Bayesian inference of chemical kinetic models from proposed reactions

KAUST Repository

Galagali, Nikhil

2015-02-01

© 2014 Elsevier Ltd. Bayesian inference provides a natural framework for combining experimental data with prior knowledge to develop chemical kinetic models and quantify the associated uncertainties, not only in parameter values but also in model structure. Most existing applications of Bayesian model selection methods to chemical kinetics have been limited to comparisons among a small set of models, however. The significant computational cost of evaluating posterior model probabilities renders traditional Bayesian methods infeasible when the model space becomes large. We present a new framework for tractable Bayesian model inference and uncertainty quantification using a large number of systematically generated model hypotheses. The approach involves imposing point-mass mixture priors over rate constants and exploring the resulting posterior distribution using an adaptive Markov chain Monte Carlo method. The posterior samples are used to identify plausible models, to quantify rate constant uncertainties, and to extract key diagnostic information about model structure-such as the reactions and operating pathways most strongly supported by the data. We provide numerical demonstrations of the proposed framework by inferring kinetic models for catalytic steam and dry reforming of methane using available experimental data.

Fast model updating coupling Bayesian inference and PGD model reduction

Science.gov (United States)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Bayesian leave-one-out cross-validation approximations for Gaussian latent variable models

DEFF Research Database (Denmark)

Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville

2016-01-01

The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study...... the properties of several Bayesian leave-one-out (LOO) cross-validation approximations that in most cases can be computed with a small additional cost after forming the posterior approximation given the full data. Our main objective is to assess the accuracy of the approximative LOO cross-validation estimators...

Inventory model using bayesian dynamic linear model for demand forecasting

Directory of Open Access Journals (Sweden)

Marisol Valencia-Cárdenas

2014-12-01

Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

Constrained bayesian inference of project performance models

OpenAIRE

Sunmola, Funlade

2013-01-01

Project performance models play an important role in the management of project success. When used for monitoring projects, they can offer predictive ability such as indications of possible delivery problems. Approaches for monitoring project performance relies on available project information including restrictions imposed on the project, particularly the constraints of cost, quality, scope and time. We study in this paper a Bayesian inference methodology for project performance modelling in ...

Application of Multivariate Probabilistic (Bayesian) Networks to Substance Use Disorder Risk Stratification and Cost Estimation

OpenAIRE

Weinstein, Lawrence; Radano, Todd A; Jack, Timothy; Kalina, Philip; Eberhardt, John S

2009-01-01

Introduction: This paper explores the use of machine learning and Bayesian classification models to develop broadly applicable risk stratification models to guide disease management of health plan enrollees with substance use disorder (SUD). While the high costs and morbidities associated with SUD are understood by payers, who manage it through utilization review, acute interventions, coverage and cost limitations, and disease management, the literature shows mixed results for these modalitie...

Bayesian modeling of ChIP-chip data using latent variables.

KAUST Repository

Wu, Mingqi

2009-10-26

BACKGROUND: The ChIP-chip technology has been used in a wide range of biomedical studies, such as identification of human transcription factor binding sites, investigation of DNA methylation, and investigation of histone modifications in animals and plants. Various methods have been proposed in the literature for analyzing the ChIP-chip data, such as the sliding window methods, the hidden Markov model-based methods, and Bayesian methods. Although, due to the integrated consideration of uncertainty of the models and model parameters, Bayesian methods can potentially work better than the other two classes of methods, the existing Bayesian methods do not perform satisfactorily. They usually require multiple replicates or some extra experimental information to parametrize the model, and long CPU time due to involving of MCMC simulations. RESULTS: In this paper, we propose a Bayesian latent model for the ChIP-chip data. The new model mainly differs from the existing Bayesian models, such as the joint deconvolution model, the hierarchical gamma mixture model, and the Bayesian hierarchical model, in two respects. Firstly, it works on the difference between the averaged treatment and control samples. This enables the use of a simple model for the data, which avoids the probe-specific effect and the sample (control/treatment) effect. As a consequence, this enables an efficient MCMC simulation of the posterior distribution of the model, and also makes the model more robust to the outliers. Secondly, it models the neighboring dependence of probes by introducing a latent indicator vector. A truncated Poisson prior distribution is assumed for the latent indicator variable, with the rationale being justified at length. CONCLUSION: The Bayesian latent method is successfully applied to real and ten simulated datasets, with comparisons with some of the existing Bayesian methods, hidden Markov model methods, and sliding window methods. The numerical results indicate that the

Bayesian spatial modeling of HIV mortality via zero-inflated Poisson models.

Science.gov (United States)

Musal, Muzaffer; Aktekin, Tevfik

2013-01-30

In this paper, we investigate the effects of poverty and inequality on the number of HIV-related deaths in 62 New York counties via Bayesian zero-inflated Poisson models that exhibit spatial dependence. We quantify inequality via the Theil index and poverty via the ratios of two Census 2000 variables, the number of people under the poverty line and the number of people for whom poverty status is determined, in each Zip Code Tabulation Area. The purpose of this study was to investigate the effects of inequality and poverty in addition to spatial dependence between neighboring regions on HIV mortality rate, which can lead to improved health resource allocation decisions. In modeling county-specific HIV counts, we propose Bayesian zero-inflated Poisson models whose rates are functions of both covariate and spatial/random effects. To show how the proposed models work, we used three different publicly available data sets: TIGER Shapefiles, Census 2000, and mortality index files. In addition, we introduce parameter estimation issues of Bayesian zero-inflated Poisson models and discuss MCMC method implications. Copyright © 2012 John Wiley & Sons, Ltd.

A Departmental Cost-Effectiveness Model.

Science.gov (United States)

Holleman, Thomas, Jr.

In establishing a departmental cost-effectiveness model, the traditional cost-effectiveness model was discussed and equipped with a distant and deflation equation for both benefits and costs. Next, the economics of costing was examined and program costing procedures developed. Then, the model construct was described as it was structured around the…

Environmental Modeling and Bayesian Analysis for Assessing Human Health Impacts from Radioactive Waste Disposal

Science.gov (United States)

Stockton, T.; Black, P.; Tauxe, J.; Catlett, K.

2004-12-01

Bayesian decision analysis provides a unified framework for coherent decision-making. Two key components of Bayesian decision analysis are probability distributions and utility functions. Calculating posterior distributions and performing decision analysis can be computationally challenging, especially for complex environmental models. In addition, probability distributions and utility functions for environmental models must be specified through expert elicitation, stakeholder consensus, or data collection, all of which have their own set of technical and political challenges. Nevertheless, a grand appeal of the Bayesian approach for environmental decision- making is the explicit treatment of uncertainty, including expert judgment. The impact of expert judgment on the environmental decision process, though integral, goes largely unassessed. Regulations and orders of the Environmental Protection Agency, Department Of Energy, and Nuclear Regulatory Agency orders require assessing the impact on human health of radioactive waste contamination over periods of up to ten thousand years. Towards this end complex environmental simulation models are used to assess "risk" to human and ecological health from migration of radioactive waste. As the computational burden of environmental modeling is continually reduced probabilistic process modeling using Monte Carlo simulation is becoming routinely used to propagate uncertainty from model inputs through model predictions. The utility of a Bayesian approach to environmental decision-making is discussed within the context of a buried radioactive waste example. This example highlights the desirability and difficulties of merging the cost of monitoring, the cost of the decision analysis, the cost and viability of clean up, and the probability of human health impacts within a rigorous decision framework.

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

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 probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches.

Science.gov (United States)

Chan, Jennifer S K

2016-05-01

Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop-out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user-friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop-out on parameter estimates is evaluated through simulation studies. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Exploring the Influence of Neighborhood Characteristics on Burglary Risks: A Bayesian Random Effects Modeling Approach

Directory of Open Access Journals (Sweden)

Hongqiang Liu

2016-06-01

Full Text Available A Bayesian random effects modeling approach was used to examine the influence of neighborhood characteristics on burglary risks in Jianghan District, Wuhan, China. This random effects model is essentially spatial; a spatially structured random effects term and an unstructured random effects term are added to the traditional non-spatial Poisson regression model. Based on social disorganization and routine activity theories, five covariates extracted from the available data at the neighborhood level were used in the modeling. Three regression models were fitted and compared by the deviance information criterion to identify which model best fit our data. A comparison of the results from the three models indicates that the Bayesian random effects model is superior to the non-spatial models in fitting the data and estimating regression coefficients. Our results also show that neighborhoods with above average bar density and department store density have higher burglary risks. Neighborhood-specific burglary risks and posterior probabilities of neighborhoods having a burglary risk greater than 1.0 were mapped, indicating the neighborhoods that should warrant more attention and be prioritized for crime intervention and reduction. Implications and limitations of the study are discussed in our concluding section.

How to practise Bayesian statistics outside the Bayesian church: What philosophy for Bayesian statistical modelling?

NARCIS (Netherlands)

Borsboom, D.; Haig, B.D.

2013-01-01

Unlike most other statistical frameworks, Bayesian statistical inference is wedded to a particular approach in the philosophy of science (see Howson & Urbach, 2006); this approach is called Bayesianism. Rather than being concerned with model fitting, this position in the philosophy of science

Application of multivariate probabilistic (Bayesian) networks to substance use disorder risk stratification and cost estimation.

Science.gov (United States)

Weinstein, Lawrence; Radano, Todd A; Jack, Timothy; Kalina, Philip; Eberhardt, John S

2009-09-16

This paper explores the use of machine learning and Bayesian classification models to develop broadly applicable risk stratification models to guide disease management of health plan enrollees with substance use disorder (SUD). While the high costs and morbidities associated with SUD are understood by payers, who manage it through utilization review, acute interventions, coverage and cost limitations, and disease management, the literature shows mixed results for these modalities in improving patient outcomes and controlling cost. Our objective is to evaluate the potential of data mining methods to identify novel risk factors for chronic disease and stratification of enrollee utilization, which can be used to develop new methods for targeting disease management services to maximize benefits to both enrollees and payers. For our evaluation, we used DecisionQ machine learning algorithms to build Bayesian network models of a representative sample of data licensed from Thomson-Reuters' MarketScan consisting of 185,322 enrollees with three full-year claim records. Data sets were prepared, and a stepwise learning process was used to train a series of Bayesian belief networks (BBNs). The BBNs were validated using a 10 percent holdout set. The networks were highly predictive, with the risk-stratification BBNs producing area under the curve (AUC) for SUD positive of 0.948 (95 percent confidence interval [CI], 0.944-0.951) and 0.736 (95 percent CI, 0.721-0.752), respectively, and SUD negative of 0.951 (95 percent CI, 0.947-0.954) and 0.738 (95 percent CI, 0.727-0.750), respectively. The cost estimation models produced area under the curve ranging from 0.72 (95 percent CI, 0.708-0.731) to 0.961 (95 percent CI, 0.95-0.971). We were able to successfully model a large, heterogeneous population of commercial enrollees, applying state-of-the-art machine learning technology to develop complex and accurate multivariate models that support near-real-time scoring of novel payer

Bayesian analysis of CCDM models

Science.gov (United States)

Jesus, J. F.; Valentim, R.; Andrade-Oliveira, F.

2017-09-01

Creation of Cold Dark Matter (CCDM), in the context of Einstein Field Equations, produces a negative pressure term which can be used to explain the accelerated expansion of the Universe. In this work we tested six different spatially flat models for matter creation using statistical criteria, in light of SNe Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Bayesian Evidence (BE). These criteria allow to compare models considering goodness of fit and number of free parameters, penalizing excess of complexity. We find that JO model is slightly favoured over LJO/ΛCDM model, however, neither of these, nor Γ = 3αH0 model can be discarded from the current analysis. Three other scenarios are discarded either because poor fitting or because of the excess of free parameters. A method of increasing Bayesian evidence through reparameterization in order to reducing parameter degeneracy is also developed.

Bayesian analysis of CCDM models

Energy Technology Data Exchange (ETDEWEB)

Jesus, J.F. [Universidade Estadual Paulista (Unesp), Câmpus Experimental de Itapeva, Rua Geraldo Alckmin 519, Vila N. Sra. de Fátima, Itapeva, SP, 18409-010 Brazil (Brazil); Valentim, R. [Departamento de Física, Instituto de Ciências Ambientais, Químicas e Farmacêuticas—ICAQF, Universidade Federal de São Paulo (UNIFESP), Unidade José Alencar, Rua São Nicolau No. 210, Diadema, SP, 09913-030 Brazil (Brazil); Andrade-Oliveira, F., E-mail: jfjesus@itapeva.unesp.br, E-mail: valentim.rodolfo@unifesp.br, E-mail: felipe.oliveira@port.ac.uk [Institute of Cosmology and Gravitation—University of Portsmouth, Burnaby Road, Portsmouth, PO1 3FX United Kingdom (United Kingdom)

2017-09-01

Creation of Cold Dark Matter (CCDM), in the context of Einstein Field Equations, produces a negative pressure term which can be used to explain the accelerated expansion of the Universe. In this work we tested six different spatially flat models for matter creation using statistical criteria, in light of SNe Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Bayesian Evidence (BE). These criteria allow to compare models considering goodness of fit and number of free parameters, penalizing excess of complexity. We find that JO model is slightly favoured over LJO/ΛCDM model, however, neither of these, nor Γ = 3α H {sub 0} model can be discarded from the current analysis. Three other scenarios are discarded either because poor fitting or because of the excess of free parameters. A method of increasing Bayesian evidence through reparameterization in order to reducing parameter degeneracy is also developed.

Bayesian component separation: The Planck experience

Science.gov (United States)

Wehus, Ingunn Kathrine; Eriksen, Hans Kristian

2018-05-01

Bayesian component separation techniques have played a central role in the data reduction process of Planck. The most important strength of this approach is its global nature, in which a parametric and physical model is fitted to the data. Such physical modeling allows the user to constrain very general data models, and jointly probe cosmological, astrophysical and instrumental parameters. This approach also supports statistically robust goodness-of-fit tests in terms of data-minus-model residual maps, which are essential for identifying residual systematic effects in the data. The main challenges are high code complexity and computational cost. Whether or not these costs are justified for a given experiment depends on its final uncertainty budget. We therefore predict that the importance of Bayesian component separation techniques is likely to increase with time for intensity mapping experiments, similar to what has happened in the CMB field, as observational techniques mature, and their overall sensitivity improves.

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

Science.gov (United States)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

Predictive models for pressure ulcers from intensive care unit electronic health records using Bayesian networks.

Science.gov (United States)

Kaewprag, Pacharmon; Newton, Cheryl; Vermillion, Brenda; Hyun, Sookyung; Huang, Kun; Machiraju, Raghu

2017-07-05

We develop predictive models enabling clinicians to better understand and explore patient clinical data along with risk factors for pressure ulcers in intensive care unit patients from electronic health record data. Identifying accurate risk factors of pressure ulcers is essential to determining appropriate prevention strategies; in this work we examine medication, diagnosis, and traditional Braden pressure ulcer assessment scale measurements as patient features. In order to predict pressure ulcer incidence and better understand the structure of related risk factors, we construct Bayesian networks from patient features. Bayesian network nodes (features) and edges (conditional dependencies) are simplified with statistical network techniques. Upon reviewing a network visualization of our model, our clinician collaborators were able to identify strong relationships between risk factors widely recognized as associated with pressure ulcers. We present a three-stage framework for predictive analysis of patient clinical data: 1) Developing electronic health record feature extraction functions with assistance of clinicians, 2) simplifying features, and 3) building Bayesian network predictive models. We evaluate all combinations of Bayesian network models from different search algorithms, scoring functions, prior structure initializations, and sets of features. From the EHRs of 7,717 ICU patients, we construct Bayesian network predictive models from 86 medication, diagnosis, and Braden scale features. Our model not only identifies known and suspected high PU risk factors, but also substantially increases sensitivity of the prediction - nearly three times higher comparing to logistical regression models - without sacrificing the overall accuracy. We visualize a representative model with which our clinician collaborators identify strong relationships between risk factors widely recognized as associated with pressure ulcers. Given the strong adverse effect of pressure ulcers

Bayesian inference method for stochastic damage accumulation modeling

International Nuclear Information System (INIS)

Jiang, Xiaomo; Yuan, Yong; Liu, Xian

2013-01-01

Damage accumulation based reliability model plays an increasingly important role in successful realization of condition based maintenance for complicated engineering systems. This paper developed a Bayesian framework to establish stochastic damage accumulation model from historical inspection data, considering data uncertainty. Proportional hazards modeling technique is developed to model the nonlinear effect of multiple influencing factors on system reliability. Different from other hazard modeling techniques such as normal linear regression model, the approach does not require any distribution assumption for the hazard model, and can be applied for a wide variety of distribution models. A Bayesian network is created to represent the nonlinear proportional hazards models and to estimate model parameters by Bayesian inference with Markov Chain Monte Carlo simulation. Both qualitative and quantitative approaches are developed to assess the validity of the established damage accumulation model. Anderson–Darling goodness-of-fit test is employed to perform the normality test, and Box–Cox transformation approach is utilized to convert the non-normality data into normal distribution for hypothesis testing in quantitative model validation. The methodology is illustrated with the seepage data collected from real-world subway tunnels.

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

Science.gov (United States)

Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.

2017-11-01

In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...

Planning of O&M for Offfshore Wind Turbines using Bayesian Graphical Models

DEFF Research Database (Denmark)

Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

2010-01-01

The costs to operation and maintenance (O&M) for offshore wind turbines are large, and riskbased planning of O&M has the potential of reducing these costs. This paper presents how Bayesian graphical models can be used to establish a probabilistic damage model and include data from imperfect...... inspections and monitoring. The method offers efficient updating of the failure probability, which is necessary for risk-based decision making. An application example is presented to demonstrate the capabilities of the method....

Bayesian Modeling for Identification and Estimation of the Learning Effects of Pointing Tasks

Science.gov (United States)

Kyo, Koki

Recently, in the field of human-computer interaction, a model containing the systematic factor and human factor has been proposed to evaluate the performance of the input devices of a computer. This is called the SH-model. In this paper, in order to extend the range of application of the SH-model, we propose some new models based on the Box-Cox transformation and apply a Bayesian modeling method for identification and estimation of the learning effects of pointing tasks. We consider the parameters describing the learning effect as random variables and introduce smoothness priors for them. Illustrative results show that the newly-proposed models work well.

A study of finite mixture model: Bayesian approach on financial time series data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

Robust bayesian analysis of an autoregressive model with ...

African Journals Online (AJOL)

In this work, robust Bayesian analysis of the Bayesian estimation of an autoregressive model with exponential innovations is performed. Using a Bayesian robustness methodology, we show that, using a suitable generalized quadratic loss, we obtain optimal Bayesian estimators of the parameters corresponding to the ...

Bayesian Fundamentalism or Enlightenment? On the explanatory status and theoretical contributions of Bayesian models of cognition.

Science.gov (United States)

Jones, Matt; Love, Bradley C

2011-08-01

The prominence of Bayesian modeling of cognition has increased recently largely because of mathematical advances in specifying and deriving predictions from complex probabilistic models. Much of this research aims to demonstrate that cognitive behavior can be explained from rational principles alone, without recourse to psychological or neurological processes and representations. We note commonalities between this rational approach and other movements in psychology - namely, Behaviorism and evolutionary psychology - that set aside mechanistic explanations or make use of optimality assumptions. Through these comparisons, we identify a number of challenges that limit the rational program's potential contribution to psychological theory. Specifically, rational Bayesian models are significantly unconstrained, both because they are uninformed by a wide range of process-level data and because their assumptions about the environment are generally not grounded in empirical measurement. The psychological implications of most Bayesian models are also unclear. Bayesian inference itself is conceptually trivial, but strong assumptions are often embedded in the hypothesis sets and the approximation algorithms used to derive model predictions, without a clear delineation between psychological commitments and implementational details. Comparing multiple Bayesian models of the same task is rare, as is the realization that many Bayesian models recapitulate existing (mechanistic level) theories. Despite the expressive power of current Bayesian models, we argue they must be developed in conjunction with mechanistic considerations to offer substantive explanations of cognition. We lay out several means for such an integration, which take into account the representations on which Bayesian inference operates, as well as the algorithms and heuristics that carry it out. We argue this unification will better facilitate lasting contributions to psychological theory, avoiding the pitfalls

Empirical Bayesian inference and model uncertainty

International Nuclear Information System (INIS)

Poern, K.

1994-01-01

This paper presents a hierarchical or multistage empirical Bayesian approach for the estimation of uncertainty concerning the intensity of a homogeneous Poisson process. A class of contaminated gamma distributions is considered to describe the uncertainty concerning the intensity. These distributions in turn are defined through a set of secondary parameters, the knowledge of which is also described and updated via Bayes formula. This two-stage Bayesian approach is an example where the modeling uncertainty is treated in a comprehensive way. Each contaminated gamma distributions, represented by a point in the 3D space of secondary parameters, can be considered as a specific model of the uncertainty about the Poisson intensity. Then, by the empirical Bayesian method each individual model is assigned a posterior probability

Sparse Event Modeling with Hierarchical Bayesian Kernel Methods

Science.gov (United States)

2016-01-05

SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model, is able to model the rate of occurrence of... kernel methods made use of: (i) the Bayesian property of improving predictive accuracy as data are dynamically obtained, and (ii) the kernel function

Cost-effective conservation of an endangered frog under uncertainty.

Science.gov (United States)

Rose, Lucy E; Heard, Geoffrey W; Chee, Yung En; Wintle, Brendan A

2016-04-01

How should managers choose among conservation options when resources are scarce and there is uncertainty regarding the effectiveness of actions? Well-developed tools exist for prioritizing areas for one-time and binary actions (e.g., protect vs. not protect), but methods for prioritizing incremental or ongoing actions (such as habitat creation and maintenance) remain uncommon. We devised an approach that combines metapopulation viability and cost-effectiveness analyses to select among alternative conservation actions while accounting for uncertainty. In our study, cost-effectiveness is the ratio between the benefit of an action and its economic cost, where benefit is the change in metapopulation viability. We applied the approach to the case of the endangered growling grass frog (Litoria raniformis), which is threatened by urban development. We extended a Bayesian model to predict metapopulation viability under 9 urbanization and management scenarios and incorporated the full probability distribution of possible outcomes for each scenario into the cost-effectiveness analysis. This allowed us to discern between cost-effective alternatives that were robust to uncertainty and those with a relatively high risk of failure. We found a relatively high risk of extinction following urbanization if the only action was reservation of core habitat; habitat creation actions performed better than enhancement actions; and cost-effectiveness ranking changed depending on the consideration of uncertainty. Our results suggest that creation and maintenance of wetlands dedicated to L. raniformis is the only cost-effective action likely to result in a sufficiently low risk of extinction. To our knowledge we are the first study to use Bayesian metapopulation viability analysis to explicitly incorporate parametric and demographic uncertainty into a cost-effective evaluation of conservation actions. The approach offers guidance to decision makers aiming to achieve cost-effective

Using bayesian model to estimate the cost of traffic injuries in Iran in 2013.

Science.gov (United States)

Ainy, Elaheh; Soori, Hamid; Ganjali, Mojtaba; Bahadorimonfared, Ayad

2017-01-01

A significant social and economic burden inflicts by road traffic injuries (RTIs). We aimed to use Bayesian model, to present the precise method, and to estimate the cost of RTIs in Iran in 2013. In a cross-sectional study on costs resulting from traffic injuries, 846 people per road user were randomly selected and investigated during 3 months (1 st September-1 st December) in 2013. The research questionnaire was prepared based on the standard for willingness to pay (WTP) method considering perceived risks, especially in Iran. Data were collected along with four scenarios for occupants, pedestrians, vehicle drivers, and motorcyclists. Inclusion criterion was having at least high school education and being in the age range of 18-65 years old; risk perception was an important factor to the study and measured by visual tool. Samples who did not have risk perception were excluded from the study. Main outcome measure was cost estimation of traffic injuries using WTP method. Mean WTP was 2,612,050 internal rate of return (IRR) among these road users. Statistical value of life was estimated according to 20,408 death cases 402,314,106,073,648 IRR, equivalent to 13,410,470,202$ based on the dollar free market rate of 30,000 IRR (purchase power parity). In sum, injury and death cases came to 1,171,450,232,238,648 IRR equivalents to 39,048,341,074$. Moreover, in 2013, costs of traffic accident constituted 6.46% of gross national income, which was 604,300,000,000$. WTP had a significant relationship with age, middle and high income, daily payment to injury reduction, more payment to time reduction, trip mileage, private cars drivers, bus, minibus vehicles, and occupants ( P < 0.01). Costs of traffic injuries included noticeable portion of gross national income. If policy-making and resource allocation are made based on the scientific pieces of evidence, an enormous amount of capital can be saved through reducing death and injury rates.

Bayesian models a statistical primer for ecologists

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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

Predicting water main failures using Bayesian model averaging and survival modelling approach

International Nuclear Information System (INIS)

Kabir, Golam; Tesfamariam, Solomon; Sadiq, Rehan

2015-01-01

To develop an effective preventive or proactive repair and replacement action plan, water utilities often rely on water main failure prediction models. However, in predicting the failure of water mains, uncertainty is inherent regardless of the quality and quantity of data used in the model. To improve the understanding of water main failure, a Bayesian framework is developed for predicting the failure of water mains considering uncertainties. In this study, Bayesian model averaging method (BMA) is presented to identify the influential pipe-dependent and time-dependent covariates considering model uncertainties whereas Bayesian Weibull Proportional Hazard Model (BWPHM) is applied to develop the survival curves and to predict the failure rates of water mains. To accredit the proposed framework, it is implemented to predict the failure of cast iron (CI) and ductile iron (DI) pipes of the water distribution network of the City of Calgary, Alberta, Canada. Results indicate that the predicted 95% uncertainty bounds of the proposed BWPHMs capture effectively the observed breaks for both CI and DI water mains. Moreover, the performance of the proposed BWPHMs are better compare to the Cox-Proportional Hazard Model (Cox-PHM) for considering Weibull distribution for the baseline hazard function and model uncertainties. - Highlights: • Prioritize rehabilitation and replacements (R/R) strategies of water mains. • Consider the uncertainties for the failure prediction. • Improve the prediction capability of the water mains failure models. • Identify the influential and appropriate covariates for different models. • Determine the effects of the covariates on failure

Bayesian comparison of cost-effectiveness of different clinical approaches to diagnose coronary artery disease

International Nuclear Information System (INIS)

Patterson, R.E.; Eng, C.; Horowitz, S.F.; Gorlin, R.; Goldstein, S.R.

1984-01-01

The objective of this study was to compare the cost-effectiveness of four clinical policies (policies I to IV) in the diagnosis of the presence or absence of coronary artery disease. A model based on Bayes theorem and published clinical data was constructed to make these comparisons. Effectiveness was defined as either the number of patients with coronary disease diagnosed or as the number of quality-adjusted life years extended by therapy after the diagnosis of coronary disease. The following conclusions arise strictly from analysis of the model and may not necessarily be applicable to all situations. As prevalence of coronary disease in the population increased, it caused a linear increase in cost per patient tested, but a hyperbolic decrease in cost per effect, that is, increased cost-effectiveness. Thus, cost-effectiveness of all policies (I to IV) was poor in populations with a prevalence of disease below 10%. Analysis of the model also indicates that at prevalences less than 80%, exercise thallium scintigraphy alone as a first test (policy II) is a more cost-effective initial test than is exercise electrocardiography alone as a first test (policy I) or exercise electrocardiography first combined with thallium imaging as a second test (policy IV). Exercise electrocardiography before thallium imaging (policy IV) is more cost-effective than exercise electrocardiography alone (policy I) at prevalences less than 80%. 4) Noninvasive exercise testing before angiography (policies I, II and IV) is more cost-effective than using coronary angiography as the first and only test (policy III) at prevalences less than 80%. 5) Above a threshold value of prevalence of 80% (for example patients with typical angina), proceeding to angiography as the first test (policy III) was more cost-effective than initial noninvasive exercise tests (policies I, II and IV)

Development of dynamic Bayesian models for web application test management

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Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.

2018-03-01

The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

Bayesian Methods for Predicting the Shape of Chinese Yam in Terms of Key Diameters

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Mitsunori Kayano

2017-01-01

Full Text Available This paper proposes Bayesian methods for the shape estimation of Chinese yam (Dioscorea opposita using a few key diameters of yam. Shape prediction of yam is applicable to determining optimal cutoff positions of a yam for producing seed yams. Our Bayesian method, which is a combination of Bayesian estimation model and predictive model, enables automatic, rapid, and low-cost processing of yam. After the construction of the proposed models using a sample data set in Japan, the models provide whole shape prediction of yam based on only a few key diameters. The Bayesian method performed well on the shape prediction in terms of minimizing the mean squared error between measured shape and the prediction. In particular, a multiple regression method with key diameters at two fixed positions attained the highest performance for shape prediction. We have developed automatic, rapid, and low-cost yam-processing machines based on the Bayesian estimation model and predictive model. Development of such shape prediction approaches, including our Bayesian method, can be a valuable aid in reducing the cost and time in food processing.

