SOARS for Computationally Expensive Simulation Models with Application to Contaminant Hydrology in the Cannonsville Watershed

Shoemaker, C. A.; Cowan, D.; Woodbury, J.; Ruppert, D.; Bliznyuk, N.; Wang, Y.; Li, Y.

2009-12-01

This paper presents application of a new computationally efficient method SOARS for statistically rigorous assessment of uncertainty in parameters and model output when the model is calibrated to field data. The SOARS method is general and is here applied to watershed problems The innovative aspect of this procedure is that an optimization method is first used to find the maximum likelihood estimator and then the costly simulations done during the optimization are re-used to build a response surface model of the likelihood function. Markov Chain Monte Carlo is applied then to the response surface model to obtain the posterior distributions of the model parameters and the appropriate transformations to correct for non-normal error. On a hazardous spill in channel problem and on a small watershed (37 km2), the computational effort to obtain roughly the same accuracy of solution is 150 model simulations for the SOARS method versus 10,000 simulations for conventional MCMC analysis, which is more than a 60 fold reduction in computational effort. For the larger Cannonsville Watershed (1200 km2) the method is expanded to provide posterior densities not only on parameter values but also on multiple model predictions. Available software for the method will be discussed as well as SOAR’s use for assessing the impact of climate change on hydrology and water-borne pollutant transport in the Cannonsville basin and other watersheds.

14. On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean

Weng, Chung-Sing

1989-01-01

It is shown that the Bayesian bootstrap approximation to the posterior distribution of the unknown mean (with respect to a Dirichlet process prior) is more accurate than both the standard normal approximation and the bootstrap approximation. It is also shown that the Bayesian bootstrap approximation to the sampling distribution of the sample average is not as accurate as the bootstrap approximation.

15. Bayesian Spatial Modelling with R-INLA

Finn Lindgren

2015-02-01

Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.

16. An in vitro comparison of diagnostic abilities of conventional radiography, storage phosphor, and cone beam computed tomography to determine occlusal and approximal caries

Kayipmaz, Saadettin, E-mail: kayipmaz@ktu.edu.tr [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Sezgin, Omer Said, E-mail: omersaidsezgin@gmail.com [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Saricaoglu, Senem Tugra, E-mail: senem_tugra@hotmail.com [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Can, Gamze, E-mail: gcanktu@yahoo.com [Karadeniz Technical University Faculty of Medicine Department of Public Health (Turkey)

2011-11-15

Aim: The aim of this study was to compare conventional radiography, storage phosphor plate, and cone beam computed tomography for in vitro determination of occlusal and approximal caries. Methods: A total of 72 extracted human premolar and molar teeth were selected. Teeth were radiographed with conventional intraoral radiography, a storage phosphor plate system, and cone beam computed tomography and evaluated by two observers. The teeth were then separated and examined with a stereomicroscope and a scanner at approximately 8x magnification. Results: CBCT was statistically superior to conventional radiography and phosphor plate for determining occlusal caries. No significant difference from CBCT, conventional radiography and the phosphor plate system for determining approximal caries was found. Conclusion: The CBCT system may be used as an auxiliary method for the detection of caries.

17. An in vitro comparison of diagnostic abilities of conventional radiography, storage phosphor, and cone beam computed tomography to determine occlusal and approximal caries

Aim: The aim of this study was to compare conventional radiography, storage phosphor plate, and cone beam computed tomography for in vitro determination of occlusal and approximal caries. Methods: A total of 72 extracted human premolar and molar teeth were selected. Teeth were radiographed with conventional intraoral radiography, a storage phosphor plate system, and cone beam computed tomography and evaluated by two observers. The teeth were then separated and examined with a stereomicroscope and a scanner at approximately 8x magnification. Results: CBCT was statistically superior to conventional radiography and phosphor plate for determining occlusal caries. No significant difference from CBCT, conventional radiography and the phosphor plate system for determining approximal caries was found. Conclusion: The CBCT system may be used as an auxiliary method for the detection of caries.

18. Bayesian artificial intelligence

Korb, Kevin B

2010-01-01

Updated and expanded, Bayesian Artificial Intelligence, Second Edition provides a practical and accessible introduction to the main concepts, foundation, and applications of Bayesian networks. It focuses on both the causal discovery of networks and Bayesian inference procedures. Adopting a causal interpretation of Bayesian networks, the authors discuss the use of Bayesian networks for causal modeling. They also draw on their own applied research to illustrate various applications of the technology.New to the Second EditionNew chapter on Bayesian network classifiersNew section on object-oriente

19. Bayesian Graphical Models

Jensen, Finn Verner; Nielsen, Thomas Dyhre

2016-01-01

Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes and...... largely due to the availability of efficient inference algorithms for answering probabilistic queries about the states of the variables in the network. Furthermore, to support the construction of Bayesian network models, learning algorithms are also available. We give an overview of the Bayesian network...

20. Bayesian Models of Brain and Behaviour

Penny, William

2012-01-01

This paper presents a review of Bayesian models of brain and behaviour. We first review the basic principles of Bayesian inference. This is followed by descriptions of sampling and variational methods for approximate inference, and forward and backward recursions in time for inference in dynamical models. The review of behavioural models covers work in visual processing, sensory integration, sensorimotor integration, and collective decision making. The review of brain models covers a range of...

