Bayesian nonparametric variable selection as an exploratory tool for discovering differentially expressed genes.

Science.gov (United States)

Shahbaba, Babak; Johnson, Wesley O

2013-05-30

High-throughput scientific studies involving no clear a priori hypothesis are common. For example, a large-scale genomic study of a disease may examine thousands of genes without hypothesizing that any specific gene is responsible for the disease. In these studies, the objective is to explore a large number of possible factors (e.g., genes) in order to identify a small number that will be considered in follow-up studies that tend to be more thorough and on smaller scales. A simple, hierarchical, linear regression model with random coefficients is assumed for case-control data that correspond to each gene. The specific model used will be seen to be related to a standard Bayesian variable selection model. Relatively large regression coefficients correspond to potential differences in responses for cases versus controls and thus to genes that might 'matter'. For large-scale studies, and using a Dirichlet process mixture model for the regression coefficients, we are able to find clusters of regression effects of genes with increasing potential effect or 'relevance', in relation to the outcome of interest. One cluster will always correspond to genes whose coefficients are in a neighborhood that is relatively close to zero and will be deemed least relevant. Other clusters will correspond to increasing magnitudes of the random/latent regression coefficients. Using simulated data, we demonstrate that our approach could be quite effective in finding relevant genes compared with several alternative methods. We apply our model to two large-scale studies. The first study involves transcriptome analysis of infection by human cytomegalovirus. The second study's objective is to identify differentially expressed genes between two types of leukemia. Copyright © 2012 John Wiley & Sons, Ltd.

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...

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 accounts of covert selective attention: A tutorial review.

Science.gov (United States)

Vincent, Benjamin T

2015-05-01

Decision making and optimal observer models offer an important theoretical approach to the study of covert selective attention. While their probabilistic formulation allows quantitative comparison to human performance, the models can be complex and their insights are not always immediately apparent. Part 1 establishes the theoretical appeal of the Bayesian approach, and introduces the way in which probabilistic approaches can be applied to covert search paradigms. Part 2 presents novel formulations of Bayesian models of 4 important covert attention paradigms, illustrating optimal observer predictions over a range of experimental manipulations. Graphical model notation is used to present models in an accessible way and Supplementary Code is provided to help bridge the gap between model theory and practical implementation. Part 3 reviews a large body of empirical and modelling evidence showing that many experimental phenomena in the domain of covert selective attention are a set of by-products. These effects emerge as the result of observers conducting Bayesian inference with noisy sensory observations, prior expectations, and knowledge of the generative structure of the stimulus environment.

Conditional maximum-entropy method for selecting prior distributions in Bayesian statistics

Science.gov (United States)

Abe, Sumiyoshi

2014-11-01

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach to systems governed by dynamics with largely separated time scales and is based on three key concepts: conjugate pairs of variables, dimensionless integration measures with coarse-graining factors and partial maximization of the joint entropy. The method enables one to calculate a prior purely from a likelihood in a simple way. It is shown, in particular, how it not only yields Jeffreys's rules but also reveals new structures hidden behind them.

A fully Bayesian latent variable model for integrative clustering analysis of multi-type omics data.

Science.gov (United States)

Mo, Qianxing; Shen, Ronglai; Guo, Cui; Vannucci, Marina; Chan, Keith S; Hilsenbeck, Susan G

2018-01-01

Identification of clinically relevant tumor subtypes and omics signatures is an important task in cancer translational research for precision medicine. Large-scale genomic profiling studies such as The Cancer Genome Atlas (TCGA) Research Network have generated vast amounts of genomic, transcriptomic, epigenomic, and proteomic data. While these studies have provided great resources for researchers to discover clinically relevant tumor subtypes and driver molecular alterations, there are few computationally efficient methods and tools for integrative clustering analysis of these multi-type omics data. Therefore, the aim of this article is to develop a fully Bayesian latent variable method (called iClusterBayes) that can jointly model omics data of continuous and discrete data types for identification of tumor subtypes and relevant omics features. Specifically, the proposed method uses a few latent variables to capture the inherent structure of multiple omics data sets to achieve joint dimension reduction. As a result, the tumor samples can be clustered in the latent variable space and relevant omics features that drive the sample clustering are identified through Bayesian variable selection. This method significantly improve on the existing integrative clustering method iClusterPlus in terms of statistical inference and computational speed. By analyzing TCGA and simulated data sets, we demonstrate the excellent performance of the proposed method in revealing clinically meaningful tumor subtypes and driver omics features. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

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.

Variable Selection for Regression Models of Percentile Flows

Science.gov (United States)

Fouad, G.

2017-12-01

Percentile flows describe the flow magnitude equaled or exceeded for a given percent of time, and are widely used in water resource management. However, these statistics are normally unavailable since most basins are ungauged. Percentile flows of ungauged basins are often predicted using regression models based on readily observable basin characteristics, such as mean elevation. The number of these independent variables is too large to evaluate all possible models. A subset of models is typically evaluated using automatic procedures, like stepwise regression. This ignores a large variety of methods from the field of feature (variable) selection and physical understanding of percentile flows. A study of 918 basins in the United States was conducted to compare an automatic regression procedure to the following variable selection methods: (1) principal component analysis, (2) correlation analysis, (3) random forests, (4) genetic programming, (5) Bayesian networks, and (6) physical understanding. The automatic regression procedure only performed better than principal component analysis. Poor performance of the regression procedure was due to a commonly used filter for multicollinearity, which rejected the strongest models because they had cross-correlated independent variables. Multicollinearity did not decrease model performance in validation because of a representative set of calibration basins. Variable selection methods based strictly on predictive power (numbers 2-5 from above) performed similarly, likely indicating a limit to the predictive power of the variables. Similar performance was also reached using variables selected based on physical understanding, a finding that substantiates recent calls to emphasize physical understanding in modeling for predictions in ungauged basins. The strongest variables highlighted the importance of geology and land cover, whereas widely used topographic variables were the weakest predictors. Variables suffered from a high

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.

A default Bayesian hypothesis test for correlations and partial correlations

NARCIS (Netherlands)

Wetzels, R.; Wagenmakers, E.J.

2012-01-01

We propose a default Bayesian hypothesis test for the presence of a correlation or a partial correlation. The test is a direct application of Bayesian techniques for variable selection in regression models. The test is easy to apply and yields practical advantages that the standard frequentist tests

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.

Bayesian approach to errors-in-variables in regression models

Science.gov (United States)

Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad

2017-05-01

In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.

Impact of petrophysical uncertainty on Bayesian hydrogeophysical inversion and model selection

Science.gov (United States)

Brunetti, Carlotta; Linde, Niklas

2018-01-01

Quantitative hydrogeophysical studies rely heavily on petrophysical relationships that link geophysical properties to hydrogeological properties and state variables. Coupled inversion studies are frequently based on the questionable assumption that these relationships are perfect (i.e., no scatter). Using synthetic examples and crosshole ground-penetrating radar (GPR) data from the South Oyster Bacterial Transport Site in Virginia, USA, we investigate the impact of spatially-correlated petrophysical uncertainty on inferred posterior porosity and hydraulic conductivity distributions and on Bayes factors used in Bayesian model selection. Our study shows that accounting for petrophysical uncertainty in the inversion (I) decreases bias of the inferred variance of hydrogeological subsurface properties, (II) provides more realistic uncertainty assessment and (III) reduces the overconfidence in the ability of geophysical data to falsify conceptual hydrogeological models.

Bayesian Graphical Models

DEFF Research Database (Denmark)

Jensen, Finn Verner; Nielsen, Thomas Dyhre

2016-01-01

Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes...

Bayesian data fusion for spatial prediction of categorical variables in environmental sciences

Science.gov (United States)

Gengler, Sarah; Bogaert, Patrick

2014-12-01

First developed to predict continuous variables, Bayesian Maximum Entropy (BME) has become a complete framework in the context of space-time prediction since it has been extended to predict categorical variables and mixed random fields. This method proposes solutions to combine several sources of data whatever the nature of the information. However, the various attempts that were made for adapting the BME methodology to categorical variables and mixed random fields faced some limitations, as a high computational burden. The main objective of this paper is to overcome this limitation by generalizing the Bayesian Data Fusion (BDF) theoretical framework to categorical variables, which is somehow a simplification of the BME method through the convenient conditional independence hypothesis. The BDF methodology for categorical variables is first described and then applied to a practical case study: the estimation of soil drainage classes using a soil map and point observations in the sandy area of Flanders around the city of Mechelen (Belgium). The BDF approach is compared to BME along with more classical approaches, as Indicator CoKringing (ICK) and logistic regression. Estimators are compared using various indicators, namely the Percentage of Correctly Classified locations (PCC) and the Average Highest Probability (AHP). Although BDF methodology for categorical variables is somehow a simplification of BME approach, both methods lead to similar results and have strong advantages compared to ICK and logistic regression.

Bayesian data fusion for spatial prediction of categorical variables in environmental sciences

International Nuclear Information System (INIS)

Gengler, Sarah; Bogaert, Patrick

2014-01-01

First developed to predict continuous variables, Bayesian Maximum Entropy (BME) has become a complete framework in the context of space-time prediction since it has been extended to predict categorical variables and mixed random fields. This method proposes solutions to combine several sources of data whatever the nature of the information. However, the various attempts that were made for adapting the BME methodology to categorical variables and mixed random fields faced some limitations, as a high computational burden. The main objective of this paper is to overcome this limitation by generalizing the Bayesian Data Fusion (BDF) theoretical framework to categorical variables, which is somehow a simplification of the BME method through the convenient conditional independence hypothesis. The BDF methodology for categorical variables is first described and then applied to a practical case study: the estimation of soil drainage classes using a soil map and point observations in the sandy area of Flanders around the city of Mechelen (Belgium). The BDF approach is compared to BME along with more classical approaches, as Indicator CoKringing (ICK) and logistic regression. Estimators are compared using various indicators, namely the Percentage of Correctly Classified locations (PCC) and the Average Highest Probability (AHP). Although BDF methodology for categorical variables is somehow a simplification of BME approach, both methods lead to similar results and have strong advantages compared to ICK and logistic regression

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 genomic selection: the effect of haplotype lenghts and priors

DEFF Research Database (Denmark)

Villumsen, Trine Michelle; Janss, Luc

2009-01-01

Breeding values for animals with marker data are estimated using a genomic selection approach where data is analyzed using Bayesian multi-marker association models. Fourteen model scenarios with varying haplotype lengths, hyper parameter and prior distributions were compared to find the scenario ...

An Investigation into the Relationship among Psychiatric, Demographic and Socio-Economic Variables with Bayesian Network Modeling

Directory of Open Access Journals (Sweden)

Gunal Bilek

2018-03-01

Full Text Available The aim of this paper is to investigate the factors influencing the Beck Depression Inventory score, the Beck Hopelessness Scale score and the Rosenberg Self-Esteem score and the relationships among the psychiatric, demographic and socio-economic variables with Bayesian network modeling. The data of 823 university students consist of 21 continuous and discrete relevant psychiatric, demographic and socio-economic variables. After the discretization of the continuous variables by two approaches, two Bayesian networks models are constructed using the b n l e a r n package in R, and the results are presented via figures and probabilities. One of the most significant results is that in the first Bayesian network model, the gender of the students influences the level of depression, with female students being more depressive. In the second model, social activity directly influences the level of depression. In each model, depression influences both the level of hopelessness and self-esteem in students; additionally, as the level of depression increases, the level of hopelessness increases, but the level of self-esteem drops.

Bayesian variable selection for multistate Markov models with interval-censored data in an ecological momentary assessment study of smoking cessation.

Science.gov (United States)

Koslovsky, Matthew D; Swartz, Michael D; Chan, Wenyaw; Leon-Novelo, Luis; Wilkinson, Anna V; Kendzor, Darla E; Businelle, Michael S

2017-10-11

The application of sophisticated analytical methods to intensive longitudinal data, collected with ecological momentary assessments (EMA), has helped researchers better understand smoking behaviors after a quit attempt. Unfortunately, the wealth of information captured with EMAs is typically underutilized in practice. Thus, novel methods are needed to extract this information in exploratory research studies. One of the main objectives of intensive longitudinal data analysis is identifying relations between risk factors and outcomes of interest. Our goal is to develop and apply expectation maximization variable selection for Bayesian multistate Markov models with interval-censored data to generate new insights into the relation between potential risk factors and transitions between smoking states. Through simulation, we demonstrate the effectiveness of our method in identifying associated risk factors and its ability to outperform the LASSO in a special case. Additionally, we use the expectation conditional-maximization algorithm to simplify estimation, a deterministic annealing variant to reduce the algorithm's dependence on starting values, and Louis's method to estimate unknown parameter uncertainty. We then apply our method to intensive longitudinal data collected with EMA to identify risk factors associated with transitions between smoking states after a quit attempt in a cohort of socioeconomically disadvantaged smokers who were interested in quitting. © 2017, The International Biometric Society.

Bayesian feature weighting for unsupervised learning, with application to object recognition

OpenAIRE

Carbonetto , Peter; De Freitas , Nando; Gustafson , Paul; Thompson , Natalie

2003-01-01

International audience; We present a method for variable selection/weighting in an unsupervised learning context using Bayesian shrinkage. The basis for the model parameters and cluster assignments can be computed simultaneous using an efficient EM algorithm. Applying our Bayesian shrinkage model to a complex problem in object recognition (Duygulu, Barnard, de Freitas and Forsyth 2002), our experiments yied good results.

Bayesian LASSO, scale space and decision making in association genetics.

Science.gov (United States)

Pasanen, Leena; Holmström, Lasse; Sillanpää, Mikko J

2015-01-01

LASSO is a penalized regression method that facilitates model fitting in situations where there are as many, or even more explanatory variables than observations, and only a few variables are relevant in explaining the data. We focus on the Bayesian version of LASSO and consider four problems that need special attention: (i) controlling false positives, (ii) multiple comparisons, (iii) collinearity among explanatory variables, and (iv) the choice of the tuning parameter that controls the amount of shrinkage and the sparsity of the estimates. The particular application considered is association genetics, where LASSO regression can be used to find links between chromosome locations and phenotypic traits in a biological organism. However, the proposed techniques are relevant also in other contexts where LASSO is used for variable selection. We separate the true associations from false positives using the posterior distribution of the effects (regression coefficients) provided by Bayesian LASSO. We propose to solve the multiple comparisons problem by using simultaneous inference based on the joint posterior distribution of the effects. Bayesian LASSO also tends to distribute an effect among collinear variables, making detection of an association difficult. We propose to solve this problem by considering not only individual effects but also their functionals (i.e. sums and differences). Finally, whereas in Bayesian LASSO the tuning parameter is often regarded as a random variable, we adopt a scale space view and consider a whole range of fixed tuning parameters, instead. The effect estimates and the associated inference are considered for all tuning parameters in the selected range and the results are visualized with color maps that provide useful insights into data and the association problem considered. The methods are illustrated using two sets of artificial data and one real data set, all representing typical settings in association genetics.

Flood quantile estimation at ungauged sites by Bayesian networks

Science.gov (United States)

Mediero, L.; Santillán, D.; Garrote, L.

2012-04-01

Estimating flood quantiles at a site for which no observed measurements are available is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. The most common technique used is the multiple regression analysis, which relates physical and climatic basin characteristic to flood quantiles. Regression equations are fitted from flood frequency data and basin characteristics at gauged sites. Regression equations are a rigid technique that assumes linear relationships between variables and cannot take the measurement errors into account. In addition, the prediction intervals are estimated in a very simplistic way from the variance of the residuals in the estimated model. Bayesian networks are a probabilistic computational structure taken from the field of Artificial Intelligence, which have been widely and successfully applied to many scientific fields like medicine and informatics, but application to the field of hydrology is recent. Bayesian networks infer the joint probability distribution of several related variables from observations through nodes, which represent random variables, and links, which represent causal dependencies between them. A Bayesian network is more flexible than regression equations, as they capture non-linear relationships between variables. In addition, the probabilistic nature of Bayesian networks allows taking the different sources of estimation uncertainty into account, as they give a probability distribution as result. A homogeneous region in the Tagus Basin was selected as case study. A regression equation was fitted taking the basin area, the annual maximum 24-hour rainfall for a given recurrence interval and the mean height as explanatory variables. Flood quantiles at ungauged sites were estimated by Bayesian networks. Bayesian networks need to be learnt from a huge enough data set. As observational data are reduced, a

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.

On the prior probabilities for two-stage Bayesian estimates

International Nuclear Information System (INIS)

Kohut, P.

1992-01-01

The method of Bayesian inference is reexamined for its applicability and for the required underlying assumptions in obtaining and using prior probability estimates. Two different approaches are suggested to determine the first-stage priors in the two-stage Bayesian analysis which avoid certain assumptions required for other techniques. In the first scheme, the prior is obtained through a true frequency based distribution generated at selected intervals utilizing actual sampling of the failure rate distributions. The population variability distribution is generated as the weighed average of the frequency distributions. The second method is based on a non-parametric Bayesian approach using the Maximum Entropy Principle. Specific features such as integral properties or selected parameters of prior distributions may be obtained with minimal assumptions. It is indicated how various quantiles may also be generated with a least square technique

Feature selection for Bayesian network classifiers using the MDL-FS score

NARCIS (Netherlands)

Drugan, Madalina M.; Wiering, Marco A.

When constructing a Bayesian network classifier from data, the more or less redundant features included in a dataset may bias the classifier and as a consequence may result in a relatively poor classification accuracy. In this paper, we study the problem of selecting appropriate subsets of features

Model Selection in Historical Research Using Approximate Bayesian Computation

Science.gov (United States)

Rubio-Campillo, Xavier

2016-01-01

Formal Models and History Computational models are increasingly being used to study historical dynamics. This new trend, which could be named Model-Based History, makes use of recently published datasets and innovative quantitative methods to improve our understanding of past societies based on their written sources. The extensive use of formal models allows historians to re-evaluate hypotheses formulated decades ago and still subject to debate due to the lack of an adequate quantitative framework. The initiative has the potential to transform the discipline if it solves the challenges posed by the study of historical dynamics. These difficulties are based on the complexities of modelling social interaction, and the methodological issues raised by the evaluation of formal models against data with low sample size, high variance and strong fragmentation. Case Study This work examines an alternate approach to this evaluation based on a Bayesian-inspired model selection method. The validity of the classical Lanchester’s laws of combat is examined against a dataset comprising over a thousand battles spanning 300 years. Four variations of the basic equations are discussed, including the three most common formulations (linear, squared, and logarithmic) and a new variant introducing fatigue. Approximate Bayesian Computation is then used to infer both parameter values and model selection via Bayes Factors. Impact Results indicate decisive evidence favouring the new fatigue model. The interpretation of both parameter estimations and model selection provides new insights into the factors guiding the evolution of warfare. At a methodological level, the case study shows how model selection methods can be used to guide historical research through the comparison between existing hypotheses and empirical evidence. PMID:26730953

Developing a spatial-statistical model and map of historical malaria prevalence in Botswana using a staged variable selection procedure

Directory of Open Access Journals (Sweden)

Mabaso Musawenkosi LH

2007-09-01

Full Text Available Abstract Background Several malaria risk maps have been developed in recent years, many from the prevalence of infection data collated by the MARA (Mapping Malaria Risk in Africa project, and using various environmental data sets as predictors. Variable selection is a major obstacle due to analytical problems caused by over-fitting, confounding and non-independence in the data. Testing and comparing every combination of explanatory variables in a Bayesian spatial framework remains unfeasible for most researchers. The aim of this study was to develop a malaria risk map using a systematic and practicable variable selection process for spatial analysis and mapping of historical malaria risk in Botswana. Results Of 50 potential explanatory variables from eight environmental data themes, 42 were significantly associated with malaria prevalence in univariate logistic regression and were ranked by the Akaike Information Criterion. Those correlated with higher-ranking relatives of the same environmental theme, were temporarily excluded. The remaining 14 candidates were ranked by selection frequency after running automated step-wise selection procedures on 1000 bootstrap samples drawn from the data. A non-spatial multiple-variable model was developed through step-wise inclusion in order of selection frequency. Previously excluded variables were then re-evaluated for inclusion, using further step-wise bootstrap procedures, resulting in the exclusion of another variable. Finally a Bayesian geo-statistical model using Markov Chain Monte Carlo simulation was fitted to the data, resulting in a final model of three predictor variables, namely summer rainfall, mean annual temperature and altitude. Each was independently and significantly associated with malaria prevalence after allowing for spatial correlation. This model was used to predict malaria prevalence at unobserved locations, producing a smooth risk map for the whole country. Conclusion We have

Bayesian Hierarchical Structure for Quantifying Population Variability to Inform Probabilistic Health Risk Assessments.

Science.gov (United States)

Shao, Kan; Allen, Bruce C; Wheeler, Matthew W

2017-10-01

Human variability is a very important factor considered in human health risk assessment for protecting sensitive populations from chemical exposure. Traditionally, to account for this variability, an interhuman uncertainty factor is applied to lower the exposure limit. However, using a fixed uncertainty factor rather than probabilistically accounting for human variability can hardly support probabilistic risk assessment advocated by a number of researchers; new methods are needed to probabilistically quantify human population variability. We propose a Bayesian hierarchical model to quantify variability among different populations. This approach jointly characterizes the distribution of risk at background exposure and the sensitivity of response to exposure, which are commonly represented by model parameters. We demonstrate, through both an application to real data and a simulation study, that using the proposed hierarchical structure adequately characterizes variability across different populations. © 2016 Society for Risk Analysis.

Bayesian Optimization Under Mixed Constraints with A Slack-Variable Augmented Lagrangian

Energy Technology Data Exchange (ETDEWEB)

Picheny, Victor; Gramacy, Robert B.; Wild, Stefan M.; Le Digabel, Sebastien

2016-12-05

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global search in the presence of inequality constraints; however, a drawback was that expected improvement (EI) evaluations relied on Monte Carlo. Here we introduce an alternative slack variable AL, and show that in this formulation the EI may be evaluated with library routines. The slack variables furthermore facilitate equality as well as inequality constraints, and mixtures thereof. We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.

Accuracy of latent-variable estimation in Bayesian semi-supervised learning.

Science.gov (United States)

Yamazaki, Keisuke

2015-09-01

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying data-generation process, respectively. Unsupervised learning tasks, such as cluster analysis, are regarded as estimations of latent variables based on the observable ones. The estimation of latent variables in semi-supervised learning, where some labels are observed, will be more precise than that in unsupervised, and one of the concerns is to clarify the effect of the labeled data. However, there has not been sufficient theoretical analysis of the accuracy of the estimation of latent variables. In a previous study, a distribution-based error function was formulated, and its asymptotic form was calculated for unsupervised learning with generative models. It has been shown that, for the estimation of latent variables, the Bayes method is more accurate than the maximum-likelihood method. The present paper reveals the asymptotic forms of the error function in Bayesian semi-supervised learning for both discriminative and generative models. The results show that the generative model, which uses all of the given data, performs better when the model is well specified. Copyright © 2015 Elsevier Ltd. All rights reserved.

Implementation of upper limit calculation for a poisson variable by bayesian approach

International Nuclear Information System (INIS)

Zhu Yongsheng

2008-01-01

The calculation of Bayesian confidence upper limit for a Poisson variable including both signal and background with and without systematic uncertainties has been formulated. A Fortran 77 routine, BPULE, has been developed to implement the calculation. The routine can account for systematic uncertainties in the background expectation and signal efficiency. The systematic uncertainties may be separately parameterized by a Gaussian, Log-Gaussian or flat probability density function (pdf). Some technical details of BPULE have been discussed. (authors)

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

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

KAUST Repository

Elsheikh, Ahmed H.; Wheeler, Mary Fanett; 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

An Improved Estimation Using Polya-Gamma Augmentation for Bayesian Structural Equation Models with Dichotomous Variables

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Kim, Seohyun; Lu, Zhenqiu; Cohen, Allan S.