Bayesian methodology for reliability model acceptance

International Nuclear Information System (INIS)

Zhang Ruoxue; Mahadevan, Sankaran

2003-01-01

This paper develops a methodology to assess the reliability computation model validity using the concept of Bayesian hypothesis testing, by comparing the model prediction and experimental observation, when there is only one computational model available to evaluate system behavior. Time-independent and time-dependent problems are investigated, with consideration of both cases: with and without statistical uncertainty in the model. The case of time-independent failure probability prediction with no statistical uncertainty is a straightforward application of Bayesian hypothesis testing. However, for the life prediction (time-dependent reliability) problem, a new methodology is developed in this paper to make the same Bayesian hypothesis testing concept applicable. With the existence of statistical uncertainty in the model, in addition to the application of a predictor estimator of the Bayes factor, the uncertainty in the Bayes factor is explicitly quantified through treating it as a random variable and calculating the probability that it exceeds a specified value. The developed method provides a rational criterion to decision-makers for the acceptance or rejection of the computational model

Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

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Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J

2010-12-01

Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies

From individual to population level effects of toxicants in the tubicifid Branchiura sowerbyi using threshold effect models in a Bayesian framework.

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Ducrot, Virginie; Billoir, Elise; Péry, Alexandre R R; Garric, Jeanne; Charles, Sandrine

2010-05-01

Effects of zinc were studied in the freshwater worm Branchiura sowerbyi using partial and full life-cycle tests. Only newborn and juveniles were sensitive to zinc, displaying effects on survival, growth, and age at first brood at environmentally relevant concentrations. Threshold effect models were proposed to assess toxic effects on individuals. They were fitted to life-cycle test data using Bayesian inference and adequately described life-history trait data in exposed organisms. The daily asymptotic growth rate of theoretical populations was then simulated with a matrix population model, based upon individual-level outputs. Population-level outputs were in accordance with existing literature for controls. Working in a Bayesian framework allowed incorporating parameter uncertainty in the simulation of the population-level response to zinc exposure, thus increasing the relevance of test results in the context of ecological risk assessment.

A probabilistic model estimating oil spill clean-up costs – A case study for the Gulf of Finland

International Nuclear Information System (INIS)

Montewka, Jakub; Weckström, Mia; Kujala, Pentti

2013-01-01

Highlights: • A model evaluating oil spill cleanup-costs for the Gulf of Finland is presented. • Bayesian Belief Networks are used to develop the model in a probabilistic fashion. • The results are compared with existing models and good agreement is found. • The model can be applicable for cost-benefit analysis in risk framework. -- Abstract: Existing models estimating oil spill costs at sea are based on data from the past, and they usually lack a systematic approach. This make them passive, and limits their ability to forecast the effect of the changes in the oil combating fleet or location of a spill on the oil spill costs. In this paper we make an attempt towards the development of a probabilistic and systematic model estimating the costs of clean-up operations for the Gulf of Finland. For this purpose we utilize expert knowledge along with the available data and information from literature. Then, the obtained information is combined into a framework with the use of a Bayesian Belief Networks. Due to lack of data, we validate the model by comparing its results with existing models, with which we found good agreement. We anticipate that the presented model can contribute to the cost-effective oil-combating fleet optimization for the Gulf of Finland. It can also facilitate the accident consequences estimation in the framework of formal safety assessment (FSA)

bspmma: An R Package for Bayesian Semiparametric Models for Meta-Analysis

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Deborah Burr

2012-07-01

Full Text Available We introduce an R package, bspmma, which implements a Dirichlet-based random effects model specific to meta-analysis. In meta-analysis, when combining effect estimates from several heterogeneous studies, it is common to use a random-effects model. The usual frequentist or Bayesian models specify a normal distribution for the true effects. However, in many situations, the effect distribution is not normal, e.g., it can have thick tails, be skewed, or be multi-modal. A Bayesian nonparametric model based on mixtures of Dirichlet process priors has been proposed in the literature, for the purpose of accommodating the non-normality. We review this model and then describe a competitor, a semiparametric version which has the feature that it allows for a well-defined centrality parameter convenient for determining whether the overall effect is significant. This second Bayesian model is based on a different version of the Dirichlet process prior, and we call it the "conditional Dirichlet model". The package contains functions to carry out analyses based on either the ordinary or the conditional Dirichlet model, functions for calculating certain Bayes factors that provide a check on the appropriateness of the conditional Dirichlet model, and functions that enable an empirical Bayes selection of the precision parameter of the Dirichlet process. We illustrate the use of the package on two examples, and give an interpretation of the results in these two different scenarios.

Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

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Patri, Jean-François; Diard, Julien; Perrier, Pascal

2015-12-01

The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.

A Bayesian model for binary Markov chains

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Belkheir Essebbar

2004-02-01

Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

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Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates

Optimizing Prediction Using Bayesian Model Averaging: Examples Using Large-Scale Educational Assessments.

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Kaplan, David; Lee, Chansoon

2018-01-01

This article provides a review of Bayesian model averaging as a means of optimizing the predictive performance of common statistical models applied to large-scale educational assessments. The Bayesian framework recognizes that in addition to parameter uncertainty, there is uncertainty in the choice of models themselves. A Bayesian approach to addressing the problem of model uncertainty is the method of Bayesian model averaging. Bayesian model averaging searches the space of possible models for a set of submodels that satisfy certain scientific principles and then averages the coefficients across these submodels weighted by each model's posterior model probability (PMP). Using the weighted coefficients for prediction has been shown to yield optimal predictive performance according to certain scoring rules. We demonstrate the utility of Bayesian model averaging for prediction in education research with three examples: Bayesian regression analysis, Bayesian logistic regression, and a recently developed approach for Bayesian structural equation modeling. In each case, the model-averaged estimates are shown to yield better prediction of the outcome of interest than any submodel based on predictive coverage and the log-score rule. Implications for the design of large-scale assessments when the goal is optimal prediction in a policy context are discussed.

Efficient Bayesian estimates for discrimination among topologically different systems biology models.

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Hagen, David R; Tidor, Bruce

2015-02-01

A major effort in systems biology is the development of mathematical models that describe complex biological systems at multiple scales and levels of abstraction. Determining the topology-the set of interactions-of a biological system from observations of the system's behavior is an important and difficult problem. Here we present and demonstrate new methodology for efficiently computing the probability distribution over a set of topologies based on consistency with existing measurements. Key features of the new approach include derivation in a Bayesian framework, incorporation of prior probability distributions of topologies and parameters, and use of an analytically integrable linearization based on the Fisher information matrix that is responsible for large gains in efficiency. The new method was demonstrated on a collection of four biological topologies representing a kinase and phosphatase that operate in opposition to each other with either processive or distributive kinetics, giving 8-12 parameters for each topology. The linearization produced an approximate result very rapidly (CPU minutes) that was highly accurate on its own, as compared to a Monte Carlo method guaranteed to converge to the correct answer but at greater cost (CPU weeks). The Monte Carlo method developed and applied here used the linearization method as a starting point and importance sampling to approach the Bayesian answer in acceptable time. Other inexpensive methods to estimate probabilities produced poor approximations for this system, with likelihood estimation showing its well-known bias toward topologies with more parameters and the Akaike and Schwarz Information Criteria showing a strong bias toward topologies with fewer parameters. These results suggest that this linear approximation may be an effective compromise, providing an answer whose accuracy is near the true Bayesian answer, but at a cost near the common heuristics.

A comparison of machine learning and Bayesian modelling for molecular serotyping.

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Newton, Richard; Wernisch, Lorenz

2017-08-11

Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological

Bayesian non parametric modelling of Higgs pair production

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Scarpa Bruno

2017-01-01

Full Text Available Statistical classification models are commonly used to separate a signal from a background. In this talk we face the problem of isolating the signal of Higgs pair production using the decay channel in which each boson decays into a pair of b-quarks. Typically in this context non parametric methods are used, such as Random Forests or different types of boosting tools. We remain in the same non-parametric framework, but we propose to face the problem following a Bayesian approach. A Dirichlet process is used as prior for the random effects in a logit model which is fitted by leveraging the Polya-Gamma data augmentation. Refinements of the model include the insertion in the simple model of P-splines to relate explanatory variables with the response and the use of Bayesian trees (BART to describe the atoms in the Dirichlet process.

Merging Digital Surface Models Implementing Bayesian Approaches

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Sadeq, H.; Drummond, J.; Li, Z.

2016-06-01

In this research different DSMs from different sources have been merged. The merging is based on a probabilistic model using a Bayesian Approach. The implemented data have been sourced from very high resolution satellite imagery sensors (e.g. WorldView-1 and Pleiades). It is deemed preferable to use a Bayesian Approach when the data obtained from the sensors are limited and it is difficult to obtain many measurements or it would be very costly, thus the problem of the lack of data can be solved by introducing a priori estimations of data. To infer the prior data, it is assumed that the roofs of the buildings are specified as smooth, and for that purpose local entropy has been implemented. In addition to the a priori estimations, GNSS RTK measurements have been collected in the field which are used as check points to assess the quality of the DSMs and to validate the merging result. The model has been applied in the West-End of Glasgow containing different kinds of buildings, such as flat roofed and hipped roofed buildings. Both quantitative and qualitative methods have been employed to validate the merged DSM. The validation results have shown that the model was successfully able to improve the quality of the DSMs and improving some characteristics such as the roof surfaces, which consequently led to better representations. In addition to that, the developed model has been compared with the well established Maximum Likelihood model and showed similar quantitative statistical results and better qualitative results. Although the proposed model has been applied on DSMs that were derived from satellite imagery, it can be applied to any other sourced DSMs.

MERGING DIGITAL SURFACE MODELS IMPLEMENTING BAYESIAN APPROACHES

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H. Sadeq

2016-06-01

Full Text Available In this research different DSMs from different sources have been merged. The merging is based on a probabilistic model using a Bayesian Approach. The implemented data have been sourced from very high resolution satellite imagery sensors (e.g. WorldView-1 and Pleiades. It is deemed preferable to use a Bayesian Approach when the data obtained from the sensors are limited and it is difficult to obtain many measurements or it would be very costly, thus the problem of the lack of data can be solved by introducing a priori estimations of data. To infer the prior data, it is assumed that the roofs of the buildings are specified as smooth, and for that purpose local entropy has been implemented. In addition to the a priori estimations, GNSS RTK measurements have been collected in the field which are used as check points to assess the quality of the DSMs and to validate the merging result. The model has been applied in the West-End of Glasgow containing different kinds of buildings, such as flat roofed and hipped roofed buildings. Both quantitative and qualitative methods have been employed to validate the merged DSM. The validation results have shown that the model was successfully able to improve the quality of the DSMs and improving some characteristics such as the roof surfaces, which consequently led to better representations. In addition to that, the developed model has been compared with the well established Maximum Likelihood model and showed similar quantitative statistical results and better qualitative results. Although the proposed model has been applied on DSMs that were derived from satellite imagery, it can be applied to any other sourced DSMs.

Bayesian Hierarchical Random Effects Models in Forensic Science

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Colin G. G. Aitken

2018-04-01

Full Text Available Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.

Bayesian Hierarchical Random Effects Models in Forensic Science.

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Aitken, Colin G G

2018-01-01

Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios) was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.

Experiences in applying Bayesian integrative models in interdisciplinary modeling: the computational and human challenges

DEFF Research Database (Denmark)

Kuikka, Sakari; Haapasaari, Päivi Elisabet; Helle, Inari

2011-01-01

We review the experience obtained in using integrative Bayesian models in interdisciplinary analysis focusing on sustainable use of marine resources and environmental management tasks. We have applied Bayesian models to both fisheries and environmental risk analysis problems. Bayesian belief...... be time consuming and research projects can be difficult to manage due to unpredictable technical problems related to parameter estimation. Biology, sociology and environmental economics have their own scientific traditions. Bayesian models are becoming traditional tools in fisheries biology, where...

A Bayesian alternative for multi-objective ecohydrological model specification

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Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori

2018-01-01

Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior

Estimating effectiveness in HIV prevention trials with a Bayesian hierarchical compound Poisson frailty model

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Coley, Rebecca Yates; Browna, Elizabeth R.

2016-01-01

Inconsistent results in recent HIV prevention trials of pre-exposure prophylactic interventions may be due to heterogeneity in risk among study participants. Intervention effectiveness is most commonly estimated with the Cox model, which compares event times between populations. When heterogeneity is present, this population-level measure underestimates intervention effectiveness for individuals who are at risk. We propose a likelihood-based Bayesian hierarchical model that estimates the individual-level effectiveness of candidate interventions by accounting for heterogeneity in risk with a compound Poisson-distributed frailty term. This model reflects the mechanisms of HIV risk and allows that some participants are not exposed to HIV and, therefore, have no risk of seroconversion during the study. We assess model performance via simulation and apply the model to data from an HIV prevention trial. PMID:26869051

Risk Based Maintenance of Offshore Wind Turbines Using Bayesian Networks

DEFF Research Database (Denmark)

Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

2010-01-01

This paper presents how Bayesian networks can be used to make optimal decisions for repairs of offshore wind turbines. The Bayesian network is an efficient tool for updating a deterioration model whenever new information becomes available from inspections/monitoring. The optimal decision is found...... such that the preventive maintenance effort is balanced against the costs to corrective maintenance including indirect costs to reduced production. The basis for the optimization is the risk based Bayesian decision theory. The method is demonstrated through an application example....

Bayesian methods for hackers probabilistic programming and Bayesian inference

CERN Document Server

Davidson-Pilon, Cameron

2016-01-01

Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention. Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples a...

Bayesian nonparametric hierarchical modeling.

Science.gov (United States)

Dunson, David B

2009-04-01

In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

The Effect of Macroeconomic Variables on Value-Added Agriculture: Approach of Vector Autoregresive Bayesian Model (BVAR

Directory of Open Access Journals (Sweden)

E. Pishbahar

2015-05-01

Full Text Available There are different ideas and opinions about the effects of macroeconomic variables on real and nominal variables. To answer the question of whether changes in macroeconomic variables as a political tool is useful over a business cycle, understanding the effect of macroeconomic variables on economic growth is important. In the present study, the Bayesian Vector autoregresive model and seasonality data for the years between 1991 and 2013 was used to determine the impact of monetary policy on value-added agriculture. Predicts of Vector autoregresive model are usually divertaed due to a lot of parameters in the model. Bayesian vector autoregresive model estimates more reliable predictions due to reducing the number of included parametrs and considering the former models. Compared to the Vector Autoregressive model, the coefficients are estimated more accurately. Based on the results of RMSE in this study, previous function Nrmal-Vyshart was identified as a suitable previous disteribution. According to the results of the impulse response function, the sudden effects of shocks in macroeconomic variables on the value added in agriculture and domestic venture capital are stable. The effects on the exchange rates, tax revenues and monetary will bemoderated after 7, 5 and 4periods. Monetary policy shocks ,in the first half of the year, increased the value added of agriculture, while in the second half of the year had a depressing effect on the value added.

A Bayesian Performance Prediction Model for Mathematics Education: A Prototypical Approach for Effective Group Composition

Science.gov (United States)

Bekele, Rahel; McPherson, Maggie

2011-01-01

This research work presents a Bayesian Performance Prediction Model that was created in order to determine the strength of personality traits in predicting the level of mathematics performance of high school students in Addis Ababa. It is an automated tool that can be used to collect information from students for the purpose of effective group…

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

.... Exploring these new developments, Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology, Second Edition provides an up-to-date, cohesive account of the full range of Bayesian disease mapping methods and applications...

A Bayesian approach to model uncertainty

International Nuclear Information System (INIS)

Buslik, A.

1994-01-01

A Bayesian approach to model uncertainty is taken. For the case of a finite number of alternative models, the model uncertainty is equivalent to parameter uncertainty. A derivation based on Savage's partition problem is given

Bootstrap prediction and Bayesian prediction under misspecified models

OpenAIRE

Fushiki, Tadayoshi

2005-01-01

We consider a statistical prediction problem under misspecified models. In a sense, Bayesian prediction is an optimal prediction method when an assumed model is true. Bootstrap prediction is obtained by applying Breiman's `bagging' method to a plug-in prediction. Bootstrap prediction can be considered to be an approximation to the Bayesian prediction under the assumption that the model is true. However, in applications, there are frequently deviations from the assumed model. In this paper, bo...

A Bayesian random effects discrete-choice model for resource selection: Population-level selection inference

Science.gov (United States)

Thomas, D.L.; Johnson, D.; Griffith, B.

2006-01-01

Modeling the probability of use of land units characterized by discrete and continuous measures, we present a Bayesian random-effects model to assess resource selection. This model provides simultaneous estimation of both individual- and population-level selection. Deviance information criterion (DIC), a Bayesian alternative to AIC that is sample-size specific, is used for model selection. Aerial radiolocation data from 76 adult female caribou (Rangifer tarandus) and calf pairs during 1 year on an Arctic coastal plain calving ground were used to illustrate models and assess population-level selection of landscape attributes, as well as individual heterogeneity of selection. Landscape attributes included elevation, NDVI (a measure of forage greenness), and land cover-type classification. Results from the first of a 2-stage model-selection procedure indicated that there is substantial heterogeneity among cow-calf pairs with respect to selection of the landscape attributes. In the second stage, selection of models with heterogeneity included indicated that at the population-level, NDVI and land cover class were significant attributes for selection of different landscapes by pairs on the calving ground. Population-level selection coefficients indicate that the pairs generally select landscapes with higher levels of NDVI, but the relationship is quadratic. The highest rate of selection occurs at values of NDVI less than the maximum observed. Results for land cover-class selections coefficients indicate that wet sedge, moist sedge, herbaceous tussock tundra, and shrub tussock tundra are selected at approximately the same rate, while alpine and sparsely vegetated landscapes are selected at a lower rate. Furthermore, the variability in selection by individual caribou for moist sedge and sparsely vegetated landscapes is large relative to the variability in selection of other land cover types. The example analysis illustrates that, while sometimes computationally intense, a

BAYESIAN ANALYSIS FOR THE PAIRED COMPARISON MODEL WITH ORDER EFFECTS (USING NON-INFORMATIVE PRIORS

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Ghausia Masood Gilani

2008-07-01

Full Text Available Sometimes it may be difficult for a panelist to rank or compare more than two objects or treatments at the same time. For this reason, paired comparison method is used. In this study, the Davidson and Beaver (1977 model for paired comparisons with order effects is analyzed through the Bayesian Approach. For this purpose, the posterior means and the posterior modes are compared using the noninformative priors.

Bayesian Modeling of a Human MMORPG Player

Science.gov (United States)

Synnaeve, Gabriel; Bessière, Pierre

2011-03-01

This paper describes an application of Bayesian programming to the control of an autonomous avatar in a multiplayer role-playing game (the example is based on World of Warcraft). We model a particular task, which consists of choosing what to do and to select which target in a situation where allies and foes are present. We explain the model in Bayesian programming and show how we could learn the conditional probabilities from data gathered during human-played sessions.

Kernel Bayesian ART and ARTMAP.

Science.gov (United States)

Masuyama, Naoki; Loo, Chu Kiong; Dawood, Farhan

2018-02-01

Adaptive Resonance Theory (ART) is one of the successful approaches to resolving "the plasticity-stability dilemma" in neural networks, and its supervised learning model called ARTMAP is a powerful tool for classification. Among several improvements, such as Fuzzy or Gaussian based models, the state of art model is Bayesian based one, while solving the drawbacks of others. However, it is known that the Bayesian approach for the high dimensional and a large number of data requires high computational cost, and the covariance matrix in likelihood becomes unstable. This paper introduces Kernel Bayesian ART (KBA) and ARTMAP (KBAM) by integrating Kernel Bayes' Rule (KBR) and Correntropy Induced Metric (CIM) to Bayesian ART (BA) and ARTMAP (BAM), respectively, while maintaining the properties of BA and BAM. The kernel frameworks in KBA and KBAM are able to avoid the curse of dimensionality. In addition, the covariance-free Bayesian computation by KBR provides the efficient and stable computational capability to KBA and KBAM. Furthermore, Correntropy-based similarity measurement allows improving the noise reduction ability even in the high dimensional space. The simulation experiments show that KBA performs an outstanding self-organizing capability than BA, and KBAM provides the superior classification ability than BAM, respectively. Copyright © 2017 Elsevier Ltd. All rights reserved.

[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].

Science.gov (United States)

Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L

2017-03-10

To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

Science.gov (United States)

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

Climatic Models Ensemble-based Mid-21st Century Runoff Projections: A Bayesian Framework

Science.gov (United States)

Achieng, K. O.; Zhu, J.

2017-12-01

There are a number of North American Regional Climate Change Assessment Program (NARCCAP) climatic models that have been used to project surface runoff in the mid-21st century. Statistical model selection techniques are often used to select the model that best fits data. However, model selection techniques often lead to different conclusions. In this study, ten models are averaged in Bayesian paradigm to project runoff. Bayesian Model Averaging (BMA) is used to project and identify effect of model uncertainty on future runoff projections. Baseflow separation - a two-digital filter which is also called Eckhardt filter - is used to separate USGS streamflow (total runoff) into two components: baseflow and surface runoff. We use this surface runoff as the a priori runoff when conducting BMA of runoff simulated from the ten RCM models. The primary objective of this study is to evaluate how well RCM multi-model ensembles simulate surface runoff, in a Bayesian framework. Specifically, we investigate and discuss the following questions: How well do ten RCM models ensemble jointly simulate surface runoff by averaging over all the models using BMA, given a priori surface runoff? What are the effects of model uncertainty on surface runoff simulation?

Bayesian Comparison of Alternative Graded Response Models for Performance Assessment Applications

Science.gov (United States)

Zhu, Xiaowen; Stone, Clement A.

2012-01-01

This study examined the relative effectiveness of Bayesian model comparison methods in selecting an appropriate graded response (GR) model for performance assessment applications. Three popular methods were considered: deviance information criterion (DIC), conditional predictive ordinate (CPO), and posterior predictive model checking (PPMC). Using…

Risk-sensitivity in Bayesian sensorimotor integration.

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Jordi Grau-Moya

Full Text Available Information processing in the nervous system during sensorimotor tasks with inherent uncertainty has been shown to be consistent with Bayesian integration. Bayes optimal decision-makers are, however, risk-neutral in the sense that they weigh all possibilities based on prior expectation and sensory evidence when they choose the action with highest expected value. In contrast, risk-sensitive decision-makers are sensitive to model uncertainty and bias their decision-making processes when they do inference over unobserved variables. In particular, they allow deviations from their probabilistic model in cases where this model makes imprecise predictions. Here we test for risk-sensitivity in a sensorimotor integration task where subjects exhibit Bayesian information integration when they infer the position of a target from noisy sensory feedback. When introducing a cost associated with subjects' response, we found that subjects exhibited a characteristic bias towards low cost responses when their uncertainty was high. This result is in accordance with risk-sensitive decision-making processes that allow for deviations from Bayes optimal decision-making in the face of uncertainty. Our results suggest that both Bayesian integration and risk-sensitivity are important factors to understand sensorimotor integration in a quantitative fashion.

Bayesian inference with information content model check for Langevin equations

DEFF Research Database (Denmark)

Krog, Jens F. C.; Lomholt, Michael Andersen

2017-01-01

The Bayesian data analysis framework has been proven to be a systematic and effective method of parameter inference and model selection for stochastic processes. In this work we introduce an information content model check which may serve as a goodness-of-fit, like the chi-square procedure...

BAYESIAN FORECASTS COMBINATION TO IMPROVE THE ROMANIAN INFLATION PREDICTIONS BASED ON ECONOMETRIC MODELS

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Mihaela Simionescu

2014-12-01

Full Text Available There are many types of econometric models used in predicting the inflation rate, but in this study we used a Bayesian shrinkage combination approach. This methodology is used in order to improve the predictions accuracy by including information that is not captured by the econometric models. Therefore, experts’ forecasts are utilized as prior information, for Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel, National Commission for Prognosis and European Commission. The empirical results for Romanian inflation show the superiority of a fixed effects model compared to other types of econometric models like VAR, Bayesian VAR, simultaneous equations model, dynamic model, log-linear model. The Bayesian combinations that used experts’ predictions as priors, when the shrinkage parameter tends to infinite, improved the accuracy of all forecasts based on individual models, outperforming also zero and equal weights predictions and naïve forecasts.

Introduction to Hierarchical Bayesian Modeling for Ecological Data

CERN Document Server

Parent, Eric

2012-01-01

Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a

A Bayesian cost-effectiveness analysis of a telemedicine-based strategy for the management of sleep apnoea: a multicentre randomised controlled trial.

Science.gov (United States)

Isetta, Valentina; Negrín, Miguel A; Monasterio, Carmen; Masa, Juan F; Feu, Nuria; Álvarez, Ainhoa; Campos-Rodriguez, Francisco; Ruiz, Concepción; Abad, Jorge; Vázquez-Polo, Francisco J; Farré, Ramon; Galdeano, Marina; Lloberes, Patricia; Embid, Cristina; de la Peña, Mónica; Puertas, Javier; Dalmases, Mireia; Salord, Neus; Corral, Jaime; Jurado, Bernabé; León, Carmen; Egea, Carlos; Muñoz, Aida; Parra, Olga; Cambrodi, Roser; Martel-Escobar, María; Arqué, Meritxell; Montserrat, Josep M

2015-11-01

Compliance with continuous positive airway pressure (CPAP) therapy is essential in patients with obstructive sleep apnoea (OSA), but adequate control is not always possible. This is clinically important because CPAP can reverse the morbidity and mortality associated with OSA. Telemedicine, with support provided via a web platform and video conferences, could represent a cost-effective alternative to standard care management. To assess the telemedicine impact on treatment compliance, cost-effectiveness and improvement in quality of life (QoL) when compared with traditional face-to-face follow-up. A randomised controlled trial was performed to compare a telemedicine-based CPAP follow-up strategy with standard face-to-face management. Consecutive OSA patients requiring CPAP treatment, with sufficient internet skills and who agreed to participate, were enrolled. They were followed-up at 1, 3 and 6 months and answered surveys about sleep, CPAP side effects and lifestyle. We compared CPAP compliance, cost-effectiveness and QoL between the beginning and the end of the study. A Bayesian cost-effectiveness analysis with non-informative priors was performed. We randomised 139 patients. At 6 months, we found similar levels of CPAP compliance, and improved daytime sleepiness, QoL, side effects and degree of satisfaction in both groups. Despite requiring more visits, the telemedicine group was more cost-effective: costs were lower and differences in effectiveness were not relevant. A telemedicine-based strategy for the follow-up of CPAP treatment in patients with OSA was as effective as standard hospital-based care in terms of CPAP compliance and symptom improvement, with comparable side effects and satisfaction rates. The telemedicine-based strategy had lower total costs due to savings on transport and less lost productivity (indirect costs). NCT01716676. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go

Using consensus bayesian network to model the reactive oxygen species regulatory pathway.

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Liangdong Hu

Full Text Available Bayesian network is one of the most successful graph models for representing the reactive oxygen species regulatory pathway. With the increasing number of microarray measurements, it is possible to construct the bayesian network from microarray data directly. Although large numbers of bayesian network learning algorithms have been developed, when applying them to learn bayesian networks from microarray data, the accuracies are low due to that the databases they used to learn bayesian networks contain too few microarray data. In this paper, we propose a consensus bayesian network which is constructed by combining bayesian networks from relevant literatures and bayesian networks learned from microarray data. It would have a higher accuracy than the bayesian networks learned from one database. In the experiment, we validated the bayesian network combination algorithm on several classic machine learning databases and used the consensus bayesian network to model the Escherichia coli's ROS pathway.

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

Science.gov (United States)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream

Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method

Science.gov (United States)

Tsai, F. T. C.; Elshall, A. S.

2014-12-01

Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.

A tutorial introduction to Bayesian models of cognitive development.

Science.gov (United States)

Perfors, Amy; Tenenbaum, Joshua B; Griffiths, Thomas L; Xu, Fei

2011-09-01

We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the what, the how, and the why of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for developmentalists. We emphasize a qualitative understanding of Bayesian inference, but also include information about additional resources for those interested in the cognitive science applications, mathematical foundations, or machine learning details in more depth. In addition, we discuss some important interpretation issues that often arise when evaluating Bayesian models in cognitive science. Copyright © 2010 Elsevier B.V. All rights reserved.

Risk prediction model for knee pain in the Nottingham community: a Bayesian modelling approach.

Science.gov (United States)

Fernandes, G S; Bhattacharya, A; McWilliams, D F; Ingham, S L; Doherty, M; Zhang, W

2017-03-20

Twenty-five percent of the British population over the age of 50 years experiences knee pain. Knee pain can limit physical ability and cause distress and bears significant socioeconomic costs. The objectives of this study were to develop and validate the first risk prediction model for incident knee pain in the Nottingham community and validate this internally within the Nottingham cohort and externally within the Osteoarthritis Initiative (OAI) cohort. A total of 1822 participants from the Nottingham community who were at risk for knee pain were followed for 12 years. Of this cohort, two-thirds (n = 1203) were used to develop the risk prediction model, and one-third (n = 619) were used to validate the model. Incident knee pain was defined as pain on most days for at least 1 month in the past 12 months. Predictors were age, sex, body mass index, pain elsewhere, prior knee injury and knee alignment. A Bayesian logistic regression model was used to determine the probability of an OR >1. The Hosmer-Lemeshow χ 2 statistic (HLS) was used for calibration, and ROC curve analysis was used for discrimination. The OAI cohort from the United States was also used to examine the performance of the model. A risk prediction model for knee pain incidence was developed using a Bayesian approach. The model had good calibration, with an HLS of 7.17 (p = 0.52) and moderate discriminative ability (ROC 0.70) in the community. Individual scenarios are given using the model. However, the model had poor calibration (HLS 5866.28, p prediction model for knee pain, regardless of underlying structural changes of knee osteoarthritis, in the community using a Bayesian modelling approach. The model appears to work well in a community-based population but not in individuals with a higher risk for knee osteoarthritis, and it may provide a convenient tool for use in primary care to predict the risk of knee pain in the general population.