1. Cover Tree Bayesian Reinforcement Learning

Tziortziotis, Nikolaos; Dimitrakakis, Christos; Blekas, Konstantinos

2013-01-01

This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tree method, which remains efficient in high dimensional spaces. We combine the model with Thompson sampling and approximate dynamic programming to obtain effective exploration po...

2. A Bayesian foundation for individual learning under uncertainty

Christoph Mathys

2011-05-01

Full Text Available Computational learning models are critical for understanding mechanisms of adaptive behavior. However, the two major current frameworks, reinforcement learning (RL and Bayesian learning, both have certain limitations. For example, many Bayesian models are agnostic of inter-individual variability and involve complicated integrals, making online learning difficult. Here, we introduce a generic hierarchical Bayesian framework for individual learning under multiple forms of uncertainty (e.g., environmental volatility and perceptual uncertainty. The model assumes Gaussian random walks of states at all but the first level, with the step size determined by the next higher level. The coupling between levels is controlled by parameters that shape the influence of uncertainty on learning in a subject-specific fashion. Using variational Bayes under a mean field approximation and a novel approximation to the posterior energy function, we derive trial-by-trial update equations which (i are analytical and extremely efficient, enabling real-time learning, (ii have a natural interpretation in terms of RL, and (iii contain parameters representing processes which play a key role in current theories of learning, e.g., precision-weighting of prediction error. These parameters allow for the expression of individual differences in learning and may relate to specific neuromodulatory mechanisms in the brain. Our model is very general: it can deal with both discrete and continuous states and equally accounts for deterministic and probabilistic relations between environmental events and perceptual states (i.e., situations with and without perceptual uncertainty. These properties are illustrated by simulations and analyses of empirical time series. Overall, our framework provides a novel foundation for understanding normal and pathological learning that contextualizes RL within a generic Bayesian scheme and thus connects it to principles of optimality from probability

3. Bayesian Mediation Analysis

Yuan, Ying; MacKinnon, David P.

2009-01-01

This article proposes Bayesian analysis of mediation effects. Compared to conventional frequentist mediation analysis, the Bayesian approach has several advantages. First, it allows researchers to incorporate prior information into the mediation analysis, thus potentially improving the efficiency of estimates. Second, under the Bayesian mediation analysis, inference is straightforward and exact, which makes it appealing for studies with small samples. Third, the Bayesian approach is conceptua...

4. Bayesian Games with Intentions

Bjorndahl, Adam; Halpern, Joseph Y.; Pass, Rafael

2016-01-01

We show that standard Bayesian games cannot represent the full spectrum of belief-dependent preferences. However, by introducing a fundamental distinction between intended and actual strategies, we remove this limitation. We define Bayesian games with intentions, generalizing both Bayesian games and psychological games, and prove that Nash equilibria in psychological games correspond to a special class of equilibria as defined in our setting.

5. Bayesian models a statistical primer for ecologists

Hobbs, N Thompson

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili

6. Bayesian Variable Selection in Spatial Autoregressive Models

Jesus Crespo Cuaresma; Philipp Piribauer

2015-01-01

This paper compares the performance of Bayesian variable selection approaches for spatial autoregressive models. We present two alternative approaches which can be implemented using Gibbs sampling methods in a straightforward way and allow us to deal with the problem of model uncertainty in spatial autoregressive models in a flexible and computationally efficient way. In a simulation study we show that the variable selection approaches tend to outperform existing Bayesian model averaging tech...

7. Bayesian Analysis of Multivariate Probit Models

Siddhartha Chib; Edward Greenberg

1996-01-01

This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Markov chain Monte Carlo version of the E-M algorithm. Computation of Bayes factors from the simulation output is also considered. The methods are applied to a bivariate data set, to a 534-subject, four-year longitudinal dat...

8. Bayesian Network Models for Adaptive Testing

Plajner, Martin; Vomlel, Jiří

Achen: Sun SITE Central Europe, 2016 - (Agosta, J.; Carvalho, R.), s. 24-33. (CEUR Workshop Proceedings. Vol 1565). ISSN 1613-0073. [The Twelfth UAI Bayesian Modeling Applications Workshop (BMAW 2015). Amsterdam (NL), 16.07.2015] R&D Projects: GA ČR GA13-20012S Institutional support: RVO:67985556 Keywords : Bayesian networks * Computerized adaptive testing Subject RIV: JD - Computer Applications, Robotics http://library.utia.cas.cz/separaty/2016/MTR/plajner-0458062.pdf

9. Bayesian analysis of rare events

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

10. ANALYSIS OF EFFECT OF APPROXIMATING OUTPUT SAMPLES USING RANDOM SUB-SAMPLING OF INPUT FOR COMPUTATION REDUCTION IN FILTERING OPERATION

AMANPREET SINGH

2006-12-01

Full Text Available Communication plays a significant role in today’s life. Integration of computing and communicating devices, wide-spread internet access through World Wide Web (WWW, and wireless links are an increasing demand for mobile cellular services at the consumer end, so it has led to new signal processing technologies. Signal processing and communications are tightly inter-woven and immensely influence each other. As the need for sophisticated signal processing algorithms and hardware increase, their potential to make contributions to the communication revolution appears unbounded. Digital signal processing (DSP technology is widely used in numerous familiar products, peripherals of computers and the electronics world. This paper deals with the optimization of DSP environment for communication applications. Emphasis is given to the receiver part of the communication system; more specifically the channel separation aspect is discussed. No such algorithm for the computational saving for receiver part of communication system has been reported earlier. In this paper an attempt has been made to optimize the filtering operation.