2018-01-01

Bayesian algorithms have been used successfully in the social and behavioral sciences to analyze dichotomous data particularly with complex structural equation models. In this study, we investigate the use of the Polya-Gamma data augmentation method with Gibbs sampling to improve estimation of structural equation models with dichotomous variables.…

A default Bayesian hypothesis test for mediation.

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Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

Benchmarking Variable Selection in QSAR.

Science.gov (United States)

Eklund, Martin; Norinder, Ulf; Boyer, Scott; Carlsson, Lars

2012-02-01

Variable selection is important in QSAR modeling since it can improve model performance and transparency, as well as reduce the computational cost of model fitting and predictions. Which variable selection methods that perform well in QSAR settings is largely unknown. To address this question we, in a total of 1728 benchmarking experiments, rigorously investigated how eight variable selection methods affect the predictive performance and transparency of random forest models fitted to seven QSAR datasets covering different endpoints, descriptors sets, types of response variables, and number of chemical compounds. The results show that univariate variable selection methods are suboptimal and that the number of variables in the benchmarked datasets can be reduced with about 60 % without significant loss in model performance when using multivariate adaptive regression splines MARS and forward selection. Copyright © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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.

Influences of variables on ship collision probability in a Bayesian belief network model

International Nuclear Information System (INIS)

Hänninen, Maria; Kujala, Pentti

2012-01-01

The influences of the variables in a Bayesian belief network model for estimating the role of human factors on ship collision probability in the Gulf of Finland are studied for discovering the variables with the largest influences and for examining the validity of the network. The change in the so-called causation probability is examined while observing each state of the network variables and by utilizing sensitivity and mutual information analyses. Changing course in an encounter situation is the most influential variable in the model, followed by variables such as the Officer of the Watch's action, situation assessment, danger detection, personal condition and incapacitation. The least influential variables are the other distractions on bridge, the bridge view, maintenance routines and the officer's fatigue. In general, the methods are found to agree on the order of the model variables although some disagreements arise due to slightly dissimilar approaches to the concept of variable influence. The relative values and the ranking of variables based on the values are discovered to be more valuable than the actual numerical values themselves. Although the most influential variables seem to be plausible, there are some discrepancies between the indicated influences in the model and literature. Thus, improvements are suggested to the network.

Multi-level Bayesian analyses for single- and multi-vehicle freeway crashes.

Science.gov (United States)

Yu, Rongjie; Abdel-Aty, Mohamed

2013-09-01

This study presents multi-level analyses for single- and multi-vehicle crashes on a mountainous freeway. Data from a 15-mile mountainous freeway section on I-70 were investigated. Both aggregate and disaggregate models for the two crash conditions were developed. Five years of crash data were used in the aggregate investigation, while the disaggregate models utilized one year of crash data along with real-time traffic and weather data. For the aggregate analyses, safety performance functions were developed for the purpose of revealing the contributing factors for each crash type. Two methodologies, a Bayesian bivariate Poisson-lognormal model and a Bayesian hierarchical Poisson model with correlated random effects, were estimated to simultaneously analyze the two crash conditions with consideration of possible correlations. Except for the factors related to geometric characteristics, two exposure parameters (annual average daily traffic and segment length) were included. Two different sets of significant explanatory and exposure variables were identified for the single-vehicle (SV) and multi-vehicle (MV) crashes. It was found that the Bayesian bivariate Poisson-lognormal model is superior to the Bayesian hierarchical Poisson model, the former with a substantially lower DIC and more significant variables. In addition to the aggregate analyses, microscopic real-time crash risk evaluation models were developed for the two crash conditions. Multi-level Bayesian logistic regression models were estimated with the random parameters accounting for seasonal variations, crash-unit-level diversity and segment-level random effects capturing unobserved heterogeneity caused by the geometric characteristics. The model results indicate that the effects of the selected variables on crash occurrence vary across seasons and crash units; and that geometric characteristic variables contribute to the segment variations: the more unobserved heterogeneity have been accounted, the better

Bayesian Population Physiologically-Based Pharmacokinetic (PBPK Approach for a Physiologically Realistic Characterization of Interindividual Variability in Clinically Relevant Populations.

Directory of Open Access Journals (Sweden)

Markus Krauss

Full Text Available Interindividual variability in anatomical and physiological properties results in significant differences in drug pharmacokinetics. The consideration of such pharmacokinetic variability supports optimal drug efficacy and safety for each single individual, e.g. by identification of individual-specific dosings. One clear objective in clinical drug development is therefore a thorough characterization of the physiological sources of interindividual variability. In this work, we present a Bayesian population physiologically-based pharmacokinetic (PBPK approach for the mechanistically and physiologically realistic identification of interindividual variability. The consideration of a generic and highly detailed mechanistic PBPK model structure enables the integration of large amounts of prior physiological knowledge, which is then updated with new experimental data in a Bayesian framework. A covariate model integrates known relationships of physiological parameters to age, gender and body height. We further provide a framework for estimation of the a posteriori parameter dependency structure at the population level. The approach is demonstrated considering a cohort of healthy individuals and theophylline as an application example. The variability and co-variability of physiological parameters are specified within the population; respectively. Significant correlations are identified between population parameters and are applied for individual- and population-specific visual predictive checks of the pharmacokinetic behavior, which leads to improved results compared to present population approaches. In the future, the integration of a generic PBPK model into an hierarchical approach allows for extrapolations to other populations or drugs, while the Bayesian paradigm allows for an iterative application of the approach and thereby a continuous updating of physiological knowledge with new data. This will facilitate decision making e.g. from preclinical to

Bayesian modeling using WinBUGS

CERN Document Server

Ntzoufras, Ioannis

2009-01-01

A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...

Not accounting for interindividual variability can mask habitat selection patterns: a case study on black bears.

Science.gov (United States)

Lesmerises, Rémi; St-Laurent, Martin-Hugues

2017-11-01

Habitat selection studies conducted at the population scale commonly aim to describe general patterns that could improve our understanding of the limiting factors in species-habitat relationships. Researchers often consider interindividual variation in selection patterns to control for its effects and avoid pseudoreplication by using mixed-effect models that include individuals as random factors. Here, we highlight common pitfalls and possible misinterpretations of this strategy by describing habitat selection of 21 black bears Ursus americanus. We used Bayesian mixed-effect models and compared results obtained when using random intercept (i.e., population level) versus calculating individual coefficients for each independent variable (i.e., individual level). We then related interindividual variability to individual characteristics (i.e., age, sex, reproductive status, body condition) in a multivariate analysis. The assumption of comparable behavior among individuals was verified only in 40% of the cases in our seasonal best models. Indeed, we found strong and opposite responses among sampled bears and individual coefficients were linked to individual characteristics. For some covariates, contrasted responses canceled each other out at the population level. In other cases, interindividual variability was concealed by the composition of our sample, with the majority of the bears (e.g., old individuals and bears in good physical condition) driving the population response (e.g., selection of young forest cuts). Our results stress the need to consider interindividual variability to avoid misinterpretation and uninformative results, especially for a flexible and opportunistic species. This study helps to identify some ecological drivers of interindividual variability in bear habitat selection patterns.

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.

A Bayesian method for assessing multiscalespecies-habitat relationships

Science.gov (United States)

Stuber, Erica F.; Gruber, Lutz F.; Fontaine, Joseph J.

2017-01-01

ContextScientists face several theoretical and methodological challenges in appropriately describing fundamental wildlife-habitat relationships in models. The spatial scales of habitat relationships are often unknown, and are expected to follow a multi-scale hierarchy. Typical frequentist or information theoretic approaches often suffer under collinearity in multi-scale studies, fail to converge when models are complex or represent an intractable computational burden when candidate model sets are large.ObjectivesOur objective was to implement an automated, Bayesian method for inference on the spatial scales of habitat variables that best predict animal abundance.MethodsWe introduce Bayesian latent indicator scale selection (BLISS), a Bayesian method to select spatial scales of predictors using latent scale indicator variables that are estimated with reversible-jump Markov chain Monte Carlo sampling. BLISS does not suffer from collinearity, and substantially reduces computation time of studies. We present a simulation study to validate our method and apply our method to a case-study of land cover predictors for ring-necked pheasant (Phasianus colchicus) abundance in Nebraska, USA.ResultsOur method returns accurate descriptions of the explanatory power of multiple spatial scales, and unbiased and precise parameter estimates under commonly encountered data limitations including spatial scale autocorrelation, effect size, and sample size. BLISS outperforms commonly used model selection methods including stepwise and AIC, and reduces runtime by 90%.ConclusionsGiven the pervasiveness of scale-dependency in ecology, and the implications of mismatches between the scales of analyses and ecological processes, identifying the spatial scales over which species are integrating habitat information is an important step in understanding species-habitat relationships. BLISS is a widely applicable method for identifying important spatial scales, propagating scale uncertainty, and

Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

Directory of Open Access Journals (Sweden)

Piotr Białowolski

2012-03-01

Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period.  Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.

Universal Darwinism As a Process of Bayesian Inference.

Science.gov (United States)

Campbell, John O

2016-01-01

Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an "experiment" in the external world environment, and the results of that "experiment" or the "surprise" entailed by predicted and actual outcomes of the "experiment." Minimization of free energy implies that the implicit measure of "surprise" experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.

Variable Selection via Partial Correlation.

Science.gov (United States)

Li, Runze; Liu, Jingyuan; Lou, Lejia

2017-07-01

Partial correlation based variable selection method was proposed for normal linear regression models by Bühlmann, Kalisch and Maathuis (2010) as a comparable alternative method to regularization methods for variable selection. This paper addresses two important issues related to partial correlation based variable selection method: (a) whether this method is sensitive to normality assumption, and (b) whether this method is valid when the dimension of predictor increases in an exponential rate of the sample size. To address issue (a), we systematically study this method for elliptical linear regression models. Our finding indicates that the original proposal may lead to inferior performance when the marginal kurtosis of predictor is not close to that of normal distribution. Our simulation results further confirm this finding. To ensure the superior performance of partial correlation based variable selection procedure, we propose a thresholded partial correlation (TPC) approach to select significant variables in linear regression models. We establish the selection consistency of the TPC in the presence of ultrahigh dimensional predictors. Since the TPC procedure includes the original proposal as a special case, our theoretical results address the issue (b) directly. As a by-product, the sure screening property of the first step of TPC was obtained. The numerical examples also illustrate that the TPC is competitively comparable to the commonly-used regularization methods for variable selection.

Heuristic algorithms for feature selection under Bayesian models with block-diagonal covariance structure.

Science.gov (United States)

Foroughi Pour, Ali; Dalton, Lori A

2018-03-21

Many bioinformatics studies aim to identify markers, or features, that can be used to discriminate between distinct groups. In problems where strong individual markers are not available, or where interactions between gene products are of primary interest, it may be necessary to consider combinations of features as a marker family. To this end, recent work proposes a hierarchical Bayesian framework for feature selection that places a prior on the set of features we wish to select and on the label-conditioned feature distribution. While an analytical posterior under Gaussian models with block covariance structures is available, the optimal feature selection algorithm for this model remains intractable since it requires evaluating the posterior over the space of all possible covariance block structures and feature-block assignments. To address this computational barrier, in prior work we proposed a simple suboptimal algorithm, 2MNC-Robust, with robust performance across the space of block structures. Here, we present three new heuristic feature selection algorithms. The proposed algorithms outperform 2MNC-Robust and many other popular feature selection algorithms on synthetic data. In addition, enrichment analysis on real breast cancer, colon cancer, and Leukemia data indicates they also output many of the genes and pathways linked to the cancers under study. Bayesian feature selection is a promising framework for small-sample high-dimensional data, in particular biomarker discovery applications. When applied to cancer data these algorithms outputted many genes already shown to be involved in cancer as well as potentially new biomarkers. Furthermore, one of the proposed algorithms, SPM, outputs blocks of heavily correlated genes, particularly useful for studying gene interactions and gene networks.

Bayesian selective response-adaptive design using the historical control.

Science.gov (United States)

Kim, Mi-Ok; Harun, Nusrat; Liu, Chunyan; Khoury, Jane C; Broderick, Joseph P

2018-06-13

High quality historical control data, if incorporated, may reduce sample size, trial cost, and duration. A too optimistic use of the data, however, may result in bias under prior-data conflict. Motivated by well-publicized two-arm comparative trials in stroke, we propose a Bayesian design that both adaptively incorporates historical control data and selectively adapt the treatment allocation ratios within an ongoing trial responsively to the relative treatment effects. The proposed design differs from existing designs that borrow from historical controls. As opposed to reducing the number of subjects assigned to the control arm blindly, this design does so adaptively to the relative treatment effects only if evaluation of cumulated current trial data combined with the historical control suggests the superiority of the intervention arm. We used the effective historical sample size approach to quantify borrowed information on the control arm and modified the treatment allocation rules of the doubly adaptive biased coin design to incorporate the quantity. The modified allocation rules were then implemented under the Bayesian framework with commensurate priors addressing prior-data conflict. Trials were also more frequently concluded earlier in line with the underlying truth, reducing trial cost, and duration and yielded parameter estimates with smaller standard errors. © 2018 The Authors. Statistics in Medicine Published by John Wiley & Sons, Ltd.

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.

Universal Darwinism as a process of Bayesian inference

Directory of Open Access Journals (Sweden)

John Oberon Campbell

2016-06-01

Full Text Available Many of the mathematical frameworks describing natural selection are equivalent to Bayes’ Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians. As Bayesian inference can always be cast in terms of (variational free energy minimization, natural selection can be viewed as comprising two components: a generative model of an ‘experiment’ in the external world environment, and the results of that 'experiment' or the 'surprise' entailed by predicted and actual outcomes of the ‘experiment’. Minimization of free energy implies that the implicit measure of 'surprise' experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.

SELECTING QUASARS BY THEIR INTRINSIC VARIABILITY

International Nuclear Information System (INIS)

Schmidt, Kasper B.; Rix, Hans-Walter; Jester, Sebastian; Hennawi, Joseph F.; Marshall, Philip J.; Dobler, Gregory

2010-01-01

We present a new and simple technique for selecting extensive, complete, and pure quasar samples, based on their intrinsic variability. We parameterize the single-band variability by a power-law model for the light-curve structure function, with amplitude A and power-law index γ. We show that quasars can be efficiently separated from other non-variable and variable sources by the location of the individual sources in the A-γ plane. We use ∼60 epochs of imaging data, taken over ∼5 years, from the SDSS stripe 82 (S82) survey, where extensive spectroscopy provides a reference sample of quasars, to demonstrate the power of variability as a quasar classifier in multi-epoch surveys. For UV-excess selected objects, variability performs just as well as the standard SDSS color selection, identifying quasars with a completeness of 90% and a purity of 95%. In the redshift range 2.5 < z < 3, where color selection is known to be problematic, variability can select quasars with a completeness of 90% and a purity of 96%. This is a factor of 5-10 times more pure than existing color selection of quasars in this redshift range. Selecting objects from a broad griz color box without u-band information, variability selection in S82 can afford completeness and purity of 92%, despite a factor of 30 more contaminants than quasars in the color-selected feeder sample. This confirms that the fraction of quasars hidden in the 'stellar locus' of color space is small. To test variability selection in the context of Pan-STARRS 1 (PS1) we created mock PS1 data by down-sampling the S82 data to just six epochs over 3 years. Even with this much sparser time sampling, variability is an encouragingly efficient classifier. For instance, a 92% pure and 44% complete quasar candidate sample is attainable from the above griz-selected catalog. Finally, we show that the presented A-γ technique, besides selecting clean and pure samples of quasars (which are stochastically varying objects), is also

Efficient nonparametric and asymptotic Bayesian model selection methods for attributed graph clustering

KAUST Repository

Xu, Zhiqiang

2017-02-16

Attributed graph clustering, also known as community detection on attributed graphs, attracts much interests recently due to the ubiquity of attributed graphs in real life. Many existing algorithms have been proposed for this problem, which are either distance based or model based. However, model selection in attributed graph clustering has not been well addressed, that is, most existing algorithms assume the cluster number to be known a priori. In this paper, we propose two efficient approaches for attributed graph clustering with automatic model selection. The first approach is a popular Bayesian nonparametric method, while the second approach is an asymptotic method based on a recently proposed model selection criterion, factorized information criterion. Experimental results on both synthetic and real datasets demonstrate that our approaches for attributed graph clustering with automatic model selection significantly outperform the state-of-the-art algorithm.

Efficient nonparametric and asymptotic Bayesian model selection methods for attributed graph clustering

KAUST Repository

Xu, Zhiqiang; Cheng, James; Xiao, Xiaokui; Fujimaki, Ryohei; Muraoka, Yusuke

2017-01-01

Attributed graph clustering, also known as community detection on attributed graphs, attracts much interests recently due to the ubiquity of attributed graphs in real life. Many existing algorithms have been proposed for this problem, which are either distance based or model based. However, model selection in attributed graph clustering has not been well addressed, that is, most existing algorithms assume the cluster number to be known a priori. In this paper, we propose two efficient approaches for attributed graph clustering with automatic model selection. The first approach is a popular Bayesian nonparametric method, while the second approach is an asymptotic method based on a recently proposed model selection criterion, factorized information criterion. Experimental results on both synthetic and real datasets demonstrate that our approaches for attributed graph clustering with automatic model selection significantly outperform the state-of-the-art algorithm.

3D Bayesian contextual classifiers

DEFF Research Database (Denmark)

Larsen, Rasmus

2000-01-01

We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours.......We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours....

Properties of hypothesis testing techniques and (Bayesian) model selection for exploration-based and theory-based (order-restricted) hypotheses

NARCIS (Netherlands)

Kuiper, Rebecca M.; Nederhoff, Tim; Klugkist, Irene

2015-01-01

In this paper, the performance of six types of techniques for comparisons of means is examined. These six emerge from the distinction between the method employed (hypothesis testing, model selection using information criteria, or Bayesian model selection) and the set of hypotheses that is

Bayesian estimation of direct and correlated responses to selection on linear or ratio expressions of feed efficiency in pigs

DEFF Research Database (Denmark)

Shirali, Mahmoud; Varley, Patrick Francis; Jensen, Just

2018-01-01

meat percentage (LMP) along with the derived traits of RFI and FCR; and (3) deriving Bayesian estimates of direct and correlated responses to selection on RFI, FCR, ADG, ADFI, and LMP. Response to selection was defined as the difference in additive genetic mean of the selected top individuals, expected......, respectively. Selection against RFIG showed a direct response of − 0.16 kg/d and correlated responses of − 0.16 kg/kg for FCR and − 0.15 kg/d for ADFI, with no effect on other production traits. Selection against FCR resulted in a direct response of − 0.17 kg/kg and correlated responses of − 0.14 kg/d for RFIG......, − 0.18 kg/d for ADFI, and 0.98% for LMP. Conclusions: The Bayesian methodology developed here enables prediction of breeding values for FCR and RFI from a single multi-variate model. In addition, we derived posterior distributions of direct and correlated responses to selection. Genetic parameter...

Maximum entropy perception-action space: a Bayesian model of eye movement selection

OpenAIRE

Colas , Francis; Bessière , Pierre; Girard , Benoît

2010-01-01

International audience; In this article, we investigate the issue of the selection of eye movements in a free-eye Multiple Object Tracking task. We propose a Bayesian model of retinotopic maps with a complex logarithmic mapping. This model is structured in two parts: a representation of the visual scene, and a decision model based on the representation. We compare different decision models based on different features of the representation and we show that taking into account uncertainty helps...

Temporal and spatial variabilities of Antarctic ice mass changes inferred by GRACE in a Bayesian framework

Science.gov (United States)

Wang, L.; Davis, J. L.; Tamisiea, M. E.

2017-12-01

The Antarctic ice sheet (AIS) holds about 60% of all fresh water on the Earth, an amount equivalent to about 58 m of sea-level rise. Observation of AIS mass change is thus essential in determining and predicting its contribution to sea level. While the ice mass loss estimates for West Antarctica (WA) and the Antarctic Peninsula (AP) are in good agreement, what the mass balance over East Antarctica (EA) is, and whether or not it compensates for the mass loss is under debate. Besides the different error sources and sensitivities of different measurement types, complex spatial and temporal variabilities would be another factor complicating the accurate estimation of the AIS mass balance. Therefore, a model that allows for variabilities in both melting rate and seasonal signals would seem appropriate in the estimation of present-day AIS melting. We present a stochastic filter technique, which enables the Bayesian separation of the systematic stripe noise and mass signal in decade-length GRACE monthly gravity series, and allows the estimation of time-variable seasonal and inter-annual components in the signals. One of the primary advantages of this Bayesian method is that it yields statistically rigorous uncertainty estimates reflecting the inherent spatial resolution of the data. By applying the stochastic filter to the decade-long GRACE observations, we present the temporal variabilities of the AIS mass balance at basin scale, particularly over East Antarctica, and decipher the EA mass variations in the past decade, and their role in affecting overall AIS mass balance and sea level.

Gamma prior distribution selection for Bayesian analysis of failure rate and reliability

International Nuclear Information System (INIS)

Waler, R.A.; Johnson, M.M.; Waterman, M.S.; Martz, H.F. Jr.

1977-01-01

It is assumed that the phenomenon under study is such that the time-to-failure may be modeled by an exponential distribution with failure-rate parameter, lambda. For Bayesian analyses of the assumed model, the family of gamma distributions provides conjugate prior models for lambda. Thus, an experimenter needs to select a particular gamma model to conduct a Bayesian reliability analysis. The purpose of this paper is to present a methodology which can be used to translate engineering information, experience, and judgment into a choice of a gamma prior distribution. The proposed methodology assumes that the practicing engineer can provide percentile data relating to either the failure rate or the reliability of the phenomenon being investigated. For example, the methodology will select the gamma prior distribution which conveys an engineer's belief that the failure rate, lambda, simultaneously satisfies the probability statements, P(lambda less than 1.0 x 10 -3 ) = 0.50 and P(lambda less than 1.0 x 10 -5 ) = 0.05. That is, two percentiles provided by an engineer are used to determine a gamma prior model which agrees with the specified percentiles. For those engineers who prefer to specify reliability percentiles rather than the failure-rate percentiles illustrated above, one can use the induced negative-log gamma prior distribution which satisfies the probability statements, P(R(t 0 ) less than 0.99) = 0.50 and P(R(t 0 ) less than 0.99999) = 0.95 for some operating time t 0 . Also, the paper includes graphs for selected percentiles which assist an engineer in applying the methodology

Bayesian Peak Picking for NMR Spectra

KAUST Repository

Cheng, Yichen

2014-02-01

Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein–DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method.

Prediction of road accidents: A Bayesian hierarchical approach.

Science.gov (United States)

Deublein, Markus; Schubert, Matthias; Adey, Bryan T; Köhler, Jochen; Faber, Michael H

2013-03-01

In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models. Prior Bayesian Probabilistic Networks are first established by means of multivariate regression analysis of the observed frequencies of the model response variables, e.g. the occurrence of an accident, and observed values of the risk indicating variables, e.g. degree of road curvature. Subsequently, parameter learning is done using updating algorithms, to determine the posterior predictive probability distributions of the model response variables, conditional on the values of the risk indicating variables. The methodology is illustrated through a case study using data of the Austrian rural motorway network. In the case study, on randomly selected road segments the methodology is used to produce a model to predict the expected number of accidents in which an injury has occurred and the expected number of light, severe and fatally injured road users. Additionally, the methodology is used for geo-referenced identification of road sections with increased occurrence probabilities of injury accident events on a road link between two Austrian cities. It is shown that the proposed methodology can be used to develop models to estimate the occurrence of road accidents for any

Evaluating Spatial Variability in Sediment and Phosphorus Concentration-Discharge Relationships Using Bayesian Inference and Self-Organizing Maps

Science.gov (United States)

Underwood, Kristen L.; Rizzo, Donna M.; Schroth, Andrew W.; Dewoolkar, Mandar M.