Accurate phenotyping: Reconciling approaches through Bayesian model averaging.

Directory of Open Access Journals (Sweden)

Carla Chia-Ming Chen

Full Text Available Genetic research into complex diseases is frequently hindered by a lack of clear biomarkers for phenotype ascertainment. Phenotypes for such diseases are often identified on the basis of clinically defined criteria; however such criteria may not be suitable for understanding the genetic composition of the diseases. Various statistical approaches have been proposed for phenotype definition; however our previous studies have shown that differences in phenotypes estimated using different approaches have substantial impact on subsequent analyses. Instead of obtaining results based upon a single model, we propose a new method, using Bayesian model averaging to overcome problems associated with phenotype definition. Although Bayesian model averaging has been used in other fields of research, this is the first study that uses Bayesian model averaging to reconcile phenotypes obtained using multiple models. We illustrate the new method by applying it to simulated genetic and phenotypic data for Kofendred personality disorder-an imaginary disease with several sub-types. Two separate statistical methods were used to identify clusters of individuals with distinct phenotypes: latent class analysis and grade of membership. Bayesian model averaging was then used to combine the two clusterings for the purpose of subsequent linkage analyses. We found that causative genetic loci for the disease produced higher LOD scores using model averaging than under either individual model separately. We attribute this improvement to consolidation of the cores of phenotype clusters identified using each individual method.

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

Directory of Open Access Journals (Sweden)

Saerom Park

Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

Multimethod, multistate Bayesian hierarchical modeling approach for use in regional monitoring of wolves.

Science.gov (United States)

Jiménez, José; García, Emilio J; Llaneza, Luis; Palacios, Vicente; González, Luis Mariano; García-Domínguez, Francisco; Múñoz-Igualada, Jaime; López-Bao, José Vicente

2016-08-01

In many cases, the first step in large-carnivore management is to obtain objective, reliable, and cost-effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical-site-occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost-effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well-coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population-parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population

A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.

Directory of Open Access Journals (Sweden)

Guillaume Bal

Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.

Applied Bayesian modelling

CERN Document Server

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

Modelling of JET diagnostics using Bayesian Graphical Models

Energy Technology Data Exchange (ETDEWEB)

Svensson, J. [IPP Greifswald, Greifswald (Germany); Ford, O. [Imperial College, London (United Kingdom); McDonald, D.; Hole, M.; Nessi, G. von; Meakins, A.; Brix, M.; Thomsen, H.; Werner, A.; Sirinelli, A.

2011-07-01

The mapping between physics parameters (such as densities, currents, flows, temperatures etc) defining the plasma 'state' under a given model and the raw observations of each plasma diagnostic will 1) depend on the particular physics model used, 2) is inherently probabilistic, from uncertainties on both observations and instrumental aspects of the mapping, such as calibrations, instrument functions etc. A flexible and principled way of modelling such interconnected probabilistic systems is through so called Bayesian graphical models. Being an amalgam between graph theory and probability theory, Bayesian graphical models can simulate the complex interconnections between physics models and diagnostic observations from multiple heterogeneous diagnostic systems, making it relatively easy to optimally combine the observations from multiple diagnostics for joint inference on parameters of the underlying physics model, which in itself can be represented as part of the graph. At JET about 10 diagnostic systems have to date been modelled in this way, and has lead to a number of new results, including: the reconstruction of the flux surface topology and q-profiles without any specific equilibrium assumption, using information from a number of different diagnostic systems; profile inversions taking into account the uncertainties in the flux surface positions and a substantial increase in accuracy of JET electron density and temperature profiles, including improved pedestal resolution, through the joint analysis of three diagnostic systems. It is believed that the Bayesian graph approach could potentially be utilised for very large sets of diagnostics, providing a generic data analysis framework for nuclear fusion experiments, that would be able to optimally utilize the information from multiple diagnostics simultaneously, and where the explicit graph representation of the connections to underlying physics models could be used for sophisticated model testing. This

When mechanism matters: Bayesian forecasting using models of ecological diffusion

Science.gov (United States)

Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

2017-01-01

Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models

International Nuclear Information System (INIS)

Andrade, A.R.; Teixeira, P.F.

2015-01-01

Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit

Testing adaptive toolbox models: a Bayesian hierarchical approach.

Science.gov (United States)

Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan

2013-01-01

Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.

Sensitivity of fluvial sediment source apportionment to mixing model assumptions: A Bayesian model comparison.

Science.gov (United States)

Cooper, Richard J; Krueger, Tobias; Hiscock, Kevin M; Rawlins, Barry G

2014-11-01

Mixing models have become increasingly common tools for apportioning fluvial sediment load to various sediment sources across catchments using a wide variety of Bayesian and frequentist modeling approaches. In this study, we demonstrate how different model setups can impact upon resulting source apportionment estimates in a Bayesian framework via a one-factor-at-a-time (OFAT) sensitivity analysis. We formulate 13 versions of a mixing model, each with different error assumptions and model structural choices, and apply them to sediment geochemistry data from the River Blackwater, Norfolk, UK, to apportion suspended particulate matter (SPM) contributions from three sources (arable topsoils, road verges, and subsurface material) under base flow conditions between August 2012 and August 2013. Whilst all 13 models estimate subsurface sources to be the largest contributor of SPM (median ∼76%), comparison of apportionment estimates reveal varying degrees of sensitivity to changing priors, inclusion of covariance terms, incorporation of time-variant distributions, and methods of proportion characterization. We also demonstrate differences in apportionment results between a full and an empirical Bayesian setup, and between a Bayesian and a frequentist optimization approach. This OFAT sensitivity analysis reveals that mixing model structural choices and error assumptions can significantly impact upon sediment source apportionment results, with estimated median contributions in this study varying by up to 21% between model versions. Users of mixing models are therefore strongly advised to carefully consider and justify their choice of model structure prior to conducting sediment source apportionment investigations. An OFAT sensitivity analysis of sediment fingerprinting mixing models is conductedBayesian models display high sensitivity to error assumptions and structural choicesSource apportionment results differ between Bayesian and frequentist approaches.

Bayesian semiparametric regression models to characterize molecular evolution

Directory of Open Access Journals (Sweden)

Datta Saheli

2012-10-01

Full Text Available Abstract Background Statistical models and methods that associate changes in the physicochemical properties of amino acids with natural selection at the molecular level typically do not take into account the correlations between such properties. We propose a Bayesian hierarchical regression model with a generalization of the Dirichlet process prior on the distribution of the regression coefficients that describes the relationship between the changes in amino acid distances and natural selection in protein-coding DNA sequence alignments. Results The Bayesian semiparametric approach is illustrated with simulated data and the abalone lysin sperm data. Our method identifies groups of properties which, for this particular dataset, have a similar effect on evolution. The model also provides nonparametric site-specific estimates for the strength of conservation of these properties. Conclusions The model described here is distinguished by its ability to handle a large number of amino acid properties simultaneously, while taking into account that such data can be correlated. The multi-level clustering ability of the model allows for appealing interpretations of the results in terms of properties that are roughly equivalent from the standpoint of molecular evolution.

Bayesian estimation of dose rate effectiveness

International Nuclear Information System (INIS)

Arnish, J.J.; Groer, P.G.

2000-01-01

A Bayesian statistical method was used to quantify the effectiveness of high dose rate 137 Cs gamma radiation at inducing fatal mammary tumours and increasing the overall mortality rate in BALB/c female mice. The Bayesian approach considers both the temporal and dose dependence of radiation carcinogenesis and total mortality. This paper provides the first direct estimation of dose rate effectiveness using Bayesian statistics. This statistical approach provides a quantitative description of the uncertainty of the factor characterising the dose rate in terms of a probability density function. The results show that a fixed dose from 137 Cs gamma radiation delivered at a high dose rate is more effective at inducing fatal mammary tumours and increasing the overall mortality rate in BALB/c female mice than the same dose delivered at a low dose rate. (author)

Bayesian spatial semi-parametric modeling of HIV variation in Kenya.

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Oscar Ngesa

Full Text Available Spatial statistics has seen rapid application in many fields, especially epidemiology and public health. Many studies, nonetheless, make limited use of the geographical location information and also usually assume that the covariates, which are related to the response variable, have linear effects. We develop a Bayesian semi-parametric regression model for HIV prevalence data. Model estimation and inference is based on fully Bayesian approach via Markov Chain Monte Carlo (McMC. The model is applied to HIV prevalence data among men in Kenya, derived from the Kenya AIDS indicator survey, with n = 3,662. Past studies have concluded that HIV infection has a nonlinear association with age. In this study a smooth function based on penalized regression splines is used to estimate this nonlinear effect. Other covariates were assumed to have a linear effect. Spatial references to the counties were modeled as both structured and unstructured spatial effects. We observe that circumcision reduces the risk of HIV infection. The results also indicate that men in the urban areas were more likely to be infected by HIV as compared to their rural counterpart. Men with higher education had the lowest risk of HIV infection. A nonlinear relationship between HIV infection and age was established. Risk of HIV infection increases with age up to the age of 40 then declines with increase in age. Men who had STI in the last 12 months were more likely to be infected with HIV. Also men who had ever used a condom were found to have higher likelihood to be infected by HIV. A significant spatial variation of HIV infection in Kenya was also established. The study shows the practicality and flexibility of Bayesian semi-parametric regression model in analyzing epidemiological data.

Fully probabilistic design of hierarchical Bayesian models

Czech Academy of Sciences Publication Activity Database

Quinn, A.; Kárný, Miroslav; Guy, Tatiana Valentine

2016-01-01

Roč. 369, č. 1 (2016), s. 532-547 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Fully probabilistic design * Ideal distribution * Minimum cross-entropy principle * Bayesian conditioning * Kullback-Leibler divergence * Bayesian nonparametric modelling Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.832, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf

Bayesian Networks for Modeling Dredging Decisions

Science.gov (United States)

2011-10-01

years, that algorithms have been developed to solve these problems efficiently. Most modern Bayesian network software uses junction tree (a.k.a. join... software was used to develop the network . This is by no means an exhaustive list of Bayesian network applications, but it is representative of recent...characteristic node (SCN), state- defining node ( SDN ), effect node (EFN), or value node. The five types of nodes can be described as follows: ERDC/EL TR-11

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

Science.gov (United States)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

Bayesian models for astrophysical data using R, JAGS, Python, and Stan

CERN Document Server

Hilbe, Joseph M; Ishida, Emille E O

2017-01-01

This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.

Bayesian Spatial Modelling with R-INLA

Directory of Open Access Journals (Sweden)

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.

Testing students' e-learning via Facebook through Bayesian structural equation modeling.

Science.gov (United States)

Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

2017-01-01

Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

Testing students' e-learning via Facebook through Bayesian structural equation modeling.

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

Full Text Available Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

Development of uncertainty-based work injury model using Bayesian structural equation modelling.

Science.gov (United States)

Chatterjee, Snehamoy

2014-01-01

This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.

Bayesian Modelling of Functional Whole Brain Connectivity

DEFF Research Database (Denmark)

Røge, Rasmus

the prevalent strategy of standardizing of fMRI time series and model data using directional statistics or we model the variability in the signal across the brain and across multiple subjects. In either case, we use Bayesian nonparametric modeling to automatically learn from the fMRI data the number......This thesis deals with parcellation of whole-brain functional magnetic resonance imaging (fMRI) using Bayesian inference with mixture models tailored to the fMRI data. In the three included papers and manuscripts, we analyze two different approaches to modeling fMRI signal; either we accept...... of funcional units, i.e. parcels. We benchmark the proposed mixture models against state of the art methods of brain parcellation, both probabilistic and non-probabilistic. The time series of each voxel are most often standardized using z-scoring which projects the time series data onto a hypersphere...

A Bayesian localized conditional autoregressive model for estimating the health effects of air pollution.

Science.gov (United States)

Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K

2014-06-01

Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models. © 2014, The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

Bayesian network modeling of operator's state recognition process

International Nuclear Information System (INIS)

Hatakeyama, Naoki; Furuta, Kazuo

2000-01-01

Nowadays we are facing a difficult problem of establishing a good relation between humans and machines. To solve this problem, we suppose that machine system need to have a model of human behavior. In this study we model the state cognition process of a PWR plant operator as an example. We use a Bayesian network as an inference engine. We incorporate the knowledge hierarchy in the Bayesian network and confirm its validity using the example of PWR plant operator. (author)

Construction of Monitoring Model and Algorithm Design on Passenger Security during Shipping Based on Improved Bayesian Network

Science.gov (United States)

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping. PMID:25254227

Bayesian Modelling of fMRI Time Series

DEFF Research Database (Denmark)

Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward

2000-01-01

We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...... Carlo (MCMC) sampling techniques. The advantage of this method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments....

Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.

Science.gov (United States)

Mollica, Cristina; Tardella, Luca

2017-06-01

The elicitation of an ordinal judgment on multiple alternatives is often required in many psychological and behavioral experiments to investigate preference/choice orientation of a specific population. The Plackett-Luce model is one of the most popular and frequently applied parametric distributions to analyze rankings of a finite set of items. The present work introduces a Bayesian finite mixture of Plackett-Luce models to account for unobserved sample heterogeneity of partially ranked data. We describe an efficient way to incorporate the latent group structure in the data augmentation approach and the derivation of existing maximum likelihood procedures as special instances of the proposed Bayesian method. Inference can be conducted with the combination of the Expectation-Maximization algorithm for maximum a posteriori estimation and the Gibbs sampling iterative procedure. We additionally investigate several Bayesian criteria for selecting the optimal mixture configuration and describe diagnostic tools for assessing the fitness of ranking distributions conditionally and unconditionally on the number of ranked items. The utility of the novel Bayesian parametric Plackett-Luce mixture for characterizing sample heterogeneity is illustrated with several applications to simulated and real preference ranked data. We compare our method with the frequentist approach and a Bayesian nonparametric mixture model both assuming the Plackett-Luce model as a mixture component. Our analysis on real datasets reveals the importance of an accurate diagnostic check for an appropriate in-depth understanding of the heterogenous nature of the partial ranking data.

A predictive ligand-based Bayesian model for human drug-induced liver injury.

Science.gov (United States)

Ekins, Sean; Williams, Antony J; Xu, Jinghai J

2010-12-01

Drug-induced liver injury (DILI) is one of the most important reasons for drug development failure at both preapproval and postapproval stages. There has been increased interest in developing predictive in vivo, in vitro, and in silico models to identify compounds that cause idiosyncratic hepatotoxicity. In the current study, we applied machine learning, a Bayesian modeling method with extended connectivity fingerprints and other interpretable descriptors. The model that was developed and internally validated (using a training set of 295 compounds) was then applied to a large test set relative to the training set (237 compounds) for external validation. The resulting concordance of 60%, sensitivity of 56%, and specificity of 67% were comparable to results for internal validation. The Bayesian model with extended connectivity functional class fingerprints of maximum diameter 6 (ECFC_6) and interpretable descriptors suggested several substructures that are chemically reactive and may also be important for DILI-causing compounds, e.g., ketones, diols, and α-methyl styrene type structures. Using Smiles Arbitrary Target Specification (SMARTS) filters published by several pharmaceutical companies, we evaluated whether such reactive substructures could be readily detected by any of the published filters. It was apparent that the most stringent filters used in this study, such as the Abbott alerts, which captures thiol traps and other compounds, may be of use in identifying DILI-causing compounds (sensitivity 67%). A significant outcome of the present study is that we provide predictions for many compounds that cause DILI by using the knowledge we have available from previous studies. These computational models may represent cost-effective selection criteria before in vitro or in vivo experimental studies.

Network structure exploration via Bayesian nonparametric models

International Nuclear Information System (INIS)

Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z

2015-01-01

Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)

Non-linear Bayesian update of PCE coefficients

KAUST Repository

Litvinenko, Alexander

2014-01-06

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).

Non-linear Bayesian update of PCE coefficients

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann G.; Pojonk, Oliver; Rosic, Bojana V.; Zander, Elmar

2014-01-01

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).

Multi-population genomic prediction using a multi-task Bayesian learning model.

Science.gov (United States)

Chen, Liuhong; Li, Changxi; Miller, Stephen; Schenkel, Flavio

2014-05-03

Genomic prediction in multiple populations can be viewed as a multi-task learning problem where tasks are to derive prediction equations for each population and multi-task learning property can be improved by sharing information across populations. The goal of this study was to develop a multi-task Bayesian learning model for multi-population genomic prediction with a strategy to effectively share information across populations. Simulation studies and real data from Holstein and Ayrshire dairy breeds with phenotypes on five milk production traits were used to evaluate the proposed multi-task Bayesian learning model and compare with a single-task model and a simple data pooling method. A multi-task Bayesian learning model was proposed for multi-population genomic prediction. Information was shared across populations through a common set of latent indicator variables while SNP effects were allowed to vary in different populations. Both simulation studies and real data analysis showed the effectiveness of the multi-task model in improving genomic prediction accuracy for the smaller Ayshire breed. Simulation studies suggested that the multi-task model was most effective when the number of QTL was small (n = 20), with an increase of accuracy by up to 0.09 when QTL effects were lowly correlated between two populations (ρ = 0.2), and up to 0.16 when QTL effects were highly correlated (ρ = 0.8). When QTL genotypes were included for training and validation, the improvements were 0.16 and 0.22, respectively, for scenarios of the low and high correlation of QTL effects between two populations. When the number of QTL was large (n = 200), improvement was small with a maximum of 0.02 when QTL genotypes were not included for genomic prediction. Reduction in accuracy was observed for the simple pooling method when the number of QTL was small and correlation of QTL effects between the two populations was low. For the real data, the multi-task model achieved an

Observing the observer (I): meta-bayesian models of learning and decision-making.

Science.gov (United States)

Daunizeau, Jean; den Ouden, Hanneke E M; Pessiglione, Matthias; Kiebel, Stefan J; Stephan, Klaas E; Friston, Karl J

2010-12-14

In this paper, we present a generic approach that can be used to infer how subjects make optimal decisions under uncertainty. This approach induces a distinction between a subject's perceptual model, which underlies the representation of a hidden "state of affairs" and a response model, which predicts the ensuing behavioural (or neurophysiological) responses to those inputs. We start with the premise that subjects continuously update a probabilistic representation of the causes of their sensory inputs to optimise their behaviour. In addition, subjects have preferences or goals that guide decisions about actions given the above uncertain representation of these hidden causes or state of affairs. From a Bayesian decision theoretic perspective, uncertain representations are so-called "posterior" beliefs, which are influenced by subjective "prior" beliefs. Preferences and goals are encoded through a "loss" (or "utility") function, which measures the cost incurred by making any admissible decision for any given (hidden) state of affair. By assuming that subjects make optimal decisions on the basis of updated (posterior) beliefs and utility (loss) functions, one can evaluate the likelihood of observed behaviour. Critically, this enables one to "observe the observer", i.e. identify (context- or subject-dependent) prior beliefs and utility-functions using psychophysical or neurophysiological measures. In this paper, we describe the main theoretical components of this meta-Bayesian approach (i.e. a Bayesian treatment of Bayesian decision theoretic predictions). In a companion paper ('Observing the observer (II): deciding when to decide'), we describe a concrete implementation of it and demonstrate its utility by applying it to simulated and real reaction time data from an associative learning task.

Observing the observer (I: meta-bayesian models of learning and decision-making.

Directory of Open Access Journals (Sweden)

Jean Daunizeau

2010-12-01

Full Text Available In this paper, we present a generic approach that can be used to infer how subjects make optimal decisions under uncertainty. This approach induces a distinction between a subject's perceptual model, which underlies the representation of a hidden "state of affairs" and a response model, which predicts the ensuing behavioural (or neurophysiological responses to those inputs. We start with the premise that subjects continuously update a probabilistic representation of the causes of their sensory inputs to optimise their behaviour. In addition, subjects have preferences or goals that guide decisions about actions given the above uncertain representation of these hidden causes or state of affairs. From a Bayesian decision theoretic perspective, uncertain representations are so-called "posterior" beliefs, which are influenced by subjective "prior" beliefs. Preferences and goals are encoded through a "loss" (or "utility" function, which measures the cost incurred by making any admissible decision for any given (hidden state of affair. By assuming that subjects make optimal decisions on the basis of updated (posterior beliefs and utility (loss functions, one can evaluate the likelihood of observed behaviour. Critically, this enables one to "observe the observer", i.e. identify (context- or subject-dependent prior beliefs and utility-functions using psychophysical or neurophysiological measures. In this paper, we describe the main theoretical components of this meta-Bayesian approach (i.e. a Bayesian treatment of Bayesian decision theoretic predictions. In a companion paper ('Observing the observer (II: deciding when to decide', we describe a concrete implementation of it and demonstrate its utility by applying it to simulated and real reaction time data from an associative learning task.

Bayesian Sensitivity Analysis of Statistical Models with Missing Data.

Science.gov (United States)

Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng

2014-04-01

Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.

A Bayesian Analysis of a Random Effects Small Business Loan Credit Scoring Model

Directory of Open Access Journals (Sweden)

Patrick J. Farrell

2011-09-01

Full Text Available One of the most important aspects of credit scoring is constructing a model that has low misclassification rates and is also flexible enough to allow for random variation. It is also well known that, when there are a large number of highly correlated variables as is typical in studies involving questionnaire data, a method must be found to reduce the number of variables to those that have high predictive power. Here we propose a Bayesian multivariate logistic regression model with both fixed and random effects for small business loan credit scoring and a variable reduction method using Bayes factors. The method is illustrated on an interesting data set based on questionnaires sent to loan officers in Canadian banks and venture capital companies

Quantum-Like Bayesian Networks for Modeling Decision Making

Directory of Open Access Journals (Sweden)

Catarina eMoreira

2016-01-01

Full Text Available In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios.

Bayesian network as a modelling tool for risk management in agriculture

DEFF Research Database (Denmark)

Rasmussen, Svend; Madsen, Anders L.; Lund, Mogens

. In this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be efficiently used to estimate conditional probabilities, which are the core elements in Bayesian network models....... We further show how the Bayesian network model RiBay is used for stochastic simulation of farm income, and we demonstrate how RiBay can be used to simulate risk management at the farm level. It is concluded that the key strength of a Bayesian network is the transparency of assumptions......, and that it has the ability to link uncertainty from different external sources to budget figures and to quantify risk at the farm level....

Applying Bayesian decision theory to assess reprocessing economic and social cost-benefits

International Nuclear Information System (INIS)

Heising, C.D.

1978-01-01

Bayesian decision theory, combined with conventional systems analysis techniques into the discipline called decision analysis, has been applied in this work to assess economic and social cost-benefits associated with reprocessing nuclear fuel. Particular attention in this paper is given to the models which have been developed to place numerical estimates in dollar terms on the three categories of social risks that have been identified with reprocessing. These categories include: (1) health, environment, and safety, (2) diversion of fissile material, including sabotage, terrorist acts, and subnational diversion, and (3) nuclear proliferation, defined to be a diversion at the national level to obtain weapons capability. The emphasis is placed on the third category, as proliferation risk has not been treated elsewhere in a quantitative fashion; most arguments have in the main been qualitative conjectures put forth by political scientists

BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction

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Holden, Phil; Birks, John; Brooks, Steve; Bush, Mark; Hwang, Grace; Matthews-Bird, Frazer; Valencia, Bryan; van Woesik, Robert

2017-04-01

We describe the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction (BUMPER), a Bayesian transfer function for inferring past climate and other environmental variables from microfossil assemblages. The principal motivation for a Bayesian approach is that the palaeoenvironment is treated probabilistically, and can be updated as additional data become available. Bayesian approaches therefore provide a reconstruction-specific quantification of the uncertainty in the data and in the model parameters. BUMPER is fully self-calibrating, straightforward to apply, and computationally fast, requiring 2 seconds to build a 100-taxon model from a 100-site training-set on a standard personal computer. We apply the model's probabilistic framework to generate thousands of artificial training-sets under ideal assumptions. We then use these to demonstrate both the general applicability of the model and the sensitivity of reconstructions to the characteristics of the training-set, considering assemblage richness, taxon tolerances, and the number of training sites. We demonstrate general applicability to real data, considering three different organism types (chironomids, diatoms, pollen) and different reconstructed variables. In all of these applications an identically configured model is used, the only change being the input files that provide the training-set environment and taxon-count data.

Approximate Bayesian computation.

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Mikael Sunnåker

Full Text Available Approximate Bayesian computation (ABC constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices among different models. For simple models, an analytical formula for the likelihood function can typically be derived. However, for more complex models, an analytical formula might be elusive or the likelihood function might be computationally very costly to evaluate. ABC methods bypass the evaluation of the likelihood function. In this way, ABC methods widen the realm of models for which statistical inference can be considered. ABC methods are mathematically well-founded, but they inevitably make assumptions and approximations whose impact needs to be carefully assessed. Furthermore, the wider application domain of ABC exacerbates the challenges of parameter estimation and model selection. ABC has rapidly gained popularity over the last years and in particular for the analysis of complex problems arising in biological sciences (e.g., in population genetics, ecology, epidemiology, and systems biology.

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

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Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

2016-08-01

Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Estimating safety effects of pavement management factors utilizing Bayesian random effect models.

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Jiang, Ximiao; Huang, Baoshan; Zaretzki, Russell L; Richards, Stephen; Yan, Xuedong

2013-01-01

Previous studies of pavement management factors that relate to the occurrence of traffic-related crashes are rare. Traditional research has mostly employed summary statistics of bidirectional pavement quality measurements in extended longitudinal road segments over a long time period, which may cause a loss of important information and result in biased parameter estimates. The research presented in this article focuses on crash risk of roadways with overall fair to good pavement quality. Real-time and location-specific data were employed to estimate the effects of pavement management factors on the occurrence of crashes. This research is based on the crash data and corresponding pavement quality data for the Tennessee state route highways from 2004 to 2009. The potential temporal and spatial correlations among observations caused by unobserved factors were considered. Overall 6 models were built accounting for no correlation, temporal correlation only, and both the temporal and spatial correlations. These models included Poisson, negative binomial (NB), one random effect Poisson and negative binomial (OREP, ORENB), and two random effect Poisson and negative binomial (TREP, TRENB) models. The Bayesian method was employed to construct these models. The inference is based on the posterior distribution from the Markov chain Monte Carlo (MCMC) simulation. These models were compared using the deviance information criterion. Analysis of the posterior distribution of parameter coefficients indicates that the pavement management factors indexed by Present Serviceability Index (PSI) and Pavement Distress Index (PDI) had significant impacts on the occurrence of crashes, whereas the variable rutting depth was not significant. Among other factors, lane width, median width, type of terrain, and posted speed limit were significant in affecting crash frequency. The findings of this study indicate that a reduction in pavement roughness would reduce the likelihood of traffic

Analyzing Korean consumers’ latent preferences for electricity generation sources with a hierarchical Bayesian logit model in a discrete choice experiment

International Nuclear Information System (INIS)

Byun, Hyunsuk; Lee, Chul-Yong

2017-01-01

Generally, consumers use electricity without considering the source the electricity was generated from. Since different energy sources exert varying effects on society, it is necessary to analyze consumers’ latent preference for electricity generation sources. The present study estimates Korean consumers’ marginal utility and an appropriate generation mix is derived using the hierarchical Bayesian logit model in a discrete choice experiment. The results show that consumers consider the danger posed by the source of electricity as the most important factor among the effects of electricity generation sources. Additionally, Korean consumers wish to reduce the contribution of nuclear power from the existing 32–11%, and increase that of renewable energy from the existing 4–32%. - Highlights: • We derive an electricity mix reflecting Korean consumers’ latent preferences. • We use the discrete choice experiment and hierarchical Bayesian logit model. • The danger posed by the generation source is the most important attribute. • The consumers wish to increase the renewable energy proportion from 4.3% to 32.8%. • Korea's cost-oriented energy supply policy and consumers’ preference differ markedly.

Bayesian flood forecasting methods: A review

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Han, Shasha; Coulibaly, Paulin

2017-08-01

Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been

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

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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

Distributed Bayesian Networks for User Modeling

DEFF Research Database (Denmark)

Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang

2006-01-01

The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used by such ada......The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used...... by such adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... of Web-based eLearning platforms. The scenario we are tackling assumes learners who use several systems over time, which are able to create partial Bayesian Networks for user models based on the local system context. In particular, we focus on how to merge these partial user models. Our merge mechanism...

BDgraph: An R Package for Bayesian Structure Learning in Graphical Models

NARCIS (Netherlands)

Mohammadi, A.; Wit, E.C.

2017-01-01

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce an R package BDgraph which performs Bayesian structure learning for general undirected graphical models with

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

Science.gov (United States)

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

Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

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Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.

2012-12-01

This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.

Bayesian uncertainty analyses of probabilistic risk models

International Nuclear Information System (INIS)

Pulkkinen, U.

1989-01-01

Applications of Bayesian principles to the uncertainty analyses are discussed in the paper. A short review of the most important uncertainties and their causes is provided. An application of the principle of maximum entropy to the determination of Bayesian prior distributions is described. An approach based on so called probabilistic structures is presented in order to develop a method of quantitative evaluation of modelling uncertainties. The method is applied to a small example case. Ideas for application areas for the proposed method are discussed

Bayesian Recurrent Neural Network for Language Modeling.

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Chien, Jen-Tzung; Ku, Yuan-Chu

2016-02-01

A language model (LM) is calculated as the probability of a word sequence that provides the solution to word prediction for a variety of information systems. A recurrent neural network (RNN) is powerful to learn the large-span dynamics of a word sequence in the continuous space. However, the training of the RNN-LM is an ill-posed problem because of too many parameters from a large dictionary size and a high-dimensional hidden layer. This paper presents a Bayesian approach to regularize the RNN-LM and apply it for continuous speech recognition. We aim to penalize the too complicated RNN-LM by compensating for the uncertainty of the estimated model parameters, which is represented by a Gaussian prior. The objective function in a Bayesian classification network is formed as the regularized cross-entropy error function. The regularized model is constructed not only by calculating the regularized parameters according to the maximum a posteriori criterion but also by estimating the Gaussian hyperparameter by maximizing the marginal likelihood. A rapid approximation to a Hessian matrix is developed to implement the Bayesian RNN-LM (BRNN-LM) by selecting a small set of salient outer-products. The proposed BRNN-LM achieves a sparser model than the RNN-LM. Experiments on different corpora show the robustness of system performance by applying the rapid BRNN-LM under different conditions.

Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia

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Manga, Edna; Awang, Norhashidah

2016-06-01

This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.

Bayesian Inference of High-Dimensional Dynamical Ocean Models

Science.gov (United States)

Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.

2015-12-01

This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.

Parameterizing Bayesian network Representations of Social-Behavioral Models by Expert Elicitation

Energy Technology Data Exchange (ETDEWEB)

Walsh, Stephen J.; Dalton, Angela C.; Whitney, Paul D.; White, Amanda M.

2010-05-23

Bayesian networks provide a general framework with which to model many natural phenomena. The mathematical nature of Bayesian networks enables a plethora of model validation and calibration techniques: e.g parameter estimation, goodness of fit tests, and diagnostic checking of the model assumptions. However, they are not free of shortcomings. Parameter estimation from relevant extant data is a common approach to calibrating the model parameters. In practice it is not uncommon to find oneself lacking adequate data to reliably estimate all model parameters. In this paper we present the early development of a novel application of conjoint analysis as a method for eliciting and modeling expert opinions and using the results in a methodology for calibrating the parameters of a Bayesian network.

Bayesian Estimation of Small Effects in Exercise and Sports Science.

Directory of Open Access Journals (Sweden)

Kerrie L Mengersen

Full Text Available The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL, and intermittent hypoxic exposure (IHE on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

Bayesian Estimation of Small Effects in Exercise and Sports Science.

Science.gov (United States)

Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J

2016-01-01

The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

Modelling of population dynamics of red king crab using Bayesian approach

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Bakanev Sergey ...

2012-10-01

Modeling population dynamics based on the Bayesian approach enables to successfully resolve the above issues. The integration of the data from various studies into a unified model based on Bayesian parameter estimation method provides a much more detailed description of the processes occurring in the population.

Bayesian methods for data analysis

CERN Document Server

Carlin, Bradley P.

2009-01-01

Approaches for statistical inference Introduction Motivating Vignettes Defining the Approaches The Bayes-Frequentist Controversy Some Basic Bayesian Models The Bayes approach Introduction Prior Distributions Bayesian Inference Hierarchical Modeling Model Assessment Nonparametric Methods Bayesian computation Introduction Asymptotic Methods Noniterative Monte Carlo Methods Markov Chain Monte Carlo Methods Model criticism and selection Bayesian Modeling Bayesian Robustness Model Assessment Bayes Factors via Marginal Density Estimation Bayes Factors

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

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Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

Bayesian random-effect model for predicting outcome fraught with heterogeneity--an illustration with episodes of 44 patients with intractable epilepsy.

Science.gov (United States)

Yen, A M-F; Liou, H-H; Lin, H-L; Chen, T H-H

2006-01-01

The study aimed to develop a predictive model to deal with data fraught with heterogeneity that cannot be explained by sampling variation or measured covariates. The random-effect Poisson regression model was first proposed to deal with over-dispersion for data fraught with heterogeneity after making allowance for measured covariates. Bayesian acyclic graphic model in conjunction with Markov Chain Monte Carlo (MCMC) technique was then applied to estimate the parameters of both relevant covariates and random effect. Predictive distribution was then generated to compare the predicted with the observed for the Bayesian model with and without random effect. Data from repeated measurement of episodes among 44 patients with intractable epilepsy were used as an illustration. The application of Poisson regression without taking heterogeneity into account to epilepsy data yielded a large value of heterogeneity (heterogeneity factor = 17.90, deviance = 1485, degree of freedom (df) = 83). After taking the random effect into account, the value of heterogeneity factor was greatly reduced (heterogeneity factor = 0.52, deviance = 42.5, df = 81). The Pearson chi2 for the comparison between the expected seizure frequencies and the observed ones at two and three months of the model with and without random effect were 34.27 (p = 1.00) and 1799.90 (p dispersion attributed either to correlated property or to subject-to-subject variability.

Safety constraints applied to an adaptive Bayesian condition-based maintenance optimization model

International Nuclear Information System (INIS)

Flage, Roger; Coit, David W.; Luxhøj, James T.; Aven, Terje

2012-01-01

A model is described that determines an optimal inspection and maintenance scheme for a deteriorating unit with a stochastic degradation process with independent and stationary increments and for which the parameters are uncertain. This model and resulting maintenance plans offers some distinct benefits compared to prior research because the uncertainty of the degradation process is accommodated by a Bayesian approach and two new safety constraints have been applied to the problem: (1) with a given subjective probability (degree of belief), the limiting relative frequency of one or more failures during a fixed time interval is bounded; or (2) the subjective probability of one or more failures during a fixed time interval is bounded. In the model, the parameter(s) of a condition-based inspection scheduling function and a preventive replacement threshold are jointly optimized upon each replacement and inspection such as to minimize the expected long run cost per unit of time, but also considering one of the specified safety constraints. A numerical example is included to illustrate the effect of imposing each of the two different safety constraints.

Bayesian analysis of multi-state data with individual covariates for estimating genetic effects on demography

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Converse, Sarah J.; Royle, J. Andrew; Urbanek, Richard P.

2012-01-01

Inbreeding depression is frequently a concern of managers interested in restoring endangered species. Decisions to reduce the potential for inbreeding depression by balancing genotypic contributions to reintroduced populations may exact a cost on long-term demographic performance of the population if those decisions result in reduced numbers of animals released and/or restriction of particularly successful genotypes (i.e., heritable traits of particular family lines). As part of an effort to restore a migratory flock of Whooping Cranes (Grus americana) to eastern North America using the offspring of captive breeders, we obtained a unique dataset which includes post-release mark-recapture data, as well as the pedigree of each released individual. We developed a Bayesian formulation of a multi-state model to analyze radio-telemetry, band-resight, and dead recovery data on reintroduced individuals, in order to track survival and breeding state transitions. We used studbook-based individual covariates to examine the comparative evidence for and degree of effects of inbreeding, genotype, and genotype quality on post-release survival of reintroduced individuals. We demonstrate implementation of the Bayesian multi-state model, which allows for the integration of imperfect detection, multiple data types, random effects, and individual- and time-dependent covariates. Our results provide only weak evidence for an effect of the quality of an individual's genotype in captivity on post-release survival as well as for an effect of inbreeding on post-release survival. We plan to integrate our results into a decision-analytic modeling framework that can explicitly examine tradeoffs between the effects of inbreeding and the effects of genotype and demographic stochasticity on population establishment.

Bayesian network modelling of upper gastrointestinal bleeding

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Aisha, Nazziwa; Shohaimi, Shamarina; Adam, Mohd Bakri

2013-09-01

Bayesian networks are graphical probabilistic models that represent causal and other relationships between domain variables. In the context of medical decision making, these models have been explored to help in medical diagnosis and prognosis. In this paper, we discuss the Bayesian network formalism in building medical support systems and we learn a tree augmented naive Bayes Network (TAN) from gastrointestinal bleeding data. The accuracy of the TAN in classifying the source of gastrointestinal bleeding into upper or lower source is obtained. The TAN achieves a high classification accuracy of 86% and an area under curve of 92%. A sensitivity analysis of the model shows relatively high levels of entropy reduction for color of the stool, history of gastrointestinal bleeding, consistency and the ratio of blood urea nitrogen to creatinine. The TAN facilitates the identification of the source of GIB and requires further validation.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

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Villemereuil Pierre de

2012-06-01

Full Text Available Abstract Background Uncertainty in comparative analyses can come from at least two sources: a phylogenetic uncertainty in the tree topology or branch lengths, and b uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow and inflated significance in hypothesis testing (e.g. p-values will be too small. Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Science.gov (United States)

2012-01-01

Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for

Modeling the Frequency of Cyclists’ Red-Light Running Behavior Using Bayesian PG Model and PLN Model

Directory of Open Access Journals (Sweden)

Yao Wu

2016-01-01

Full Text Available Red-light running behaviors of bicycles at signalized intersection lead to a large number of traffic conflicts and high collision potentials. The primary objective of this study is to model the cyclists’ red-light running frequency within the framework of Bayesian statistics. Data was collected at twenty-five approaches at seventeen signalized intersections. The Poisson-gamma (PG and Poisson-lognormal (PLN model were developed and compared. The models were validated using Bayesian p values based on posterior predictive checking indicators. It was found that the two models have a good fit of the observed cyclists’ red-light running frequency. Furthermore, the PLN model outperformed the PG model. The model estimated results showed that the amount of cyclists’ red-light running is significantly influenced by bicycle flow, conflict traffic flow, pedestrian signal type, vehicle speed, and e-bike rate. The validation result demonstrated the reliability of the PLN model. The research results can help transportation professionals to predict the expected amount of the cyclists’ red-light running and develop effective guidelines or policies to reduce red-light running frequency of bicycles at signalized intersections.

Bayesian Inference of a Multivariate Regression Model

Directory of Open Access Journals (Sweden)

Marick S. Sinay

2014-01-01

Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.

Analyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks

International Nuclear Information System (INIS)

Main, P.; Navarro, H.

2009-01-01

Gaussian Bayesian networks are graphical models that represent the dependence structure of a multivariate normal random variable with a directed acyclic graph (DAG). In Gaussian Bayesian networks the output is usually the conditional distribution of some unknown variables of interest given a set of evidential nodes whose values are known. The problem of uncertainty about the assumption of normality is very common in applications. Thus a sensitivity analysis of the non-normality effect in our conclusions could be necessary. The aspect of non-normality to be considered is the tail behavior. In this line, the multivariate exponential power distribution is a family depending on a kurtosis parameter that goes from a leptokurtic to a platykurtic distribution with the normal as a mesokurtic distribution. Therefore a more general model can be considered using the multivariate exponential power distribution to describe the joint distribution of a Bayesian network, with a kurtosis parameter reflecting deviations from the normal distribution. The sensitivity of the conclusions to this perturbation is analyzed using the Kullback-Leibler divergence measure that provides an interesting formula to evaluate the effect

Analyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks

Energy Technology Data Exchange (ETDEWEB)

Main, P. [Dpto. Estadistica e I.O., Fac. Ciencias Matematicas, Univ. Complutense de Madrid, 28040 Madrid (Spain)], E-mail: pmain@mat.ucm.es; Navarro, H. [Dpto. de Estadistica, I.O. y Calc. Numerico, Fac. Ciencias, UNED, 28040 Madrid (Spain)

2009-05-15

Gaussian Bayesian networks are graphical models that represent the dependence structure of a multivariate normal random variable with a directed acyclic graph (DAG). In Gaussian Bayesian networks the output is usually the conditional distribution of some unknown variables of interest given a set of evidential nodes whose values are known. The problem of uncertainty about the assumption of normality is very common in applications. Thus a sensitivity analysis of the non-normality effect in our conclusions could be necessary. The aspect of non-normality to be considered is the tail behavior. In this line, the multivariate exponential power distribution is a family depending on a kurtosis parameter that goes from a leptokurtic to a platykurtic distribution with the normal as a mesokurtic distribution. Therefore a more general model can be considered using the multivariate exponential power distribution to describe the joint distribution of a Bayesian network, with a kurtosis parameter reflecting deviations from the normal distribution. The sensitivity of the conclusions to this perturbation is analyzed using the Kullback-Leibler divergence measure that provides an interesting formula to evaluate the effect.

Spatial and spatio-temporal bayesian models with R - INLA

CERN Document Server

Blangiardo, Marta

2015-01-01

Dedication iiiPreface ix1 Introduction 11.1 Why spatial and spatio-temporal statistics? 11.2 Why do we use Bayesian methods for modelling spatial and spatio-temporal structures? 21.3 Why INLA? 31.4 Datasets 32 Introduction to 212.1 The language 212.2 objects 222.3 Data and session management 342.4 Packages 352.5 Programming in 362.6 Basic statistical analysis with 393 Introduction to Bayesian Methods 533.1 Bayesian Philosophy 533.2 Basic Probability Elements 573.3 Bayes Theorem 623.4 Prior and Posterior Distributions 643.5 Working with the Posterior Distribution 663.6 Choosing the Prior Distr

Bayesian log-periodic model for financial crashes

DEFF Research Database (Denmark)

Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

2014-01-01

This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...... cannot be performed analytically, we develop a Markov Chain Monte Carlo algorithm to draw from posterior distributions. We consider three Bayesian models that involve normal and Student’s t-distributions in the disturbances and an AR(1)-GARCH(1,1) structure only within the first case. In the empirical...... part of the study, we analyze a well-known example of financial bubble – the S&P 500 1987 crash – to show the usefulness of the three methods under consideration and crashes of Merval-94, Bovespa-97, IPCMX-94, Hang Seng-97 using the simplest method. The novelty of this research is that the Bayesian...

Evaluating Vegetation Potential for Wildfire Impacted Watershed Using a Bayesian Network Modeling Approach

Science.gov (United States)

Jaramillo, L. V.; Stone, M. C.; Morrison, R. R.

2017-12-01

Decision-making for natural resource management is complex especially for fire impacted watersheds in the Southwestern US because of the vital importance of water resources, exorbitant cost of fire management and restoration, and the risks of the wildland-urban interface (WUI). While riparian and terrestrial vegetation are extremely important to ecosystem health and provide ecosystem services, loss of vegetation due to wildfire, post-fire flooding, and debris flows can lead to further degradation of the watershed and increased vulnerability to erosion and debris flow. Land managers are charged with taking measures to mitigate degradation of the watershed effectively and efficiently with limited time, money, and data. For our study, a Bayesian network (BN) approach is implemented to understand vegetation potential for Kashe-Katuwe Tent Rocks National Monument in the fire-impacted Peralta Canyon Watershed, New Mexico, USA. We implement both two-dimensional hydrodynamic and Bayesian network modeling to incorporate spatial variability in the system. Our coupled modeling framework presents vegetation recruitment and succession potential for three representative plant types (native riparian, native terrestrial, and non-native) under several hydrologic scenarios and management actions. In our BN model, we use variables that address timing, hydrologic, and groundwater conditions as well as recruitment and succession constraints for the plant types based on expert knowledge and literature. Our approach allows us to utilize small and incomplete data, incorporate expert knowledge, and explicitly account for uncertainty in the system. Our findings can be used to help land managers and local decision-makers determine their plan of action to increase watershed health and resilience.

Modelling dependable systems using hybrid Bayesian networks

International Nuclear Information System (INIS)

Neil, Martin; Tailor, Manesh; Marquez, David; Fenton, Norman; Hearty, Peter

2008-01-01

A hybrid Bayesian network (BN) is one that incorporates both discrete and continuous nodes. In our extensive applications of BNs for system dependability assessment, the models are invariably hybrid and the need for efficient and accurate computation is paramount. We apply a new iterative algorithm that efficiently combines dynamic discretisation with robust propagation algorithms on junction tree structures to perform inference in hybrid BNs. We illustrate its use in the field of dependability with two example of reliability estimation. Firstly we estimate the reliability of a simple single system and next we implement a hierarchical Bayesian model. In the hierarchical model we compute the reliability of two unknown subsystems from data collected on historically similar subsystems and then input the result into a reliability block model to compute system level reliability. We conclude that dynamic discretisation can be used as an alternative to analytical or Monte Carlo methods with high precision and can be applied to a wide range of dependability problems

Research & development and growth: A Bayesian model averaging analysis

Czech Academy of Sciences Publication Activity Database

Horváth, Roman

2011-01-01

Roč. 28, č. 6 (2011), s. 2669-2673 ISSN 0264-9993. [Society for Non-linear Dynamics and Econometrics Annual Conferencen. Washington DC, 16.03.2011-18.03.2011] R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Research and development * Growth * Bayesian model averaging Subject RIV: AH - Economic s Impact factor: 0.701, year: 2011 http://library.utia.cas.cz/separaty/2011/E/horvath-research & development and growth a bayesian model averaging analysis.pdf

Robust Determinants of Growth in Asian Developing Economies: A Bayesian Panel Data Model Averaging Approach

OpenAIRE

LEON-GONZALEZ, Roberto; VINAYAGATHASAN, Thanabalasingam

2013-01-01

This paper investigates the determinants of growth in the Asian developing economies. We use Bayesian model averaging (BMA) in the context of a dynamic panel data growth regression to overcome the uncertainty over the choice of control variables. In addition, we use a Bayesian algorithm to analyze a large number of competing models. Among the explanatory variables, we include a non-linear function of inflation that allows for threshold effects. We use an unbalanced panel data set of 27 Asian ...

A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

International Nuclear Information System (INIS)

Xu, Jin; Yu, Yaming; Van Dyk, David A.; Kashyap, Vinay L.; Siemiginowska, Aneta; Drake, Jeremy; Ratzlaff, Pete; Connors, Alanna; Meng, Xiao-Li

2014-01-01

Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use a principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.

Bayesian model calibration of computational models in velocimetry diagnosed dynamic compression experiments.

Energy Technology Data Exchange (ETDEWEB)

Brown, Justin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hund, Lauren [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2017-02-01

Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesian model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.

Bayesian inference for hybrid discrete-continuous stochastic kinetic models

International Nuclear Information System (INIS)

Sherlock, Chris; Golightly, Andrew; Gillespie, Colin S

2014-01-01

We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process (MJP), computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either ‘fast’ or ‘slow’ with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a MJP with time-dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model. (paper)

A Bayesian ensemble of sensitivity measures for severe accident modeling

Energy Technology Data Exchange (ETDEWEB)

Hoseyni, Seyed Mohsen [Department of Basic Sciences, East Tehran Branch, Islamic Azad University, Tehran (Iran, Islamic Republic of); Di Maio, Francesco, E-mail: francesco.dimaio@polimi.it [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Vagnoli, Matteo [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Zio, Enrico [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Chair on System Science and Energetic Challenge, Fondation EDF – Electricite de France Ecole Centrale, Paris, and Supelec, Paris (France); Pourgol-Mohammad, Mohammad [Department of Mechanical Engineering, Sahand University of Technology, Tabriz (Iran, Islamic Republic of)

2015-12-15

Highlights: • We propose a sensitivity analysis (SA) method based on a Bayesian updating scheme. • The Bayesian updating schemes adjourns an ensemble of sensitivity measures. • Bootstrap replicates of a severe accident code output are fed to the Bayesian scheme. • The MELCOR code simulates the fission products release of LOFT LP-FP-2 experiment. • Results are compared with those of traditional SA methods. - Abstract: In this work, a sensitivity analysis framework is presented to identify the relevant input variables of a severe accident code, based on an incremental Bayesian ensemble updating method. The proposed methodology entails: (i) the propagation of the uncertainty in the input variables through the severe accident code; (ii) the collection of bootstrap replicates of the input and output of limited number of simulations for building a set of finite mixture models (FMMs) for approximating the probability density function (pdf) of the severe accident code output of the replicates; (iii) for each FMM, the calculation of an ensemble of sensitivity measures (i.e., input saliency, Hellinger distance and Kullback–Leibler divergence) and the updating when a new piece of evidence arrives, by a Bayesian scheme, based on the Bradley–Terry model for ranking the most relevant input model variables. An application is given with respect to a limited number of simulations of a MELCOR severe accident model describing the fission products release in the LP-FP-2 experiment of the loss of fluid test (LOFT) facility, which is a scaled-down facility of a pressurized water reactor (PWR).

Maritime piracy situation modelling with dynamic Bayesian networks

CSIR Research Space (South Africa)

Dabrowski, James M

2015-05-01

Full Text Available A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a...

Development of a Regional Lidar-Derived Above-Ground Biomass Model with Bayesian Model Averaging for Use in Ponderosa Pine and Mixed Conifer Forests in Arizona and New Mexico, USA

Directory of Open Access Journals (Sweden)

Karis Tenneson

2018-03-01

Full Text Available Historical forest management practices in the southwestern US have left forests prone to high-severity, stand-replacement fires. Reducing the cost of forest-fire management and reintroducing fire to the landscape without negative impact depends on detailed knowledge of stand composition, in particular, above-ground biomass (AGB. Lidar-based modeling techniques provide opportunities to increase ability of managers to monitor AGB and other forest metrics at reduced cost. We developed a regional lidar-based statistical model to estimate AGB for Ponderosa pine and mixed conifer forest systems of the southwestern USA, using previously collected field data. Model selection was performed using Bayesian model averaging (BMA to reduce researcher bias, fully explore the model space, and avoid overfitting. The selected model includes measures of canopy height, canopy density, and height distribution. The model selected with BMA explains 71% of the variability in field-estimates of AGB, and the RMSE of the two independent validation data sets are 23.25 and 32.82 Mg/ha. The regional model is structured in accordance with previously described local models, and performs equivalently to these smaller scale models. We have demonstrated the effectiveness of lidar for developing cost-effective, robust regional AGB models for monitoring and planning adaptively at the landscape scale.

Hierarchical Bayesian Models of Subtask Learning

Science.gov (United States)

Anglim, Jeromy; Wynton, Sarah K. A.

2015-01-01

The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…

A Bayesian Network Based Adaptability Design of Product Structures for Function Evolution

Directory of Open Access Journals (Sweden)

Shaobo Li

2018-03-01

Full Text Available Structure adaptability design is critical for function evolution in product families, in which many structural and functional design factors are intertwined together with manufacturing cost, customer satisfaction, and final market sales. How to achieve a delicate balance among all of these factors to maximize the market performance of the product is too complicated to address based on traditional domain experts’ knowledge or some ad hoc heuristics. Here, we propose a quantitative product evolution design model that is based on Bayesian networks to model the dynamic relationship between customer needs and product structure design. In our model, all of the structural or functional features along with customer satisfaction, manufacturing cost, sale price, market sales, and indirect factors are modeled as random variables denoted as nodes in the Bayesian networks. The structure of the Bayesian model is then determined based on the historical data, which captures the dynamic sophisticated relationship of customer demands of a product, structural design, and market performance. Application of our approach to an electric toothbrush product family evolution design problem shows that our model allows for designers to interrogate with the model and obtain theoretical and decision support for dynamic product feature design process.

Bayesian analysis of heterogeneous treatment effects for patient-centered outcomes research.

Science.gov (United States)

Henderson, Nicholas C; Louis, Thomas A; Wang, Chenguang; Varadhan, Ravi

2016-01-01

Evaluation of heterogeneity of treatment effect (HTE) is an essential aspect of personalized medicine and patient-centered outcomes research. Our goal in this article is to promote the use of Bayesian methods for subgroup analysis and to lower the barriers to their implementation by describing the ways in which the companion software beanz can facilitate these types of analyses. To advance this goal, we describe several key Bayesian models for investigating HTE and outline the ways in which they are well-suited to address many of the commonly cited challenges in the study of HTE. Topics highlighted include shrinkage estimation, model choice, sensitivity analysis, and posterior predictive checking. A case study is presented in which we demonstrate the use of the methods discussed.

Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837

Science.gov (United States)

Levy, Roy

2014-01-01

Digital games offer an appealing environment for assessing student proficiencies, including skills and misconceptions in a diagnostic setting. This paper proposes a dynamic Bayesian network modeling approach for observations of student performance from an educational video game. A Bayesian approach to model construction, calibration, and use in…

Bayesian estimation of parameters in a regional hydrological model

Directory of Open Access Journals (Sweden)

K. Engeland

2002-01-01

Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting

DEFF Research Database (Denmark)

Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

2003-01-01

The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models such as the Gaus......The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models...... such as the Gaussian process and the relevance vector machine. We derive novel analytic expressions for the predictive mean and variance for Gaussian kernel shapes under the assumption of a Gaussian input distribution in the static case, and of a recursive Gaussian predictive density in iterative forecasting...

Bayesian networks modeling for thermal error of numerical control machine tools

Institute of Scientific and Technical Information of China (English)

Xin-hua YAO; Jian-zhong FU; Zi-chen CHEN

2008-01-01

The interaction between the heat source location,its intensity,thermal expansion coefficient,the machine system configuration and the running environment creates complex thermal behavior of a machine tool,and also makes thermal error prediction difficult.To address this issue,a novel prediction method for machine tool thermal error based on Bayesian networks (BNs) was presented.The method described causal relationships of factors inducing thermal deformation by graph theory and estimated the thermal error by Bayesian statistical techniques.Due to the effective combination of domain knowledge and sampled data,the BN method could adapt to the change of running state of machine,and obtain satisfactory prediction accuracy.Ex-periments on spindle thermal deformation were conducted to evaluate the modeling performance.Experimental results indicate that the BN method performs far better than the least squares(LS)analysis in terms of modeling estimation accuracy.

A BAYESIAN NONPARAMETRIC MIXTURE MODEL FOR SELECTING GENES AND GENE SUBNETWORKS.

Science.gov (United States)

Zhao, Yize; Kang, Jian; Yu, Tianwei

2014-06-01

It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to select genes or pathways strongly associated with a clinical/biological outcome. Alternatively, in this paper, we propose a nonparametric Bayesian model for gene selection incorporating network information. In addition to identifying genes that have a strong association with a clinical outcome, our model can select genes with particular expressional behavior, in which case the regression models are not directly applicable. We show that our proposed model is equivalent to an infinity mixture model for which we develop a posterior computation algorithm based on Markov chain Monte Carlo (MCMC) methods. We also propose two fast computing algorithms that approximate the posterior simulation with good accuracy but relatively low computational cost. We illustrate our methods on simulation studies and the analysis of Spellman yeast cell cycle microarray data.

Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin

2015-01-01

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued m......In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex...... error, and robustness in low and medium signal-to-noise ratio regimes....

Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

KAUST Repository

Liang, Faming

2013-06-01

This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.

A default Bayesian hypothesis test for ANOVA designs

NARCIS (Netherlands)

Wetzels, R.; Grasman, R.P.P.P.; Wagenmakers, E.J.

2012-01-01

This article presents a Bayesian hypothesis test for analysis of variance (ANOVA) designs. The test is an application of standard Bayesian methods for variable selection in regression models. We illustrate the effect of various g-priors on the ANOVA hypothesis test. The Bayesian test for ANOVA

Bayesian estimation of covariance matrices: Application to market risk management at EDF

International Nuclear Information System (INIS)

Jandrzejewski-Bouriga, M.

2012-01-01

In this thesis, we develop new methods of regularized covariance matrix estimation, under the Bayesian setting. The regularization methodology employed is first related to shrinkage. We investigate a new Bayesian modeling of covariance matrix, based on hierarchical inverse-Wishart distribution, and then derive different estimators under standard loss functions. Comparisons between shrunk and empirical estimators are performed in terms of frequentist performance under different losses. It allows us to highlight the critical importance of the definition of cost function and show the persistent effect of the shrinkage-type prior on inference. In a second time, we consider the problem of covariance matrix estimation in Gaussian graphical models. If the issue is well treated for the decomposable case, it is not the case if you also consider non-decomposable graphs. We then describe a Bayesian and operational methodology to carry out the estimation of covariance matrix of Gaussian graphical models, decomposable or not. This procedure is based on a new and objective method of graphical-model selection, combined with a constrained and regularized estimation of the covariance matrix of the model chosen. The procedures studied effectively manage missing data. These estimation techniques were applied to calculate the covariance matrices involved in the market risk management for portfolios of EDF (Electricity of France), in particular for problems of calculating Value-at-Risk or in Asset Liability Management. (author)

Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

Science.gov (United States)

Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara

2017-01-01

In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

Bayesian models of cognition revisited: Setting optimality aside and letting data drive psychological theory.