2017-12-01

Given the variable biogeochemical, physical, and hydrological processes driving fluvial sediment and nutrient export, the water science and management communities need data-driven methods to identify regions prone to production and transport under variable hydrometeorological conditions. We use Bayesian analysis to segment concentration-discharge linear regression models for total suspended solids (TSS) and particulate and dissolved phosphorus (PP, DP) using 22 years of monitoring data from 18 Lake Champlain watersheds. Bayesian inference was leveraged to estimate segmented regression model parameters and identify threshold position. The identified threshold positions demonstrated a considerable range below and above the median discharge—which has been used previously as the default breakpoint in segmented regression models to discern differences between pre and post-threshold export regimes. We then applied a Self-Organizing Map (SOM), which partitioned the watersheds into clusters of TSS, PP, and DP export regimes using watershed characteristics, as well as Bayesian regression intercepts and slopes. A SOM defined two clusters of high-flux basins, one where PP flux was predominantly episodic and hydrologically driven; and another in which the sediment and nutrient sourcing and mobilization were more bimodal, resulting from both hydrologic processes at post-threshold discharges and reactive processes (e.g., nutrient cycling or lateral/vertical exchanges of fine sediment) at prethreshold discharges. A separate DP SOM defined two high-flux clusters exhibiting a bimodal concentration-discharge response, but driven by differing land use. Our novel framework shows promise as a tool with broad management application that provides insights into landscape drivers of riverine solute and sediment export.

Item selection via Bayesian IRT models.

Science.gov (United States)

Arima, Serena

2015-02-10

With reference to a questionnaire that aimed to assess the quality of life for dysarthric speakers, we investigate the usefulness of a model-based procedure for reducing the number of items. We propose a mixed cumulative logit model, which is known in the psychometrics literature as the graded response model: responses to different items are modelled as a function of individual latent traits and as a function of item characteristics, such as their difficulty and their discrimination power. We jointly model the discrimination and the difficulty parameters by using a k-component mixture of normal distributions. Mixture components correspond to disjoint groups of items. Items that belong to the same groups can be considered equivalent in terms of both difficulty and discrimination power. According to decision criteria, we select a subset of items such that the reduced questionnaire is able to provide the same information that the complete questionnaire provides. The model is estimated by using a Bayesian approach, and the choice of the number of mixture components is justified according to information criteria. We illustrate the proposed approach on the basis of data that are collected for 104 dysarthric patients by local health authorities in Lecce and in Milan. Copyright © 2014 John Wiley & Sons, Ltd.

A Bayesian analysis of sensible heat flux estimation: Quantifying uncertainty in meteorological forcing to improve model prediction

KAUST Repository

Ershadi, Ali

2013-05-01

The influence of uncertainty in land surface temperature, air temperature, and wind speed on the estimation of sensible heat flux is analyzed using a Bayesian inference technique applied to the Surface Energy Balance System (SEBS) model. The Bayesian approach allows for an explicit quantification of the uncertainties in input variables: a source of error generally ignored in surface heat flux estimation. An application using field measurements from the Soil Moisture Experiment 2002 is presented. The spatial variability of selected input meteorological variables in a multitower site is used to formulate the prior estimates for the sampling uncertainties, and the likelihood function is formulated assuming Gaussian errors in the SEBS model. Land surface temperature, air temperature, and wind speed were estimated by sampling their posterior distribution using a Markov chain Monte Carlo algorithm. Results verify that Bayesian-inferred air temperature and wind speed were generally consistent with those observed at the towers, suggesting that local observations of these variables were spatially representative. Uncertainties in the land surface temperature appear to have the strongest effect on the estimated sensible heat flux, with Bayesian-inferred values differing by up to ±5°C from the observed data. These differences suggest that the footprint of the in situ measured land surface temperature is not representative of the larger-scale variability. As such, these measurements should be used with caution in the calculation of surface heat fluxes and highlight the importance of capturing the spatial variability in the land surface temperature: particularly, for remote sensing retrieval algorithms that use this variable for flux estimation.

Assessing compositional variability through graphical analysis and Bayesian statistical approaches: case studies on transgenic crops.

Science.gov (United States)

Harrigan, George G; Harrison, Jay M

2012-01-01

New transgenic (GM) crops are subjected to extensive safety assessments that include compositional comparisons with conventional counterparts as a cornerstone of the process. The influence of germplasm, location, environment, and agronomic treatments on compositional variability is, however, often obscured in these pair-wise comparisons. Furthermore, classical statistical significance testing can often provide an incomplete and over-simplified summary of highly responsive variables such as crop composition. In order to more clearly describe the influence of the numerous sources of compositional variation we present an introduction to two alternative but complementary approaches to data analysis and interpretation. These include i) exploratory data analysis (EDA) with its emphasis on visualization and graphics-based approaches and ii) Bayesian statistical methodology that provides easily interpretable and meaningful evaluations of data in terms of probability distributions. The EDA case-studies include analyses of herbicide-tolerant GM soybean and insect-protected GM maize and soybean. Bayesian approaches are presented in an analysis of herbicide-tolerant GM soybean. Advantages of these approaches over classical frequentist significance testing include the more direct interpretation of results in terms of probabilities pertaining to quantities of interest and no confusion over the application of corrections for multiple comparisons. It is concluded that a standardized framework for these methodologies could provide specific advantages through enhanced clarity of presentation and interpretation in comparative assessments of crop composition.

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.

bayesQR: A Bayesian Approach to Quantile Regression

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Dries F. Benoit

2017-01-01

Full Text Available After its introduction by Koenker and Basset (1978, quantile regression has become an important and popular tool to investigate the conditional response distribution in regression. The R package bayesQR contains a number of routines to estimate quantile regression parameters using a Bayesian approach based on the asymmetric Laplace distribution. The package contains functions for the typical quantile regression with continuous dependent variable, but also supports quantile regression for binary dependent variables. For both types of dependent variables, an approach to variable selection using the adaptive lasso approach is provided. For the binary quantile regression model, the package also contains a routine that calculates the fitted probabilities for each vector of predictors. In addition, functions for summarizing the results, creating traceplots, posterior histograms and drawing quantile plots are included. This paper starts with a brief overview of the theoretical background of the models used in the bayesQR package. The main part of this paper discusses the computational problems that arise in the implementation of the procedure and illustrates the usefulness of the package through selected examples.

Gamma prior distribution selection for Bayesian analysis of failure rate and reliability

International Nuclear Information System (INIS)

Waller, R.A.; Johnson, M.M.; Waterman, M.S.; Martz, H.F. Jr.

1976-07-01

It is assumed that the phenomenon under study is such that the time-to-failure may be modeled by an exponential distribution with failure rate lambda. For Bayesian analyses of the assumed model, the family of gamma distributions provides conjugate prior models for lambda. Thus, an experimenter needs to select a particular gamma model to conduct a Bayesian reliability analysis. The purpose of this report is to present a methodology that can be used to translate engineering information, experience, and judgment into a choice of a gamma prior distribution. The proposed methodology assumes that the practicing engineer can provide percentile data relating to either the failure rate or the reliability of the phenomenon being investigated. For example, the methodology will select the gamma prior distribution which conveys an engineer's belief that the failure rate lambda simultaneously satisfies the probability statements, P(lambda less than 1.0 x 10 -3 ) equals 0.50 and P(lambda less than 1.0 x 10 -5 ) equals 0.05. That is, two percentiles provided by an engineer are used to determine a gamma prior model which agrees with the specified percentiles. For those engineers who prefer to specify reliability percentiles rather than the failure rate percentiles illustrated above, it is possible to use the induced negative-log gamma prior distribution which satisfies the probability statements, P(R(t 0 ) less than 0.99) equals 0.50 and P(R(t 0 ) less than 0.99999) equals 0.95, for some operating time t 0 . The report also includes graphs for selected percentiles which assist an engineer in applying the procedure. 28 figures, 16 tables

Use of Bayesian Networks to Analyze Port Variables in Order to Make Sustainable Planning and Management Decision

Directory of Open Access Journals (Sweden)

Beatriz Molina Serrano

2018-01-01

Full Text Available In the current economic, social and political environment, society demands a greater variety of outcomes from the public logistics sector, such as efficiency, efficiency of managed resources, greater transparency and business performance. All of them are an indispensable counterpart for its recognition and support. In case of port planning and management, many variables are included. Use of Bayesian Networks allows to classify, predict and diagnose these variables and even to estimate the subsequent probability of unknown variables, basing on the known ones. Research includes a data base with more than 40 variables, which have been classified as smart port studies in Spain. Then a network was generated using a non-cyclic conducted grafo, which shows port variable relationships. As conclusion, economic variables are cause of the rest of categories and they represent a parent role in the most of cases. Furthermore, if environmental variables are known, subsequent probability of social variables can be estimated.

Variable Discretisation for Anomaly Detection using Bayesian Networks

Science.gov (United States)

2017-01-01

order to adequately represent the data, although a modification may be required to accommodate the representation of low probability data. The solution...Korb, K. & Nicholson, A. (2010) Learning Abnormal Vessel Behaviour from AIS Data with Bayesian Networks at Two Time Scales, Technical report 2010/4

Hierarchical Bayesian models to assess between- and within-batch variability of pathogen contamination in food.

Science.gov (United States)

Commeau, Natalie; Cornu, Marie; Albert, Isabelle; Denis, Jean-Baptiste; Parent, Eric

2012-03-01

Assessing within-batch and between-batch variability is of major interest for risk assessors and risk managers in the context of microbiological contamination of food. For example, the ratio between the within-batch variability and the between-batch variability has a large impact on the results of a sampling plan. Here, we designed hierarchical Bayesian models to represent such variability. Compatible priors were built mathematically to obtain sound model comparisons. A numeric criterion is proposed to assess the contamination structure comparing the ability of the models to replicate grouped data at the batch level using a posterior predictive loss approach. Models were applied to two case studies: contamination by Listeria monocytogenes of pork breast used to produce diced bacon and contamination by the same microorganism on cold smoked salmon at the end of the process. In the first case study, a contamination structure clearly exists and is located at the batch level, that is, between batches variability is relatively strong, whereas in the second a structure also exists but is less marked. © 2012 Society for Risk Analysis.

Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models: The Case of the Sugar-Ethanol-Oil Nexus in Brazil

OpenAIRE

Kelvin Balcombe; George Rapsomanikis

2008-01-01

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest ...

Using variable combination population analysis for variable selection in multivariate calibration.

Science.gov (United States)

Yun, Yong-Huan; Wang, Wei-Ting; Deng, Bai-Chuan; Lai, Guang-Bi; Liu, Xin-bo; Ren, Da-Bing; Liang, Yi-Zeng; Fan, Wei; Xu, Qing-Song

2015-03-03

Variable (wavelength or feature) selection techniques have become a critical step for the analysis of datasets with high number of variables and relatively few samples. In this study, a novel variable selection strategy, variable combination population analysis (VCPA), was proposed. This strategy consists of two crucial procedures. First, the exponentially decreasing function (EDF), which is the simple and effective principle of 'survival of the fittest' from Darwin's natural evolution theory, is employed to determine the number of variables to keep and continuously shrink the variable space. Second, in each EDF run, binary matrix sampling (BMS) strategy that gives each variable the same chance to be selected and generates different variable combinations, is used to produce a population of subsets to construct a population of sub-models. Then, model population analysis (MPA) is employed to find the variable subsets with the lower root mean squares error of cross validation (RMSECV). The frequency of each variable appearing in the best 10% sub-models is computed. The higher the frequency is, the more important the variable is. The performance of the proposed procedure was investigated using three real NIR datasets. The results indicate that VCPA is a good variable selection strategy when compared with four high performing variable selection methods: genetic algorithm-partial least squares (GA-PLS), Monte Carlo uninformative variable elimination by PLS (MC-UVE-PLS), competitive adaptive reweighted sampling (CARS) and iteratively retains informative variables (IRIV). The MATLAB source code of VCPA is available for academic research on the website: http://www.mathworks.com/matlabcentral/fileexchange/authors/498750. Copyright © 2015 Elsevier B.V. All rights reserved.

Bayesian methods in reliability

Science.gov (United States)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

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.

Modelling Inter-relationships among water, governance, human development variables in developing countries with Bayesian networks.

Science.gov (United States)

Dondeynaz, C.; Lopez-Puga, J.; Carmona-Moreno, C.

2012-04-01

Improving Water and Sanitation Services (WSS), being a complex and interdisciplinary issue, passes through collaboration and coordination of different sectors (environment, health, economic activities, governance, and international cooperation). This inter-dependency has been recognised with the adoption of the "Integrated Water Resources Management" principles that push for the integration of these various dimensions involved in WSS delivery to ensure an efficient and sustainable management. The understanding of these interrelations appears as crucial for decision makers in the water sector in particular in developing countries where WSS still represent an important leverage for livelihood improvement. In this framework, the Joint Research Centre of the European Commission has developed a coherent database (WatSan4Dev database) containing 29 indicators from environmental, socio-economic, governance and financial aid flows data focusing on developing countries (Celine et al, 2011 under publication). The aim of this work is to model the WatSan4Dev dataset using probabilistic models to identify the key variables influencing or being influenced by the water supply and sanitation access levels. Bayesian Network Models are suitable to map the conditional dependencies between variables and also allows ordering variables by level of influence on the dependent variable. Separated models have been built for water supply and for sanitation because of different behaviour. The models are validated if complying with statistical criteria but either with scientific knowledge and literature. A two steps approach has been adopted to build the structure of the model; Bayesian network is first built for each thematic cluster of variables (e.g governance, agricultural pressure, or human development) keeping a detailed level for interpretation later one. A global model is then built based on significant indicators of each cluster being previously modelled. The structure of the

3rd Bayesian Young Statisticians Meeting

CERN Document Server

Lanzarone, Ettore; Villalobos, Isadora; Mattei, Alessandra

2017-01-01

This book is a selection of peer-reviewed contributions presented at the third Bayesian Young Statisticians Meeting, BAYSM 2016, Florence, Italy, June 19-21. The meeting provided a unique opportunity for young researchers, M.S. students, Ph.D. students, and postdocs dealing with Bayesian statistics to connect with the Bayesian community at large, to exchange ideas, and to network with others working in the same field. The contributions develop and apply Bayesian methods in a variety of fields, ranging from the traditional (e.g., biostatistics and reliability) to the most innovative ones (e.g., big data and networks).

Bayesian Inference for Functional Dynamics Exploring in fMRI Data

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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.

A bayesian hierarchical model for classification with selection of functional predictors.

Science.gov (United States)

Zhu, Hongxiao; Vannucci, Marina; Cox, Dennis D

2010-06-01

In functional data classification, functional observations are often contaminated by various systematic effects, such as random batch effects caused by device artifacts, or fixed effects caused by sample-related factors. These effects may lead to classification bias and thus should not be neglected. Another issue of concern is the selection of functions when predictors consist of multiple functions, some of which may be redundant. The above issues arise in a real data application where we use fluorescence spectroscopy to detect cervical precancer. In this article, we propose a Bayesian hierarchical model that takes into account random batch effects and selects effective functions among multiple functional predictors. Fixed effects or predictors in nonfunctional form are also included in the model. The dimension of the functional data is reduced through orthonormal basis expansion or functional principal components. For posterior sampling, we use a hybrid Metropolis-Hastings/Gibbs sampler, which suffers slow mixing. An evolutionary Monte Carlo algorithm is applied to improve the mixing. Simulation and real data application show that the proposed model provides accurate selection of functional predictors as well as good classification.

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

Variable selection by lasso-type methods

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Sohail Chand

2011-09-01

Full Text Available Variable selection is an important property of shrinkage methods. The adaptive lasso is an oracle procedure and can do consistent variable selection. In this paper, we provide an explanation that how use of adaptive weights make it possible for the adaptive lasso to satisfy the necessary and almost sufcient condition for consistent variable selection. We suggest a novel algorithm and give an important result that for the adaptive lasso if predictors are normalised after the introduction of adaptive weights, it makes the adaptive lasso performance identical to the lasso.

A Bayesian framework for adaptive selection, calibration, and validation of coarse-grained models of atomistic systems

Energy Technology Data Exchange (ETDEWEB)

Farrell, Kathryn, E-mail: kfarrell@ices.utexas.edu; Oden, J. Tinsley, E-mail: oden@ices.utexas.edu; Faghihi, Danial, E-mail: danial@ices.utexas.edu

2015-08-15

A general adaptive modeling algorithm for selection and validation of coarse-grained models of atomistic systems is presented. A Bayesian framework is developed to address uncertainties in parameters, data, and model selection. Algorithms for computing output sensitivities to parameter variances, model evidence and posterior model plausibilities for given data, and for computing what are referred to as Occam Categories in reference to a rough measure of model simplicity, make up components of the overall approach. Computational results are provided for representative applications.

A Bayesian framework for adaptive selection, calibration, and validation of coarse-grained models of atomistic systems

Science.gov (United States)

Farrell, Kathryn; Oden, J. Tinsley; Faghihi, Danial

2015-08-01

A general adaptive modeling algorithm for selection and validation of coarse-grained models of atomistic systems is presented. A Bayesian framework is developed to address uncertainties in parameters, data, and model selection. Algorithms for computing output sensitivities to parameter variances, model evidence and posterior model plausibilities for given data, and for computing what are referred to as Occam Categories in reference to a rough measure of model simplicity, make up components of the overall approach. Computational results are provided for representative applications.

Palaeoenvironmental transfer functions in a bayesian framework with application to holocene climate variability in the near east

Energy Technology Data Exchange (ETDEWEB)

Schoelzel, C. [Bonn Univ. (Germany). Meteorologisches Inst.

2006-07-01

This thesis presents the development of statistical climatological-botanical transfer functions in order to provide reconstructions of Holocene climate variability in the Near East region. Two classical concepts, the biomisation as well as the indicator taxa approach, are translated into a Bayesian network. Fossil pollen spectra of laminated sediments from the Ein Gedi location at the western shoreline of the Dead Sea and from the crater lake Birkat Ram in the northern Golan serve as proxy data, covering the past 10000 and 6500 years, respectively. The climatological variables are winter temperature, summer temperature, and annual precipitation, obtained from the 0.5 x 0.5 degree climatology CRU TS 1.0. The Bayesian biome model is based on the three main vegetation territories, the Mediterranean, the Irano-Turanian, and the Saharo-Arabian territory, which are digitized on the same grid as the climate data. From their spatial extend, a classification in the phase space is described by estimating the conditional probability for the existence of a certain biome given the climate. These biome specific likelihood functions are modelled by a generalised linear model, including second order monomials of the climate variables. A statistical mixture model is applied to the biome probabilities as estimated by the Ein Gedi data, resulting in a posterior probability density function for the three dimensional climate state vector. The indicator taxa model is based on the distribution of 15 Mediterranean taxa. Their spatial extend allows to estimate the taxon specific likelihood functions. In this case, they are conditional probability density functions for the climate state vector given the existence of a certain taxon. In order to address the general problem of multivariate non-normally distributed populations, multivariate normal Copulas are used, which allow to create distribution functions with gamma as well as normal marginal distributions. Applying the model to the Birkat

Bayesian analysis of factors associated with fibromyalgia syndrome subjects

Science.gov (United States)

Jayawardana, Veroni; Mondal, Sumona; Russek, Leslie

2015-01-01

Factors contributing to movement-related fear were assessed by Russek, et al. 2014 for subjects with Fibromyalgia (FM) based on the collected data by a national internet survey of community-based individuals. The study focused on the variables, Activities-Specific Balance Confidence scale (ABC), Primary Care Post-Traumatic Stress Disorder screen (PC-PTSD), Tampa Scale of Kinesiophobia (TSK), a Joint Hypermobility Syndrome screen (JHS), Vertigo Symptom Scale (VSS-SF), Obsessive-Compulsive Personality Disorder (OCPD), Pain, work status and physical activity dependent from the "Revised Fibromyalgia Impact Questionnaire" (FIQR). The study presented in this paper revisits same data with a Bayesian analysis where appropriate priors were introduced for variables selected in the Russek's paper.

Bayesian phylogeography finds its roots.

Directory of Open Access Journals (Sweden)

Philippe Lemey

2009-09-01

Full Text Available As a key factor in endemic and epidemic dynamics, the geographical distribution of viruses has been frequently interpreted in the light of their genetic histories. Unfortunately, inference of historical dispersal or migration patterns of viruses has mainly been restricted to model-free heuristic approaches that provide little insight into the temporal setting of the spatial dynamics. The introduction of probabilistic models of evolution, however, offers unique opportunities to engage in this statistical endeavor. Here we introduce a Bayesian framework for inference, visualization and hypothesis testing of phylogeographic history. By implementing character mapping in a Bayesian software that samples time-scaled phylogenies, we enable the reconstruction of timed viral dispersal patterns while accommodating phylogenetic uncertainty. Standard Markov model inference is extended with a stochastic search variable selection procedure that identifies the parsimonious descriptions of the diffusion process. In addition, we propose priors that can incorporate geographical sampling distributions or characterize alternative hypotheses about the spatial dynamics. To visualize the spatial and temporal information, we summarize inferences using virtual globe software. We describe how Bayesian phylogeography compares with previous parsimony analysis in the investigation of the influenza A H5N1 origin and H5N1 epidemiological linkage among sampling localities. Analysis of rabies in West African dog populations reveals how virus diffusion may enable endemic maintenance through continuous epidemic cycles. From these analyses, we conclude that our phylogeographic framework will make an important asset in molecular epidemiology that can be easily generalized to infer biogeogeography from genetic data for many organisms.

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...

Application of Bayesian methods to habitat selection modeling of the northern spotted owl in California: new statistical methods for wildlife research

Science.gov (United States)

Howard B. Stauffer; Cynthia J. Zabel; Jeffrey R. Dunk

2005-01-01

We compared a set of competing logistic regression habitat selection models for Northern Spotted Owls (Strix occidentalis caurina) in California. The habitat selection models were estimated, compared, evaluated, and tested using multiple sample datasets collected on federal forestlands in northern California. We used Bayesian methods in interpreting...

Estimation of expected number of accidents and workforce unavailability through Bayesian population variability analysis and Markov-based model

International Nuclear Information System (INIS)

Chagas Moura, Márcio das; Azevedo, Rafael Valença; Droguett, Enrique López; Chaves, Leandro Rego; Lins, Isis Didier

2016-01-01

Occupational accidents pose several negative consequences to employees, employers, environment and people surrounding the locale where the accident takes place. Some types of accidents correspond to low frequency-high consequence (long sick leaves) events, and then classical statistical approaches are ineffective in these cases because the available dataset is generally sparse and contain censored recordings. In this context, we propose a Bayesian population variability method for the estimation of the distributions of the rates of accident and recovery. Given these distributions, a Markov-based model will be used to estimate the uncertainty over the expected number of accidents and the work time loss. Thus, the use of Bayesian analysis along with the Markov approach aims at investigating future trends regarding occupational accidents in a workplace as well as enabling a better management of the labor force and prevention efforts. One application example is presented in order to validate the proposed approach; this case uses available data gathered from a hydropower company in Brazil. - Highlights: • This paper proposes a Bayesian method to estimate rates of accident and recovery. • The model requires simple data likely to be available in the company database. • These results show the proposed model is not too sensitive to the prior estimates.

Progressive sampling-based Bayesian optimization for efficient and automatic machine learning model selection.

Science.gov (United States)

Zeng, Xueqiang; Luo, Gang

2017-12-01

Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting algorithms and hyper-parameter values requires advanced machine learning knowledge and many labor-intensive manual iterations. To lower the bar to machine learning, miscellaneous automatic selection methods for algorithms and/or hyper-parameter values have been proposed. Existing automatic selection methods are inefficient on large data sets. This poses a challenge for using machine learning in the clinical big data era. To address the challenge, this paper presents progressive sampling-based Bayesian optimization, an efficient and automatic selection method for both algorithms and hyper-parameter values. We report an implementation of the method. We show that compared to a state of the art automatic selection method, our method can significantly reduce search time, classification error rate, and standard deviation of error rate due to randomization. This is major progress towards enabling fast turnaround in identifying high-quality solutions required by many machine learning-based clinical data analysis tasks.