Science.gov (United States)

Tauber, Sean; Navarro, Daniel J; Perfors, Amy; Steyvers, Mark

2017-07-01

Recent debates in the psychological literature have raised questions about the assumptions that underpin Bayesian models of cognition and what inferences they license about human cognition. In this paper we revisit this topic, arguing that there are 2 qualitatively different ways in which a Bayesian model could be constructed. The most common approach uses a Bayesian model as a normative standard upon which to license a claim about optimality. In the alternative approach, a descriptive Bayesian model need not correspond to any claim that the underlying cognition is optimal or rational, and is used solely as a tool for instantiating a substantive psychological theory. We present 3 case studies in which these 2 perspectives lead to different computational models and license different conclusions about human cognition. We demonstrate how the descriptive Bayesian approach can be used to answer different sorts of questions than the optimal approach, especially when combined with principled tools for model evaluation and model selection. More generally we argue for the importance of making a clear distinction between the 2 perspectives. Considerable confusion results when descriptive models and optimal models are conflated, and if Bayesians are to avoid contributing to this confusion it is important to avoid making normative claims when none are intended. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Probabilistic safety assessment model in consideration of human factors based on object-oriented bayesian networks

International Nuclear Information System (INIS)

Zhou Zhongbao; Zhou Jinglun; Sun Quan

2007-01-01

Effect of Human factors on system safety is increasingly serious, which is often ignored in traditional probabilistic safety assessment methods however. A new probabilistic safety assessment model based on object-oriented Bayesian networks is proposed in this paper. Human factors are integrated into the existed event sequence diagrams. Then the classes of the object-oriented Bayesian networks are constructed which are converted to latent Bayesian networks for inference. Finally, the inference results are integrated into event sequence diagrams for probabilistic safety assessment. The new method is applied to the accident of loss of coolant in a nuclear power plant. the results show that the model is not only applicable to real-time situation assessment, but also applicable to situation assessment based certain amount of information. The modeling complexity is kept down and the new method is appropriate to large complex systems due to the thoughts of object-oriented. (authors)

Cost effectiveness of recycling: A systems model

Energy Technology Data Exchange (ETDEWEB)

Tonjes, David J., E-mail: david.tonjes@stonybrook.edu [Department of Technology and Society, College of Engineering and Applied Sciences, Stony Brook University, Stony Brook, NY 11794-3560 (United States); Waste Reduction and Management Institute, School of Marine and Atmospheric Sciences, Stony Brook University, Stony Brook, NY 11794-5000 (United States); Center for Bioenergy Research and Development, Advanced Energy Research and Technology Center, Stony Brook University, 1000 Innovation Rd., Stony Brook, NY 11794-6044 (United States); Mallikarjun, Sreekanth, E-mail: sreekanth.mallikarjun@stonybrook.edu [Department of Technology and Society, College of Engineering and Applied Sciences, Stony Brook University, Stony Brook, NY 11794-3560 (United States)

2013-11-15

Highlights: • Curbside collection of recyclables reduces overall system costs over a range of conditions. • When avoided costs for recyclables are large, even high collection costs are supported. • When avoided costs for recyclables are not great, there are reduced opportunities for savings. • For common waste compositions, maximizing curbside recyclables collection always saves money. - Abstract: Financial analytical models of waste management systems have often found that recycling costs exceed direct benefits, and in order to economically justify recycling activities, externalities such as household expenses or environmental impacts must be invoked. Certain more empirically based studies have also found that recycling is more expensive than disposal. Other work, both through models and surveys, have found differently. Here we present an empirical systems model, largely drawn from a suburban Long Island municipality. The model accounts for changes in distribution of effort as recycling tonnages displace disposal tonnages, and the seven different cases examined all show that curbside collection programs that manage up to between 31% and 37% of the waste stream should result in overall system savings. These savings accrue partially because of assumed cost differences in tip fees for recyclables and disposed wastes, and also because recycling can result in a more efficient, cost-effective collection program. These results imply that increases in recycling are justifiable due to cost-savings alone, not on more difficult to measure factors that may not impact program budgets.

Bayesian Dimensionality Assessment for the Multidimensional Nominal Response Model

Directory of Open Access Journals (Sweden)

Javier Revuelta

2017-06-01

Full Text Available This article introduces Bayesian estimation and evaluation procedures for the multidimensional nominal response model. The utility of this model is to perform a nominal factor analysis of items that consist of a finite number of unordered response categories. The key aspect of the model, in comparison with traditional factorial model, is that there is a slope for each response category on the latent dimensions, instead of having slopes associated to the items. The extended parameterization of the multidimensional nominal response model requires large samples for estimation. When sample size is of a moderate or small size, some of these parameters may be weakly empirically identifiable and the estimation algorithm may run into difficulties. We propose a Bayesian MCMC inferential algorithm to estimate the parameters and the number of dimensions underlying the multidimensional nominal response model. Two Bayesian approaches to model evaluation were compared: discrepancy statistics (DIC, WAICC, and LOO that provide an indication of the relative merit of different models, and the standardized generalized discrepancy measure that requires resampling data and is computationally more involved. A simulation study was conducted to compare these two approaches, and the results show that the standardized generalized discrepancy measure can be used to reliably estimate the dimensionality of the model whereas the discrepancy statistics are questionable. The paper also includes an example with real data in the context of learning styles, in which the model is used to conduct an exploratory factor analysis of nominal data.

Comparing the relative cost-effectiveness of diagnostic studies: a new model

International Nuclear Information System (INIS)

Patton, D.D.; Woolfenden, J.M.; Wellish, K.L.

1986-01-01

We have developed a model to compare the relative cost-effectiveness of two or more diagnostic tests. The model defines a cost-effectiveness ratio (CER) for a diagnostic test as the ratio of effective cost to base cost, only dollar costs considered. Effective cost includes base cost, cost of dealing with expected side effects, and wastage due to imperfect test performance. Test performance is measured by diagnostic utility (DU), a measure of test outcomes incorporating the decision-analytic variables sensitivity, specificity, equivocal fraction, disease probability, and outcome utility. Each of these factors affecting DU, and hence CER, is a local, not universal, value; these local values strongly affect CER, which in effect becomes a property of the local medical setting. When DU = +1 and there are no adverse effects, CER = 1 and the patient benefits from the test dollar for dollar. When there are adverse effects effective cost exceeds base cost, and for an imperfect test DU 1. As DU approaches 0 (worthless test), CER approaches infinity (no effectiveness at any cost). If DU is negative, indicating that doing the test at all would be detrimental, CER also becomes negative. We conclude that the CER model is a useful preliminary method for ranking the relative cost-effectiveness of diagnostic tests, and that the comparisons would best be done using local values; different groups might well arrive at different rankings. (Author)

Bayesian artificial intelligence

CERN Document Server

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

Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants

KAUST Repository

Jin, Ick Hoon

2014-03-01

Statistical inference for the models with intractable normalizing constants has attracted much attention. During the past two decades, various approximation- or simulation-based methods have been proposed for the problem, such as the Monte Carlo maximum likelihood method and the auxiliary variable Markov chain Monte Carlo methods. The Bayesian stochastic approximation Monte Carlo algorithm specifically addresses this problem: It works by sampling from a sequence of approximate distributions with their average converging to the target posterior distribution, where the approximate distributions can be achieved using the stochastic approximation Monte Carlo algorithm. A strong law of large numbers is established for the Bayesian stochastic approximation Monte Carlo estimator under mild conditions. Compared to the Monte Carlo maximum likelihood method, the Bayesian stochastic approximation Monte Carlo algorithm is more robust to the initial guess of model parameters. Compared to the auxiliary variable MCMC methods, the Bayesian stochastic approximation Monte Carlo algorithm avoids the requirement for perfect samples, and thus can be applied to many models for which perfect sampling is not available or very expensive. The Bayesian stochastic approximation Monte Carlo algorithm also provides a general framework for approximate Bayesian analysis. © 2012 Elsevier B.V. All rights reserved.

Assessing Local Model Adequacy in Bayesian Hierarchical Models Using the Partitioned Deviance Information Criterion

Science.gov (United States)

Wheeler, David C.; Hickson, DeMarc A.; Waller, Lance A.

2010-01-01

Many diagnostic tools and goodness-of-fit measures, such as the Akaike information criterion (AIC) and the Bayesian deviance information criterion (DIC), are available to evaluate the overall adequacy of linear regression models. In addition, visually assessing adequacy in models has become an essential part of any regression analysis. In this paper, we focus on a spatial consideration of the local DIC measure for model selection and goodness-of-fit evaluation. We use a partitioning of the DIC into the local DIC, leverage, and deviance residuals to assess local model fit and influence for both individual observations and groups of observations in a Bayesian framework. We use visualization of the local DIC and differences in local DIC between models to assist in model selection and to visualize the global and local impacts of adding covariates or model parameters. We demonstrate the utility of the local DIC in assessing model adequacy using HIV prevalence data from pregnant women in the Butare province of Rwanda during 1989-1993 using a range of linear model specifications, from global effects only to spatially varying coefficient models, and a set of covariates related to sexual behavior. Results of applying the diagnostic visualization approach include more refined model selection and greater understanding of the models as applied to the data. PMID:21243121

Bayesian geostatistical modeling of leishmaniasis incidence in Brazil.

Directory of Open Access Journals (Sweden)

Dimitrios-Alexios Karagiannis-Voules

Full Text Available BACKGROUND: Leishmaniasis is endemic in 98 countries with an estimated 350 million people at risk and approximately 2 million cases annually. Brazil is one of the most severely affected countries. METHODOLOGY: We applied Bayesian geostatistical negative binomial models to analyze reported incidence data of cutaneous and visceral leishmaniasis in Brazil covering a 10-year period (2001-2010. Particular emphasis was placed on spatial and temporal patterns. The models were fitted using integrated nested Laplace approximations to perform fast approximate Bayesian inference. Bayesian variable selection was employed to determine the most important climatic, environmental, and socioeconomic predictors of cutaneous and visceral leishmaniasis. PRINCIPAL FINDINGS: For both types of leishmaniasis, precipitation and socioeconomic proxies were identified as important risk factors. The predicted number of cases in 2010 were 30,189 (standard deviation [SD]: 7,676 for cutaneous leishmaniasis and 4,889 (SD: 288 for visceral leishmaniasis. Our risk maps predicted the highest numbers of infected people in the states of Minas Gerais and Pará for visceral and cutaneous leishmaniasis, respectively. CONCLUSIONS/SIGNIFICANCE: Our spatially explicit, high-resolution incidence maps identified priority areas where leishmaniasis control efforts should be targeted with the ultimate goal to reduce disease incidence.

Cost and cost-effectiveness of tuberculosis treatment shortening: a model-based analysis.

Science.gov (United States)

Gomez, G B; Dowdy, D W; Bastos, M L; Zwerling, A; Sweeney, S; Foster, N; Trajman, A; Islam, M A; Kapiga, S; Sinanovic, E; Knight, G M; White, R G; Wells, W A; Cobelens, F G; Vassall, A

2016-12-01

Despite improvements in treatment success rates for tuberculosis (TB), current six-month regimen duration remains a challenge for many National TB Programmes, health systems, and patients. There is increasing investment in the development of shortened regimens with a number of candidates in phase 3 trials. We developed an individual-based decision analytic model to assess the cost-effectiveness of a hypothetical four-month regimen for first-line treatment of TB, assuming non-inferiority to current regimens of six-month duration. The model was populated using extensive, empirically-collected data to estimate the economic impact on both health systems and patients of regimen shortening for first-line TB treatment in South Africa, Brazil, Bangladesh, and Tanzania. We explicitly considered 'real world' constraints such as sub-optimal guideline adherence. From a societal perspective, a shortened regimen, priced at USD1 per day, could be a cost-saving option in South Africa, Brazil, and Tanzania, but would not be cost-effective in Bangladesh when compared to one gross domestic product (GDP) per capita. Incorporating 'real world' constraints reduces cost-effectiveness. Patient-incurred costs could be reduced in all settings. From a health service perspective, increased drug costs need to be balanced against decreased delivery costs. The new regimen would remain a cost-effective option, when compared to each countries' GDP per capita, even if new drugs cost up to USD7.5 and USD53.8 per day in South Africa and Brazil; this threshold was above USD1 in Tanzania and under USD1 in Bangladesh. Reducing the duration of first-line TB treatment has the potential for substantial economic gains from a patient perspective. The potential economic gains for health services may also be important, but will be context-specific and dependent on the appropriate pricing of any new regimen.

Bayesian inference for partially identified models exploring the limits of limited data

CERN Document Server

Gustafson, Paul

2015-01-01

Introduction Identification What Is against Us? What Is for Us? Some Simple Examples of Partially Identified ModelsThe Road Ahead The Structure of Inference in Partially Identified Models Bayesian Inference The Structure of Posterior Distributions in PIMs Computational Strategies Strength of Bayesian Updating, Revisited Posterior MomentsCredible Intervals Evaluating the Worth of Inference Partial Identification versus Model Misspecification The Siren Call of Identification Comp

Bayesian Model Selection under Time Constraints

Science.gov (United States)

Hoege, M.; Nowak, W.; Illman, W. A.

2017-12-01

Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.

Bayesian inference for two-part mixed-effects model using skew distributions, with application to longitudinal semicontinuous alcohol data.

Science.gov (United States)

Xing, Dongyuan; Huang, Yangxin; Chen, Henian; Zhu, Yiliang; Dagne, Getachew A; Baldwin, Julie

2017-08-01

Semicontinuous data featured with an excessive proportion of zeros and right-skewed continuous positive values arise frequently in practice. One example would be the substance abuse/dependence symptoms data for which a substantial proportion of subjects investigated may report zero. Two-part mixed-effects models have been developed to analyze repeated measures of semicontinuous data from longitudinal studies. In this paper, we propose a flexible two-part mixed-effects model with skew distributions for correlated semicontinuous alcohol data under the framework of a Bayesian approach. The proposed model specification consists of two mixed-effects models linked by the correlated random effects: (i) a model on the occurrence of positive values using a generalized logistic mixed-effects model (Part I); and (ii) a model on the intensity of positive values using a linear mixed-effects model where the model errors follow skew distributions including skew- t and skew-normal distributions (Part II). The proposed method is illustrated with an alcohol abuse/dependence symptoms data from a longitudinal observational study, and the analytic results are reported by comparing potential models under different random-effects structures. Simulation studies are conducted to assess the performance of the proposed models and method.

Competing risk models in reliability systems, a Weibull distribution model with Bayesian analysis approach

International Nuclear Information System (INIS)

Iskandar, Ismed; Gondokaryono, Yudi Satria

2016-01-01

In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

Since the publication of the first edition, many new Bayesian tools and methods have been developed for space-time data analysis, the predictive modeling of health outcomes, and other spatial biostatistical areas...

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann G.; Zander, Elmar

2015-01-01

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander

2015-01-07

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.

Bayesian Inference for Functional Dynamics Exploring in fMRI Data

Directory of Open Access Journals (Sweden)

Xuan Guo

2016-01-01

Full Text Available This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM, Bayesian Connectivity Change Point Model (BCCPM, and Dynamic Bayesian Variable Partition Model (DBVPM, and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.

Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model

KAUST Repository

Mondal, Anirban

2014-07-03

We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a random field (spatial or temporal). The Bayesian approach contains a natural mechanism for regularization in the form of prior information, can incorporate information from heterogeneous sources and provide a quantitative assessment of uncertainty in the inverse solution. The Bayesian setting casts the inverse solution as a posterior probability distribution over the model parameters. The Karhunen-Loeve expansion is used for dimension reduction of the random field. Furthermore, we use a hierarchical Bayes model to inject multiscale data in the modeling framework. In this Bayesian framework, we show that this inverse problem is well-posed by proving that the posterior measure is Lipschitz continuous with respect to the data in total variation norm. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of MCMC) and are compounded by high dimensionality of the posterior. We develop two-stage reversible jump MCMC that has the ability to screen the bad proposals in the first inexpensive stage. Numerical results are presented by analyzing simulated as well as real data from hydrocarbon reservoir. This article has supplementary material available online. © 2014 American Statistical Association and the American Society for Quality.

Characterizing economic trends by Bayesian stochastic model specification search

DEFF Research Database (Denmark)

Grassi, Stefano; Proietti, Tommaso

We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. In particular, we focus on autoregressive models with possibly time-varying intercept and slope and decide on ...

Improving the quality of pressure ulcer care with prevention: a cost-effectiveness analysis.

Science.gov (United States)

Padula, William V; Mishra, Manish K; Makic, Mary Beth F; Sullivan, Patrick W

2011-04-01

In October 2008, Centers for Medicare and Medicaid Services discontinued reimbursement for hospital-acquired pressure ulcers (HAPUs), thus placing stress on hospitals to prevent incidence of this costly condition. To evaluate whether prevention methods are cost-effective compared with standard care in the management of HAPUs. A semi-Markov model simulated the admission of patients to an acute care hospital from the time of admission through 1 year using the societal perspective. The model simulated health states that could potentially lead to an HAPU through either the practice of "prevention" or "standard care." Univariate sensitivity analyses, threshold analyses, and Bayesian multivariate probabilistic sensitivity analysis using 10,000 Monte Carlo simulations were conducted. Cost per quality-adjusted life-years (QALYs) gained for the prevention of HAPUs. Prevention was cost saving and resulted in greater expected effectiveness compared with the standard care approach per hospitalization. The expected cost of prevention was $7276.35, and the expected effectiveness was 11.241 QALYs. The expected cost for standard care was $10,053.95, and the expected effectiveness was 9.342 QALYs. The multivariate probabilistic sensitivity analysis showed that prevention resulted in cost savings in 99.99% of the simulations. The threshold cost of prevention was $821.53 per day per person, whereas the cost of prevention was estimated to be $54.66 per day per person. This study suggests that it is more cost effective to pay for prevention of HAPUs compared with standard care. Continuous preventive care of HAPUs in acutely ill patients could potentially reduce incidence and prevalence, as well as lead to lower expenditures.

How robust are the estimated effects of air pollution on health? Accounting for model uncertainty using Bayesian model averaging.

Science.gov (United States)

Pannullo, Francesca; Lee, Duncan; Waclawski, Eugene; Leyland, Alastair H

2016-08-01

The long-term impact of air pollution on human health can be estimated from small-area ecological studies in which the health outcome is regressed against air pollution concentrations and other covariates, such as socio-economic deprivation. Socio-economic deprivation is multi-factorial and difficult to measure, and includes aspects of income, education, and housing as well as others. However, these variables are potentially highly correlated, meaning one can either create an overall deprivation index, or use the individual characteristics, which can result in a variety of pollution-health effects. Other aspects of model choice may affect the pollution-health estimate, such as the estimation of pollution, and spatial autocorrelation model. Therefore, we propose a Bayesian model averaging approach to combine the results from multiple statistical models to produce a more robust representation of the overall pollution-health effect. We investigate the relationship between nitrogen dioxide concentrations and cardio-respiratory mortality in West Central Scotland between 2006 and 2012. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Bayesian inference of chemical kinetic models from proposed reactions

KAUST Repository

Galagali, Nikhil; Marzouk, Youssef M.

2015-01-01

© 2014 Elsevier Ltd. Bayesian inference provides a natural framework for combining experimental data with prior knowledge to develop chemical kinetic models and quantify the associated uncertainties, not only in parameter values but also in model

Introduction of a methodology for visualization and graphical interpretation of Bayesian classification models.

Science.gov (United States)

Balfer, Jenny; Bajorath, Jürgen

2014-09-22

Supervised machine learning models are widely used in chemoinformatics, especially for the prediction of new active compounds or targets of known actives. Bayesian classification methods are among the most popular machine learning approaches for the prediction of activity from chemical structure. Much work has focused on predicting structure-activity relationships (SARs) on the basis of experimental training data. By contrast, only a few efforts have thus far been made to rationalize the performance of Bayesian or other supervised machine learning models and better understand why they might succeed or fail. In this study, we introduce an intuitive approach for the visualization and graphical interpretation of naïve Bayesian classification models. Parameters derived during supervised learning are visualized and interactively analyzed to gain insights into model performance and identify features that determine predictions. The methodology is introduced in detail and applied to assess Bayesian modeling efforts and predictions on compound data sets of varying structural complexity. Different classification models and features determining their performance are characterized in detail. A prototypic implementation of the approach is provided.

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

International Nuclear Information System (INIS)

Wang, Li; Gac, Nicolas; Mohammad-Djafari, Ali

2015-01-01

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 512 3 to 8192 3 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 H t (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

Bayesian Dose-Response Modeling in Sparse Data

Science.gov (United States)

Kim, Steven B.

This book discusses Bayesian dose-response modeling in small samples applied to two different settings. The first setting is early phase clinical trials, and the second setting is toxicology studies in cancer risk assessment. In early phase clinical trials, experimental units are humans who are actual patients. Prior to a clinical trial, opinions from multiple subject area experts are generally more informative than the opinion of a single expert, but we may face a dilemma when they have disagreeing prior opinions. In this regard, we consider compromising the disagreement and compare two different approaches for making a decision. In addition to combining multiple opinions, we also address balancing two levels of ethics in early phase clinical trials. The first level is individual-level ethics which reflects the perspective of trial participants. The second level is population-level ethics which reflects the perspective of future patients. We extensively compare two existing statistical methods which focus on each perspective and propose a new method which balances the two conflicting perspectives. In toxicology studies, experimental units are living animals. Here we focus on a potential non-monotonic dose-response relationship which is known as hormesis. Briefly, hormesis is a phenomenon which can be characterized by a beneficial effect at low doses and a harmful effect at high doses. In cancer risk assessments, the estimation of a parameter, which is known as a benchmark dose, can be highly sensitive to a class of assumptions, monotonicity or hormesis. In this regard, we propose a robust approach which considers both monotonicity and hormesis as a possibility. In addition, We discuss statistical hypothesis testing for hormesis and consider various experimental designs for detecting hormesis based on Bayesian decision theory. Past experiments have not been optimally designed for testing for hormesis, and some Bayesian optimal designs may not be optimal under a

A Layered Decision Model for Cost-Effective System Security

Energy Technology Data Exchange (ETDEWEB)

Wei, Huaqiang; Alves-Foss, James; Soule, Terry; Pforsich, Hugh; Zhang, Du; Frincke, Deborah A.

2008-10-01

System security involves decisions in at least three areas: identification of well-defined security policies, selection of cost-effective defence strategies, and implementation of real-time defence tactics. Although choices made in each of these areas affect the others, existing decision models typically handle these three decision areas in isolation. There is no comprehensive tool that can integrate them to provide a single efficient model for safeguarding a network. In addition, there is no clear way to determine which particular combinations of defence decisions result in cost-effective solutions. To address these problems, this paper introduces a Layered Decision Model (LDM) for use in deciding how to address defence decisions based on their cost-effectiveness. To validate the LDM and illustrate how it is used, we used simulation to test model rationality and applied the LDM to the design of system security for an e-commercial business case.

Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA

KAUST Repository

Ferkingstad, Egil

2017-10-16

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (http://r-inla.org).

A Bayesian Markov geostatistical model for estimation of hydrogeological properties

International Nuclear Information System (INIS)

Rosen, L.; Gustafson, G.

1996-01-01

A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden

Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees.

Science.gov (United States)

Yang, Ziheng; Zhu, Tianqi

2018-02-20

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.

Bayesian inference model for fatigue life of laminated composites

DEFF Research Database (Denmark)

Dimitrov, Nikolay Krasimirov; Kiureghian, Armen Der; Berggreen, Christian

2016-01-01

A probabilistic model for estimating the fatigue life of laminated composite plates is developed. The model is based on lamina-level input data, making it possible to predict fatigue properties for a wide range of laminate configurations. Model parameters are estimated by Bayesian inference. The ...

DPpackage: Bayesian Semi- and Nonparametric Modeling in R

Directory of Open Access Journals (Sweden)

Alejandro Jara

2011-04-01

Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

A Cost-Effectiveness Analysis Model for Evaluating and Planning Secondary Vocational Programs

Science.gov (United States)

Kim, Jin Eun

1977-01-01

This paper conceptualizes a cost-effectiveness analysis and describes a cost-effectiveness analysis model for secondary vocational programs. It generates three kinds of cost-effectiveness measures: program effectiveness, cost efficiency, and cost-effectiveness and/or performance ratio. (Author)

Impact of censoring on learning Bayesian networks in survival modelling.

Science.gov (United States)

Stajduhar, Ivan; Dalbelo-Basić, Bojana; Bogunović, Nikola

2009-11-01

Bayesian networks are commonly used for presenting uncertainty and covariate interactions in an easily interpretable way. Because of their efficient inference and ability to represent causal relationships, they are an excellent choice for medical decision support systems in diagnosis, treatment, and prognosis. Although good procedures for learning Bayesian networks from data have been defined, their performance in learning from censored survival data has not been widely studied. In this paper, we explore how to use these procedures to learn about possible interactions between prognostic factors and their influence on the variate of interest. We study how censoring affects the probability of learning correct Bayesian network structures. Additionally, we analyse the potential usefulness of the learnt models for predicting the time-independent probability of an event of interest. We analysed the influence of censoring with a simulation on synthetic data sampled from randomly generated Bayesian networks. We used two well-known methods for learning Bayesian networks from data: a constraint-based method and a score-based method. We compared the performance of each method under different levels of censoring to those of the naive Bayes classifier and the proportional hazards model. We did additional experiments on several datasets from real-world medical domains. The machine-learning methods treated censored cases in the data as event-free. We report and compare results for several commonly used model evaluation metrics. On average, the proportional hazards method outperformed other methods in most censoring setups. As part of the simulation study, we also analysed structural similarities of the learnt networks. Heavy censoring, as opposed to no censoring, produces up to a 5% surplus and up to 10% missing total arcs. It also produces up to 50% missing arcs that should originally be connected to the variate of interest. Presented methods for learning Bayesian networks from

PARALLEL ADAPTIVE MULTILEVEL SAMPLING ALGORITHMS FOR THE BAYESIAN ANALYSIS OF MATHEMATICAL MODELS

KAUST Repository

Prudencio, Ernesto; Cheung, Sai Hung

2012-01-01

In recent years, Bayesian model updating techniques based on measured data have been applied to many engineering and applied science problems. At the same time, parallel computational platforms are becoming increasingly more powerful and are being used more frequently by the engineering and scientific communities. Bayesian techniques usually require the evaluation of multi-dimensional integrals related to the posterior probability density function (PDF) of uncertain model parameters. The fact that such integrals cannot be computed analytically motivates the research of stochastic simulation methods for sampling posterior PDFs. One such algorithm is the adaptive multilevel stochastic simulation algorithm (AMSSA). In this paper we discuss the parallelization of AMSSA, formulating the necessary load balancing step as a binary integer programming problem. We present a variety of results showing the effectiveness of load balancing on the overall performance of AMSSA in a parallel computational environment.

Bayesian state space models for dynamic genetic network construction across multiple tissues.

Science.gov (United States)

Liang, Yulan; Kelemen, Arpad

2016-08-01

Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

Bayesian model selection validates a biokinetic model for zirconium processing in humans

Science.gov (United States)

2012-01-01

Background In radiation protection, biokinetic models for zirconium processing are of crucial importance in dose estimation and further risk analysis for humans exposed to this radioactive substance. They provide limiting values of detrimental effects and build the basis for applications in internal dosimetry, the prediction for radioactive zirconium retention in various organs as well as retrospective dosimetry. Multi-compartmental models are the tool of choice for simulating the processing of zirconium. Although easily interpretable, determining the exact compartment structure and interaction mechanisms is generally daunting. In the context of observing the dynamics of multiple compartments, Bayesian methods provide efficient tools for model inference and selection. Results We are the first to apply a Markov chain Monte Carlo approach to compute Bayes factors for the evaluation of two competing models for zirconium processing in the human body after ingestion. Based on in vivo measurements of human plasma and urine levels we were able to show that a recently published model is superior to the standard model of the International Commission on Radiological Protection. The Bayes factors were estimated by means of the numerically stable thermodynamic integration in combination with a recently developed copula-based Metropolis-Hastings sampler. Conclusions In contrast to the standard model the novel model predicts lower accretion of zirconium in bones. This results in lower levels of noxious doses for exposed individuals. Moreover, the Bayesian approach allows for retrospective dose assessment, including credible intervals for the initially ingested zirconium, in a significantly more reliable fashion than previously possible. All methods presented here are readily applicable to many modeling tasks in systems biology. PMID:22863152

Modelling the cost effectiveness of antidepressant treatment in primary care.

Science.gov (United States)

Revicki, D A; Brown, R E; Palmer, W; Bakish, D; Rosser, W W; Anton, S F; Feeny, D

1995-12-01

The aim of this study was to estimate the cost effectiveness of nefazodone compared with imipramine or fluoxetine in treating women with major depressive disorder. Clinical decision analysis and a Markov state-transition model were used to estimate the lifetime health outcomes and medical costs of 3 antidepressant treatments. The model, which represents ideal primary care practice, compares treatment with nefazodone to treatment with either imipramine or fluoxetine. The economic analysis was based on the healthcare system of the Canadian province of Ontario, and considered only direct medical costs. Health outcomes were expressed as quality-adjusted life years (QALYs) and costs were in 1993 Canadian dollars ($Can; $Can1 = $US0.75, September 1995). Incremental cost-utility ratios were calculated comparing the relative lifetime discounted medical costs and QALYs associated with nefazodone with those of imipramine or fluoxetine. Data for constructing the model and estimating necessary parameters were derived from the medical literature, clinical trial data, and physician judgement. Data included information on: Ontario primary care physicians' clinical management of major depression; medical resource use and costs; probabilities of recurrence of depression; suicide rates; compliance rates; and health utilities. Estimates of utilities for depression-related hypothetical health states were obtained from patients with major depression (n = 70). Medical costs and QALYs were discounted to present value using a 5% rate. Sensitivity analyses tested the assumptions of the model by varying the discount rate, depression recurrence rates, compliance rates, and the duration of the model. The base case analysis found that nefazodone treatment costs $Can1447 less per patient than imipramine treatment (discounted lifetime medical costs were $Can50,664 vs $Can52,111) and increases the number of QALYs by 0.72 (13.90 vs 13.18). Nefazodone treatment costs $Can14 less than fluoxetine

Effectiveness and cost-effectiveness of antidepressants in primary care: a multiple treatment comparison meta-analysis and cost-effectiveness model.

Directory of Open Access Journals (Sweden)

Joakim Ramsberg

Full Text Available OBJECTIVE: To determine effectiveness and cost-effectiveness over a one-year time horizon of pharmacological first line treatment in primary care for patients with moderate to severe depression. DESIGN: A multiple treatment comparison meta-analysis was employed to determine the relative efficacy in terms of remission of 10 antidepressants (citalopram, duloxetine escitalopram, fluoxetine, fluvoxamine mirtazapine, paroxetine, reboxetine, sertraline and venlafaxine. The estimated remission rates were then applied in a decision-analytic model in order to estimate costs and quality of life with different treatments at one year. DATA SOURCES: Meta-analyses of remission rates from randomised controlled trials, and cost and quality-of-life data from published sources. RESULTS: The most favourable pharmacological treatment in terms of remission was escitalopram with an 8- to 12-week probability of remission of 0.47. Despite a high acquisition cost, this clinical effectiveness translated into escitalopram being both more effective and having a lower total cost than all other comparators from a societal perspective. From a healthcare perspective, the cost per QALY of escitalopram was €3732 compared with venlafaxine. CONCLUSION: Of the investigated antidepressants, escitalopram has the highest probability of remission and is the most effective and cost-effective pharmacological treatment in a primary care setting, when evaluated over a one year time-horizon. Small differences in remission rates may be important when assessing costs and cost-effectiveness of antidepressants.

Incorporating Parameter Uncertainty in Bayesian Segmentation Models: Application to Hippocampal Subfield Volumetry

DEFF Research Database (Denmark)

Iglesias, J. E.; Sabuncu, M. R.; Van Leemput, Koen

2012-01-01

Many successful segmentation algorithms are based on Bayesian models in which prior anatomical knowledge is combined with the available image information. However, these methods typically have many free parameters that are estimated to obtain point estimates only, whereas a faithful Bayesian anal...

Oil Shocks through International Transport Costs: Evidence from U.S. Business Cycles

OpenAIRE

Hakan Yilmazkuday

2011-01-01

The effects of oil shocks on output volatility through international transport costs are investigated in an open-economy DSGE model. Two versions of the model, with and without international transport costs, are structurally estimated for the U.S. economy by a Bayesian approach for moving windows of ten years. For model selection, the posterior odds ratios of the two versions are compared for each ten-year window. The version with international transport costs is selected during periods of hi...

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging

NARCIS (Netherlands)

R.W. Strachan (Rodney); H.K. van Dijk (Herman)

2012-01-01

textabstractThe empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is valuated using Bayesian model averaging over vector autoregressions. The model features include equilibria, restrictions on long-run responses, a structural break of unknown

Hierarchical Bayesian modeling of the space - time diffusion patterns of cholera epidemic in Kumasi, Ghana

NARCIS (Netherlands)

Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.

2011-01-01

This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint

A Bayesian Approach to Functional Mixed Effect Modeling for Longitudinal Data with Binomial Outcomes

Science.gov (United States)

Kliethermes, Stephanie; Oleson, Jacob

2014-01-01

Longitudinal growth patterns are routinely seen in medical studies where individual and population growth is followed over a period of time. Many current methods for modeling growth presuppose a parametric relationship between the outcome and time (e.g., linear, quadratic); however, these relationships may not accurately capture growth over time. Functional mixed effects (FME) models provide flexibility in handling longitudinal data with nonparametric temporal trends. Although FME methods are well-developed for continuous, normally distributed outcome measures, nonparametric methods for handling categorical outcomes are limited. We consider the situation with binomially distributed longitudinal outcomes. Although percent correct data can be modeled assuming normality, estimates outside the parameter space are possible and thus estimated curves can be unrealistic. We propose a binomial FME model using Bayesian methodology to account for growth curves with binomial (percentage) outcomes. The usefulness of our methods is demonstrated using a longitudinal study of speech perception outcomes from cochlear implant users where we successfully model both the population and individual growth trajectories. Simulation studies also advocate the usefulness of the binomial model particularly when outcomes occur near the boundary of the probability parameter space and in situations with a small number of trials. PMID:24723495

Predicting coastal cliff erosion using a Bayesian probabilistic model

Science.gov (United States)

Hapke, Cheryl J.; Plant, Nathaniel G.

2010-01-01

Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.

Bayesian Estimation of the Logistic Positive Exponent IRT Model

Science.gov (United States)

Bolfarine, Heleno; Bazan, Jorge Luis

2010-01-01

A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…

Bayesian Networks as a Decision Tool for O&M of Offshore Wind Turbines

DEFF Research Database (Denmark)

Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

2010-01-01

Costs to operation and maintenance (O&M) of offshore wind turbines are large. This paper presents how influence diagrams can be used to assist in rational decision making for O&M. An influence diagram is a graphical representation of a decision tree based on Bayesian Networks. Bayesian Networks...... offer efficient Bayesian updating of a damage model when imperfect information from inspections/monitoring is available. The extension to an influence diagram offers the calculation of expected utilities for decision alternatives, and can be used to find the optimal strategy among different alternatives...

Combination of Bayesian Network and Overlay Model in User Modeling

Directory of Open Access Journals (Sweden)

Loc Nguyen

2009-12-01

Full Text Available The core of adaptive system is user model containing personal information such as knowledge, learning styles, goals… which is requisite for learning personalized process. There are many modeling approaches, for example: stereotype, overlay, plan recognition… but they don’t bring out the solid method for reasoning from user model. This paper introduces the statistical method that combines Bayesian network and overlay modeling so that it is able to infer user’s knowledge from evidences collected during user’s learning process.

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

International Nuclear Information System (INIS)

Cai, Caifang

2013-01-01

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

Motion Learning Based on Bayesian Program Learning

Directory of Open Access Journals (Sweden)

Cheng Meng-Zhen

2017-01-01

Full Text Available The concept of virtual human has been highly anticipated since the 1980s. By using computer technology, Human motion simulation could generate authentic visual effect, which could cheat human eyes visually. Bayesian Program Learning train one or few motion data, generate new motion data by decomposing and combining. And the generated motion will be more realistic and natural than the traditional one.In this paper, Motion learning based on Bayesian program learning allows us to quickly generate new motion data, reduce workload, improve work efficiency, reduce the cost of motion capture, and improve the reusability of data.

Bayesian Model on Fatigue Crack Growth Rate of Type 304 Stainless Steel

Energy Technology Data Exchange (ETDEWEB)

Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon [Nuclear Materials Laboratory, Seoul National University, Seoul (Korea, Republic of)

2015-10-15

The fatigue crack growth rate curve is typically estimated by deterministic methods in accordance with the ASME Boiler and Pressure Vessel Code Sec. XI. The reliability of nuclear materials must also consider the environmental effect. This can be overcome by probabilistic methods that estimate the degradation of materials. In this study, fatigue tests were carried out on Type 304 stainless steel (STS 304) to obtain a fatigue crack growth rate curve and Paris' law constants. Tests were conducted on a constant load and a constant delta K, respectively. The unknown constants of Paris' law were updated probabilistically by Bayesian inference and the method can be used for the probabilistic structural integrity assessment of other nuclear materials. In this paper, Paris' law constants including C and m for Type 304 stainless steel were determined by probabilistic approach with Bayesian Inference. The Bayesian update process is limited in accuracy, because this method should assume initial data distribution. If we select an appropriate distribution, this updating method is powerful enough to get data results considering the environment and materials. Until now, remaining lives of NPPs are estimated by deterministic methods using a priori model to finally assess structural integrity. Bayesian approach can utilize in-service inspection data derived from aged properties.

Bayesian Model on Fatigue Crack Growth Rate of Type 304 Stainless Steel

International Nuclear Information System (INIS)

Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon

2015-01-01

The fatigue crack growth rate curve is typically estimated by deterministic methods in accordance with the ASME Boiler and Pressure Vessel Code Sec. XI. The reliability of nuclear materials must also consider the environmental effect. This can be overcome by probabilistic methods that estimate the degradation of materials. In this study, fatigue tests were carried out on Type 304 stainless steel (STS 304) to obtain a fatigue crack growth rate curve and Paris' law constants. Tests were conducted on a constant load and a constant delta K, respectively. The unknown constants of Paris' law were updated probabilistically by Bayesian inference and the method can be used for the probabilistic structural integrity assessment of other nuclear materials. In this paper, Paris' law constants including C and m for Type 304 stainless steel were determined by probabilistic approach with Bayesian Inference. The Bayesian update process is limited in accuracy, because this method should assume initial data distribution. If we select an appropriate distribution, this updating method is powerful enough to get data results considering the environment and materials. Until now, remaining lives of NPPs are estimated by deterministic methods using a priori model to finally assess structural integrity. Bayesian approach can utilize in-service inspection data derived from aged properties

Bayesian Option Pricing using Mixed Normal Heteroskedasticity Models

DEFF Research Database (Denmark)

Rombouts, Jeroen; Stentoft, Lars

2014-01-01

Option pricing using mixed normal heteroscedasticity models is considered. It is explained how to perform inference and price options in a Bayesian framework. The approach allows to easily compute risk neutral predictive price densities which take into account parameter uncertainty....... In an application to the S&P 500 index, classical and Bayesian inference is performed on the mixture model using the available return data. Comparing the ML estimates and posterior moments small differences are found. When pricing a rich sample of options on the index, both methods yield similar pricing errors...... measured in dollar and implied standard deviation losses, and it turns out that the impact of parameter uncertainty is minor. Therefore, when it comes to option pricing where large amounts of data are available, the choice of the inference method is unimportant. The results are robust to different...

Operational modal analysis modeling, Bayesian inference, uncertainty laws

CERN Document Server

Au, Siu-Kui

2017-01-01

This book presents operational modal analysis (OMA), employing a coherent and comprehensive Bayesian framework for modal identification and covering stochastic modeling, theoretical formulations, computational algorithms, and practical applications. Mathematical similarities and philosophical differences between Bayesian and classical statistical approaches to system identification are discussed, allowing their mathematical tools to be shared and their results correctly interpreted. Many chapters can be used as lecture notes for the general topic they cover beyond the OMA context. After an introductory chapter (1), Chapters 2–7 present the general theory of stochastic modeling and analysis of ambient vibrations. Readers are first introduced to the spectral analysis of deterministic time series (2) and structural dynamics (3), which do not require the use of probability concepts. The concepts and techniques in these chapters are subsequently extended to a probabilistic context in Chapter 4 (on stochastic pro...

Robust Trajectory Option Set planning in CTOP based on Bayesian game model

KAUST Repository

Li, Lichun; Clarke, John-Paul; Feron, Eric; Shamma, Jeff S.

2017-01-01

The Federal Aviation Administration (FAA) rations capacity to reduce en route delay, especially those caused by bad weather. This is accomplished via Collaborative Trajectory Options Program (CTOP) which has been recently developed to provide a mechanism for flight operators to communicate their route preferences for each flight via a Trajectory Option Set (TOS), as well as a mechanism for the FAA to assign the best possible route within the set of trajectories in the TOS for a given flight, i.e. the route with the lowest adjusted cost after consideration of system constraints and the requirements of all flights. The routes assigned to an airline depend not only on the TOS's for its own flights but also on the TOS's of all other flights in the CTOP, which are unknown. This paper aims to provide a detailed algorithm for the airline to design its TOS plan which is robust to the uncertainties of its competitors' TOS's. To this purpose, we model the CTOP problem as a Bayesian game, and use Linear Program (LP) to compute the security strategy in the Bayesian game model. This security strategy guarantees the airline an upper bound on the sum of the assigned times. The numerical results demonstrate the robustness of the strategy, which is not achieved by any other tested strategy.

Robust Trajectory Option Set planning in CTOP based on Bayesian game model

KAUST Repository

Li, Lichun

2017-07-10

The Federal Aviation Administration (FAA) rations capacity to reduce en route delay, especially those caused by bad weather. This is accomplished via Collaborative Trajectory Options Program (CTOP) which has been recently developed to provide a mechanism for flight operators to communicate their route preferences for each flight via a Trajectory Option Set (TOS), as well as a mechanism for the FAA to assign the best possible route within the set of trajectories in the TOS for a given flight, i.e. the route with the lowest adjusted cost after consideration of system constraints and the requirements of all flights. The routes assigned to an airline depend not only on the TOS\\'s for its own flights but also on the TOS\\'s of all other flights in the CTOP, which are unknown. This paper aims to provide a detailed algorithm for the airline to design its TOS plan which is robust to the uncertainties of its competitors\\' TOS\\'s. To this purpose, we model the CTOP problem as a Bayesian game, and use Linear Program (LP) to compute the security strategy in the Bayesian game model. This security strategy guarantees the airline an upper bound on the sum of the assigned times. The numerical results demonstrate the robustness of the strategy, which is not achieved by any other tested strategy.

Description of cervical cancer mortality in Belgium using Bayesian age-period-cohort models

Science.gov (United States)

2009-01-01

Objective To correct cervical cancer mortality rates for death cause certification problems in Belgium and to describe the corrected trends (1954-1997) using Bayesian models. Method Cervical cancer (cervix uteri (CVX), corpus uteri (CRP), not otherwise specified (NOS) uterus cancer and other very rare uterus cancer (OTH) mortality data were extracted from the WHO mortality database together with population data for Belgium and the Netherlands. Different ICD (International Classification of Diseases) were used over time for death cause certification. In the Netherlands, the proportion of not-otherwise specified uterine cancer deaths was small over large periods and therefore internal reallocation could be used to estimate the corrected rates cervical cancer mortality. In Belgium, the proportion of improperly defined uterus deaths was high. Therefore, the age-specific proportions of uterus cancer deaths that are probably of cervical origin for the Netherlands was applied to Belgian uterus cancer deaths to estimate the corrected number of cervix cancer deaths (corCVX). A Bayesian loglinear Poisson-regression model was performed to disentangle the separate effects of age, period and cohort. Results The corrected age standardized mortality rate (ASMR) decreased regularly from 9.2/100 000 in the mid 1950s to 2.5/100,000 in the late 1990s. Inclusion of age, period and cohort into the models were required to obtain an adequate fit. Cervical cancer mortality increases with age, declines over calendar period and varied irregularly by cohort. Conclusion Mortality increased with ageing and declined over time in most age-groups, but varied irregularly by birth cohort. In global, with some discrete exceptions, mortality decreased for successive generations up to the cohorts born in the 1930s. This decline stopped for cohorts born in the 1940s and thereafter. For the youngest cohorts, even a tendency of increasing risk of dying from cervical cancer could be observed, reflecting

Bayesian Network Models in Cyber Security: A Systematic Review

NARCIS (Netherlands)

Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas

2017-01-01

Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

International Nuclear Information System (INIS)

Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim

2014-01-01

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

Energy Technology Data Exchange (ETDEWEB)

Elsheikh, Ahmed H., E-mail: aelsheikh@ices.utexas.edu [Institute for Computational Engineering and Sciences (ICES), University of Texas at Austin, TX (United States); Institute of Petroleum Engineering, Heriot-Watt University, Edinburgh EH14 4AS (United Kingdom); Wheeler, Mary F. [Institute for Computational Engineering and Sciences (ICES), University of Texas at Austin, TX (United States); Hoteit, Ibrahim [Department of Earth Sciences and Engineering, King Abdullah University of Science and Technology (KAUST), Thuwal (Saudi Arabia)

2014-02-01

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems.

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

KAUST Repository

Elsheikh, Ahmed H.

2014-02-01

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems. © 2013 Elsevier Inc.

Uncertainty estimation of a complex water quality model: The influence of Box-Cox transformation on Bayesian approaches and comparison with a non-Bayesian method

Science.gov (United States)

Freni, Gabriele; Mannina, Giorgio

In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the

Adversarial life testing: A Bayesian negotiation model

International Nuclear Information System (INIS)

Rufo, M.J.; Martín, J.; Pérez, C.J.

2014-01-01

Life testing is a procedure intended for facilitating the process of making decisions in the context of industrial reliability. On the other hand, negotiation is a process of making joint decisions that has one of its main foundations in decision theory. A Bayesian sequential model of negotiation in the context of adversarial life testing is proposed. This model considers a general setting for which a manufacturer offers a product batch to a consumer. It is assumed that the reliability of the product is measured in terms of its lifetime. Furthermore, both the manufacturer and the consumer have to use their own information with respect to the quality of the product. Under these assumptions, two situations can be analyzed. For both of them, the main aim is to accept or reject the product batch based on the product reliability. This topic is related to a reliability demonstration problem. The procedure is applied to a class of distributions that belong to the exponential family. Thus, a unified framework addressing the main topics in the considered Bayesian model is presented. An illustrative example shows that the proposed technique can be easily applied in practice

Bayesian Modeling of ChIP-chip Data Through a High-Order Ising Model

KAUST Repository

Mo, Qianxing

2010-01-29

ChIP-chip experiments are procedures that combine chromatin immunoprecipitation (ChIP) and DNA microarray (chip) technology to study a variety of biological problems, including protein-DNA interaction, histone modification, and DNA methylation. The most important feature of ChIP-chip data is that the intensity measurements of probes are spatially correlated because the DNA fragments are hybridized to neighboring probes in the experiments. We propose a simple, but powerful Bayesian hierarchical approach to ChIP-chip data through an Ising model with high-order interactions. The proposed method naturally takes into account the intrinsic spatial structure of the data and can be used to analyze data from multiple platforms with different genomic resolutions. The model parameters are estimated using the Gibbs sampler. The proposed method is illustrated using two publicly available data sets from Affymetrix and Agilent platforms, and compared with three alternative Bayesian methods, namely, Bayesian hierarchical model, hierarchical gamma mixture model, and Tilemap hidden Markov model. The numerical results indicate that the proposed method performs as well as the other three methods for the data from Affymetrix tiling arrays, but significantly outperforms the other three methods for the data from Agilent promoter arrays. In addition, we find that the proposed method has better operating characteristics in terms of sensitivities and false discovery rates under various scenarios. © 2010, The International Biometric Society.

Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it

NARCIS (Netherlands)

P.D. Grünwald (Peter); T. van Ommen (Thijs)

2017-01-01

textabstractWe empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model, which assumes homoskedasticity, whereas the data

Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It

NARCIS (Netherlands)

Grünwald, P.; van Ommen, T.

2017-01-01

We empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model, which assumes homoskedasticity, whereas the data are

Uncertainty in decision models analyzing cost-effectiveness : The joint distribution of incremental costs and effectiveness evaluated with a nonparametric bootstrap method

NARCIS (Netherlands)

Hunink, Maria; Bult, J.R.; De Vries, J; Weinstein, MC

1998-01-01

Purpose. To illustrate the use of a nonparametric bootstrap method in the evaluation of uncertainty in decision models analyzing cost-effectiveness. Methods. The authors reevaluated a previously published cost-effectiveness analysis that used a Markov model comparing initial percutaneous

Bayesian Based Diagnostic Model for Condition Based Maintenance of Offshore Wind Farms

Directory of Open Access Journals (Sweden)

Masoud Asgarpour

2018-01-01

Full Text Available Operation and maintenance costs are a major contributor to the Levelized Cost of Energy for electricity produced by offshore wind and can be significantly reduced if existing corrective actions are performed as efficiently as possible and if future corrective actions are avoided by performing sufficient preventive actions. This paper presents an applied and generic diagnostic model for fault detection and condition based maintenance of offshore wind components. The diagnostic model is based on two probabilistic matrices; first, a confidence matrix, representing the probability of detection using each fault detection method, and second, a diagnosis matrix, representing the individual outcome of each fault detection method. Once the confidence and diagnosis matrices of a component are defined, the individual diagnoses of each fault detection method are combined into a final verdict on the fault state of that component. Furthermore, this paper introduces a Bayesian updating model based on observations collected by inspections to decrease the uncertainty of initial confidence matrix. The framework and implementation of the presented diagnostic model are further explained within a case study for a wind turbine component based on vibration, temperature, and oil particle fault detection methods. The last part of the paper will have a discussion of the case study results and present conclusions.

Prediction-error variance in Bayesian model updating: a comparative study

Science.gov (United States)

Asadollahi, Parisa; Li, Jian; Huang, Yong

2017-04-01

In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model

Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling.

Science.gov (United States)

Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno

2016-01-01

Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.

A Bayesian approach to meta-analysis of plant pathology studies.

Science.gov (United States)

Mila, A L; Ngugi, H K

2011-01-01

Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework

A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies

International Nuclear Information System (INIS)

Chen, Zhongfei; Barros, Carlos Pestana; Borges, Maria Rosa

2015-01-01

This paper analyses the technical efficiency of Chinese fossil-fuel electricity generation companies from 1999 to 2011, using a Bayesian stochastic frontier model. The results reveal that efficiency varies among the fossil-fuel electricity generation companies that were analysed. We also focus on the factors of size, location, government ownership and mixed sources of electricity generation for the fossil-fuel electricity generation companies, and also examine their effects on the efficiency of these companies. Policy implications are derived. - Highlights: • We analyze the efficiency of 27 quoted Chinese fossil-fuel electricity generation companies during 1999–2011. • We adopt a Bayesian stochastic frontier model taking into consideration the identified heterogeneity. • With reform background in Chinese energy industry, we propose four hypotheses and check their influence on efficiency. • Big size, coastal location, government control and hydro energy sources all have increased costs

Classifying emotion in Twitter using Bayesian network

Science.gov (United States)

Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya

2018-03-01

Language is used to express not only facts, but also emotions. Emotions are noticeable from behavior up to the social media statuses written by a person. Analysis of emotions in a text is done in a variety of media such as Twitter. This paper studies classification of emotions on twitter using Bayesian network because of its ability to model uncertainty and relationships between features. The result is two models based on Bayesian network which are Full Bayesian Network (FBN) and Bayesian Network with Mood Indicator (BNM). FBN is a massive Bayesian network where each word is treated as a node. The study shows the method used to train FBN is not very effective to create the best model and performs worse compared to Naive Bayes. F1-score for FBN is 53.71%, while for Naive Bayes is 54.07%. BNM is proposed as an alternative method which is based on the improvement of Multinomial Naive Bayes and has much lower computational complexity compared to FBN. Even though it’s not better compared to FBN, the resulting model successfully improves the performance of Multinomial Naive Bayes. F1-Score for Multinomial Naive Bayes model is 51.49%, while for BNM is 52.14%.

Context-dependent decision-making: a simple Bayesian model.

Science.gov (United States)

Lloyd, Kevin; Leslie, David S

2013-05-06

Many phenomena in animal learning can be explained by a context-learning process whereby an animal learns about different patterns of relationship between environmental variables. Differentiating between such environmental regimes or 'contexts' allows an animal to rapidly adapt its behaviour when context changes occur. The current work views animals as making sequential inferences about current context identity in a world assumed to be relatively stable but also capable of rapid switches to previously observed or entirely new contexts. We describe a novel decision-making model in which contexts are assumed to follow a Chinese restaurant process with inertia and full Bayesian inference is approximated by a sequential-sampling scheme in which only a single hypothesis about current context is maintained. Actions are selected via Thompson sampling, allowing uncertainty in parameters to drive exploration in a straightforward manner. The model is tested on simple two-alternative choice problems with switching reinforcement schedules and the results compared with rat behavioural data from a number of T-maze studies. The model successfully replicates a number of important behavioural effects: spontaneous recovery, the effect of partial reinforcement on extinction and reversal, the overtraining reversal effect, and serial reversal-learning effects.

Evaluating Bayesian spatial methods for modelling species distributions with clumped and restricted occurrence data.

Directory of Open Access Journals (Sweden)

David W Redding

for spatial autocorrelation in an SDM context and, by taking account of random effects, produce outputs that can better elucidate the role of covariates in predicting species occurrence. Given that it is often unclear what the drivers are behind data clumping in an empirical occurrence dataset, or indeed how geographically restricted these data are, spatially-explicit Bayesian SDMs may be the better choice when modelling the spatial distribution of target species.

Evaluating Bayesian spatial methods for modelling species distributions with clumped and restricted occurrence data.

Science.gov (United States)

Redding, David W; Lucas, Tim C D; Blackburn, Tim M; Jones, Kate E

2017-01-01

autocorrelation in an SDM context and, by taking account of random effects, produce outputs that can better elucidate the role of covariates in predicting species occurrence. Given that it is often unclear what the drivers are behind data clumping in an empirical occurrence dataset, or indeed how geographically restricted these data are, spatially-explicit Bayesian SDMs may be the better choice when modelling the spatial distribution of target species.

A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

Science.gov (United States)

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected

Bayesian meta-analysis models for microarray data: a comparative study

Directory of Open Access Journals (Sweden)

Song Joon J

2007-03-01

Full Text Available Abstract Background With the growing abundance of microarray data, statistical methods are increasingly needed to integrate results across studies. Two common approaches for meta-analysis of microarrays include either combining gene expression measures across studies or combining summaries such as p-values, probabilities or ranks. Here, we compare two Bayesian meta-analysis models that are analogous to these methods. Results Two Bayesian meta-analysis models for microarray data have recently been introduced. The first model combines standardized gene expression measures across studies into an overall mean, accounting for inter-study variability, while the second combines probabilities of differential expression without combining expression values. Both models produce the gene-specific posterior probability of differential expression, which is the basis for inference. Since the standardized expression integration model includes inter-study variability, it may improve accuracy of results versus the probability integration model. However, due to the small number of studies typical in microarray meta-analyses, the variability between studies is challenging to estimate. The probability integration model eliminates the need to model variability between studies, and thus its implementation is more straightforward. We found in simulations of two and five studies that combining probabilities outperformed combining standardized gene expression measures for three comparison values: the percent of true discovered genes in meta-analysis versus individual studies; the percent of true genes omitted in meta-analysis versus separate studies, and the number of true discovered genes for fixed levels of Bayesian false discovery. We identified similar results when pooling two independent studies of Bacillus subtilis. We assumed that each study was produced from the same microarray platform with only two conditions: a treatment and control, and that the data sets

Bayesian Monte Carlo method

International Nuclear Information System (INIS)

Rajabalinejad, M.

2010-01-01

To reduce cost of Monte Carlo (MC) simulations for time-consuming processes, Bayesian Monte Carlo (BMC) is introduced in this paper. The BMC method reduces number of realizations in MC according to the desired accuracy level. BMC also provides a possibility of considering more priors. In other words, different priors can be integrated into one model by using BMC to further reduce cost of simulations. This study suggests speeding up the simulation process by considering the logical dependence of neighboring points as prior information. This information is used in the BMC method to produce a predictive tool through the simulation process. The general methodology and algorithm of BMC method are presented in this paper. The BMC method is applied to the simplified break water model as well as the finite element model of 17th Street Canal in New Orleans, and the results are compared with the MC and Dynamic Bounds methods.

Bayesian spatio-temporal discard model in a demersal trawl fishery

Science.gov (United States)

Grazia Pennino, M.; Muñoz, Facundo; Conesa, David; López-Quílez, Antonio; Bellido, José M.

2014-07-01

Spatial management of discards has recently been proposed as a useful tool for the protection of juveniles, by reducing discard rates and can be used as a buffer against management errors and recruitment failure. In this study Bayesian hierarchical spatial models have been used to analyze about 440 trawl fishing operations of two different metiers, sampled between 2009 and 2012, in order to improve our understanding of factors that influence the quantity of discards and to identify their spatio-temporal distribution in the study area. Our analysis showed that the relative importance of each variable was different for each metier, with a few similarities. In particular, the random vessel effect and seasonal variability were identified as main driving variables for both metiers. Predictive maps of the abundance of discards and maps of the posterior mean of the spatial component show several hot spots with high discard concentration for each metier. We argue how the seasonal/spatial effects, and the knowledge about the factors influential to discarding, could potentially be exploited as potential mitigation measures for future fisheries management strategies. However, misidentification of hotspots and uncertain predictions can culminate in inappropriate mitigation practices which can sometimes be irreversible. The proposed Bayesian spatial method overcomes these issues, since it offers a unified approach which allows the incorporation of spatial random-effect terms, spatial correlation of the variables and the uncertainty of the parameters in the modeling process, resulting in a better quantification of the uncertainty and accurate predictions.