Bayes Academy - An Educational Game for Learning Bayesian Networks

OpenAIRE

Sotala, Kaj

2015-01-01

This thesis describes the development of 'Bayes Academy', an educational game which aims to teach an understanding of Bayesian networks. A Bayesian network is a directed acyclic graph describing a joint probability distribution function over n random variables, where each node in the graph represents a random variable. To find a way to turn this subject into an interesting game, this work draws on the theoretical background of meaningful play. Among other requirements, actions in the game...

Variable selection in multivariate calibration based on clustering of variable concept.

Science.gov (United States)

Farrokhnia, Maryam; Karimi, Sadegh

2016-01-01

Recently we have proposed a new variable selection algorithm, based on clustering of variable concept (CLoVA) in classification problem. With the same idea, this new concept has been applied to a regression problem and then the obtained results have been compared with conventional variable selection strategies for PLS. The basic idea behind the clustering of variable is that, the instrument channels are clustered into different clusters via clustering algorithms. Then, the spectral data of each cluster are subjected to PLS regression. Different real data sets (Cargill corn, Biscuit dough, ACE QSAR, Soy, and Tablet) have been used to evaluate the influence of the clustering of variables on the prediction performances of PLS. Almost in the all cases, the statistical parameter especially in prediction error shows the superiority of CLoVA-PLS respect to other variable selection strategies. Finally the synergy clustering of variable (sCLoVA-PLS), which is used the combination of cluster, has been proposed as an efficient and modification of CLoVA algorithm. The obtained statistical parameter indicates that variable clustering can split useful part from redundant ones, and then based on informative cluster; stable model can be reached. Copyright © 2015 Elsevier B.V. All rights reserved.

A Bayesian Method for Weighted Sampling

OpenAIRE

Lo, Albert Y.

1993-01-01

Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order property for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that genera...

Correct Bayesian and frequentist intervals are similar

International Nuclear Information System (INIS)

Atwood, C.L.

1986-01-01

This paper argues that Bayesians and frequentists will normally reach numerically similar conclusions, when dealing with vague data or sparse data. It is shown that both statistical methodologies can deal reasonably with vague data. With sparse data, in many important practical cases Bayesian interval estimates and frequentist confidence intervals are approximately equal, although with discrete data the frequentist intervals are somewhat longer. This is not to say that the two methodologies are equally easy to use: The construction of a frequentist confidence interval may require new theoretical development. Bayesians methods typically require numerical integration, perhaps over many variables. Also, Bayesian can easily fall into the trap of over-optimism about their amount of prior knowledge. But in cases where both intervals are found correctly, the two intervals are usually not very different. (orig.)

Understanding Short-Term Nonmigrating Tidal Variability in the Ionospheric Dynamo Region from SABER Using Information Theory and Bayesian Statistics

Science.gov (United States)

Kumari, K.; Oberheide, J.

2017-12-01

Nonmigrating tidal diagnostics of SABER temperature observations in the ionospheric dynamo region reveal a large amount of variability on time-scales of a few days to weeks. In this paper, we discuss the physical reasons for the observed short-term tidal variability using a novel approach based on Information theory and Bayesian statistics. We diagnose short-term tidal variability as a function of season, QBO, ENSO, and solar cycle and other drivers using time dependent probability density functions, Shannon entropy and Kullback-Leibler divergence. The statistical significance of the approach and its predictive capability is exemplified using SABER tidal diagnostics with emphasis on the responses to the QBO and solar cycle. Implications for F-region plasma density will be discussed.

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.

Purposeful selection of variables in logistic regression

Directory of Open Access Journals (Sweden)

Williams David Keith

2008-12-01

Full Text Available Abstract Background The main problem in many model-building situations is to choose from a large set of covariates those that should be included in the "best" model. A decision to keep a variable in the model might be based on the clinical or statistical significance. There are several variable selection algorithms in existence. Those methods are mechanical and as such carry some limitations. Hosmer and Lemeshow describe a purposeful selection of covariates within which an analyst makes a variable selection decision at each step of the modeling process. Methods In this paper we introduce an algorithm which automates that process. We conduct a simulation study to compare the performance of this algorithm with three well documented variable selection procedures in SAS PROC LOGISTIC: FORWARD, BACKWARD, and STEPWISE. Results We show that the advantage of this approach is when the analyst is interested in risk factor modeling and not just prediction. In addition to significant covariates, this variable selection procedure has the capability of retaining important confounding variables, resulting potentially in a slightly richer model. Application of the macro is further illustrated with the Hosmer and Lemeshow Worchester Heart Attack Study (WHAS data. Conclusion If an analyst is in need of an algorithm that will help guide the retention of significant covariates as well as confounding ones they should consider this macro as an alternative tool.

Bayesian networks improve causal environmental ...

Science.gov (United States)

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project

Science.gov (United States)

Xiaoqian Sun; Zhuoqiong He; John Kabrick

2008-01-01

This paper presents a Bayesian spatial method for analysing the site index data from the Missouri Ozark Forest Ecosystem Project (MOFEP). Based on ecological background and availability, we select three variables, the aspect class, the soil depth and the land type association as covariates for analysis. To allow great flexibility of the smoothness of the random field,...

Towards port sustainability through probabilistic models: Bayesian networks

Directory of Open Access Journals (Sweden)

B. Molina

2018-04-01

Full Text Available It is necessary that a manager of an infrastructure knows relations between variables. Using Bayesian networks, variables can be classified, predicted and diagnosed, being able to estimate posterior probability of the unknown ones based on known ones. The proposed methodology has generated a database with port variables, which have been classified as economic, social, environmental and institutional, as addressed in of smart ports studies made in all Spanish Port System. Network has been developed using an acyclic directed graph, which have let us know relationships in terms of parents and sons. In probabilistic terms, it can be concluded from the constructed network that the most decisive variables for port sustainability are those that are part of the institutional dimension. It has been concluded that Bayesian networks allow modeling uncertainty probabilistically even when the number of variables is high as it occurs in port planning and exploitation.

Bayesian network learning for natural hazard assessments

Science.gov (United States)

Vogel, Kristin

2016-04-01

Even though quite different in occurrence and consequences, from a modelling perspective many natural hazards share similar properties and challenges. Their complex nature as well as lacking knowledge about their driving forces and potential effects make their analysis demanding. On top of the uncertainty about the modelling framework, inaccurate or incomplete event observations and the intrinsic randomness of the natural phenomenon add up to different interacting layers of uncertainty, which require a careful handling. Thus, for reliable natural hazard assessments it is crucial not only to capture and quantify involved uncertainties, but also to express and communicate uncertainties in an intuitive way. Decision-makers, who often find it difficult to deal with uncertainties, might otherwise return to familiar (mostly deterministic) proceedings. In the scope of the DFG research training group „NatRiskChange" we apply the probabilistic framework of Bayesian networks for diverse natural hazard and vulnerability studies. The great potential of Bayesian networks was already shown in previous natural hazard assessments. Treating each model component as random variable, Bayesian networks aim at capturing the joint distribution of all considered variables. Hence, each conditional distribution of interest (e.g. the effect of precautionary measures on damage reduction) can be inferred. The (in-)dependencies between the considered variables can be learned purely data driven or be given by experts. Even a combination of both is possible. By translating the (in-)dependences into a graph structure, Bayesian networks provide direct insights into the workings of the system and allow to learn about the underlying processes. Besides numerous studies on the topic, learning Bayesian networks from real-world data remains challenging. In previous studies, e.g. on earthquake induced ground motion and flood damage assessments, we tackled the problems arising with continuous variables

Bayesian modeling of ChIP-chip data using latent variables.

KAUST Repository

Wu, Mingqi; Liang, Faming; Tian, Yanan

2009-01-01

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

A Bayesian Approach to Model Selection in Hierarchical Mixtures-of-Experts Architectures.

Science.gov (United States)

Tanner, Martin A.; Peng, Fengchun; Jacobs, Robert A.

1997-03-01

There does not exist a statistical model that shows good performance on all tasks. Consequently, the model selection problem is unavoidable; investigators must decide which model is best at summarizing the data for each task of interest. This article presents an approach to the model selection problem in hierarchical mixtures-of-experts architectures. These architectures combine aspects of generalized linear models with those of finite mixture models in order to perform tasks via a recursive "divide-and-conquer" strategy. Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters. One part of our approach to model selection attempts to estimate the worth of each component of an architecture so that relatively unused components can be pruned from the architecture's structure. A second part of this approach uses a Bayesian hypothesis testing procedure in order to differentiate inputs that carry useful information from nuisance inputs. Simulation results suggest that the approach presented here adheres to the dictum of Occam's razor; simple architectures that are adequate for summarizing the data are favored over more complex structures. Copyright 1997 Elsevier Science Ltd. All Rights Reserved.

Variable selection in Logistic regression model with genetic algorithm.

Science.gov (United States)

Zhang, Zhongheng; Trevino, Victor; Hoseini, Sayed Shahabuddin; Belciug, Smaranda; Boopathi, Arumugam Manivanna; Zhang, Ping; Gorunescu, Florin; Subha, Velappan; Dai, Songshi

2018-02-01

Variable or feature selection is one of the most important steps in model specification. Especially in the case of medical-decision making, the direct use of a medical database, without a previous analysis and preprocessing step, is often counterproductive. In this way, the variable selection represents the method of choosing the most relevant attributes from the database in order to build a robust learning models and, thus, to improve the performance of the models used in the decision process. In biomedical research, the purpose of variable selection is to select clinically important and statistically significant variables, while excluding unrelated or noise variables. A variety of methods exist for variable selection, but none of them is without limitations. For example, the stepwise approach, which is highly used, adds the best variable in each cycle generally producing an acceptable set of variables. Nevertheless, it is limited by the fact that it commonly trapped in local optima. The best subset approach can systematically search the entire covariate pattern space, but the solution pool can be extremely large with tens to hundreds of variables, which is the case in nowadays clinical data. Genetic algorithms (GA) are heuristic optimization approaches and can be used for variable selection in multivariable regression models. This tutorial paper aims to provide a step-by-step approach to the use of GA in variable selection. The R code provided in the text can be extended and adapted to other data analysis needs.

A Permutation Approach for Selecting the Penalty Parameter in Penalized Model Selection

Science.gov (United States)

Sabourin, Jeremy A; Valdar, William; Nobel, Andrew B

2015-01-01

Summary We describe a simple, computationally effcient, permutation-based procedure for selecting the penalty parameter in LASSO penalized regression. The procedure, permutation selection, is intended for applications where variable selection is the primary focus, and can be applied in a variety of structural settings, including that of generalized linear models. We briefly discuss connections between permutation selection and existing theory for the LASSO. In addition, we present a simulation study and an analysis of real biomedical data sets in which permutation selection is compared with selection based on the following: cross-validation (CV), the Bayesian information criterion (BIC), Scaled Sparse Linear Regression, and a selection method based on recently developed testing procedures for the LASSO. PMID:26243050

Variable and subset selection in PLS regression

DEFF Research Database (Denmark)

Høskuldsson, Agnar

2001-01-01

The purpose of this paper is to present some useful methods for introductory analysis of variables and subsets in relation to PLS regression. We present here methods that are efficient in finding the appropriate variables or subset to use in the PLS regression. The general conclusion...... is that variable selection is important for successful analysis of chemometric data. An important aspect of the results presented is that lack of variable selection can spoil the PLS regression, and that cross-validation measures using a test set can show larger variation, when we use different subsets of X, than...

Doubly sparse factor models for unifying feature transformation and feature selection

International Nuclear Information System (INIS)

Katahira, Kentaro; Okanoya, Kazuo; Okada, Masato; Matsumoto, Narihisa; Sugase-Miyamoto, Yasuko

2010-01-01

A number of unsupervised learning methods for high-dimensional data are largely divided into two groups based on their procedures, i.e., (1) feature selection, which discards irrelevant dimensions of the data, and (2) feature transformation, which constructs new variables by transforming and mixing over all dimensions. We propose a method that both selects and transforms features in a common Bayesian inference procedure. Our method imposes a doubly automatic relevance determination (ARD) prior on the factor loading matrix. We propose a variational Bayesian inference for our model and demonstrate the performance of our method on both synthetic and real data.

Doubly sparse factor models for unifying feature transformation and feature selection

Energy Technology Data Exchange (ETDEWEB)

Katahira, Kentaro; Okanoya, Kazuo; Okada, Masato [ERATO, Okanoya Emotional Information Project, Japan Science Technology Agency, Saitama (Japan); Matsumoto, Narihisa; Sugase-Miyamoto, Yasuko, E-mail: okada@k.u-tokyo.ac.j [Human Technology Research Institute, National Institute of Advanced Industrial Science and Technology, Ibaraki (Japan)

2010-06-01

A number of unsupervised learning methods for high-dimensional data are largely divided into two groups based on their procedures, i.e., (1) feature selection, which discards irrelevant dimensions of the data, and (2) feature transformation, which constructs new variables by transforming and mixing over all dimensions. We propose a method that both selects and transforms features in a common Bayesian inference procedure. Our method imposes a doubly automatic relevance determination (ARD) prior on the factor loading matrix. We propose a variational Bayesian inference for our model and demonstrate the performance of our method on both synthetic and real data.

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

Science.gov (United States)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

Comparison of selected variables of gaming performance in football

OpenAIRE

Parachin, Jiří

2014-01-01

Title: Comparison of selected variables of gaming performance in football Objectives: Analysis of selected variables of gaming performance in the matches of professional Czech football teams in the Champions League and UEFA Europa League in 2013. During the observation to register set variables, then evaluate obtained results and compare them. Methods: The use of observational analysis and comparison of selected variables of gaming performance in competitive matches of professional football. ...

Space Shuttle RTOS Bayesian Network

Science.gov (United States)

Morris, A. Terry; Beling, Peter A.

2001-01-01

With shrinking budgets and the requirements to increase reliability and operational life of the existing orbiter fleet, NASA has proposed various upgrades for the Space Shuttle that are consistent with national space policy. The cockpit avionics upgrade (CAU), a high priority item, has been selected as the next major upgrade. The primary functions of cockpit avionics include flight control, guidance and navigation, communication, and orbiter landing support. Secondary functions include the provision of operational services for non-avionics systems such as data handling for the payloads and caution and warning alerts to the crew. Recently, a process to selection the optimal commercial-off-the-shelf (COTS) real-time operating system (RTOS) for the CAU was conducted by United Space Alliance (USA) Corporation, which is a joint venture between Boeing and Lockheed Martin, the prime contractor for space shuttle operations. In order to independently assess the RTOS selection, NASA has used the Bayesian network-based scoring methodology described in this paper. Our two-stage methodology addresses the issue of RTOS acceptability by incorporating functional, performance and non-functional software measures related to reliability, interoperability, certifiability, efficiency, correctness, business, legal, product history, cost and life cycle. The first stage of the methodology involves obtaining scores for the various measures using a Bayesian network. The Bayesian network incorporates the causal relationships between the various and often competing measures of interest while also assisting the inherently complex decision analysis process with its ability to reason under uncertainty. The structure and selection of prior probabilities for the network is extracted from experts in the field of real-time operating systems. Scores for the various measures are computed using Bayesian probability. In the second stage, multi-criteria trade-off analyses are performed between the scores

Disaggregating measurement uncertainty from population variability and Bayesian treatment of uncensored results

International Nuclear Information System (INIS)

Strom, Daniel J.; Joyce, Kevin E.; Maclellan, Jay A.; Watson, David J.; Lynch, Timothy P.; Antonio, Cheryl L.; Birchall, Alan; Anderson, Kevin K.; Zharov, Peter

2012-01-01

In making low-level radioactivity measurements of populations, it is commonly observed that a substantial portion of net results are negative. Furthermore, the observed variance of the measurement results arises from a combination of measurement uncertainty and population variability. This paper presents a method for disaggregating measurement uncertainty from population variability to produce a probability density function (PDF) of possibly true results. To do this, simple, justifiable, and reasonable assumptions are made about the relationship of the measurements to the measurands (the 'true values'). The measurements are assumed to be unbiased, that is, that their average value is the average of the measurands. Using traditional estimates of each measurement's uncertainty to disaggregate population variability from measurement uncertainty, a PDF of measurands for the population is produced. Then, using Bayes's theorem, the same assumptions, and all the data from the population of individuals, a prior PDF is computed for each individual's measurand. These PDFs are non-negative, and their average is equal to the average of the measurement results for the population. The uncertainty in these Bayesian posterior PDFs is all Berkson with no remaining classical component. The methods are applied to baseline bioassay data from the Hanford site. The data include 90Sr urinalysis measurements on 128 people, 137Cs in vivo measurements on 5,337 people, and 239Pu urinalysis measurements on 3,270 people. The method produces excellent results for the 90Sr and 137Cs measurements, since there are nonzero concentrations of these global fallout radionuclides in people who have not been occupationally exposed. The method does not work for the 239Pu measurements in non-occupationally exposed people because the population average is essentially zero.

Classification and prediction of port variables

Energy Technology Data Exchange (ETDEWEB)

Molina Serrano, B.

2016-07-01

Many variables are included in planning and management of port terminals. They can beeconomic, social, environmental and institutional. Agent needs to know relationshipbetween these variables to modify planning conditions. Use of Bayesian Networks allowsfor classifying, predicting and diagnosing these variables. Bayesian Networks allow forestimating subsequent probability of unknown variables, basing on know variables.In planning level, it means that it is not necessary to know all variables because theirrelationships are known. Agent can know interesting information about how port variablesare connected. It can be interpreted as cause-effect relationship. Bayesian Networks can beused to make optimal decisions by introduction of possible actions and utility of theirresults.In proposed methodology, a data base has been generated with more than 40 port variables.They have been classified in economic, social, environmental and institutional variables, inthe same way that smart port studies in Spanish Port System make. From this data base, anetwork has been generated using a non-cyclic conducted grafo which allows for knowingport variable relationships - parents-children relationships-. Obtained network exhibits thateconomic variables are – in cause-effect terms- cause of rest of variable typologies.Economic variables represent parent role in the most of cases. Moreover, whenenvironmental variables are known, obtained network allows for estimating subsequentprobability of social variables.It has been concluded that Bayesian Networks allow for modeling uncertainty in aprobabilistic way, even when number of variables is high as occurs in planning andmanagement of port terminals. (Author)

Inference in hybrid Bayesian networks

International Nuclear Information System (INIS)

Langseth, Helge; Nielsen, Thomas D.; Rumi, Rafael; Salmeron, Antonio

2009-01-01

Since the 1980s, Bayesian networks (BNs) have become increasingly popular for building statistical models of complex systems. This is particularly true for boolean systems, where BNs often prove to be a more efficient modelling framework than traditional reliability techniques (like fault trees and reliability block diagrams). However, limitations in the BNs' calculation engine have prevented BNs from becoming equally popular for domains containing mixtures of both discrete and continuous variables (the so-called hybrid domains). In this paper we focus on these difficulties, and summarize some of the last decade's research on inference in hybrid Bayesian networks. The discussions are linked to an example model for estimating human reliability.

Robust cluster analysis and variable selection

CERN Document Server

Ritter, Gunter

2014-01-01

Clustering remains a vibrant area of research in statistics. Although there are many books on this topic, there are relatively few that are well founded in the theoretical aspects. In Robust Cluster Analysis and Variable Selection, Gunter Ritter presents an overview of the theory and applications of probabilistic clustering and variable selection, synthesizing the key research results of the last 50 years. The author focuses on the robust clustering methods he found to be the most useful on simulated data and real-time applications. The book provides clear guidance for the varying needs of bot

Bayesian Inference and Online Learning in Poisson Neuronal Networks.

Science.gov (United States)

Huang, Yanping; Rao, Rajesh P N

2016-08-01

Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.

Effect of Weather Variability on Seasonal Influenza Among Different Age Groups in Queensland, Australia: A Bayesian Spatiotemporal Analysis.

Science.gov (United States)

Huang, Xiaodong; Mengersen, Kerrie; Milinovich, Gabriel; Hu, Wenbiao

2017-06-01

The effects of weather variability on seasonal influenza among different age groups remain unclear. The comparative study aims to explore the differences in the associations between weather variability and seasonal influenza, and growth rates of seasonal influenza epidemics among different age groups in Queensland, Australia. Three Bayesian spatiotemporal conditional autoregressive models were fitted at the postal area level to quantify the relationships between seasonal influenza and monthly minimum temperature (MIT), monthly vapor pressure, school calendar pattern, and Index of Relative Socio-Economic Advantage and Disadvantage for 3 age groups (Weather variability appears to be more influential on seasonal influenza transmission in younger (0-14) age groups. The growth rates of influenza at postal area level were relatively small for older (≥65) age groups in Queensland, Australia. © The Author 2017. Published by Oxford University Press for the Infectious Diseases Society of America. All rights reserved. For permissions, e-mail: journals.permissions@oup.com.

Encoding dependence in Bayesian causal networks

Science.gov (United States)

Bayesian networks (BNs) represent complex, uncertain spatio-temporal dynamics by propagation of conditional probabilities between identifiable states with a testable causal interaction model. Typically, they assume random variables are discrete in time and space with a static network structure that ...

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).

Using literature and data to learn Bayesian networks as clinical models of ovarian tumors.

Science.gov (United States)

Antal, Peter; Fannes, Geert; Timmerman, Dirk; Moreau, Yves; De Moor, Bart

2004-03-01

Thanks to its increasing availability, electronic literature has become a potential source of information for the development of complex Bayesian networks (BN), when human expertise is missing or data is scarce or contains much noise. This opportunity raises the question of how to integrate information from free-text resources with statistical data in learning Bayesian networks. Firstly, we report on the collection of prior information resources in the ovarian cancer domain, which includes "kernel" annotations of the domain variables. We introduce methods based on the annotations and literature to derive informative pairwise dependency measures, which are derived from the statistical cooccurrence of the names of the variables, from the similarity of the "kernel" descriptions of the variables and from a combined method. We perform wide-scale evaluation of these text-based dependency scores against an expert reference and against data scores (the mutual information (MI) and a Bayesian score). Next, we transform the text-based dependency measures into informative text-based priors for Bayesian network structures. Finally, we report the benefit of such informative text-based priors on the performance of a Bayesian network for the classification of ovarian tumors from clinical data.

Bayesian model selection of template forward models for EEG source reconstruction.

Science.gov (United States)

Strobbe, Gregor; van Mierlo, Pieter; De Vos, Maarten; Mijović, Bogdan; Hallez, Hans; Van Huffel, Sabine; López, José David; Vandenberghe, Stefaan

2014-06-01

Several EEG source reconstruction techniques have been proposed to identify the generating neuronal sources of electrical activity measured on the scalp. The solution of these techniques depends directly on the accuracy of the forward model that is inverted. Recently, a parametric empirical Bayesian (PEB) framework for distributed source reconstruction in EEG/MEG was introduced and implemented in the Statistical Parametric Mapping (SPM) software. The framework allows us to compare different forward modeling approaches, using real data, instead of using more traditional simulated data from an assumed true forward model. In the absence of a subject specific MR image, a 3-layered boundary element method (BEM) template head model is currently used including a scalp, skull and brain compartment. In this study, we introduced volumetric template head models based on the finite difference method (FDM). We constructed a FDM head model equivalent to the BEM model and an extended FDM model including CSF. These models were compared within the context of three different types of source priors related to the type of inversion used in the PEB framework: independent and identically distributed (IID) sources, equivalent to classical minimum norm approaches, coherence (COH) priors similar to methods such as LORETA, and multiple sparse priors (MSP). The resulting models were compared based on ERP data of 20 subjects using Bayesian model selection for group studies. The reconstructed activity was also compared with the findings of previous studies using functional magnetic resonance imaging. We found very strong evidence in favor of the extended FDM head model with CSF and assuming MSP. These results suggest that the use of realistic volumetric forward models can improve PEB EEG source reconstruction. Copyright © 2014 Elsevier Inc. All rights reserved.

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.