Centralized Bayesian reliability modelling with sensor networks

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil; Sečkárová, Vladimíra

2013-01-01

Roč. 19, č. 5 (2013), s. 471-482 ISSN 1387-3954 R&D Projects: GA MŠk 7D12004 Grant - others:GA MŠk(CZ) SVV-265315 Keywords : Bayesian modelling * Sensor network * Reliability Subject RIV: BD - Theory of Information Impact factor: 0.984, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0392551.pdf

Scale models: A proven cost-effective tool for outage planning

Energy Technology Data Exchange (ETDEWEB)

Lee, R. [Commonwealth Edison Co., Morris, IL (United States); Segroves, R. [Sargent & Lundy, Chicago, IL (United States)

1995-03-01

As generation costs for operating nuclear stations have risen, more nuclear utilities have initiated efforts to improve cost effectiveness. Nuclear plant owners are also being challenged with lower radiation exposure limits and new revised radiation protection related regulations (10 CFR 20), which places further stress on their budgets. As source term reduction activities continue to lower radiation fields, reducing the amount of time spent in radiation fields becomes one of the most cost-effective ways of reducing radiation exposure. An effective approach for minimizing time spent in radiation areas is to use a physical scale model for worker orientation planning and monitoring maintenance, modifications, and outage activities. To meet the challenge of continued reduction in the annual cumulative radiation exposures, new cost-effective tools are required. One field-tested and proven tool is the physical scale model.

Effect of Bayesian Student Modeling on Academic Achievement in Foreign Language Teaching (University Level English Preparatory School Example)

Science.gov (United States)

Aslan, Burak Galip; Öztürk, Özlem; Inceoglu, Mustafa Murat

2014-01-01

Considering the increasing importance of adaptive approaches in CALL systems, this study implemented a machine learning based student modeling middleware with Bayesian networks. The profiling approach of the student modeling system is based on Felder and Silverman's Learning Styles Model and Felder and Soloman's Index of Learning Styles…

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

Science.gov (United States)

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Modeling the cost-effectiveness of health care systems for alcohol use disorders: how implementation of eHealth interventions improves cost-effectiveness

NARCIS (Netherlands)

Smit, Filip; Lokkerbol, Joran; Riper, Heleen; Majo, Maria Cristina; Boon, Brigitte; Blankers, Matthijs

2011-01-01

Informing policy decisions about the cost-effectiveness of health care systems (ie, packages of clinical interventions) is probably best done using a modeling approach. To this end, an alcohol model (ALCMOD) was developed. The aim of ALCMOD is to estimate the cost-effectiveness of competing health

Bayesian approach and application to operation safety

International Nuclear Information System (INIS)

Procaccia, H.; Suhner, M.Ch.

2003-01-01

The management of industrial risks requires the development of statistical and probabilistic analyses which use all the available convenient information in order to compensate the insufficient experience feedback in a domain where accidents and incidents remain too scarce to perform a classical statistical frequency analysis. The Bayesian decision approach is well adapted to this problem because it integrates both the expertise and the experience feedback. The domain of knowledge is widen, the forecasting study becomes possible and the decisions-remedial actions are strengthen thanks to risk-cost-benefit optimization analyzes. This book presents the bases of the Bayesian approach and its concrete applications in various industrial domains. After a mathematical presentation of the industrial operation safety concepts and of the Bayesian approach principles, this book treats of some of the problems that can be solved thanks to this approach: softwares reliability, controls linked with the equipments warranty, dynamical updating of databases, expertise modeling and weighting, Bayesian optimization in the domains of maintenance, quality control, tests and design of new equipments. A synthesis of the mathematical formulae used in this approach is given in conclusion. (J.S.)

Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

KAUST Repository

Lan, Shiwei; Holbrook, Andrew; Fortin, Norbert J.; Ombao, Hernando; Shahbaba, Babak

2017-01-01

Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix

Bayesian nonparametric meta-analysis using Polya tree mixture models.

Science.gov (United States)

Branscum, Adam J; Hanson, Timothy E

2008-09-01

Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.

Probabilistic inference: Task dependency and individual differences of probability weighting revealed by hierarchical Bayesian modelling

Directory of Open Access Journals (Sweden)

Moritz eBoos

2016-05-01

Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.

A new approach for supply chain risk management: Mapping SCOR into Bayesian network

Directory of Open Access Journals (Sweden)

Mahdi Abolghasemi

2015-01-01

Full Text Available Purpose: Increase of costs and complexities in organizations beside the increase of uncertainty and risks have led the managers to use the risk management in order to decrease risk taking and deviation from goals. SCRM has a close relationship with supply chain performance. During the years different methods have been used by researchers in order to manage supply chain risk but most of them are either qualitative or quantitative. Supply chain operation reference (SCOR is a standard model for SCP evaluation which have uncertainty in its metrics. In This paper by combining qualitative and quantitative metrics of SCOR, supply chain performance will be measured by Bayesian Networks. Design/methodology/approach: First qualitative assessment will be done by recognizing uncertain metrics of SCOR model and then by quantifying them, supply chain performance will be measured by Bayesian Networks (BNs and supply chain operations reference (SCOR in which making decision on uncertain variables will be done by predictive and diagnostic capabilities. Findings: After applying the proposed method in one of the biggest automotive companies in Iran, we identified key factors of supply chain performance based on SCOR model through predictive and diagnostic capability of Bayesian Networks. After sensitivity analysis, we find out that ‘Total cost’ and its criteria that include costs of labors, warranty, transportation and inventory have the widest range and most effect on supply chain performance. So, managers should take their importance into account for decision making. We can make decisions simply by running model in different situations. Research limitations/implications: A more precise model consisted of numerous factors but it is difficult and sometimes impossible to solve big models, if we insert all of them in a Bayesian model. We have adopted real world characteristics with our software and method abilities. On the other hand, fewer data exist for some

Application of Bayesian Model Selection for Metal Yield Models using ALEGRA and Dakota.

Energy Technology Data Exchange (ETDEWEB)

Portone, Teresa; Niederhaus, John Henry; Sanchez, Jason James; Swiler, Laura Painton

2018-02-01

This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.

Probabilistic daily ILI syndromic surveillance with a spatio-temporal Bayesian hierarchical model.

Directory of Open Access Journals (Sweden)

Ta-Chien Chan

Full Text Available BACKGROUND: For daily syndromic surveillance to be effective, an efficient and sensible algorithm would be expected to detect aberrations in influenza illness, and alert public health workers prior to any impending epidemic. This detection or alert surely contains uncertainty, and thus should be evaluated with a proper probabilistic measure. However, traditional monitoring mechanisms simply provide a binary alert, failing to adequately address this uncertainty. METHODS AND FINDINGS: Based on the Bayesian posterior probability of influenza-like illness (ILI visits, the intensity of outbreak can be directly assessed. The numbers of daily emergency room ILI visits at five community hospitals in Taipei City during 2006-2007 were collected and fitted with a Bayesian hierarchical model containing meteorological factors such as temperature and vapor pressure, spatial interaction with conditional autoregressive structure, weekend and holiday effects, seasonality factors, and previous ILI visits. The proposed algorithm recommends an alert for action if the posterior probability is larger than 70%. External data from January to February of 2008 were retained for validation. The decision rule detects successfully the peak in the validation period. When comparing the posterior probability evaluation with the modified Cusum method, results show that the proposed method is able to detect the signals 1-2 days prior to the rise of ILI visits. CONCLUSIONS: This Bayesian hierarchical model not only constitutes a dynamic surveillance system but also constructs a stochastic evaluation of the need to call for alert. The monitoring mechanism provides earlier detection as well as a complementary tool for current surveillance programs.

Technical Note: Probabilistically constraining proxy age–depth models within a Bayesian hierarchical reconstruction model

Directory of Open Access Journals (Sweden)

J. P. Werner

2015-03-01

Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.

A Bayesian approach to functional mixed-effects modeling for longitudinal data with binomial outcomes.

Science.gov (United States)

Kliethermes, Stephanie; Oleson, Jacob

2014-08-15

Longitudinal growth patterns are routinely seen in medical studies where individual growth and population growth are followed up over a period of time. Many current methods for modeling growth presuppose a parametric relationship between the outcome and time (e.g., linear and quadratic); however, these relationships may not accurately capture growth over time. Functional mixed-effects (FME) models provide flexibility in handling longitudinal data with nonparametric temporal trends. Although FME methods are well developed for continuous, normally distributed outcome measures, nonparametric methods for handling categorical outcomes are limited. We consider the situation with binomially distributed longitudinal outcomes. Although percent correct data can be modeled assuming normality, estimates outside the parameter space are possible, and thus, estimated curves can be unrealistic. We propose a binomial FME model using Bayesian methodology to account for growth curves with binomial (percentage) outcomes. The usefulness of our methods is demonstrated using a longitudinal study of speech perception outcomes from cochlear implant users where we successfully model both the population and individual growth trajectories. Simulation studies also advocate the usefulness of the binomial model particularly when outcomes occur near the boundary of the probability parameter space and in situations with a small number of trials. Copyright © 2014 John Wiley & Sons, Ltd.

Bayesian Mediation Analysis

OpenAIRE

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...

The Cost-Effectiveness of Low-Cost Essential Antihypertensive Medicines for Hypertension Control in China: A Modelling Study.

Directory of Open Access Journals (Sweden)

Dongfeng Gu

2015-08-01

Full Text Available Hypertension is China's leading cardiovascular disease risk factor. Improved hypertension control in China would result in result in enormous health gains in the world's largest population. A computer simulation model projected the cost-effectiveness of hypertension treatment in Chinese adults, assuming a range of essential medicines list drug costs.The Cardiovascular Disease Policy Model-China, a Markov-style computer simulation model, simulated hypertension screening, essential medicines program implementation, hypertension control program administration, drug treatment and monitoring costs, disease-related costs, and quality-adjusted life years (QALYs gained by preventing cardiovascular disease or lost because of drug side effects in untreated hypertensive adults aged 35-84 y over 2015-2025. Cost-effectiveness was assessed in cardiovascular disease patients (secondary prevention and for two blood pressure ranges in primary prevention (stage one, 140-159/90-99 mm Hg; stage two, ≥160/≥100 mm Hg. Treatment of isolated systolic hypertension and combined systolic and diastolic hypertension were modeled as a reduction in systolic blood pressure; treatment of isolated diastolic hypertension was modeled as a reduction in diastolic blood pressure. One-way and probabilistic sensitivity analyses explored ranges of antihypertensive drug effectiveness and costs, monitoring frequency, medication adherence, side effect severity, background hypertension prevalence, antihypertensive medication treatment, case fatality, incidence and prevalence, and cardiovascular disease treatment costs. Median antihypertensive costs from Shanghai and Yunnan province were entered into the model in order to estimate the effects of very low and high drug prices. Incremental cost-effectiveness ratios less than the per capita gross domestic product of China (11,900 international dollars [Int$] in 2015 were considered cost-effective. Treating hypertensive adults with prior

A Pseudo-Bayesian Model for Stock Returns In Financial Crises

Directory of Open Access Journals (Sweden)

Eric S. Fung

2011-12-01

Full Text Available Recently, there has been a considerable interest in the Bayesian approach for explaining investors' behaviorial biases by incorporating conservative and representative heuristics when making financial decisions, (see, for example, Barberis, Shleifer and Vishny (1998. To establish a quantitative link between some important market anomalies and investors' behaviorial biases, Lam, Liu, and Wong (2010 introduced a pseudo-Bayesian approach for developing properties of stock returns, where weights induced by investors' conservative and representative heuristics are assigned to observations of the earning shocks and stock prices. In response to the recent global financial crisis, we introduce a new pseudo-Bayesian model to incorporate the impact of a financial crisis. Properties of stock returns during the financial crisis and recovery from the crisis are established. The proposed model can be applied to investigate some important market anomalies including short-term underreaction, long-term overreaction, and excess volatility during financial crisis. We also explain in some detail the linkage between these market anomalies and investors' behavioral biases during financial crisis.

A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network

Science.gov (United States)

Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.

2018-02-01

Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.

Bayesian biostatistics

CERN Document Server

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

Bayesian hierarchical model for variations in earthquake peak ground acceleration within small-aperture arrays

KAUST Repository

Rahpeyma, Sahar

2018-04-17

Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.

Bayesian hierarchical model for variations in earthquake peak ground acceleration within small-aperture arrays

KAUST Repository

Rahpeyma, Sahar; Halldorsson, Benedikt; Hrafnkelsson, Birgir; Jonsson, Sigurjon

2018-01-01

Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.

A Bayesian Framework of Uncertainties Integration in 3D Geological Model

Science.gov (United States)

Liang, D.; Liu, X.

2017-12-01

3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.

Disentangling unisensory from fusion effects in the attentional modulation of McGurk effects: a Bayesian modeling study suggests that fusion is attention-dependent

DEFF Research Database (Denmark)

Schwartz, Jean-Luc; Tiiippana, Kaisa; Andersen, Tobias

2010-01-01

The McGurk effect has been shown to be modulated by attention. However, it remains unclear whether attentional effects are due to changes in unisensory processing or in the fusion mechanism. In this paper, we used published experimental data showing that distraction of visual attention weakens th...... Selection criterion. Our findings suggest that distraction of visual attention affects fusion by decreasing the weight of the visual input.......The McGurk effect has been shown to be modulated by attention. However, it remains unclear whether attentional effects are due to changes in unisensory processing or in the fusion mechanism. In this paper, we used published experimental data showing that distraction of visual attention weakens...... the McGurk effect, to fit either the Fuzzy Logical Model of Perception (FLMP) in which the fusion mechanism is fixed, or a variant of it in which the fusion mechanism could be varied depending on attention. The latter model was associated with a larger likelihood when assessed with a Bayesian Model...

Airline Sustainability Modeling: A New Framework with Application of Bayesian Structural Equation Modeling

DEFF Research Database (Denmark)

Salarzadeh Jenatabadi, Hashem; Babashamsi, Peyman; Khajeheian, Datis

2016-01-01

There are many factors which could influence the sustainability of airlines. The main purpose of this study is to introduce a framework for a financial sustainability index and model it based on structural equation modeling (SEM) with maximum likelihood and Bayesian predictors. The introduced...

Introduction to Bayesian statistics

CERN Document Server

Bolstad, William M

2017-01-01

There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this Third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian staistics. The author continues to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inferenfe cfor discrete random variables, bionomial proprotion, Poisson, normal mean, and simple linear regression. In addition, newly-developing topics in the field are presented in four new chapters: Bayesian inference with unknown mean and variance; Bayesian inference for Multivariate Normal mean vector; Bayesian inference for Multiple Linear RegressionModel; and Computati...

Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

Directory of Open Access Journals (Sweden)

Hea-Jung Kim

2017-06-01

Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

Comprehensive maternal characteristics associated with birth weight: Bayesian modeling in a prospective cohort study from Iran

Directory of Open Access Journals (Sweden)

Marjan Mansourian

2017-01-01

Full Text Available Background: In this study, we aimed to determine comprehensive maternal characteristics associated with birth weight using Bayesian modeling. Materials and Methods: A total of 526 participants were included in this prospective study. Nutritional status, supplement consumption during the pregnancy, demographic and socioeconomic characteristics, anthropometric measures, physical activity, and pregnancy outcomes were considered as effective variables on the birth weight. Bayesian approach of complex statistical models using Markov chain Monte Carlo approach was used for modeling the data considering the real distribution of the response variable. Results: There was strong positive correlation between infant birth weight and the maternal intake of Vitamin C, folic acid, Vitamin B3, Vitamin A, selenium, calcium, iron, phosphorus, potassium, magnesium as micronutrients, and fiber and protein as macronutrients based on the 95% high posterior density regions for parameters in the Bayesian model. None of the maternal characteristics had statistical association with birth weight. Conclusion: Higher maternal macro- and micro-nutrient intake during pregnancy was associated with a lower risk of delivering low birth weight infants. These findings support recommendations to expand intake of nutrients during pregnancy to high level.

A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

Science.gov (United States)

Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

2018-02-01

Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

Application of Bayesian and cost benefit risk analysis in water resources management

Science.gov (United States)

Varouchakis, E. A.; Palogos, I.; Karatzas, G. P.

2016-03-01

Decision making is a significant tool in water resources management applications. This technical note approaches a decision dilemma that has not yet been considered for the water resources management of a watershed. A common cost-benefit analysis approach, which is novel in the risk analysis of hydrologic/hydraulic applications, and a Bayesian decision analysis are applied to aid the decision making on whether or not to construct a water reservoir for irrigation purposes. The alternative option examined is a scaled parabolic fine variation in terms of over-pumping violations in contrast to common practices that usually consider short-term fines. The methodological steps are analytically presented associated with originally developed code. Such an application, and in such detail, represents new feedback. The results indicate that the probability uncertainty is the driving issue that determines the optimal decision with each methodology, and depending on the unknown probability handling, each methodology may lead to a different optimal decision. Thus, the proposed tool can help decision makers to examine and compare different scenarios using two different approaches before making a decision considering the cost of a hydrologic/hydraulic project and the varied economic charges that water table limit violations can cause inside an audit interval. In contrast to practices that assess the effect of each proposed action separately considering only current knowledge of the examined issue, this tool aids decision making by considering prior information and the sampling distribution of future successful audits.

Development of a cyber security risk model using Bayesian networks

International Nuclear Information System (INIS)

Shin, Jinsoo; Son, Hanseong; Khalil ur, Rahman; Heo, Gyunyoung

2015-01-01

Cyber security is an emerging safety issue in the nuclear industry, especially in the instrumentation and control (I and C) field. To address the cyber security issue systematically, a model that can be used for cyber security evaluation is required. In this work, a cyber security risk model based on a Bayesian network is suggested for evaluating cyber security for nuclear facilities in an integrated manner. The suggested model enables the evaluation of both the procedural and technical aspects of cyber security, which are related to compliance with regulatory guides and system architectures, respectively. The activity-quality analysis model was developed to evaluate how well people and/or organizations comply with the regulatory guidance associated with cyber security. The architecture analysis model was created to evaluate vulnerabilities and mitigation measures with respect to their effect on cyber security. The two models are integrated into a single model, which is called the cyber security risk model, so that cyber security can be evaluated from procedural and technical viewpoints at the same time. The model was applied to evaluate the cyber security risk of the reactor protection system (RPS) of a research reactor and to demonstrate its usefulness and feasibility. - Highlights: • We developed the cyber security risk model can be find the weak point of cyber security integrated two cyber analysis models by using Bayesian Network. • One is the activity-quality model signifies how people and/or organization comply with the cyber security regulatory guide. • Other is the architecture model represents the probability of cyber-attack on RPS architecture. • The cyber security risk model can provide evidence that is able to determine the key element for cyber security for RPS of a research reactor

Noncausal Bayesian Vector Autoregression

DEFF Research Database (Denmark)

Lanne, Markku; Luoto, Jani

We propose a Bayesian inferential procedure for the noncausal vector autoregressive (VAR) model that is capable of capturing nonlinearities and incorporating effects of missing variables. In particular, we devise a fast and reliable posterior simulator that yields the predictive distribution...

A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

International Nuclear Information System (INIS)

Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e

2013-01-01

Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

Energy Technology Data Exchange (ETDEWEB)

Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e, E-mail: julianapduarte@poli.ufrj.br, E-mail: victor.coppo.leite@poli.ufrj.br, E-mail: frutuoso@nuclear.ufrj.br [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil)

2013-07-01

Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

Cost and cost effectiveness of long-lasting insecticide-treated bed nets - a model-based analysis

Directory of Open Access Journals (Sweden)

Pulkki-Brännström Anni-Maria

2012-04-01

Full Text Available Abstract Background The World Health Organization recommends that national malaria programmes universally distribute long-lasting insecticide-treated bed nets (LLINs. LLINs provide effective insecticide protection for at least three years while conventional nets must be retreated every 6-12 months. LLINs may also promise longer physical durability (lifespan, but at a higher unit price. No prospective data currently available is sufficient to calculate the comparative cost effectiveness of different net types. We thus constructed a model to explore the cost effectiveness of LLINs, asking how a longer lifespan affects the relative cost effectiveness of nets, and if, when and why LLINs might be preferred to conventional insecticide-treated nets. An innovation of our model is that we also considered the replenishment need i.e. loss of nets over time. Methods We modelled the choice of net over a 10-year period to facilitate the comparison of nets with different lifespan (and/or price and replenishment need over time. Our base case represents a large-scale programme which achieves high coverage and usage throughout the population by distributing either LLINs or conventional nets through existing health services, and retreats a large proportion of conventional nets regularly at low cost. We identified the determinants of bed net programme cost effectiveness and parameter values for usage rate, delivery and retreatment cost from the literature. One-way sensitivity analysis was conducted to explicitly compare the differential effect of changing parameters such as price, lifespan, usage and replenishment need. Results If conventional and long-lasting bed nets have the same physical lifespan (3 years, LLINs are more cost effective unless they are priced at more than USD 1.5 above the price of conventional nets. Because a longer lifespan brings delivery cost savings, each one year increase in lifespan can be accompanied by a USD 1 or more increase in price

Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model

Directory of Open Access Journals (Sweden)

Qi Yuan(Alan

2010-01-01

Full Text Available Abstract The problem of uncovering transcriptional regulation by transcription factors (TFs based on microarray data is considered. A novel Bayesian sparse correlated rectified factor model (BSCRFM is proposed that models the unknown TF protein level activity, the correlated regulations between TFs, and the sparse nature of TF-regulated genes. The model admits prior knowledge from existing database regarding TF-regulated target genes based on a sparse prior and through a developed Gibbs sampling algorithm, a context-specific transcriptional regulatory network specific to the experimental condition of the microarray data can be obtained. The proposed model and the Gibbs sampling algorithm were evaluated on the simulated systems, and results demonstrated the validity and effectiveness of the proposed approach. The proposed model was then applied to the breast cancer microarray data of patients with Estrogen Receptor positive ( status and Estrogen Receptor negative ( status, respectively.

Bayesian near-boundary analysis in basic macroeconomic time series models

NARCIS (Netherlands)

M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); R. Segers (René); H.K. van Dijk (Herman)

2008-01-01

textabstractSeveral lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the situation where some model parameters have substantial posterior probability near the boundary of the parameter region. This feature refers to near-instability within dynamic

A Bayesian framework for risk perception

NARCIS (Netherlands)

van Erp, H.R.N.

2017-01-01

We present here a Bayesian framework of risk perception. This framework encompasses plausibility judgments, decision making, and question asking. Plausibility judgments are modeled by way of Bayesian probability theory, decision making is modeled by way of a Bayesian decision theory, and relevancy

Bayesian models based on test statistics for multiple hypothesis testing problems.

Science.gov (United States)

Ji, Yuan; Lu, Yiling; Mills, Gordon B

2008-04-01

We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.

Bayesian spatiotemporal model of fMRI data using transfer functions.

Science.gov (United States)

Quirós, Alicia; Diez, Raquel Montes; Wilson, Simon P

2010-09-01

This research describes a new Bayesian spatiotemporal model to analyse BOLD fMRI studies. In the temporal dimension, we describe the shape of the hemodynamic response function (HRF) with a transfer function model. The spatial continuity and local homogeneity of the evoked responses are modelled by a Gaussian Markov random field prior on the parameter indicating activations. The proposal constitutes an extension of the spatiotemporal model presented in a previous approach [Quirós, A., Montes Diez, R. and Gamerman, D., 2010. Bayesian spatiotemporal model of fMRI data, Neuroimage, 49: 442-456], offering more flexibility in the estimation of the HRF and computational advantages in the resulting MCMC algorithm. Simulations from the model are performed in order to ascertain the performance of the sampling scheme and the ability of the posterior to estimate model parameters, as well as to check the model sensitivity to signal to noise ratio. Results are shown on synthetic data and on a real data set from a block-design fMRI experiment. Copyright (c) 2010 Elsevier Inc. All rights reserved.

[Threshold value for reimbursement of costs of new drugs: cost-effectiveness research and modelling are essential links].

Science.gov (United States)

Frederix, Geert W J; Hövels, Anke M; Severens, Johan L; Raaijmakers, Jan A M; Schellens, Jan H M

2015-01-01

There is increasing discussion in the Netherlands about the introduction of a threshold value for the costs per extra year of life when reimbursing costs of new drugs. The Medicines Committee ('Commissie Geneesmiddelen'), a division of the Netherlands National Healthcare Institute ('Zorginstituut Nederland'), advises on reimbursement of costs of new drugs. This advice is based upon the determination of therapeutic value of the drug and the results of economic evaluations. Mathematical models that predict future costs and effectiveness are often used in economic evaluations; these models can vary greatly in transparency and quality due to author assumptions. Standardisation of cost-effectiveness models is one solution to overcome the unwanted variation in quality. Discussions about the introduction of a threshold value can only be meaningful if all involved are adequately informed, and by high quality in cost-effectiveness research and, particularly, economic evaluations. Collaboration and discussion between medical specialists, patients or patient organisations, health economists and policy makers, both in development of methods and in standardisation, are essential to improve the quality of decision making.

Bayesian inference and model comparison for metallic fatigue data

KAUST Repository

Babuška, Ivo

2016-02-23

In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. To assess the robustness of the estimation of the quantile functions, we obtain bootstrap confidence bands by stratified resampling with respect to the cycle ratio. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions. We implement and apply Bayesian model comparison methods, such as Bayes factor ranking and predictive information criteria based on cross-validation techniques under various a priori scenarios.

Bayesian inference and model comparison for metallic fatigue data

KAUST Repository

Babuška, Ivo; Sawlan, Zaid A; Scavino, Marco; Szabó , Barna; Tempone, Raul

2016-01-01

In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. To assess the robustness of the estimation of the quantile functions, we obtain bootstrap confidence bands by stratified resampling with respect to the cycle ratio. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions. We implement and apply Bayesian model comparison methods, such as Bayes factor ranking and predictive information criteria based on cross-validation techniques under various a priori scenarios.

Robust Bayesian Experimental Design for Conceptual Model Discrimination

Science.gov (United States)

Pham, H. V.; Tsai, F. T. C.

2015-12-01

A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.

Bayesian calibration of power plant models for accurate performance prediction

International Nuclear Information System (INIS)

Boksteen, Sowande Z.; Buijtenen, Jos P. van; Pecnik, Rene; Vecht, Dick van der

2014-01-01

Highlights: • Bayesian calibration is applied to power plant performance prediction. • Measurements from a plant in operation are used for model calibration. • A gas turbine performance model and steam cycle model are calibrated. • An integrated plant model is derived. • Part load efficiency is accurately predicted as a function of ambient conditions. - Abstract: Gas turbine combined cycles are expected to play an increasingly important role in the balancing of supply and demand in future energy markets. Thermodynamic modeling of these energy systems is frequently applied to assist in decision making processes related to the management of plant operation and maintenance. In most cases, model inputs, parameters and outputs are treated as deterministic quantities and plant operators make decisions with limited or no regard of uncertainties. As the steady integration of wind and solar energy into the energy market induces extra uncertainties, part load operation and reliability are becoming increasingly important. In the current study, methods are proposed to not only quantify various types of uncertainties in measurements and plant model parameters using measured data, but to also assess their effect on various aspects of performance prediction. The authors aim to account for model parameter and measurement uncertainty, and for systematic discrepancy of models with respect to reality. For this purpose, the Bayesian calibration framework of Kennedy and O’Hagan is used, which is especially suitable for high-dimensional industrial problems. The article derives a calibrated model of the plant efficiency as a function of ambient conditions and operational parameters, which is also accurate in part load. The article shows that complete statistical modeling of power plants not only enhances process models, but can also increases confidence in operational decisions

Bayesian approach for the reliability assessment of corroded interdependent pipe networks

International Nuclear Information System (INIS)

Ait Mokhtar, El Hassene; Chateauneuf, Alaa; Laggoune, Radouane

2016-01-01

Pipelines under corrosion are subject to various environment conditions, and consequently it becomes difficult to build realistic corrosion models. In the present work, a Bayesian methodology is proposed to allow for updating the corrosion model parameters according to the evolution of environmental conditions. For reliability assessment of dependent structures, Bayesian networks are used to provide interesting qualitative and quantitative description of the information in the system. The qualitative contribution lies in the modeling of complex system, composed by dependent pipelines, as a Bayesian network. The quantitative one lies in the evaluation of the dependencies between pipelines by the use of a new method for the generation of conditional probability tables. The effectiveness of Bayesian updating is illustrated through an application where the new reliability of degraded (corroded) pipe networks is assessed. - Highlights: • A methodology for Bayesian network modeling of pipe networks is proposed. • Bayesian approach based on Metropolis - Hastings algorithm is conducted for corrosion model updating. • The reliability of corroded pipe network is assessed by considering the interdependencies between the pipelines.

Topics in Bayesian statistics and maximum entropy

International Nuclear Information System (INIS)

Mutihac, R.; Cicuttin, A.; Cerdeira, A.; Stanciulescu, C.