Bayesian Inference Methods for Sparse Channel Estimation

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand

2013-01-01

This thesis deals with sparse Bayesian learning (SBL) with application to radio channel estimation. As opposed to the classical approach for sparse signal representation, we focus on the problem of inferring complex signals. Our investigations within SBL constitute the basis for the development...... of Bayesian inference algorithms for sparse channel estimation. Sparse inference methods aim at finding the sparse representation of a signal given in some overcomplete dictionary of basis vectors. Within this context, one of our main contributions to the field of SBL is a hierarchical representation...... analysis of the complex prior representation, where we show that the ability to induce sparse estimates of a given prior heavily depends on the inference method used and, interestingly, whether real or complex variables are inferred. We also show that the Bayesian estimators derived from the proposed...

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...

Phylogenetic systematics and biogeography of hummingbirds: Bayesian and maximum likelihood analyses of partitioned data and selection of an appropriate partitioning strategy.

Science.gov (United States)

McGuire, Jimmy A; Witt, Christopher C; Altshuler, Douglas L; Remsen, J V

2007-10-01

Hummingbirds are an important model system in avian biology, but to date the group has been the subject of remarkably few phylogenetic investigations. Here we present partitioned Bayesian and maximum likelihood phylogenetic analyses for 151 of approximately 330 species of hummingbirds and 12 outgroup taxa based on two protein-coding mitochondrial genes (ND2 and ND4), flanking tRNAs, and two nuclear introns (AK1 and BFib). We analyzed these data under several partitioning strategies ranging between unpartitioned and a maximum of nine partitions. In order to select a statistically justified partitioning strategy following partitioned Bayesian analysis, we considered four alternative criteria including Bayes factors, modified versions of the Akaike information criterion for small sample sizes (AIC(c)), Bayesian information criterion (BIC), and a decision-theoretic methodology (DT). Following partitioned maximum likelihood analyses, we selected a best-fitting strategy using hierarchical likelihood ratio tests (hLRTS), the conventional AICc, BIC, and DT, concluding that the most stringent criterion, the performance-based DT, was the most appropriate methodology for selecting amongst partitioning strategies. In the context of our well-resolved and well-supported phylogenetic estimate, we consider the historical biogeography of hummingbirds using ancestral state reconstructions of (1) primary geographic region of occurrence (i.e., South America, Central America, North America, Greater Antilles, Lesser Antilles), (2) Andean or non-Andean geographic distribution, and (3) minimum elevational occurrence. These analyses indicate that the basal hummingbird assemblages originated in the lowlands of South America, that most of the principle clades of hummingbirds (all but Mountain Gems and possibly Bees) originated on this continent, and that there have been many (at least 30) independent invasions of other primary landmasses, especially Central America.

THE TIME DOMAIN SPECTROSCOPIC SURVEY: VARIABLE SELECTION AND ANTICIPATED RESULTS

Energy Technology Data Exchange (ETDEWEB)

Morganson, Eric; Green, Paul J. [Harvard Smithsonian Center for Astrophysics, 60 Garden St, Cambridge, MA 02138 (United States); Anderson, Scott F.; Ruan, John J. [Department of Astronomy, University of Washington, Box 351580, Seattle, WA 98195 (United States); Myers, Adam D. [Department of Physics and Astronomy, University of Wyoming, Laramie, WY 82071 (United States); Eracleous, Michael; Brandt, William Nielsen [Department of Astronomy and Astrophysics, 525 Davey Laboratory, The Pennsylvania State University, University Park, PA 16802 (United States); Kelly, Brandon [Department of Physics, Broida Hall, University of California, Santa Barbara, CA 93106-9530 (United States); Badenes, Carlos [Department of Physics and Astronomy and Pittsburgh Particle Physics, Astrophysics and Cosmology Center (PITT PACC), University of Pittsburgh, 3941 O’Hara St, Pittsburgh, PA 15260 (United States); Bañados, Eduardo [Max-Planck-Institut für Astronomie, Königstuhl 17, D-69117 Heidelberg (Germany); Blanton, Michael R. [Center for Cosmology and Particle Physics, Department of Physics, New York University, 4 Washington Place, New York, NY 10003 (United States); Bershady, Matthew A. [Department of Astronomy, University of Wisconsin, 475 N. Charter St., Madison, WI 53706 (United States); Borissova, Jura [Instituto de Física y Astronomía, Universidad de Valparaíso, Av. Gran Bretaña 1111, Playa Ancha, Casilla 5030, and Millennium Institute of Astrophysics (MAS), Santiago (Chile); Burgett, William S. [GMTO Corp, Suite 300, 251 S. Lake Ave, Pasadena, CA 91101 (United States); Chambers, Kenneth, E-mail: emorganson@cfa.harvard.edu [Institute for Astronomy, University of Hawaii at Manoa, Honolulu, HI 96822 (United States); and others

2015-06-20

We present the selection algorithm and anticipated results for the Time Domain Spectroscopic Survey (TDSS). TDSS is an Sloan Digital Sky Survey (SDSS)-IV Extended Baryon Oscillation Spectroscopic Survey (eBOSS) subproject that will provide initial identification spectra of approximately 220,000 luminosity-variable objects (variable stars and active galactic nuclei across 7500 deg{sup 2} selected from a combination of SDSS and multi-epoch Pan-STARRS1 photometry. TDSS will be the largest spectroscopic survey to explicitly target variable objects, avoiding pre-selection on the basis of colors or detailed modeling of specific variability characteristics. Kernel Density Estimate analysis of our target population performed on SDSS Stripe 82 data suggests our target sample will be 95% pure (meaning 95% of objects we select have genuine luminosity variability of a few magnitudes or more). Our final spectroscopic sample will contain roughly 135,000 quasars and 85,000 stellar variables, approximately 4000 of which will be RR Lyrae stars which may be used as outer Milky Way probes. The variability-selected quasar population has a smoother redshift distribution than a color-selected sample, and variability measurements similar to those we develop here may be used to make more uniform quasar samples in large surveys. The stellar variable targets are distributed fairly uniformly across color space, indicating that TDSS will obtain spectra for a wide variety of stellar variables including pulsating variables, stars with significant chromospheric activity, cataclysmic variables, and eclipsing binaries. TDSS will serve as a pathfinder mission to identify and characterize the multitude of variable objects that will be detected photometrically in even larger variability surveys such as Large Synoptic Survey Telescope.

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.

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

Science.gov (United States)

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.

Modeling operational risks of the nuclear industry with Bayesian networks

Energy Technology Data Exchange (ETDEWEB)

Wieland, Patricia [Pontificia Univ. Catolica do Rio de Janeiro (PUC-Rio), RJ (Brazil). Dept. de Engenharia Industrial; Comissao Nacional de Energia Nuclear (CNEN), Rio de Janeiro, RJ (Brazil)], e-mail: pwieland@cnen.gov.br; Lustosa, Leonardo J. [Pontificia Univ. Catolica do Rio de Janeiro (PUC-Rio), RJ (Brazil). Dept. de Engenharia Industrial], e-mail: ljl@puc-rio.br

2009-07-01

Basically, planning a new industrial plant requires information on the industrial management, regulations, site selection, definition of initial and planned capacity, and on the estimation of the potential demand. However, this is far from enough to assure the success of an industrial enterprise. Unexpected and extremely damaging events may occur that deviates from the original plan. The so-called operational risks are not only in the system, equipment, process or human (technical or managerial) failures. They are also in intentional events such as frauds and sabotage, or extreme events like terrorist attacks or radiological accidents and even on public reaction to perceived environmental or future generation impacts. For the nuclear industry, it is a challenge to identify and to assess the operational risks and their various sources. Early identification of operational risks can help in preparing contingency plans, to delay the decision to invest or to approve a project that can, at an extreme, affect the public perception of the nuclear energy. A major problem in modeling operational risk losses is the lack of internal data that are essential, for example, to apply the loss distribution approach. As an alternative, methods that consider qualitative and subjective information can be applied, for example, fuzzy logic, neural networks, system dynamic or Bayesian networks. An advantage of applying Bayesian networks to model operational risk is the possibility to include expert opinions and variables of interest, to structure the model via causal dependencies among these variables, and to specify subjective prior and conditional probabilities distributions at each step or network node. This paper suggests a classification of operational risks in industry and discusses the benefits and obstacles of the Bayesian networks approach to model those risks. (author)

Modeling operational risks of the nuclear industry with Bayesian networks

International Nuclear Information System (INIS)

Wieland, Patricia; Lustosa, Leonardo J.

2009-01-01

Basically, planning a new industrial plant requires information on the industrial management, regulations, site selection, definition of initial and planned capacity, and on the estimation of the potential demand. However, this is far from enough to assure the success of an industrial enterprise. Unexpected and extremely damaging events may occur that deviates from the original plan. The so-called operational risks are not only in the system, equipment, process or human (technical or managerial) failures. They are also in intentional events such as frauds and sabotage, or extreme events like terrorist attacks or radiological accidents and even on public reaction to perceived environmental or future generation impacts. For the nuclear industry, it is a challenge to identify and to assess the operational risks and their various sources. Early identification of operational risks can help in preparing contingency plans, to delay the decision to invest or to approve a project that can, at an extreme, affect the public perception of the nuclear energy. A major problem in modeling operational risk losses is the lack of internal data that are essential, for example, to apply the loss distribution approach. As an alternative, methods that consider qualitative and subjective information can be applied, for example, fuzzy logic, neural networks, system dynamic or Bayesian networks. An advantage of applying Bayesian networks to model operational risk is the possibility to include expert opinions and variables of interest, to structure the model via causal dependencies among these variables, and to specify subjective prior and conditional probabilities distributions at each step or network node. This paper suggests a classification of operational risks in industry and discusses the benefits and obstacles of the Bayesian networks approach to model those risks. (author)

Upper limit for Poisson variable incorporating systematic uncertainties by Bayesian approach

International Nuclear Information System (INIS)

Zhu, Yongsheng

2007-01-01

To calculate the upper limit for the Poisson observable at given confidence level with inclusion of systematic uncertainties in background expectation and signal efficiency, formulations have been established along the line of Bayesian approach. A FORTRAN program, BPULE, has been developed to implement the upper limit calculation

A Simple K-Map Based Variable Selection Scheme in the Direct ...

African Journals Online (AJOL)

A multiplexer with (n-l) data select inputs can realise directly a function of n variables. In this paper, a simple k-map based variable selection scheme is proposed such that an n variable logic function can be synthesised using a multiplexer with (n-q) data input variables and q data select variables. The procedure is based on ...

Bayesian networks and boundedly rational expectations

OpenAIRE

Ran Spiegler

2014-01-01

I present a framework for analyzing decision makers with an imperfect understanding of their environment's correlation structure. The framework borrows the tool of "Bayesian networks", which is ubiquitous in statistics and artificial intelligence. In the model, a decision maker faces an objective multivariate probability distribution (his own action is one of the random variables). He is characterized by a directed acyclic graph over the set of random variables. His subjective belief filters ...

Bayesian estimation of the discrete coefficient of determination.

Science.gov (United States)

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

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

Penalized variable selection in competing risks regression.

Science.gov (United States)

Fu, Zhixuan; Parikh, Chirag R; Zhou, Bingqing

2017-07-01

Penalized variable selection methods have been extensively studied for standard time-to-event data. Such methods cannot be directly applied when subjects are at risk of multiple mutually exclusive events, known as competing risks. The proportional subdistribution hazard (PSH) model proposed by Fine and Gray (J Am Stat Assoc 94:496-509, 1999) has become a popular semi-parametric model for time-to-event data with competing risks. It allows for direct assessment of covariate effects on the cumulative incidence function. In this paper, we propose a general penalized variable selection strategy that simultaneously handles variable selection and parameter estimation in the PSH model. We rigorously establish the asymptotic properties of the proposed penalized estimators and modify the coordinate descent algorithm for implementation. Simulation studies are conducted to demonstrate the good performance of the proposed method. Data from deceased donor kidney transplants from the United Network of Organ Sharing illustrate the utility of the proposed method.

A novel variable selection approach that iteratively optimizes variable space using weighted binary matrix sampling.

Science.gov (United States)

Deng, Bai-chuan; Yun, Yong-huan; Liang, Yi-zeng; Yi, Lun-zhao

2014-10-07

In this study, a new optimization algorithm called the Variable Iterative Space Shrinkage Approach (VISSA) that is based on the idea of model population analysis (MPA) is proposed for variable selection. Unlike most of the existing optimization methods for variable selection, VISSA statistically evaluates the performance of variable space in each step of optimization. Weighted binary matrix sampling (WBMS) is proposed to generate sub-models that span the variable subspace. Two rules are highlighted during the optimization procedure. First, the variable space shrinks in each step. Second, the new variable space outperforms the previous one. The second rule, which is rarely satisfied in most of the existing methods, is the core of the VISSA strategy. Compared with some promising variable selection methods such as competitive adaptive reweighted sampling (CARS), Monte Carlo uninformative variable elimination (MCUVE) and iteratively retaining informative variables (IRIV), VISSA showed better prediction ability for the calibration of NIR data. In addition, VISSA is user-friendly; only a few insensitive parameters are needed, and the program terminates automatically without any additional conditions. The Matlab codes for implementing VISSA are freely available on the website: https://sourceforge.net/projects/multivariateanalysis/files/VISSA/.

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.

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

Introduction to Bayesian statistics

CERN Document Server

Koch, Karl-Rudolf

2007-01-01

This book presents Bayes' theorem, the estimation of unknown parameters, the determination of confidence regions and the derivation of tests of hypotheses for the unknown parameters. It does so in a simple manner that is easy to comprehend. The book compares traditional and Bayesian methods with the rules of probability presented in a logical way allowing an intuitive understanding of random variables and their probability distributions to be formed.

Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data

Science.gov (United States)

Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

2018-03-01

In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.

A numeric comparison of variable selection algorithms for supervised learning

International Nuclear Information System (INIS)

Palombo, G.; Narsky, I.

2009-01-01

Datasets in modern High Energy Physics (HEP) experiments are often described by dozens or even hundreds of input variables. Reducing a full variable set to a subset that most completely represents information about data is therefore an important task in analysis of HEP data. We compare various variable selection algorithms for supervised learning using several datasets such as, for instance, imaging gamma-ray Cherenkov telescope (MAGIC) data found at the UCI repository. We use classifiers and variable selection methods implemented in the statistical package StatPatternRecognition (SPR), a free open-source C++ package developed in the HEP community ( (http://sourceforge.net/projects/statpatrec/)). For each dataset, we select a powerful classifier and estimate its learning accuracy on variable subsets obtained by various selection algorithms. When possible, we also estimate the CPU time needed for the variable subset selection. The results of this analysis are compared with those published previously for these datasets using other statistical packages such as R and Weka. We show that the most accurate, yet slowest, method is a wrapper algorithm known as generalized sequential forward selection ('Add N Remove R') implemented in SPR.

Comparison Between Bayesian and Maximum Entropy Analyses of Flow Networks†

Directory of Open Access Journals (Sweden)

Steven H. Waldrip

2017-02-01

Full Text Available We compare the application of Bayesian inference and the maximum entropy (MaxEnt method for the analysis of flow networks, such as water, electrical and transport networks. The two methods have the advantage of allowing a probabilistic prediction of flow rates and other variables, when there is insufficient information to obtain a deterministic solution, and also allow the effects of uncertainty to be included. Both methods of inference update a prior to a posterior probability density function (pdf by the inclusion of new information, in the form of data or constraints. The MaxEnt method maximises an entropy function subject to constraints, using the method of Lagrange multipliers,to give the posterior, while the Bayesian method finds its posterior by multiplying the prior with likelihood functions incorporating the measured data. In this study, we examine MaxEnt using soft constraints, either included in the prior or as probabilistic constraints, in addition to standard moment constraints. We show that when the prior is Gaussian,both Bayesian inference and the MaxEnt method with soft prior constraints give the same posterior means, but their covariances are different. In the Bayesian method, the interactions between variables are applied through the likelihood function, using second or higher-order cross-terms within the posterior pdf. In contrast, the MaxEnt method incorporates interactions between variables using Lagrange multipliers, avoiding second-order correlation terms in the posterior covariance. The MaxEnt method with soft prior constraints, therefore, has a numerical advantage over Bayesian inference, in that the covariance terms are avoided in its integrations. The second MaxEnt method with soft probabilistic constraints is shown to give posterior means of similar, but not identical, structure to the other two methods, due to its different formulation.

Comparison of climate envelope models developed using expert-selected variables versus statistical selection

Science.gov (United States)

Brandt, Laura A.; Benscoter, Allison; Harvey, Rebecca G.; Speroterra, Carolina; Bucklin, David N.; Romañach, Stephanie; Watling, James I.; Mazzotti, Frank J.

2017-01-01

Climate envelope models are widely used to describe potential future distribution of species under different climate change scenarios. It is broadly recognized that there are both strengths and limitations to using climate envelope models and that outcomes are sensitive to initial assumptions, inputs, and modeling methods Selection of predictor variables, a central step in modeling, is one of the areas where different techniques can yield varying results. Selection of climate variables to use as predictors is often done using statistical approaches that develop correlations between occurrences and climate data. These approaches have received criticism in that they rely on the statistical properties of the data rather than directly incorporating biological information about species responses to temperature and precipitation. We evaluated and compared models and prediction maps for 15 threatened or endangered species in Florida based on two variable selection techniques: expert opinion and a statistical method. We compared model performance between these two approaches for contemporary predictions, and the spatial correlation, spatial overlap and area predicted for contemporary and future climate predictions. In general, experts identified more variables as being important than the statistical method and there was low overlap in the variable sets (0.9 for area under the curve (AUC) and >0.7 for true skill statistic (TSS). Spatial overlap, which compares the spatial configuration between maps constructed using the different variable selection techniques, was only moderate overall (about 60%), with a great deal of variability across species. Difference in spatial overlap was even greater under future climate projections, indicating additional divergence of model outputs from different variable selection techniques. Our work is in agreement with other studies which have found that for broad-scale species distribution modeling, using statistical methods of variable

Variable selection and estimation for longitudinal survey data

KAUST Repository

Wang, Li

2014-09-01

There is wide interest in studying longitudinal surveys where sample subjects are observed successively over time. Longitudinal surveys have been used in many areas today, for example, in the health and social sciences, to explore relationships or to identify significant variables in regression settings. This paper develops a general strategy for the model selection problem in longitudinal sample surveys. A survey weighted penalized estimating equation approach is proposed to select significant variables and estimate the coefficients simultaneously. The proposed estimators are design consistent and perform as well as the oracle procedure when the correct submodel was known. The estimating function bootstrap is applied to obtain the standard errors of the estimated parameters with good accuracy. A fast and efficient variable selection algorithm is developed to identify significant variables for complex longitudinal survey data. Simulated examples are illustrated to show the usefulness of the proposed methodology under various model settings and sampling designs. © 2014 Elsevier Inc.

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

Science.gov (United States)

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.

Uncovering state-dependent relationships in shallow lakes using Bayesian latent variable regression.

Science.gov (United States)

Vitense, Kelsey; Hanson, Mark A; Herwig, Brian R; Zimmer, Kyle D; Fieberg, John

2018-03-01

Ecosystems sometimes undergo dramatic shifts between contrasting regimes. Shallow lakes, for instance, can transition between two alternative stable states: a clear state dominated by submerged aquatic vegetation and a turbid state dominated by phytoplankton. Theoretical models suggest that critical nutrient thresholds differentiate three lake types: highly resilient clear lakes, lakes that may switch between clear and turbid states following perturbations, and highly resilient turbid lakes. For effective and efficient management of shallow lakes and other systems, managers need tools to identify critical thresholds and state-dependent relationships between driving variables and key system features. Using shallow lakes as a model system for which alternative stable states have been demonstrated, we developed an integrated framework using Bayesian latent variable regression (BLR) to classify lake states, identify critical total phosphorus (TP) thresholds, and estimate steady state relationships between TP and chlorophyll a (chl a) using cross-sectional data. We evaluated the method using data simulated from a stochastic differential equation model and compared its performance to k-means clustering with regression (KMR). We also applied the framework to data comprising 130 shallow lakes. For simulated data sets, BLR had high state classification rates (median/mean accuracy >97%) and accurately estimated TP thresholds and state-dependent TP-chl a relationships. Classification and estimation improved with increasing sample size and decreasing noise levels. Compared to KMR, BLR had higher classification rates and better approximated the TP-chl a steady state relationships and TP thresholds. We fit the BLR model to three different years of empirical shallow lake data, and managers can use the estimated bifurcation diagrams to prioritize lakes for management according to their proximity to thresholds and chance of successful rehabilitation. Our model improves upon

Bayesian artificial intelligence

CERN Document Server

Korb, Kevin B

2003-01-01

As the power of Bayesian techniques has become more fully realized, the field of artificial intelligence has embraced Bayesian methodology and integrated it to the point where an introduction to Bayesian techniques is now a core course in many computer science programs. Unlike other books on the subject, Bayesian Artificial Intelligence keeps mathematical detail to a minimum and covers a broad range of topics. The authors integrate all of Bayesian net technology and learning Bayesian net technology and apply them both to knowledge engineering. They emphasize understanding and intuition but also provide the algorithms and technical background needed for applications. Software, exercises, and solutions are available on the authors' website.

Crossing statistic: Bayesian interpretation, model selection and resolving dark energy parametrization problem

International Nuclear Information System (INIS)

Shafieloo, Arman

2012-01-01

By introducing Crossing functions and hyper-parameters I show that the Bayesian interpretation of the Crossing Statistics [1] can be used trivially for the purpose of model selection among cosmological models. In this approach to falsify a cosmological model there is no need to compare it with other models or assume any particular form of parametrization for the cosmological quantities like luminosity distance, Hubble parameter or equation of state of dark energy. Instead, hyper-parameters of Crossing functions perform as discriminators between correct and wrong models. Using this approach one can falsify any assumed cosmological model without putting priors on the underlying actual model of the universe and its parameters, hence the issue of dark energy parametrization is resolved. It will be also shown that the sensitivity of the method to the intrinsic dispersion of the data is small that is another important characteristic of the method in testing cosmological models dealing with data with high uncertainties

Hip fracture in the elderly: a re-analysis of the EPIDOS study with causal Bayesian networks.

Science.gov (United States)

Caillet, Pascal; Klemm, Sarah; Ducher, Michel; Aussem, Alexandre; Schott, Anne-Marie

2015-01-01

Hip fractures commonly result in permanent disability, institutionalization or death in elderly. Existing hip-fracture predicting tools are underused in clinical practice, partly due to their lack of intuitive interpretation. By use of a graphical layer, Bayesian network models could increase the attractiveness of fracture prediction tools. Our aim was to study the potential contribution of a causal Bayesian network in this clinical setting. A logistic regression was performed as a standard control approach to check the robustness of the causal Bayesian network approach. EPIDOS is a multicenter study, conducted in an ambulatory care setting in five French cities between 1992 and 1996 and updated in 2010. The study included 7598 women aged 75 years or older, in which fractures were assessed quarterly during 4 years. A causal Bayesian network and a logistic regression were performed on EPIDOS data to describe major variables involved in hip fractures occurrences. Both models had similar association estimations and predictive performances. They detected gait speed and mineral bone density as variables the most involved in the fracture process. The causal Bayesian network showed that gait speed and bone mineral density were directly connected to fracture and seem to mediate the influence of all the other variables included in our model. The logistic regression approach detected multiple interactions involving psychotropic drug use, age and bone mineral density. Both approaches retrieved similar variables as predictors of hip fractures. However, Bayesian network highlighted the whole web of relation between the variables involved in the analysis, suggesting a possible mechanism leading to hip fracture. According to the latter results, intervention focusing concomitantly on gait speed and bone mineral density may be necessary for an optimal prevention of hip fracture occurrence in elderly people.

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

Science.gov (United States)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Exhaustive Search for Sparse Variable Selection in Linear Regression

Science.gov (United States)

Igarashi, Yasuhiko; Takenaka, Hikaru; Nakanishi-Ohno, Yoshinori; Uemura, Makoto; Ikeda, Shiro; Okada, Masato

2018-04-01

We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By collecting the results of exhaustively computing ES-K, various approximate methods for selecting sparse variables can be summarized as density of states. With this density of states, we can compare different methods for selecting sparse variables such as relaxation and sampling. For large problems where the combinatorial explosion of explanatory variables is crucial, the AES-K method enables density of states to be effectively reconstructed by using the replica-exchange Monte Carlo method and the multiple histogram method. Applying the ES-K and AES-K methods to type Ia supernova data, we confirmed the conventional understanding in astronomy when an appropriate K is given beforehand. However, we found the difficulty to determine K from the data. Using virtual measurement and analysis, we argue that this is caused by data shortage.

Selectivity curves of the capture of mangrove crab (Ucides cordatus) on the northern coast of Brazil using bayesian inference.

Science.gov (United States)

Furtado-Junior, I; Abrunhosa, F A; Holanda, F C A F; Tavares, M C S

2016-06-01

Fishing selectivity of the mangrove crab Ucides cordatus in the north coast of Brazil can be defined as the fisherman's ability to capture and select individuals from a certain size or sex (or a combination of these factors) which suggests an empirical selectivity. Considering this hypothesis, we calculated the selectivity curves for males and females crabs using the logit function of the logistic model in the formulation. The Bayesian inference consisted of obtaining the posterior distribution by applying the Markov chain Monte Carlo (MCMC) method to software R using the OpenBUGS, BRugs, and R2WinBUGS libraries. The estimated results of width average carapace selection for males and females compared with previous studies reporting the average width of the carapace of sexual maturity allow us to confirm the hypothesis that most mature individuals do not suffer from fishing pressure; thus, ensuring their sustainability.

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

Spectral analysis of the IntCal98 calibration curve: a Bayesian view

International Nuclear Information System (INIS)

Palonen, V.; Tikkanen, P.

2004-01-01

Preliminary results from a Bayesian approach to find periodicities in the IntCal98 calibration curve are given. It has been shown in the literature that the discrete Fourier transform (Schuster periodogram) corresponds to the use of an approximate Bayesian model of one harmonic frequency and Gaussian noise. Advantages of the Bayesian approach include the possibility to use models for variable, attenuated and multiple frequencies, the capability to analyze unevenly spaced data and the possibility to assess the significance and uncertainties of spectral estimates. In this work, a new Bayesian model using random walk noise to take care of the trend in the data is developed. Both Bayesian models are described and the first results of the new model are reported and compared with results from straightforward discrete-Fourier-transform and maximum-entropy-method spectral analyses

Ensembling Variable Selectors by Stability Selection for the Cox Model

Directory of Open Access Journals (Sweden)

Qing-Yan Yin

2017-01-01

Full Text Available As a pivotal tool to build interpretive models, variable selection plays an increasingly important role in high-dimensional data analysis. In recent years, variable selection ensembles (VSEs have gained much interest due to their many advantages. Stability selection (Meinshausen and Bühlmann, 2010, a VSE technique based on subsampling in combination with a base algorithm like lasso, is an effective method to control false discovery rate (FDR and to improve selection accuracy in linear regression models. By adopting lasso as a base learner, we attempt to extend stability selection to handle variable selection problems in a Cox model. According to our experience, it is crucial to set the regularization region Λ in lasso and the parameter λmin properly so that stability selection can work well. To the best of our knowledge, however, there is no literature addressing this problem in an explicit way. Therefore, we first provide a detailed procedure to specify Λ and λmin. Then, some simulated and real-world data with various censoring rates are used to examine how well stability selection performs. It is also compared with several other variable selection approaches. Experimental results demonstrate that it achieves better or competitive performance in comparison with several other popular techniques.

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

Variable selection methods in PLS regression - a comparison study on metabolomics data

DEFF Research Database (Denmark)

Karaman, İbrahim; Hedemann, Mette Skou; Knudsen, Knud Erik Bach

. The aim of the metabolomics study was to investigate the metabolic profile in pigs fed various cereal fractions with special attention to the metabolism of lignans using LC-MS based metabolomic approach. References 1. Lê Cao KA, Rossouw D, Robert-Granié C, Besse P: A Sparse PLS for Variable Selection when...... integrated approach. Due to the high number of variables in data sets (both raw data and after peak picking) the selection of important variables in an explorative analysis is difficult, especially when different data sets of metabolomics data need to be related. Variable selection (or removal of irrelevant...... different strategies for variable selection on PLSR method were considered and compared with respect to selected subset of variables and the possibility for biological validation. Sparse PLSR [1] as well as PLSR with Jack-knifing [2] was applied to data in order to achieve variable selection prior...

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...

Bayesian inference in genetic parameter estimation of visual scores in Nellore beef-cattle

Science.gov (United States)

2009-01-01

The aim of this study was to estimate the components of variance and genetic parameters for the visual scores which constitute the Morphological Evaluation System (MES), such as body structure (S), precocity (P) and musculature (M) in Nellore beef-cattle at the weaning and yearling stages, by using threshold Bayesian models. The information used for this was gleaned from visual scores of 5,407 animals evaluated at the weaning and 2,649 at the yearling stages. The genetic parameters for visual score traits were estimated through two-trait analysis, using the threshold animal model, with Bayesian statistics methodology and MTGSAM (Multiple Trait Gibbs Sampler for Animal Models) threshold software. Heritability estimates for S, P and M were 0.68, 0.65 and 0.62 (at weaning) and 0.44, 0.38 and 0.32 (at the yearling stage), respectively. Heritability estimates for S, P and M were found to be high, and so it is expected that these traits should respond favorably to direct selection. The visual scores evaluated at the weaning and yearling stages might be used in the composition of new selection indexes, as they presented sufficient genetic variability to promote genetic progress in such morphological traits. PMID:21637450

Bayesian dose selection design for a binary outcome using restricted response adaptive randomization.

Science.gov (United States)

Meinzer, Caitlyn; Martin, Renee; Suarez, Jose I

2017-09-08

In phase II trials, the most efficacious dose is usually not known. Moreover, given limited resources, it is difficult to robustly identify a dose while also testing for a signal of efficacy that would support a phase III trial. Recent designs have sought to be more efficient by exploring multiple doses through the use of adaptive strategies. However, the added flexibility may potentially increase the risk of making incorrect assumptions and reduce the total amount of information available across the dose range as a function of imbalanced sample size. To balance these challenges, a novel placebo-controlled design is presented in which a restricted Bayesian response adaptive randomization (RAR) is used to allocate a majority of subjects to the optimal dose of active drug, defined as the dose with the lowest probability of poor outcome. However, the allocation between subjects who receive active drug or placebo is held constant to retain the maximum possible power for a hypothesis test of overall efficacy comparing the optimal dose to placebo. The design properties and optimization of the design are presented in the context of a phase II trial for subarachnoid hemorrhage. For a fixed total sample size, a trade-off exists between the ability to select the optimal dose and the probability of rejecting the null hypothesis. This relationship is modified by the allocation ratio between active and control subjects, the choice of RAR algorithm, and the number of subjects allocated to an initial fixed allocation period. While a responsive RAR algorithm improves the ability to select the correct dose, there is an increased risk of assigning more subjects to a worse arm as a function of ephemeral trends in the data. A subarachnoid treatment trial is used to illustrate how this design can be customized for specific objectives and available data. Bayesian adaptive designs are a flexible approach to addressing multiple questions surrounding the optimal dose for treatment efficacy

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

Linking bovine tuberculosis on cattle farms to white-tailed deer and environmental variables using Bayesian hierarchical analysis.

Directory of Open Access Journals (Sweden)

W David Walter

Full Text Available Bovine tuberculosis is a bacterial disease caused by Mycobacterium bovis in livestock and wildlife with hosts that include Eurasian badgers (Meles meles, brushtail possum (Trichosurus vulpecula, and white-tailed deer (Odocoileus virginianus. Risk-assessment efforts in Michigan have been initiated on farms to minimize interactions of cattle with wildlife hosts but research on M. bovis on cattle farms has not investigated the spatial context of disease epidemiology. To incorporate spatially explicit data, initial likelihood of infection probabilities for cattle farms tested for M. bovis, prevalence of M. bovis in white-tailed deer, deer density, and environmental variables for each farm were modeled in a Bayesian hierarchical framework. We used geo-referenced locations of 762 cattle farms that have been tested for M. bovis, white-tailed deer prevalence, and several environmental variables that may lead to long-term survival and viability of M. bovis on farms and surrounding habitats (i.e., soil type, habitat type. Bayesian hierarchical analyses identified deer prevalence and proportion of sandy soil within our sampling grid as the most supported model. Analysis of cattle farms tested for M. bovis identified that for every 1% increase in sandy soil resulted in an increase in odds of infection by 4%. Our analysis revealed that the influence of prevalence of M. bovis in white-tailed deer was still a concern even after considerable efforts to prevent cattle interactions with white-tailed deer through on-farm mitigation and reduction in the deer population. Cattle farms test positive for M. bovis annually in our study area suggesting that the potential for an environmental source either on farms or in the surrounding landscape may contributing to new or re-infections with M. bovis. Our research provides an initial assessment of potential environmental factors that could be incorporated into additional modeling efforts as more knowledge of deer herd

Linking bovine tuberculosis on cattle farms to white-tailed deer and environmental variables using Bayesian hierarchical analysis

Science.gov (United States)

Walter, W. David; Smith, Rick; Vanderklok, Mike; VerCauterren, Kurt C.

2014-01-01

Bovine tuberculosis is a bacterial disease caused by Mycobacterium bovis in livestock and wildlife with hosts that include Eurasian badgers (Meles meles), brushtail possum (Trichosurus vulpecula), and white-tailed deer (Odocoileus virginianus). Risk-assessment efforts in Michigan have been initiated on farms to minimize interactions of cattle with wildlife hosts but research onM. bovis on cattle farms has not investigated the spatial context of disease epidemiology. To incorporate spatially explicit data, initial likelihood of infection probabilities for cattle farms tested for M. bovis, prevalence of M. bovis in white-tailed deer, deer density, and environmental variables for each farm were modeled in a Bayesian hierarchical framework. We used geo-referenced locations of 762 cattle farms that have been tested for M. bovis, white-tailed deer prevalence, and several environmental variables that may lead to long-term survival and viability of M. bovis on farms and surrounding habitats (i.e., soil type, habitat type). Bayesian hierarchical analyses identified deer prevalence and proportion of sandy soil within our sampling grid as the most supported model. Analysis of cattle farms tested for M. bovisidentified that for every 1% increase in sandy soil resulted in an increase in odds of infection by 4%. Our analysis revealed that the influence of prevalence of M. bovis in white-tailed deer was still a concern even after considerable efforts to prevent cattle interactions with white-tailed deer through on-farm mitigation and reduction in the deer population. Cattle farms test positive for M. bovis annually in our study area suggesting that the potential for an environmental source either on farms or in the surrounding landscape may contributing to new or re-infections with M. bovis. Our research provides an initial assessment of potential environmental factors that could be incorporated into additional modeling efforts as more knowledge of deer herd

A Dynamic Bayesian Network Model for the Production and Inventory Control

Science.gov (United States)

Shin, Ji-Sun; Takazaki, Noriyuki; Lee, Tae-Hong; Kim, Jin-Il; Lee, Hee-Hyol

In general, the production quantities and delivered goods are changed randomly and then the total stock is also changed randomly. This paper deals with the production and inventory control using the Dynamic Bayesian Network. Bayesian Network is a probabilistic model which represents the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the network. Moreover, an adjusting rule of the production quantities to maintain the probability of a lower limit and a ceiling of the total stock to certain values is shown.

A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.

Directory of Open Access Journals (Sweden)

Xiongqing Zhang

Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.

Machine learning techniques to select variable stars

Directory of Open Access Journals (Sweden)

García-Varela Alejandro

2017-01-01

Full Text Available In order to perform a supervised classification of variable stars, we propose and evaluate a set of six features extracted from the magnitude density of the light curves. They are used to train automatic classification systems using state-of-the-art classifiers implemented in the R statistical computing environment. We find that random forests is the most successful method to select variables.

Application of an efficient Bayesian discretization method to biomedical data

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Gopalakrishnan Vanathi

2011-07-01

Full Text Available Abstract Background Several data mining methods require data that are discrete, and other methods often perform better with discrete data. We introduce an efficient Bayesian discretization (EBD method for optimal discretization of variables that runs efficiently on high-dimensional biomedical datasets. The EBD method consists of two components, namely, a Bayesian score to evaluate discretizations and a dynamic programming search procedure to efficiently search the space of possible discretizations. We compared the performance of EBD to Fayyad and Irani's (FI discretization method, which is commonly used for discretization. Results On 24 biomedical datasets obtained from high-throughput transcriptomic and proteomic studies, the classification performances of the C4.5 classifier and the naïve Bayes classifier were statistically significantly better when the predictor variables were discretized using EBD over FI. EBD was statistically significantly more stable to the variability of the datasets than FI. However, EBD was less robust, though not statistically significantly so, than FI and produced slightly more complex discretizations than FI. Conclusions On a range of biomedical datasets, a Bayesian discretization method (EBD yielded better classification performance and stability but was less robust than the widely used FI discretization method. The EBD discretization method is easy to implement, permits the incorporation of prior knowledge and belief, and is sufficiently fast for application to high-dimensional data.

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.

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 Variable-Selection Heuristic for K-Means Clustering.

Science.gov (United States)

Brusco, Michael J.; Cradit, J. Dennis

2001-01-01

Presents a variable selection heuristic for nonhierarchical (K-means) cluster analysis based on the adjusted Rand index for measuring cluster recovery. Subjected the heuristic to Monte Carlo testing across more than 2,200 datasets. Results indicate that the heuristic is extremely effective at eliminating masking variables. (SLD)

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

Science.gov (United States)

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

Bayesian Correlation Analysis for Sequence Count Data.

Directory of Open Access Journals (Sweden)

Daniel Sánchez-Taltavull

Full Text Available Evaluating the similarity of different measured variables is a fundamental task of statistics, and a key part of many bioinformatics algorithms. Here we propose a Bayesian scheme for estimating the correlation between different entities' measurements based on high-throughput sequencing data. These entities could be different genes or miRNAs whose expression is measured by RNA-seq, different transcription factors or histone marks whose expression is measured by ChIP-seq, or even combinations of different types of entities. Our Bayesian formulation accounts for both measured signal levels and uncertainty in those levels, due to varying sequencing depth in different experiments and to varying absolute levels of individual entities, both of which affect the precision of the measurements. In comparison with a traditional Pearson correlation analysis, we show that our Bayesian correlation analysis retains high correlations when measurement confidence is high, but suppresses correlations when measurement confidence is low-especially for entities with low signal levels. In addition, we consider the influence of priors on the Bayesian correlation estimate. Perhaps surprisingly, we show that naive, uniform priors on entities' signal levels can lead to highly biased correlation estimates, particularly when different experiments have widely varying sequencing depths. However, we propose two alternative priors that provably mitigate this problem. We also prove that, like traditional Pearson correlation, our Bayesian correlation calculation constitutes a kernel in the machine learning sense, and thus can be used as a similarity measure in any kernel-based machine learning algorithm. We demonstrate our approach on two RNA-seq datasets and one miRNA-seq dataset.

Multinomial Bayesian learning for modeling classical and nonclassical receptive field properties.

Science.gov (United States)

Hosoya, Haruo

2012-08-01

We study the interplay of Bayesian inference and natural image learning in a hierarchical vision system, in relation to the response properties of early visual cortex. We particularly focus on a Bayesian network with multinomial variables that can represent discrete feature spaces similar to hypercolumns combining minicolumns, enforce sparsity of activation to learn efficient representations, and explain divisive normalization. We demonstrate that maximal-likelihood learning using sampling-based Bayesian inference gives rise to classical receptive field properties similar to V1 simple cells and V2 cells, while inference performed on the trained network yields nonclassical context-dependent response properties such as cross-orientation suppression and filling in. Comparison with known physiological properties reveals some qualitative and quantitative similarities.

Maritime Transportation Risk Assessment of Tianjin Port with Bayesian Belief Networks.

Science.gov (United States)

Zhang, Jinfen; Teixeira, Ângelo P; Guedes Soares, C; Yan, Xinping; Liu, Kezhong

2016-06-01

This article develops a Bayesian belief network model for the prediction of accident consequences in the Tianjin port. The study starts with a statistical analysis of historical accident data of six years from 2008 to 2013. Then a Bayesian belief network is constructed to express the dependencies between the indicator variables and accident consequences. The statistics and expert knowledge are synthesized in the Bayesian belief network model to obtain the probability distribution of the consequences. By a sensitivity analysis, several indicator variables that have influence on the consequences are identified, including navigational area, ship type and time of the day. The results indicate that the consequences are most sensitive to the position where the accidents occurred, followed by time of day and ship length. The results also reflect that the navigational risk of the Tianjin port is at the acceptable level, despite that there is more room of improvement. These results can be used by the Maritime Safety Administration to take effective measures to enhance maritime safety in the Tianjin port. © 2016 Society for Risk Analysis.

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

Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

Science.gov (United States)

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

Probability and Bayesian statistics

CERN Document Server

1987-01-01

This book contains selected and refereed contributions to the "Inter­ national Symposium on Probability and Bayesian Statistics" which was orga­ nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa­ pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub­ jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics an...

A survey of variable selection methods in two Chinese epidemiology journals

Directory of Open Access Journals (Sweden)

Lynn Henry S

2010-09-01

Full Text Available Abstract Background Although much has been written on developing better procedures for variable selection, there is little research on how it is practiced in actual studies. This review surveys the variable selection methods reported in two high-ranking Chinese epidemiology journals. Methods Articles published in 2004, 2006, and 2008 in the Chinese Journal of Epidemiology and the Chinese Journal of Preventive Medicine were reviewed. Five categories of methods were identified whereby variables were selected using: A - bivariate analyses; B - multivariable analysis; e.g. stepwise or individual significance testing of model coefficients; C - first bivariate analyses, followed by multivariable analysis; D - bivariate analyses or multivariable analysis; and E - other criteria like prior knowledge or personal judgment. Results Among the 287 articles that reported using variable selection methods, 6%, 26%, 30%, 21%, and 17% were in categories A through E, respectively. One hundred sixty-three studies selected variables using bivariate analyses, 80% (130/163 via multiple significance testing at the 5% alpha-level. Of the 219 multivariable analyses, 97 (44% used stepwise procedures, 89 (41% tested individual regression coefficients, but 33 (15% did not mention how variables were selected. Sixty percent (58/97 of the stepwise routines also did not specify the algorithm and/or significance levels. Conclusions The variable selection methods reported in the two journals were limited in variety, and details were often missing. Many studies still relied on problematic techniques like stepwise procedures and/or multiple testing of bivariate associations at the 0.05 alpha-level. These deficiencies should be rectified to safeguard the scientific validity of articles published in Chinese epidemiology journals.

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

Basic and Advanced Bayesian Structural Equation Modeling With Applications in the Medical and Behavioral Sciences

CERN Document Server

Lee, Sik-Yum

2012-01-01

This book provides clear instructions to researchers on how to apply Structural Equation Models (SEMs) for analyzing the inter relationships between observed and latent variables. Basic and Advanced Bayesian Structural Equation Modeling introduces basic and advanced SEMs for analyzing various kinds of complex data, such as ordered and unordered categorical data, multilevel data, mixture data, longitudinal data, highly non-normal data, as well as some of their combinations. In addition, Bayesian semiparametric SEMs to capture the true distribution of explanatory latent variables are introduce

Bayesian data analysis for newcomers.

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Kruschke, John K; Liddell, Torrin M

2018-02-01

This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.

Clustering and Bayesian hierarchical modeling for the definition of informative prior distributions in hydrogeology

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Cucchi, K.; Kawa, N.; Hesse, F.; Rubin, Y.

2017-12-01

In order to reduce uncertainty in the prediction of subsurface flow and transport processes, practitioners should use all data available. However, classic inverse modeling frameworks typically only make use of information contained in in-situ field measurements to provide estimates of hydrogeological parameters. Such hydrogeological information about an aquifer is difficult and costly to acquire. In this data-scarce context, the transfer of ex-situ information coming from previously investigated sites can be critical for improving predictions by better constraining the estimation procedure. Bayesian inverse modeling provides a coherent framework to represent such ex-situ information by virtue of the prior distribution and combine them with in-situ information from the target site. In this study, we present an innovative data-driven approach for defining such informative priors for hydrogeological parameters at the target site. Our approach consists in two steps, both relying on statistical and machine learning methods. The first step is data selection; it consists in selecting sites similar to the target site. We use clustering methods for selecting similar sites based on observable hydrogeological features. The second step is data assimilation; it consists in assimilating data from the selected similar sites into the informative prior. We use a Bayesian hierarchical model to account for inter-site variability and to allow for the assimilation of multiple types of site-specific data. We present the application and validation of the presented methods on an established database of hydrogeological parameters. Data and methods are implemented in the form of an open-source R-package and therefore facilitate easy use by other practitioners.

Eigenvector Subset Selection Using Bayesian Optimization Algorithm%基于贝叶斯优化算法的脸面特征向量子集选择

Institute of Scientific and Technical Information of China (English)

郭卫锋; 林亚平; 罗光平

2002-01-01

Eigenvector subset selection is the key to face recognition. In this paper ,we propose ESS-BOA, a newrandomized, population-based evolutionary algorithm which deals with the Eigenvector Subset Selection (ESS)prob-lem on face recognition application. In ESS-BOA ,the ESS problem, stated as a search problem ,uses the BayesianOptimization Algorithm (BOA) as searching engine and the distance degree as the object function to select eigenvec-tor. Experimental results show that ESS-BOA outperforms the traditional the eigenface selection algorithm.

Disease Mapping and Regression with Count Data in the Presence of Overdispersion and Spatial Autocorrelation: A Bayesian Model Averaging Approach

Science.gov (United States)

Mohebbi, Mohammadreza; Wolfe, Rory; Forbes, Andrew

2014-01-01

This paper applies the generalised linear model for modelling geographical variation to esophageal cancer incidence data in the Caspian region of Iran. The data have a complex and hierarchical structure that makes them suitable for hierarchical analysis using Bayesian techniques, but with care required to deal with problems arising from counts of events observed in small geographical areas when overdispersion and residual spatial autocorrelation are present. These considerations lead to nine regression models derived from using three probability distributions for count data: Poisson, generalised Poisson and negative binomial, and three different autocorrelation structures. We employ the framework of Bayesian variable selection and a Gibbs sampling based technique to identify significant cancer risk factors. The framework deals with situations where the number of possible models based on different combinations of candidate explanatory variables is large enough such that calculation of posterior probabilities for all models is difficult or infeasible. The evidence from applying the modelling methodology suggests that modelling strategies based on the use of generalised Poisson and negative binomial with spatial autocorrelation work well and provide a robust basis for inference. PMID:24413702

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

Bayesian Methods and Universal Darwinism

Science.gov (United States)

Campbell, John

2009-12-01

Bayesian methods since the time of Laplace have been understood by their practitioners as closely aligned to the scientific method. Indeed a recent Champion of Bayesian methods, E. T. Jaynes, titled his textbook on the subject Probability Theory: the Logic of Science. Many philosophers of science including Karl Popper and Donald Campbell have interpreted the evolution of Science as a Darwinian process consisting of a `copy with selective retention' algorithm abstracted from Darwin's theory of Natural Selection. Arguments are presented for an isomorphism between Bayesian Methods and Darwinian processes. Universal Darwinism, as the term has been developed by Richard Dawkins, Daniel Dennett and Susan Blackmore, is the collection of scientific theories which explain the creation and evolution of their subject matter as due to the Operation of Darwinian processes. These subject matters span the fields of atomic physics, chemistry, biology and the social sciences. The principle of Maximum Entropy states that Systems will evolve to states of highest entropy subject to the constraints of scientific law. This principle may be inverted to provide illumination as to the nature of scientific law. Our best cosmological theories suggest the universe contained much less complexity during the period shortly after the Big Bang than it does at present. The scientific subject matter of atomic physics, chemistry, biology and the social sciences has been created since that time. An explanation is proposed for the existence of this subject matter as due to the evolution of constraints in the form of adaptations imposed on Maximum Entropy. It is argued these adaptations were discovered and instantiated through the Operations of a succession of Darwinian processes.