1998-12-01

Notions of Bayesian decision theory and maximum entropy methods are reviewed with particular emphasis on probabilistic inference and Bayesian modeling. The axiomatic approach is considered as the best justification of Bayesian analysis and maximum entropy principle applied in natural sciences. Particular emphasis is put on solving the inverse problem in digital image restoration and Bayesian modeling of neural networks. Further topics addressed briefly include language modeling, neutron scattering, multiuser detection and channel equalization in digital communications, genetic information, and Bayesian court decision-making. (author)

Bayesian analysis in plant pathology.

Science.gov (United States)

Mila, A L; Carriquiry, A L

2004-09-01

ABSTRACT Bayesian methods are currently much discussed and applied in several disciplines from molecular biology to engineering. Bayesian inference is the process of fitting a probability model to a set of data and summarizing the results via probability distributions on the parameters of the model and unobserved quantities such as predictions for new observations. In this paper, after a short introduction of Bayesian inference, we present the basic features of Bayesian methodology using examples from sequencing genomic fragments and analyzing microarray gene-expressing levels, reconstructing disease maps, and designing experiments.

Semiparametric Bayesian analysis of accelerated failure time models with cluster structures.

Science.gov (United States)

Li, Zhaonan; Xu, Xinyi; Shen, Junshan

2017-11-10

In this paper, we develop a Bayesian semiparametric accelerated failure time model for survival data with cluster structures. Our model allows distributional heterogeneity across clusters and accommodates their relationships through a density ratio approach. Moreover, a nonparametric mixture of Dirichlet processes prior is placed on the baseline distribution to yield full distributional flexibility. We illustrate through simulations that our model can greatly improve estimation accuracy by effectively pooling information from multiple clusters, while taking into account the heterogeneity in their random error distributions. We also demonstrate the implementation of our method using analysis of Mayo Clinic Trial in Primary Biliary Cirrhosis. Copyright © 2017 John Wiley & Sons, Ltd.

On combination of strict Bayesian principles with model reduction technique or how stochastic model calibration can become feasible for large-scale applications

Science.gov (United States)

Oladyshkin, S.; Schroeder, P.; Class, H.; Nowak, W.

2013-12-01

Predicting underground carbon dioxide (CO2) storage represents a challenging problem in a complex dynamic system. Due to lacking information about reservoir parameters, quantification of uncertainties may become the dominant question in risk assessment. Calibration on past observed data from pilot-scale test injection can improve the predictive power of the involved geological, flow, and transport models. The current work performs history matching to pressure time series from a pilot storage site operated in Europe, maintained during an injection period. Simulation of compressible two-phase flow and transport (CO2/brine) in the considered site is computationally very demanding, requiring about 12 days of CPU time for an individual model run. For that reason, brute-force approaches for calibration are not feasible. In the current work, we explore an advanced framework for history matching based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. The aPC [1] offers a drastic but accurate stochastic model reduction. Unlike many previous chaos expansions, it can handle arbitrary probability distribution shapes of uncertain parameters, and can therefore handle directly the statistical information appearing during the matching procedure. We capture the dependence of model output on these multipliers with the expansion-based reduced model. In our study we keep the spatial heterogeneity suggested by geophysical methods, but consider uncertainty in the magnitude of permeability trough zone-wise permeability multipliers. Next combined the aPC with Bootstrap filtering (a brute-force but fully accurate Bayesian updating mechanism) in order to perform the matching. In comparison to (Ensemble) Kalman Filters, our method accounts for higher-order statistical moments and for the non-linearity of both the forward model and the inversion, and thus allows a rigorous quantification of calibrated model uncertainty. The usually high computational costs of

Involving stakeholders in building integrated fisheries models using Bayesian methods

DEFF Research Database (Denmark)

Haapasaari, Päivi Elisabet; Mäntyniemi, Samu; Kuikka, Sakari

2013-01-01

the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology...

A simulation study on Bayesian Ridge regression models for several collinearity levels

Science.gov (United States)

Efendi, Achmad; Effrihan

2017-12-01

When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

Bayesian dynamic mediation analysis.

Science.gov (United States)

Huang, Jing; Yuan, Ying

2017-12-01

Most existing methods for mediation analysis assume that mediation is a stationary, time-invariant process, which overlooks the inherently dynamic nature of many human psychological processes and behavioral activities. In this article, we consider mediation as a dynamic process that continuously changes over time. We propose Bayesian multilevel time-varying coefficient models to describe and estimate such dynamic mediation effects. By taking the nonparametric penalized spline approach, the proposed method is flexible and able to accommodate any shape of the relationship between time and mediation effects. Simulation studies show that the proposed method works well and faithfully reflects the true nature of the mediation process. By modeling mediation effect nonparametrically as a continuous function of time, our method provides a valuable tool to help researchers obtain a more complete understanding of the dynamic nature of the mediation process underlying psychological and behavioral phenomena. We also briefly discuss an alternative approach of using dynamic autoregressive mediation model to estimate the dynamic mediation effect. The computer code is provided to implement the proposed Bayesian dynamic mediation analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Bayesian Action–Perception Computational Model: Interaction of Production and Recognition of Cursive Letters

Science.gov (United States)

Gilet, Estelle; Diard, Julien; Bessière, Pierre

2011-01-01

In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043

Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

KAUST Repository

Allmaras, Moritz; Bangerth, Wolfgang; Linhart, Jean Marie; Polanco, Javier; Wang, Fang; Wang, Kainan; Webster, Jennifer; Zedler, Sarah

2013-01-01

All mathematical models of real-world phenomena contain parameters that need to be estimated from measurements, either for realistic predictions or simply to understand the characteristics of the model. Bayesian statistics provides a framework

Bayesian Mixed Hidden Markov Models: A Multi-Level Approach to Modeling Categorical Outcomes with Differential Misclassification

Science.gov (United States)

Zhang, Yue; Berhane, Kiros

2014-01-01

Questionnaire-based health status outcomes are often prone to misclassification. When studying the effect of risk factors on such outcomes, ignoring any potential misclassification may lead to biased effect estimates. Analytical challenges posed by these misclassified outcomes are further complicated when simultaneously exploring factors for both the misclassification and health processes in a multi-level setting. To address these challenges, we propose a fully Bayesian Mixed Hidden Markov Model (BMHMM) for handling differential misclassification in categorical outcomes in a multi-level setting. The BMHMM generalizes the traditional Hidden Markov Model (HMM) by introducing random effects into three sets of HMM parameters for joint estimation of the prevalence, transition and misclassification probabilities. This formulation not only allows joint estimation of all three sets of parameters, but also accounts for cluster level heterogeneity based on a multi-level model structure. Using this novel approach, both the true health status prevalence and the transition probabilities between the health states during follow-up are modeled as functions of covariates. The observed, possibly misclassified, health states are related to the true, but unobserved, health states and covariates. Results from simulation studies are presented to validate the estimation procedure, to show the computational efficiency due to the Bayesian approach and also to illustrate the gains from the proposed method compared to existing methods that ignore outcome misclassification and cluster level heterogeneity. We apply the proposed method to examine the risk factors for both asthma transition and misclassification in the Southern California Children's Health Study (CHS). PMID:24254432

AIC, BIC, Bayesian evidence against the interacting dark energy model

International Nuclear Information System (INIS)

Szydlowski, Marek; Krawiec, Adam; Kurek, Aleksandra; Kamionka, Michal

2015-01-01

Recent astronomical observations have indicated that the Universe is in a phase of accelerated expansion. While there are many cosmological models which try to explain this phenomenon, we focus on the interacting ΛCDM model where an interaction between the dark energy and dark matter sectors takes place. This model is compared to its simpler alternative - the ΛCDM model. To choose between these models the likelihood ratio test was applied as well as the model comparison methods (employing Occam's principle): the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the Bayesian evidence. Using the current astronomical data: type Ia supernova (Union2.1), h(z), baryon acoustic oscillation, the Alcock- Paczynski test, and the cosmic microwave background data, we evaluated both models. The analyses based on the AIC indicated that there is less support for the interacting ΛCDM model when compared to the ΛCDM model, while those based on the BIC indicated that there is strong evidence against it in favor of the ΛCDM model. Given the weak or almost non-existing support for the interacting ΛCDM model and bearing in mind Occam's razor we are inclined to reject this model. (orig.)

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

Science.gov (United States)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Bayesian Geostatistical Modeling of Malaria Indicator Survey Data in Angola

Science.gov (United States)

Gosoniu, Laura; Veta, Andre Mia; Vounatsou, Penelope

2010-01-01

The 2006–2007 Angola Malaria Indicator Survey (AMIS) is the first nationally representative household survey in the country assessing coverage of the key malaria control interventions and measuring malaria-related burden among children under 5 years of age. In this paper, the Angolan MIS data were analyzed to produce the first smooth map of parasitaemia prevalence based on contemporary nationwide empirical data in the country. Bayesian geostatistical models were fitted to assess the effect of interventions after adjusting for environmental, climatic and socio-economic factors. Non-linear relationships between parasitaemia risk and environmental predictors were modeled by categorizing the covariates and by employing two non-parametric approaches, the B-splines and the P-splines. The results of the model validation showed that the categorical model was able to better capture the relationship between parasitaemia prevalence and the environmental factors. Model fit and prediction were handled within a Bayesian framework using Markov chain Monte Carlo (MCMC) simulations. Combining estimates of parasitaemia prevalence with the number of children under we obtained estimates of the number of infected children in the country. The population-adjusted prevalence ranges from in Namibe province to in Malanje province. The odds of parasitaemia in children living in a household with at least ITNs per person was by 41% lower (CI: 14%, 60%) than in those with fewer ITNs. The estimates of the number of parasitaemic children produced in this paper are important for planning and implementing malaria control interventions and for monitoring the impact of prevention and control activities. PMID:20351775

Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors

Directory of Open Access Journals (Sweden)

Chul-Yong Lee

2017-01-01

Full Text Available In the long-term, crude oil prices may impact the economic stability and sustainability of many countries, especially those depending on oil imports. This study thus suggests an alternative model for accurately forecasting oil prices while reflecting structural changes in the oil market by using a Bayesian approach. The prior information is derived from the recent and expected structure of the oil market, using a subjective approach, and then updated with available market data. The model includes as independent variables factors affecting oil prices, such as world oil demand and supply, the financial situation, upstream costs, and geopolitical events. To test the model’s forecasting performance, it is compared with other models, including a linear ordinary least squares model and a neural network model. The proposed model outperforms on the forecasting performance test even though the neural network model shows the best results on a goodness-of-fit test. The results show that the crude oil price is estimated to increase to $169.3/Bbl by 2040.

Modelling cheetah relocation success in southern Africa using an iterative Bayesian network development cycle

CSIR Research Space (South Africa)

Johnson, S

2010-02-01

Full Text Available metapopulations was the focus of a Bayesian Network (BN) modelling workshop in South Africa. Using a new heuristics, Iterative Bayesian Network Development Cycle (IBNDC), described in this paper, several networks were formulated to distinguish between the unique...

Application of Bayesian belief net in modelling the origin and effects of terrigenous dissolved organic matter in a boreal aquatic ecosystem

Science.gov (United States)

Rahikainen, Mika; Hoikkala, Laura; Soinne, Helena

2013-04-01

models of different environmental compartments (soil chemistry, agricultural management practices, aquatic processes, costs and benefits for society) with explicit treatment of uncertainty. In order to achieve policy relevance, these models have to be integrated into resource management. We use a Bayesian belief net to describe the probabilistic dependencies among the driving forces, processes, and impacts relevant to dissolved organic matter in boreal waterways.

A Bayesian Hierarchical Model for Relating Multiple SNPs within Multiple Genes to Disease Risk

Directory of Open Access Journals (Sweden)

Lewei Duan

2013-01-01

Full Text Available A variety of methods have been proposed for studying the association of multiple genes thought to be involved in a common pathway for a particular disease. Here, we present an extension of a Bayesian hierarchical modeling strategy that allows for multiple SNPs within each gene, with external prior information at either the SNP or gene level. The model involves variable selection at the SNP level through latent indicator variables and Bayesian shrinkage at the gene level towards a prior mean vector and covariance matrix that depend on external information. The entire model is fitted using Markov chain Monte Carlo methods. Simulation studies show that the approach is capable of recovering many of the truly causal SNPs and genes, depending upon their frequency and size of their effects. The method is applied to data on 504 SNPs in 38 candidate genes involved in DNA damage response in the WECARE study of second breast cancers in relation to radiotherapy exposure.

Can Economic Model Transparency Improve Provider Interpretation of Cost-effectiveness Analysis? Evaluating Tradeoffs Presented by the Second Panel on Cost-effectiveness in Health and Medicine.

Science.gov (United States)

Padula, William V; McQueen, Robert Brett; Pronovost, Peter J

2017-11-01

The Second Panel on Cost-Effectiveness in Health and Medicine convened on December 7, 2016 at the National Academy of Medicine to disseminate their recommendations for conduct, methodological practices, and reporting of cost-effectiveness analyses (CEAs). Following its summary, panel proceedings included lengthy discussions including the field's struggle to disseminate findings efficiently through peer-reviewed literature to target audiences. With editors of several medical and outcomes research journals in attendance, there was consensus that findings of cost-effectiveness analyses do not effectively reach other researchers or health care providers. The audience members suggested several solutions including providing additional training to clinicians in cost-effectiveness research and requiring that cost-effectiveness models are made publicly available. However, there remains the questions of whether making economic modelers' work open-access through journals is fair under the defense that these models remain one's own intellectual property, or whether journals can properly manage the peer-review process specifically for cost-effectiveness analyses. In this article, we elaborate on these issues and provide some suggested solutions that may increase the dissemination and application of cost-effectiveness literature to reach its intended audiences and ultimately benefit the patient. Ultimately, it is our combined view as economic modelers and clinicians that cost-effectiveness results need to reach the clinician to improve the efficiency of medical practice, but that open-access models do not improve clinician access or interpretation of the economics of medicine.

Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales

Science.gov (United States)

Gilks, Walter R.; De Angelis, Daniela; Day, Nicholas E.

We describe the use of conditional-independence modeling, Bayesian inference and Markov chain Monte Carlo, to model and project the HIV-AIDS epidemic in homosexual/bisexual males in England and Wales. Complexity in this analysis arises through selectively missing data, indirectly observed underlying processes, and measurement error. Our emphasis is on presentation and discussion of the concepts, not on the technicalities of this analysis, which can be found elsewhere [D. De Angelis, W.R. Gilks, N.E. Day, Bayesian projection of the the acquired immune deficiency syndrome epidemic (with discussion), Applied Statistics, in press].

Bayesian modeling of the mass and density of asteroids

Science.gov (United States)

Dotson, Jessie L.; Mathias, Donovan

2017-10-01

Mass and density are two of the fundamental properties of any object. In the case of near earth asteroids, knowledge about the mass of an asteroid is essential for estimating the risk due to (potential) impact and planning possible mitigation options. The density of an asteroid can illuminate the structure of the asteroid. A low density can be indicative of a rubble pile structure whereas a higher density can imply a monolith and/or higher metal content. The damage resulting from an impact of an asteroid with Earth depends on its interior structure in addition to its total mass, and as a result, density is a key parameter to understanding the risk of asteroid impact. Unfortunately, measuring the mass and density of asteroids is challenging and often results in measurements with large uncertainties. In the absence of mass / density measurements for a specific object, understanding the range and distribution of likely values can facilitate probabilistic assessments of structure and impact risk. Hierarchical Bayesian models have recently been developed to investigate the mass - radius relationship of exoplanets (Wolfgang, Rogers & Ford 2016) and to probabilistically forecast the mass of bodies large enough to establish hydrostatic equilibrium over a range of 9 orders of magnitude in mass (from planemos to main sequence stars; Chen & Kipping 2017). Here, we extend this approach to investigate the mass and densities of asteroids. Several candidate Bayesian models are presented, and their performance is assessed relative to a synthetic asteroid population. In addition, a preliminary Bayesian model for probablistically forecasting masses and densities of asteroids is presented. The forecasting model is conditioned on existing asteroid data and includes observational errors, hyper-parameter uncertainties and intrinsic scatter.

Bayesian Network Models in Cyber Security: A Systematic Review

OpenAIRE

Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas

2017-01-01

Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these models is missing. In this paper, we conduct a systematic review of the scientific literature and identify 17 standard BN models in cyber security. We analyse these models based on 9 different criteri...

Bayesian modeling and prediction of solar particles flux

International Nuclear Information System (INIS)

Dedecius, Kamil; Kalova, Jana

2010-01-01

An autoregression model was developed based on the Bayesian approach. Considering the solar wind non-homogeneity, the idea was applied of combining the pure autoregressive properties of the model with expert knowledge based on a similar behaviour of the various phenomena related to the flux properties. Examples of such situations include the hardening of the X-ray spectrum, which is often followed by coronal mass ejection and a significant increase in the particles flux intensity

Application of hierarchical Bayesian unmixing models in river sediment source apportionment

Science.gov (United States)

Blake, Will; Smith, Hugh; Navas, Ana; Bodé, Samuel; Goddard, Rupert; Zou Kuzyk, Zou; Lennard, Amy; Lobb, David; Owens, Phil; Palazon, Leticia; Petticrew, Ellen; Gaspar, Leticia; Stock, Brian; Boeckx, Pacsal; Semmens, Brice

2016-04-01

Fingerprinting and unmixing concepts are used widely across environmental disciplines for forensic evaluation of pollutant sources. In aquatic and marine systems, this includes tracking the source of organic and inorganic pollutants in water and linking problem sediment to soil erosion and land use sources. It is, however, the particular complexity of ecological systems that has driven creation of the most sophisticated mixing models, primarily to (i) evaluate diet composition in complex ecological food webs, (ii) inform population structure and (iii) explore animal movement. In the context of the new hierarchical Bayesian unmixing model, MIXSIAR, developed to characterise intra-population niche variation in ecological systems, we evaluate the linkage between ecological 'prey' and 'consumer' concepts and river basin sediment 'source' and sediment 'mixtures' to exemplify the value of ecological modelling tools to river basin science. Recent studies have outlined advantages presented by Bayesian unmixing approaches in handling complex source and mixture datasets while dealing appropriately with uncertainty in parameter probability distributions. MixSIAR is unique in that it allows individual fixed and random effects associated with mixture hierarchy, i.e. factors that might exert an influence on model outcome for mixture groups, to be explored within the source-receptor framework. This offers new and powerful ways of interpreting river basin apportionment data. In this contribution, key components of the model are evaluated in the context of common experimental designs for sediment fingerprinting studies namely simple, nested and distributed catchment sampling programmes. Illustrative examples using geochemical and compound specific stable isotope datasets are presented and used to discuss best practice with specific attention to (1) the tracer selection process, (2) incorporation of fixed effects relating to sample timeframe and sediment type in the modelling

Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models

OpenAIRE

Martin Burda; Artem Prokhorov

2012-01-01

Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...

Assessing global vegetation activity using spatio-temporal Bayesian modelling

Science.gov (United States)

Mulder, Vera L.; van Eck, Christel M.; Friedlingstein, Pierre; Regnier, Pierre A. G.

2016-04-01

This work demonstrates the potential of modelling vegetation activity using a hierarchical Bayesian spatio-temporal model. This approach allows modelling changes in vegetation and climate simultaneous in space and time. Changes of vegetation activity such as phenology are modelled as a dynamic process depending on climate variability in both space and time. Additionally, differences in observed vegetation status can be contributed to other abiotic ecosystem properties, e.g. soil and terrain properties. Although these properties do not change in time, they do change in space and may provide valuable information in addition to the climate dynamics. The spatio-temporal Bayesian models were calibrated at a regional scale because the local trends in space and time can be better captured by the model. The regional subsets were defined according to the SREX segmentation, as defined by the IPCC. Each region is considered being relatively homogeneous in terms of large-scale climate and biomes, still capturing small-scale (grid-cell level) variability. Modelling within these regions is hence expected to be less uncertain due to the absence of these large-scale patterns, compared to a global approach. This overall modelling approach allows the comparison of model behavior for the different regions and may provide insights on the main dynamic processes driving the interaction between vegetation and climate within different regions. The data employed in this study encompasses the global datasets for soil properties (SoilGrids), terrain properties (Global Relief Model based on SRTM DEM and ETOPO), monthly time series of satellite-derived vegetation indices (GIMMS NDVI3g) and climate variables (Princeton Meteorological Forcing Dataset). The findings proved the potential of a spatio-temporal Bayesian modelling approach for assessing vegetation dynamics, at a regional scale. The observed interrelationships of the employed data and the different spatial and temporal trends support

An Efficient Technique for Bayesian Modelling of Family Data Using the BUGS software

Directory of Open Access Journals (Sweden)

Harold T Bae

2014-11-01

Full Text Available Linear mixed models have become a popular tool to analyze continuous data from family-based designs by using random effects that model the correlation of subjects from the same family. However, mixed models for family data are challenging to implement with the BUGS (Bayesian inference Using Gibbs Sampling software because of the high-dimensional covariance matrix of the random effects. This paper describes an efficient parameterization that utilizes the singular value decomposition of the covariance matrix of random effects, includes the BUGS code for such implementation, and extends the parameterization to generalized linear mixed models. The implementation is evaluated using simulated data and an example from a large family-based study is presented with a comparison to other existing methods.

A Bayesian Combined Model for Time-Dependent Turning Movement Proportions Estimation at Intersections

Directory of Open Access Journals (Sweden)

Pengpeng Jiao

2014-01-01

Full Text Available Time-dependent turning movement flows are very important input data for intelligent transportation systems but are impossible to be detected directly through current traffic surveillance systems. Existing estimation models have proved to be not accurate and reliable enough during all intervals. An improved way to address this problem is to develop a combined model framework that can integrate multiple submodels running simultaneously. This paper first presents a back propagation neural network model to estimate dynamic turning movements, as well as the self-adaptive learning rate approach and the gradient descent with momentum method for solving. Second, this paper develops an efficient Kalman filtering model and designs a revised sequential Kalman filtering algorithm. Based on the Bayesian method using both historical data and currently estimated results for error calibration, this paper further integrates above two submodels into a Bayesian combined model framework and proposes a corresponding algorithm. A field survey is implemented at an intersection in Beijing city to collect both time series of link counts and actual time-dependent turning movement flows, including historical and present data. The reported estimation results show that the Bayesian combined model is much more accurate and stable than other models.

Bayesian model discrimination for glucose-insulin homeostasis

DEFF Research Database (Denmark)

Andersen, Kim Emil; Brooks, Stephen P.; Højbjerre, Malene

In this paper we analyse a set of experimental data on a number of healthy and diabetic patients and discuss a variety of models for describing the physiological processes involved in glucose absorption and insulin secretion within the human body. We adopt a Bayesian approach which facilitates...... as parameter uncertainty. Markov chain Monte Carlo methods are used, combining Metropolis Hastings, reversible jump and simulated tempering updates to provide rapidly mixing chains so as to provide robust inference. We demonstrate the methodology for both healthy and type II diabetic populations concluding...... that whilst both populations are well modelled by a common insulin model, their glucose dynamics differ considerably....

Bayesian Predictive Models for Rayleigh Wind Speed

DEFF Research Database (Denmark)

Shahirinia, Amir; Hajizadeh, Amin; Yu, David C

2017-01-01

predictive model of the wind speed aggregates the non-homogeneous distributions into a single continuous distribution. Therefore, the result is able to capture the variation among the probability distributions of the wind speeds at the turbines’ locations in a wind farm. More specifically, instead of using...... a wind speed distribution whose parameters are known or estimated, the parameters are considered as random whose variations are according to probability distributions. The Bayesian predictive model for a Rayleigh which only has a single model scale parameter has been proposed. Also closed-form posterior...... and predictive inferences under different reasonable choices of prior distribution in sensitivity analysis have been presented....

Advances in Bayesian Modeling in Educational Research

Science.gov (United States)

Levy, Roy

2016-01-01

In this article, I provide a conceptually oriented overview of Bayesian approaches to statistical inference and contrast them with frequentist approaches that currently dominate conventional practice in educational research. The features and advantages of Bayesian approaches are illustrated with examples spanning several statistical modeling…

Bayesian estimation inherent in a Mexican-hat-type neural network

Science.gov (United States)

Takiyama, Ken

2016-05-01

Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.

Reverse Flow Routing in a Bayesian Framework Using a GPU-accelerated 2D Shallow Water Model

Science.gov (United States)

D'Oria, M.; Ferrari, A.; Mignosa, P.; Tanda, M. G.; Vacondio, R.

2017-12-01

Knowledge of discharge hydrographs in specific sites of natural rivers is important for water resource management, flood frequency analysis, design of structures, etc. Many times, the flood hydrograph is needed in a river section upstream of a monitoring station; here the flood wave differs from the upstream one because of the effects of resistance, channel storage, lateral inflow, etc. Reverse flow routing is a method that allows obtaining hydrographs in upstream ungauged stations using information available at downstream monitored sites. In this study, we propose an inverse procedure, based on a Bayesian Geostatistical Approach, to solve the reverse problem. The upstream flow values over time (parameters) are considered as random variables and a-priori information about the parameters and observations (downstream discharge or water level values) are combined together in a Bayesian framework. The methodology needs a forward model of the considered open channel that includes the upstream ungauged station and the downstream gauged one and it is able to describe, with sufficient accuracy, the hydraulic routing processes. In many real cases, especially when large floodable areas are involved, a 1D hydraulic model is not able to capture the complex river hydrodynamic and a 2D model must be used. The inverse procedure requires a high number of flow model run to linearize the forward problem through multiple evaluations of a Jacobian matrix (sensitivity of each observation to each parameter) using a finite difference approach. For this reason, the computational efficiency of the forward model is a crucial element to reduce the overall computational costs. Therefore, in this work we used, in combination with the inverse procedure, a GPU-parallel numerical model for the solution of the 2D Shallow Water equations (implemented in CUDA/C++ code) that allows achieving ratio of physical to computational time of about 500-1000 (depending on the test case features). In addition

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

Science.gov (United States)

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Nonlinear and non-Gaussian Bayesian based handwriting beautification

Science.gov (United States)

Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

2013-03-01

A framework is proposed in this paper to effectively and efficiently beautify handwriting by means of a novel nonlinear and non-Gaussian Bayesian algorithm. In the proposed framework, format and size of handwriting image are firstly normalized, and then typeface in computer system is applied to optimize vision effect of handwriting. The Bayesian statistics is exploited to characterize the handwriting beautification process as a Bayesian dynamic model. The model parameters to translate, rotate and scale typeface in computer system are controlled by state equation, and the matching optimization between handwriting and transformed typeface is employed by measurement equation. Finally, the new typeface, which is transformed from the original one and gains the best nonlinear and non-Gaussian optimization, is the beautification result of handwriting. Experimental results demonstrate the proposed framework provides a creative handwriting beautification methodology to improve visual acceptance.

Projecting UK mortality using Bayesian generalised additive models

OpenAIRE

Hilton, Jason; Dodd, Erengul; Forster, Jonathan; Smith, Peter W.F.

2018-01-01

Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. This paper presents a Bayesian approach to the forecasting of mortality that jointly estimates a Generalised Additive Model (GAM) for mortality for the majority of the age-range and a parametric model for older ages where the data are sparser. The GAM allows smooth components...

Bayesian Probability Theory

Science.gov (United States)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

An imprecise Dirichlet model for Bayesian analysis of failure data including right-censored observations

International Nuclear Information System (INIS)

Coolen, F.P.A.

1997-01-01

This paper is intended to make researchers in reliability theory aware of a recently introduced Bayesian model with imprecise prior distributions for statistical inference on failure data, that can also be considered as a robust Bayesian model. The model consists of a multinomial distribution with Dirichlet priors, making the approach basically nonparametric. New results for the model are presented, related to right-censored observations, where estimation based on this model is closely related to the product-limit estimator, which is an important statistical method to deal with reliability or survival data including right-censored observations. As for the product-limit estimator, the model considered in this paper aims at not using any information other than that provided by observed data, but our model fits into the robust Bayesian context which has the advantage that all inferences can be based on probabilities or expectations, or bounds for probabilities or expectations. The model uses a finite partition of the time-axis, and as such it is also related to life-tables

Comprehensive Influence Model of Preschool Children’s Personality Development Based on the Bayesian Network

Directory of Open Access Journals (Sweden)

Yan Sun

2014-01-01

Full Text Available It is crucial to ascertain the comprehensive influence factors on personality for making effective cultivating plan. However, most existing literatures focus on the effect of individual factor on the personality. In order to comprehensively investigate the causal influences of preschool children’s temperament, school factors (teacher expectation and peer acceptance, and family factors (parental coparenting style, parental education value, and parental parenting style on the personality and the probability of the dependencies among these influence factors, we constructed the influencing factor model of personality development based on the Bayesian network. The models not only reflect the influence on personality development as a whole, but also obtain the probability relationships among the factors. Compared with other influence factors including family and school factors, temperament has more effect on the personality. In addition, teacher expectation also has an important influence on the personality. The experimental results show that it is a valuable exploration to construct the Bayesian network for comprehensively investigating the causal relationships between preschool children’s personality and related influence factors. Further, these results will be helpful to the cultivation of healthy personality.