ENSEMBLE VARIABILITY OF NEAR-INFRARED-SELECTED ACTIVE GALACTIC NUCLEI

International Nuclear Information System (INIS)

Kouzuma, S.; Yamaoka, H.

2012-01-01

We present the properties of the ensemble variability V for nearly 5000 near-infrared active galactic nuclei (AGNs) selected from the catalog of Quasars and Active Galactic Nuclei (13th Edition) and the SDSS-DR7 quasar catalog. From three near-infrared point source catalogs, namely, Two Micron All Sky Survey (2MASS), Deep Near Infrared Survey (DENIS), and UKIDSS/LAS catalogs, we extract 2MASS-DENIS and 2MASS-UKIDSS counterparts for cataloged AGNs by cross-identification between catalogs. We further select variable AGNs based on an optimal criterion for selecting the variable sources. The sample objects are divided into subsets according to whether near-infrared light originates by optical emission or by near-infrared emission in the rest frame; and we examine the correlations of the ensemble variability with the rest-frame wavelength, redshift, luminosity, and rest-frame time lag. In addition, we also examine the correlations of variability amplitude with optical variability, radio intensity, and radio-to-optical flux ratio. The rest-frame optical variability of our samples shows negative correlations with luminosity and positive correlations with rest-frame time lag (i.e., the structure function, SF), and this result is consistent with previous analyses. However, no well-known negative correlation exists between the rest-frame wavelength and optical variability. This inconsistency might be due to a biased sampling of high-redshift AGNs. Near-infrared variability in the rest frame is anticorrelated with the rest-frame wavelength, which is consistent with previous suggestions. However, correlations of near-infrared variability with luminosity and rest-frame time lag are the opposite of these correlations of the optical variability; that is, the near-infrared variability is positively correlated with luminosity but negatively correlated with the rest-frame time lag. Because these trends are qualitatively consistent with the properties of radio-loud quasars reported

Variable selection and model choice in geoadditive regression models.

Science.gov (United States)

Kneib, Thomas; Hothorn, Torsten; Tutz, Gerhard

2009-06-01

Model choice and variable selection are issues of major concern in practical regression analyses, arising in many biometric applications such as habitat suitability analyses, where the aim is to identify the influence of potentially many environmental conditions on certain species. We describe regression models for breeding bird communities that facilitate both model choice and variable selection, by a boosting algorithm that works within a class of geoadditive regression models comprising spatial effects, nonparametric effects of continuous covariates, interaction surfaces, and varying coefficients. The major modeling components are penalized splines and their bivariate tensor product extensions. All smooth model terms are represented as the sum of a parametric component and a smooth component with one degree of freedom to obtain a fair comparison between the model terms. A generic representation of the geoadditive model allows us to devise a general boosting algorithm that automatically performs model choice and variable selection.

Bayesian quantitative precipitation forecasts in terms of quantiles

Science.gov (United States)

Bentzien, Sabrina; Friederichs, Petra

2014-05-01

Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into

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.

A Bayesian Optimal Design for Sequential Accelerated Degradation Testing

Directory of Open Access Journals (Sweden)

Xiaoyang Li

2017-07-01

Full Text Available When optimizing an accelerated degradation testing (ADT plan, the initial values of unknown model parameters must be pre-specified. However, it is usually difficult to obtain the exact values, since many uncertainties are embedded in these parameters. Bayesian ADT optimal design was presented to address this problem by using prior distributions to capture these uncertainties. Nevertheless, when the difference between a prior distribution and actual situation is large, the existing Bayesian optimal design might cause some over-testing or under-testing issues. For example, the implemented ADT following the optimal ADT plan consumes too much testing resources or few accelerated degradation data are obtained during the ADT. To overcome these obstacles, a Bayesian sequential step-down-stress ADT design is proposed in this article. During the sequential ADT, the test under the highest stress level is firstly conducted based on the initial prior information to quickly generate degradation data. Then, the data collected under higher stress levels are employed to construct the prior distributions for the test design under lower stress levels by using the Bayesian inference. In the process of optimization, the inverse Gaussian (IG process is assumed to describe the degradation paths, and the Bayesian D-optimality is selected as the optimal objective. A case study on an electrical connector’s ADT plan is provided to illustrate the application of the proposed Bayesian sequential ADT design method. Compared with the results from a typical static Bayesian ADT plan, the proposed design could guarantee more stable and precise estimations of different reliability measures.

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.

Spatial variability of coastal wetland resilience to sea-level rise using Bayesian inference

Science.gov (United States)

Hardy, T.; Wu, W.

2017-12-01

The coastal wetlands in the Northern Gulf of Mexico (NGOM) account for 40% of coastal wetland area in the United States and provide various ecosystem services to the region and broader areas. Increasing rates of relative sea-level rise (RSLR), and reduced sediment input have increased coastal wetland loss in the NGOM, accounting for 80% of coastal wetland loss in the nation. Traditional models for predicting the impact of RSLR on coastal wetlands in the NGOM have focused on coastal erosion driven by geophysical variables only, and/or at small spatial extents. Here we developed a model in Bayesian inference to make probabilistic prediction of wetland loss in the entire NGOM as a function of vegetation productivity and geophysical attributes. We also studied how restoration efforts help maintain the area of coastal wetlands. Vegetation productivity contributes organic matter to wetland sedimentation and was approximated using the remotely sensed normalized difference moisture index (NDMI). The geophysical variables include RSLR, tidal range, river discharge, coastal slope, and wave height. We found a significantly positive relation between wetland loss and RSLR, which varied significantly at different river discharge regimes. There also existed a significantly negative relation between wetland loss and NDMI, indicating that in-situ vegetation productivity contributed to wetland resilience to RSLR. This relation did not vary significantly between river discharge regimes. The spatial relation revealed three areas of high RSLR but relatively low wetland loss; these areas were associated with wetland restoration projects in coastal Louisiana. Two projects were breakwater projects, where hard materials were placed off-shore to reduce wave action and promote sedimentation. And one project was a vegetation planting project used to promote sedimentation and wetland stabilization. We further developed an interactive web tool that allows stakeholders to develop similar wetland

Genetic variability of Italian Heavy Draught Horse

Directory of Open Access Journals (Sweden)

Fabio Maretto

2010-01-01

Full Text Available This study aimed to analyze the genetic variability of the Italian Heavy Draught Horse (IHDH breed using a panel of 23 microsatellite markers. We also compared the population structure of the IHDH to other two unrelated breeds (Italian Haflinger, IH and Quarter Horse, QH. The IHDH showed a genetic variability comparable with other European heavy draught horse breeds and with the IH and QH breeds analyzed. Clustering analyses using a posterior Bayesian approach clearly differentiated the three breeds; it also showed a fragmentation of the IHDH in three subpopulations that need to be further investigated. These findings are an indicator of the present situation of the IHDH and will contribute to the conservation and implementation of the selection programme for this breed.

Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

KAUST Repository

Chen, Lisha

2012-12-01

The reduced-rank regression is an effective method in predicting multiple response variables from the same set of predictor variables. It reduces the number of model parameters and takes advantage of interrelations between the response variables and hence improves predictive accuracy. We propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty. We apply a group-lasso type penalty that treats each row of the matrix of the regression coefficients as a group and show that this penalty satisfies certain desirable invariance properties. We develop two numerical algorithms to solve the penalized regression problem and establish the asymptotic consistency of the proposed method. In particular, the manifold structure of the reduced-rank regression coefficient matrix is considered and studied in our theoretical analysis. In our simulation study and real data analysis, the new method is compared with several existing variable selection methods for multivariate regression and exhibits competitive performance in prediction and variable selection. © 2012 American Statistical Association.

Bayesian prediction and adaptive sampling algorithms for mobile sensor networks online environmental field reconstruction in space and time

CERN Document Server

Xu, Yunfei; Dass, Sarat; Maiti, Tapabrata

2016-01-01

This brief introduces a class of problems and models for the prediction of the scalar field of interest from noisy observations collected by mobile sensor networks. It also introduces the problem of optimal coordination of robotic sensors to maximize the prediction quality subject to communication and mobility constraints either in a centralized or distributed manner. To solve such problems, fully Bayesian approaches are adopted, allowing various sources of uncertainties to be integrated into an inferential framework effectively capturing all aspects of variability involved. The fully Bayesian approach also allows the most appropriate values for additional model parameters to be selected automatically by data, and the optimal inference and prediction for the underlying scalar field to be achieved. In particular, spatio-temporal Gaussian process regression is formulated for robotic sensors to fuse multifactorial effects of observations, measurement noise, and prior distributions for obtaining the predictive di...

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.

Multiview Bayesian Correlated Component Analysis

DEFF Research Database (Denmark)

Kamronn, Simon Due; Poulsen, Andreas Trier; Hansen, Lars Kai

2015-01-01

are identical. Here we propose a hierarchical probabilistic model that can infer the level of universality in such multiview data, from completely unrelated representations, corresponding to canonical correlation analysis, to identical representations as in correlated component analysis. This new model, which...... we denote Bayesian correlated component analysis, evaluates favorably against three relevant algorithms in simulated data. A well-established benchmark EEG data set is used to further validate the new model and infer the variability of spatial representations across multiple subjects....

Application of a data-mining method based on Bayesian networks to lesion-deficit analysis

Science.gov (United States)

Herskovits, Edward H.; Gerring, Joan P.

2003-01-01

Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.

Kaolin Quality Prediction from Samples: A Bayesian Network Approach

International Nuclear Information System (INIS)

Rivas, T.; Taboada, J.; Ordonez, C.; Matias, J. M.

2009-01-01

We describe the results of an expert system applied to the evaluation of samples of kaolin for industrial use in paper or ceramic manufacture. Different machine learning techniques - classification trees, support vector machines and Bayesian networks - were applied with the aim of evaluating and comparing their interpretability and prediction capacities. The predictive capacity of these models for the samples analyzed was highly satisfactory, both for ceramic quality and paper quality. However, Bayesian networks generally proved to be the most useful technique for our study, as this approach combines good predictive capacity with excellent interpretability of the kaolin quality structure, as it graphically represents relationships between variables and facilitates what-if analyses.

Approximate Bayesian computation.

Directory of Open Access Journals (Sweden)

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.

Discriminative Bayesian Dictionary Learning for Classification.

Science.gov (United States)

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.

A Bayesian hierarchical approach to comparative audit for carotid surgery.

Science.gov (United States)

Kuhan, G; Marshall, E C; Abidia, A F; Chetter, I C; McCollum, P T

2002-12-01

the aim of this study was to illustrate how a Bayesian hierarchical modelling approach can aid the reliable comparison of outcome rates between surgeons. retrospective analysis of prospective and retrospective data. binary outcome data (death/stroke within 30 days), together with information on 15 possible risk factors specific for CEA were available on 836 CEAs performed by four vascular surgeons from 1992-99. The median patient age was 68 (range 38-86) years and 60% were men. the model was developed using the WinBUGS software. After adjusting for patient-level risk factors, a cross-validatory approach was adopted to identify "divergent" performance. A ranking exercise was also carried out. the overall observed 30-day stroke/death rate was 3.9% (33/836). The model found diabetes, stroke and heart disease to be significant risk factors. There was no significant difference between the predicted and observed outcome rates for any surgeon (Bayesian p -value>0.05). Each surgeon had a median rank of 3 with associated 95% CI 1.0-5.0, despite the variability of observed stroke/death rate from 2.9-4.4%. After risk adjustment, there was very little residual between-surgeon variability in outcome rate. Bayesian hierarchical models can help to accurately quantify the uncertainty associated with surgeons' performance and rank.

A Bayesian method and its variational approximation for prediction of genomic breeding values in multiple traits

Directory of Open Access Journals (Sweden)

Hayashi Takeshi

2013-01-01

Full Text Available Abstract Background Genomic selection is an effective tool for animal and plant breeding, allowing effective individual selection without phenotypic records through the prediction of genomic breeding value (GBV. To date, genomic selection has focused on a single trait. However, actual breeding often targets multiple correlated traits, and, therefore, joint analysis taking into consideration the correlation between traits, which might result in more accurate GBV prediction than analyzing each trait separately, is suitable for multi-trait genomic selection. This would require an extension of the prediction model for single-trait GBV to multi-trait case. As the computational burden of multi-trait analysis is even higher than that of single-trait analysis, an effective computational method for constructing a multi-trait prediction model is also needed. Results We described a Bayesian regression model incorporating variable selection for jointly predicting GBVs of multiple traits and devised both an MCMC iteration and variational approximation for Bayesian estimation of parameters in this multi-trait model. The proposed Bayesian procedures with MCMC iteration and variational approximation were referred to as MCBayes and varBayes, respectively. Using simulated datasets of SNP genotypes and phenotypes for three traits with high and low heritabilities, we compared the accuracy in predicting GBVs between multi-trait and single-trait analyses as well as between MCBayes and varBayes. The results showed that, compared to single-trait analysis, multi-trait analysis enabled much more accurate GBV prediction for low-heritability traits correlated with high-heritability traits, by utilizing the correlation structure between traits, while the prediction accuracy for uncorrelated low-heritability traits was comparable or less with multi-trait analysis in comparison with single-trait analysis depending on the setting for prior probability that a SNP has zero

Characterizing the Optical Variability of Bright Blazars: Variability-based Selection of Fermi Active Galactic Nuclei

Science.gov (United States)

Ruan, John J.; Anderson, Scott F.; MacLeod, Chelsea L.; Becker, Andrew C.; Burnett, T. H.; Davenport, James R. A.; Ivezić, Željko; Kochanek, Christopher S.; Plotkin, Richard M.; Sesar, Branimir; Stuart, J. Scott

2012-11-01

We investigate the use of optical photometric variability to select and identify blazars in large-scale time-domain surveys, in part to aid in the identification of blazar counterparts to the ~30% of γ-ray sources in the Fermi 2FGL catalog still lacking reliable associations. Using data from the optical LINEAR asteroid survey, we characterize the optical variability of blazars by fitting a damped random walk model to individual light curves with two main model parameters, the characteristic timescales of variability τ, and driving amplitudes on short timescales \\hat{\\sigma }. Imposing cuts on minimum τ and \\hat{\\sigma } allows for blazar selection with high efficiency E and completeness C. To test the efficacy of this approach, we apply this method to optically variable LINEAR objects that fall within the several-arcminute error ellipses of γ-ray sources in the Fermi 2FGL catalog. Despite the extreme stellar contamination at the shallow depth of the LINEAR survey, we are able to recover previously associated optical counterparts to Fermi active galactic nuclei with E >= 88% and C = 88% in Fermi 95% confidence error ellipses having semimajor axis r beaming. After correcting for beaming, we estimate that the characteristic timescale of blazar variability is ~3 years in the rest frame of the jet, in contrast with the ~320 day disk flux timescale observed in quasars. The variability-based selection method presented will be useful for blazar identification in time-domain optical surveys and is also a probe of jet physics.

Adverse and Advantageous Selection in the Medicare Supplemental Market: A Bayesian Analysis of Prescription drug Expenditure.

Science.gov (United States)

Li, Qian; Trivedi, Pravin K

2016-02-01

This paper develops an extended specification of the two-part model, which controls for unobservable self-selection and heterogeneity of health insurance, and analyzes the impact of Medicare supplemental plans on the prescription drug expenditure of the elderly, using a linked data set based on the Medicare Current Beneficiary Survey data for 2003-2004. The econometric analysis is conducted using a Bayesian econometric framework. We estimate the treatment effects for different counterfactuals and find significant evidence of endogeneity in plan choice and the presence of both adverse and advantageous selections in the supplemental insurance market. The average incentive effect is estimated to be $757 (2004 value) or 41% increase per person per year for the elderly enrolled in supplemental plans with drug coverage against the Medicare fee-for-service counterfactual and is $350 or 21% against the supplemental plans without drug coverage counterfactual. The incentive effect varies by different sources of drug coverage: highest for employer-sponsored insurance plans, followed by Medigap and managed medicare plans. Copyright © 2014 John Wiley & Sons, Ltd.

Bayesian analysis of Markov point processes

DEFF Research Database (Denmark)

Berthelsen, Kasper Klitgaard; Møller, Jesper

2006-01-01

Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

Predictive and Descriptive CoMFA Models: The Effect of Variable Selection.

Science.gov (United States)

Sepehri, Bakhtyar; Omidikia, Nematollah; Kompany-Zareh, Mohsen; Ghavami, Raouf

2018-01-01

Aims & Scope: In this research, 8 variable selection approaches were used to investigate the effect of variable selection on the predictive power and stability of CoMFA models. Three data sets including 36 EPAC antagonists, 79 CD38 inhibitors and 57 ATAD2 bromodomain inhibitors were modelled by CoMFA. First of all, for all three data sets, CoMFA models with all CoMFA descriptors were created then by applying each variable selection method a new CoMFA model was developed so for each data set, 9 CoMFA models were built. Obtained results show noisy and uninformative variables affect CoMFA results. Based on created models, applying 5 variable selection approaches including FFD, SRD-FFD, IVE-PLS, SRD-UVEPLS and SPA-jackknife increases the predictive power and stability of CoMFA models significantly. Among them, SPA-jackknife removes most of the variables while FFD retains most of them. FFD and IVE-PLS are time consuming process while SRD-FFD and SRD-UVE-PLS run need to few seconds. Also applying FFD, SRD-FFD, IVE-PLS, SRD-UVE-PLS protect CoMFA countor maps information for both fields. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

The Properties of Model Selection when Retaining Theory Variables

DEFF Research Database (Denmark)

Hendry, David F.; Johansen, Søren

Economic theories are often fitted directly to data to avoid possible model selection biases. We show that embedding a theory model that specifies the correct set of m relevant exogenous variables, x{t}, within the larger set of m+k candidate variables, (x{t},w{t}), then selection over the second...... set by their statistical significance can be undertaken without affecting the estimator distribution of the theory parameters. This strategy returns the theory-parameter estimates when the theory is correct, yet protects against the theory being under-specified because some w{t} are relevant....

Bayesian benefits with JASP

NARCIS (Netherlands)

Marsman, M.; Wagenmakers, E.-J.

2017-01-01

We illustrate the Bayesian approach to data analysis using the newly developed statistical software program JASP. With JASP, researchers are able to take advantage of the benefits that the Bayesian framework has to offer in terms of parameter estimation and hypothesis testing. The Bayesian

A Bayesian Panel Data Approach to Explaining Market Beta Dynamics

NARCIS (Netherlands)

R. Bauer (Rob); M.M.J.E. Cosemans (Mathijs); R. Frehen (Rik); P.C. Schotman (Peter)

2008-01-01

markdownabstractWe characterize the process that drives the market betas of individual stocks by setting up a hierarchical Bayesian panel data model that allows a flexible specification for beta. We show that combining the parametric relationship between betas and conditioning variables specified by

CHARACTERIZING THE OPTICAL VARIABILITY OF BRIGHT BLAZARS: VARIABILITY-BASED SELECTION OF FERMI ACTIVE GALACTIC NUCLEI

International Nuclear Information System (INIS)

Ruan, John J.; Anderson, Scott F.; MacLeod, Chelsea L.; Becker, Andrew C.; Davenport, James R. A.; Ivezić, Željko; Burnett, T. H.; Kochanek, Christopher S.; Plotkin, Richard M.; Sesar, Branimir; Stuart, J. Scott

2012-01-01

We investigate the use of optical photometric variability to select and identify blazars in large-scale time-domain surveys, in part to aid in the identification of blazar counterparts to the ∼30% of γ-ray sources in the Fermi 2FGL catalog still lacking reliable associations. Using data from the optical LINEAR asteroid survey, we characterize the optical variability of blazars by fitting a damped random walk model to individual light curves with two main model parameters, the characteristic timescales of variability τ, and driving amplitudes on short timescales σ-circumflex. Imposing cuts on minimum τ and σ-circumflex allows for blazar selection with high efficiency E and completeness C. To test the efficacy of this approach, we apply this method to optically variable LINEAR objects that fall within the several-arcminute error ellipses of γ-ray sources in the Fermi 2FGL catalog. Despite the extreme stellar contamination at the shallow depth of the LINEAR survey, we are able to recover previously associated optical counterparts to Fermi active galactic nuclei with E ≥ 88% and C = 88% in Fermi 95% confidence error ellipses having semimajor axis r < 8'. We find that the suggested radio counterpart to Fermi source 2FGL J1649.6+5238 has optical variability consistent with other γ-ray blazars and is likely to be the γ-ray source. Our results suggest that the variability of the non-thermal jet emission in blazars is stochastic in nature, with unique variability properties due to the effects of relativistic beaming. After correcting for beaming, we estimate that the characteristic timescale of blazar variability is ∼3 years in the rest frame of the jet, in contrast with the ∼320 day disk flux timescale observed in quasars. The variability-based selection method presented will be useful for blazar identification in time-domain optical surveys and is also a probe of jet physics.

Model selection with multiple regression on distance matrices leads to incorrect inferences.

Directory of Open Access Journals (Sweden)

Ryan P Franckowiak

Full Text Available In landscape genetics, model selection procedures based on Information Theoretic and Bayesian principles have been used with multiple regression on distance matrices (MRM to test the relationship between multiple vectors of pairwise genetic, geographic, and environmental distance. Using Monte Carlo simulations, we examined the ability of model selection criteria based on Akaike's information criterion (AIC, its small-sample correction (AICc, and the Bayesian information criterion (BIC to reliably rank candidate models when applied with MRM while varying the sample size. The results showed a serious problem: all three criteria exhibit a systematic bias toward selecting unnecessarily complex models containing spurious random variables and erroneously suggest a high level of support for the incorrectly ranked best model. These problems effectively increased with increasing sample size. The failure of AIC, AICc, and BIC was likely driven by the inflated sample size and different sum-of-squares partitioned by MRM, and the resulting effect on delta values. Based on these findings, we strongly discourage the continued application of AIC, AICc, and BIC for model selection with MRM.

Attention in a bayesian framework

DEFF Research Database (Denmark)

Whiteley, Louise Emma; Sahani, Maneesh

2012-01-01

, and include both selective phenomena, where attention is invoked by cues that point to particular stimuli, and integrative phenomena, where attention is invoked dynamically by endogenous processing. However, most previous Bayesian accounts of attention have focused on describing relatively simple experimental...... selective and integrative roles, and thus cannot be easily extended to complex environments. We suggest that the resource bottleneck stems from the computational intractability of exact perceptual inference in complex settings, and that attention reflects an evolved mechanism for approximate inference which...... can be shaped to refine the local accuracy of perception. We show that this approach extends the simple picture of attention as prior, so as to provide a unified and computationally driven account of both selective and integrative attentional phenomena....

Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures.

Science.gov (United States)

Filippi, Sarah; Holmes, Chris C; Nieto-Barajas, Luis E

2016-11-16

In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

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

Semiparametric Bayesian Analysis of Nutritional Epidemiology Data in the Presence of Measurement Error

KAUST Repository

Sinha, Samiran

2009-08-10

We propose a semiparametric Bayesian method for handling measurement error in nutritional epidemiological data. Our goal is to estimate nonparametrically the form of association between a disease and exposure variable while the true values of the exposure are never observed. Motivated by nutritional epidemiological data, we consider the setting where a surrogate covariate is recorded in the primary data, and a calibration data set contains information on the surrogate variable and repeated measurements of an unbiased instrumental variable of the true exposure. We develop a flexible Bayesian method where not only is the relationship between the disease and exposure variable treated semiparametrically, but also the relationship between the surrogate and the true exposure is modeled semiparametrically. The two nonparametric functions are modeled simultaneously via B-splines. In addition, we model the distribution of the exposure variable as a Dirichlet process mixture of normal distributions, thus making its modeling essentially nonparametric and placing this work into the context of functional measurement error modeling. We apply our method to the NIH-AARP Diet and Health Study and examine its performance in a simulation study.

Bayesian dynamic modeling of time series of dengue disease case counts.

Science.gov (United States)

Martínez-Bello, Daniel Adyro; López-Quílez, Antonio; Torres-Prieto, Alexander

2017-07-01

The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful

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.

Variable selection for mixture and promotion time cure rate models.

Science.gov (United States)

Masud, Abdullah; Tu, Wanzhu; Yu, Zhangsheng

2016-11-16

Failure-time data with cured patients are common in clinical studies. Data from these studies are typically analyzed with cure rate models. Variable selection methods have not been well developed for cure rate models. In this research, we propose two least absolute shrinkage and selection operators based methods, for variable selection in mixture and promotion time cure models with parametric or nonparametric baseline hazards. We conduct an extensive simulation study to assess the operating characteristics of the proposed methods. We illustrate the use of the methods using data from a study of childhood wheezing. © The Author(s) 2016.

Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model

Science.gov (United States)

Wentworth, Mami Tonoe

Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification

Bayesian optimization for materials science

CERN Document Server

Packwood, Daniel

2017-01-01

This book provides a short and concise introduction to Bayesian optimization specifically for experimental and computational materials scientists. After explaining the basic idea behind Bayesian optimization and some applications to materials science in Chapter 1, the mathematical theory of Bayesian optimization is outlined in Chapter 2. Finally, Chapter 3 discusses an application of Bayesian optimization to a complicated structure optimization problem in computational surface science. Bayesian optimization is a promising global optimization technique that originates in the field of machine learning and is starting to gain attention in materials science. For the purpose of materials design, Bayesian optimization can be used to predict new materials with novel properties without extensive screening of candidate materials. For the purpose of computational materials science, Bayesian optimization can be incorporated into first-principles calculations to perform efficient, global structure optimizations. While re...

Basics of Bayesian reliability estimation from attribute test data

International Nuclear Information System (INIS)

Martz, H.F. Jr.; Waller, R.A.

1975-10-01

The basic notions of Bayesian reliability estimation from attribute lifetest data are presented in an introductory and expository manner. Both Bayesian point and interval estimates of the probability of surviving the lifetest, the reliability, are discussed. The necessary formulas are simply stated, and examples are given to illustrate their use. In particular, a binomial model in conjunction with a beta prior model is considered. Particular attention is given to the procedure for selecting an appropriate prior model in practice. Empirical Bayes point and interval estimates of reliability are discussed and examples are given. 7 figures, 2 tables

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...

Bayesian network modelling of upper gastrointestinal bleeding

Science.gov (United States)

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.

Eyewitness identification: Bayesian information gain, base-rate effect equivalency curves, and reasonable suspicion.

Science.gov (United States)

Wells, Gary L; Yang, Yueran; Smalarz, Laura

2015-04-01

We provide a novel Bayesian treatment of the eyewitness identification problem as it relates to various system variables, such as instruction effects, lineup presentation format, lineup-filler similarity, lineup administrator influence, and show-ups versus lineups. We describe why eyewitness identification is a natural Bayesian problem and how numerous important observations require careful consideration of base rates. Moreover, we argue that the base rate in eyewitness identification should be construed as a system variable (under the control of the justice system). We then use prior-by-posterior curves and information-gain curves to examine data obtained from a large number of published experiments. Next, we show how information-gain curves are moderated by system variables and by witness confidence and we note how information-gain curves reveal that lineups are consistently more proficient at incriminating the guilty than they are at exonerating the innocent. We then introduce a new type of analysis that we developed called base rate effect-equivalency (BREE) curves. BREE curves display how much change in the base rate is required to match the impact of any given system variable. The results indicate that even relatively modest changes to the base rate can have more impact on the reliability of eyewitness identification evidence than do the traditional system variables that have received so much attention in the literature. We note how this Bayesian analysis of eyewitness identification has implications for the question of whether there ought to be a reasonable-suspicion criterion for placing a person into the jeopardy of an identification procedure. (c) 2015 APA, all rights reserved).

Variable selection in near-infrared spectroscopy: Benchmarking of feature selection methods on biodiesel data

International Nuclear Information System (INIS)

Balabin, Roman M.; Smirnov, Sergey V.

2011-01-01

During the past several years, near-infrared (near-IR/NIR) spectroscopy has increasingly been adopted as an analytical tool in various fields from petroleum to biomedical sectors. The NIR spectrum (above 4000 cm -1 ) of a sample is typically measured by modern instruments at a few hundred of wavelengths. Recently, considerable effort has been directed towards developing procedures to identify variables (wavelengths) that contribute useful information. Variable selection (VS) or feature selection, also called frequency selection or wavelength selection, is a critical step in data analysis for vibrational spectroscopy (infrared, Raman, or NIRS). In this paper, we compare the performance of 16 different feature selection methods for the prediction of properties of biodiesel fuel, including density, viscosity, methanol content, and water concentration. The feature selection algorithms tested include stepwise multiple linear regression (MLR-step), interval partial least squares regression (iPLS), backward iPLS (BiPLS), forward iPLS (FiPLS), moving window partial least squares regression (MWPLS), (modified) changeable size moving window partial least squares (CSMWPLS/MCSMWPLSR), searching combination moving window partial least squares (SCMWPLS), successive projections algorithm (SPA), uninformative variable elimination (UVE, including UVE-SPA), simulated annealing (SA), back-propagation artificial neural networks (BP-ANN), Kohonen artificial neural network (K-ANN), and genetic algorithms (GAs, including GA-iPLS). Two linear techniques for calibration model building, namely multiple linear regression (MLR) and partial least squares regression/projection to latent structures (PLS/PLSR), are used for the evaluation of biofuel properties. A comparison with a non-linear calibration model, artificial neural networks (ANN-MLP), is also provided. Discussion of gasoline, ethanol-gasoline (bioethanol), and diesel fuel data is presented. The results of other spectroscopic

Understanding Computational Bayesian Statistics

CERN Document Server

Bolstad, William M

2011-01-01

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

Bayesian statistics an introduction

CERN Document Server

Lee, Peter M

2012-01-01

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

Genomic-Enabled Prediction Based on Molecular Markers and Pedigree Using the Bayesian Linear Regression Package in R

Directory of Open Access Journals (Sweden)

Paulino Pérez

2010-09-01

Full Text Available The availability of dense molecular markers has made possible the use of genomic selection in plant and animal breeding. However, models for genomic selection pose several computational and statistical challenges and require specialized computer programs, not always available to the end user and not implemented in standard statistical software yet. The R-package BLR (Bayesian Linear Regression implements several statistical procedures (e.g., Bayesian Ridge Regression, Bayesian LASSO in a unified framework that allows including marker genotypes and pedigree data jointly. This article describes the classes of models implemented in the BLR package and illustrates their use through examples. Some challenges faced when applying genomic-enabled selection, such as model choice, evaluation of predictive ability through cross-validation, and choice of hyper-parameters, are also addressed.

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.

Bayesian networks with examples in R

CERN Document Server

Scutari, Marco

2014-01-01

Introduction. The Discrete Case: Multinomial Bayesian Networks. The Continuous Case: Gaussian Bayesian Networks. More Complex Cases. Theory and Algorithms for Bayesian Networks. Real-World Applications of Bayesian Networks. Appendices. Bibliography.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Directory of Open Access Journals (Sweden)

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

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.

Applying Bayesian modelling to assess climate change effects on biofuel production

CSIR Research Space (South Africa)

Peter, C

2009-12-01

Full Text Available the resilience of a strategy that meets the new South African national biofuel production target can be assessed in relation to climate change. Cross-disciplinary consideration of variables may be enhanced through the sensitivity analysis enabled by Bayesian...

Meta-Statistics for Variable Selection: The R Package BioMark

Directory of Open Access Journals (Sweden)

Ron Wehrens

2012-11-01

Full Text Available Biomarker identification is an ever more important topic in the life sciences. With the advent of measurement methodologies based on microarrays and mass spectrometry, thousands of variables are routinely being measured on complex biological samples. Often, the question is what makes two groups of samples different. Classical hypothesis testing suffers from the multiple testing problem; however, correcting for this often leads to a lack of power. In addition, choosing α cutoff levels remains somewhat arbitrary. Also in a regression context, a model depending on few but relevant variables will be more accurate and precise, and easier to interpret biologically.We propose an R package, BioMark, implementing two meta-statistics for variable selection. The first, higher criticism, presents a data-dependent selection threshold for significance, instead of a cookbook value of α = 0.05. It is applicable in all cases where two groups are compared. The second, stability selection, is more general, and can also be applied in a regression context. This approach uses repeated subsampling of the data in order to assess the variability of the model coefficients and selects those that remain consistently important. It is shown using experimental spike-in data from the field of metabolomics that both approaches work well with real data. BioMark also contains functionality for simulating data with specific characteristics for algorithm development and testing.

Prediction of road accidents: A Bayesian hierarchical approach

DEFF Research Database (Denmark)

Deublein, Markus; Schubert, Matthias; Adey, Bryan T.

2013-01-01

the expected number of accidents in which an injury has occurred and the expected number of light, severe and fatally injured road users. Additionally, the methodology is used for geo-referenced identification of road sections with increased occurrence probabilities of injury accident events on a road link......In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson......-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks...

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 ...

Robust Learning of High-dimensional Biological Networks with Bayesian Networks

Science.gov (United States)

Nägele, Andreas; Dejori, Mathäus; Stetter, Martin

Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.

A meta-analysis accounting for sources of variability to estimate heat resistance reference parameters of bacteria using hierarchical Bayesian modeling: Estimation of D at 121.1 °C and pH 7, zT and zpH of Geobacillus stearothermophilus.

Science.gov (United States)

Rigaux, Clémence; Denis, Jean-Baptiste; Albert, Isabelle; Carlin, Frédéric

2013-02-01

Predicting microbial survival requires reference parameters for each micro-organism of concern. When data are abundant and publicly available, a meta-analysis is a useful approach for assessment of these parameters, which can be performed with hierarchical Bayesian modeling. Geobacillus stearothermophilus is a major agent of microbial spoilage of canned foods and is therefore a persistent problem in the food industry. The thermal inactivation parameters of G. stearothermophilus (D(ref), i.e.the decimal reduction time D at the reference temperature 121.1°C and pH 7.0, z(T) and z(pH)) were estimated from a large set of 430 D values mainly collected from scientific literature. Between-study variability hypotheses on the inactivation parameters D(ref), z(T) and z(pH) were explored, using three different hierarchical Bayesian models. Parameter estimations were made using Bayesian inference and the models were compared with a graphical and a Bayesian criterion. Results show the necessity to account for random effects associated with between-study variability. Assuming variability on D(ref), z(T) and z(pH), the resulting distributions for D(ref), z(T) and z(pH) led to a mean of 3.3 min for D(ref) (95% Credible Interval CI=[0.8; 9.6]), to a mean of 9.1°C for z(T) (CI=[5.4; 13.1]) and to a mean of 4.3 pH units for z(pH) (CI=[2.9; 6.3]), in the range pH 3 to pH 7.5. Results are also given separating variability and uncertainty in these distributions, as well as adjusted parametric distributions to facilitate further use of these results in aqueous canned foods such as canned vegetables. Copyright © 2012 Elsevier B.V. All rights reserved.

Genetic variability and natural selection at the ligand domain of the Duffy binding protein in brazilian Plasmodium vivax populations

Directory of Open Access Journals (Sweden)

Gil Luiz HS

2010-11-01

Full Text Available Abstract Background Plasmodium vivax malaria is a major public health challenge in Latin America, Asia and Oceania, with 130-435 million clinical cases per year worldwide. Invasion of host blood cells by P. vivax mainly depends on a type I membrane protein called Duffy binding protein (PvDBP. The erythrocyte-binding motif of PvDBP is a 170 amino-acid stretch located in its cysteine-rich region II (PvDBPII, which is the most variable segment of the protein. Methods To test whether diversifying natural selection has shaped the nucleotide diversity of PvDBPII in Brazilian populations, this region was sequenced in 122 isolates from six different geographic areas. A Bayesian method was applied to test for the action of natural selection under a population genetic model that incorporates recombination. The analysis was integrated with a structural model of PvDBPII, and T- and B-cell epitopes were localized on the 3-D structure. Results The results suggest that: (i recombination plays an important role in determining the haplotype structure of PvDBPII, and (ii PvDBPII appears to contain neutrally evolving codons as well as codons evolving under natural selection. Diversifying selection preferentially acts on sites identified as epitopes, particularly on amino acid residues 417, 419, and 424, which show strong linkage disequilibrium. Conclusions This study shows that some polymorphisms of PvDBPII are present near the erythrocyte-binding domain and might serve to elude antibodies that inhibit cell invasion. Therefore, these polymorphisms should be taken into account when designing vaccines aimed at eliciting antibodies to inhibit erythrocyte invasion.

Input variable selection for data-driven models of Coriolis flowmeters for two-phase flow measurement

International Nuclear Information System (INIS)

Wang, Lijuan; Yan, Yong; Wang, Xue; Wang, Tao

2017-01-01

Input variable selection is an essential step in the development of data-driven models for environmental, biological and industrial applications. Through input variable selection to eliminate the irrelevant or redundant variables, a suitable subset of variables is identified as the input of a model. Meanwhile, through input variable selection the complexity of the model structure is simplified and the computational efficiency is improved. This paper describes the procedures of the input variable selection for the data-driven models for the measurement of liquid mass flowrate and gas volume fraction under two-phase flow conditions using Coriolis flowmeters. Three advanced input variable selection methods, including partial mutual information (PMI), genetic algorithm-artificial neural network (GA-ANN) and tree-based iterative input selection (IIS) are applied in this study. Typical data-driven models incorporating support vector machine (SVM) are established individually based on the input candidates resulting from the selection methods. The validity of the selection outcomes is assessed through an output performance comparison of the SVM based data-driven models and sensitivity analysis. The validation and analysis results suggest that the input variables selected from the PMI algorithm provide more effective information for the models to measure liquid mass flowrate while the IIS algorithm provides a fewer but more effective variables for the models to predict gas volume fraction. (paper)

Application of a predictive Bayesian model to environmental accounting.

Science.gov (United States)

Anex, R P; Englehardt, J D

2001-03-30

Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.

Bayesian modeling of measurement error in predictor variables

NARCIS (Netherlands)

Fox, Gerardus J.A.; Glas, Cornelis A.W.

2003-01-01

It is shown that measurement error in predictor variables can be modeled using item response theory (IRT). The predictor variables, that may be defined at any level of an hierarchical regression model, are treated as latent variables. The normal ogive model is used to describe the relation between

Comparison of methods used to identify superior individuals in genomic selection in plant breeding.

Science.gov (United States)

Bhering, L L; Junqueira, V S; Peixoto, L A; Cruz, C D; Laviola, B G

2015-09-10

The aim of this study was to evaluate different methods used in genomic selection, and to verify those that select a higher proportion of individuals with superior genotypes. Thus, F2 populations of different sizes were simulated (100, 200, 500, and 1000 individuals) with 10 replications each. These consisted of 10 linkage groups (LG) of 100 cM each, containing 100 equally spaced markers per linkage group, of which 200 controlled the characteristics, defined as the 20 initials of each LG. Genetic and phenotypic values were simulated assuming binomial distribution of effects for each LG, and the absence of dominance. For phenotypic values, heritabilities of 20, 50, and 80% were considered. To compare methodologies, the analysis processing time, coefficient of coincidence (selection of 5, 10, and 20% of superior individuals), and Spearman correlation between true genetic values, and the genomic values predicted by each methodology were determined. Considering the processing time, the three methodologies were statistically different, rrBLUP was the fastest, and Bayesian LASSO was the slowest. Spearman correlation revealed that the rrBLUP and GBLUP methodologies were equivalent, and Bayesian LASSO provided the lowest correlation values. Similar results were obtained in coincidence variables among the individuals selected, in which Bayesian LASSO differed statistically and presented a lower value than the other methodologies. Therefore, for the scenarios evaluated, rrBLUP is the best methodology for the selection of genetically superior individuals.

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 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.

Estimation of Genetic Variance Components Including Mutation and Epistasis using Bayesian Approach in a Selection Experiment on Body Weight in Mice

DEFF Research Database (Denmark)

Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke

Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...

Bayesian Mediation Analysis

Science.gov (United States)

Yuan, Ying; MacKinnon, David P.

2009-01-01

In this article, we propose Bayesian analysis of mediation effects. Compared with 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…

Capturing changes in flood risk with Bayesian approaches for flood damage assessment

Science.gov (United States)

Vogel, Kristin; Schröter, Kai; Kreibich, Heidi; Thieken, Annegret; Müller, Meike; Sieg, Tobias; Laudan, Jonas; Kienzler, Sarah; Weise, Laura; Merz, Bruno; Scherbaum, Frank

2016-04-01

Flood risk is a function of hazard as well as of exposure and vulnerability. All three components are under change over space and time and have to be considered for reliable damage estimations and risk analyses, since this is the basis for an efficient, adaptable risk management. Hitherto, models for estimating flood damage are comparatively simple and cannot sufficiently account for changing conditions. The Bayesian network approach allows for a multivariate modeling of complex systems without relying on expert knowledge about physical constraints. In a Bayesian network each model component is considered to be a random variable. The way of interactions between those variables can be learned from observations or be defined by expert knowledge. Even a combination of both is possible. Moreover, the probabilistic framework captures uncertainties related to the prediction and provides a probability distribution for the damage instead of a point estimate. The graphical representation of Bayesian networks helps to study the change of probabilities for changing circumstances and may thus simplify the communication between scientists and public authorities. In the framework of the DFG-Research Training Group "NatRiskChange" we aim to develop Bayesian networks for flood damage and vulnerability assessments of residential buildings and companies under changing conditions. A Bayesian network learned from data, collected over the last 15 years in flooded regions in the Elbe and Danube catchments (Germany), reveals the impact of many variables like building characteristics, precaution and warning situation on flood damage to residential buildings. While the handling of incomplete and hybrid (discrete mixed with continuous) data are the most challenging issues in the study on residential buildings, a similar study, that focuses on the vulnerability of small to medium sized companies, bears new challenges. Relying on a much smaller data set for the determination of the model

Semiparametric Bayesian Analysis of Nutritional Epidemiology Data in the Presence of Measurement Error

KAUST Repository

Sinha, Samiran; Mallick, Bani K.; Kipnis, Victor; Carroll, Raymond J.

2009-01-01

We propose a semiparametric Bayesian method for handling measurement error in nutritional epidemiological data. Our goal is to estimate nonparametrically the form of association between a disease and exposure variable while the true values

A New Variable Selection Method Based on Mutual Information Maximization by Replacing Collinear Variables for Nonlinear Quantitative Structure-Property Relationship Models

Energy Technology Data Exchange (ETDEWEB)

Ghasemi, Jahan B.; Zolfonoun, Ehsan [Toosi University of Technology, Tehran (Korea, Republic of)

2012-05-15

Selection of the most informative molecular descriptors from the original data set is a key step for development of quantitative structure activity/property relationship models. Recently, mutual information (MI) has gained increasing attention in feature selection problems. This paper presents an effective mutual information-based feature selection approach, named mutual information maximization by replacing collinear variables (MIMRCV), for nonlinear quantitative structure-property relationship models. The proposed variable selection method was applied to three different QSPR datasets, soil degradation half-life of 47 organophosphorus pesticides, GC-MS retention times of 85 volatile organic compounds, and water-to-micellar cetyltrimethylammonium bromide partition coefficients of 62 organic compounds.The obtained results revealed that using MIMRCV as feature selection method improves the predictive quality of the developed models compared to conventional MI based variable selection algorithms.

A New Variable Selection Method Based on Mutual Information Maximization by Replacing Collinear Variables for Nonlinear Quantitative Structure-Property Relationship Models

International Nuclear Information System (INIS)

Ghasemi, Jahan B.; Zolfonoun, Ehsan

2012-01-01

Selection of the most informative molecular descriptors from the original data set is a key step for development of quantitative structure activity/property relationship models. Recently, mutual information (MI) has gained increasing attention in feature selection problems. This paper presents an effective mutual information-based feature selection approach, named mutual information maximization by replacing collinear variables (MIMRCV), for nonlinear quantitative structure-property relationship models. The proposed variable selection method was applied to three different QSPR datasets, soil degradation half-life of 47 organophosphorus pesticides, GC-MS retention times of 85 volatile organic compounds, and water-to-micellar cetyltrimethylammonium bromide partition coefficients of 62 organic compounds.The obtained results revealed that using MIMRCV as feature selection method improves the predictive quality of the developed models compared to conventional MI based variable selection algorithms

Bus Route Design with a Bayesian Network Analysis of Bus Service Revenues

OpenAIRE

Liu, Yi; Jia, Yuanhua; Feng, Xuesong; Wu, Jiang

2018-01-01

A Bayesian network is used to estimate revenues of bus services in consideration of the effect of bus travel demands, passenger transport distances, and so on. In this research, the area X in Beijing has been selected as the study area because of its relatively high bus travel demand and, on the contrary, unsatisfactory bus services. It is suggested that the proposed Bayesian network approach is able to rationally predict the probabilities of different revenues of various route services, from...

Bayesian Inference on the Memory Parameter for Gamma-Modulated Regression Models

Directory of Open Access Journals (Sweden)

Plinio Andrade

2015-09-01

Full Text Available In this work, we propose a Bayesian methodology to make inferences for the memory parameter and other characteristics under non-standard assumptions for a class of stochastic processes. This class generalizes the Gamma-modulated process, with trajectories that exhibit long memory behavior, as well as decreasing variability as time increases. Different values of the memory parameter influence the speed of this decrease, making this heteroscedastic model very flexible. Its properties are used to implement an approximate Bayesian computation and MCMC scheme to obtain posterior estimates. We test and validate our method through simulations and real data from the big earthquake that occurred in 2010 in Chile.

Bayesian network representing system dynamics in risk analysis of nuclear systems

Science.gov (United States)

Varuttamaseni, Athi

2011-12-01

A dynamic Bayesian network (DBN) model is used in conjunction with the alternating conditional expectation (ACE) regression method to analyze the risk associated with the loss of feedwater accident coupled with a subsequent initiation of the feed and bleed operation in the Zion-1 nuclear power plant. The use of the DBN allows the joint probability distribution to be factorized, enabling the analysis to be done on many simpler network structures rather than on one complicated structure. The construction of the DBN model assumes conditional independence relations among certain key reactor parameters. The choice of parameter to model is based on considerations of the macroscopic balance statements governing the behavior of the reactor under a quasi-static assumption. The DBN is used to relate the peak clad temperature to a set of independent variables that are known to be important in determining the success of the feed and bleed operation. A simple linear relationship is then used to relate the clad temperature to the core damage probability. To obtain a quantitative relationship among different nodes in the DBN, surrogates of the RELAP5 reactor transient analysis code are used. These surrogates are generated by applying the ACE algorithm to output data obtained from about 50 RELAP5 cases covering a wide range of the selected independent variables. These surrogates allow important safety parameters such as the fuel clad temperature to be expressed as a function of key reactor parameters such as the coolant temperature and pressure together with important independent variables such as the scram delay time. The time-dependent core damage probability is calculated by sampling the independent variables from their probability distributions and propagate the information up through the Bayesian network to give the clad temperature. With the knowledge of the clad temperature and the assumption that the core damage probability has a one-to-one relationship to it, we have

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

Science.gov (United States)

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 on Gravitational Waves

Directory of Open Access Journals (Sweden)

Asad Ali

2015-12-01

Full Text Available The Bayesian approach is increasingly becoming popular among the astrophysics data analysis communities. However, the Pakistan statistics communities are unaware of this fertile interaction between the two disciplines. Bayesian methods have been in use to address astronomical problems since the very birth of the Bayes probability in eighteenth century. Today the Bayesian methods for the detection and parameter estimation of gravitational waves have solid theoretical grounds with a strong promise for the realistic applications. This article aims to introduce the Pakistan statistics communities to the applications of Bayesian Monte Carlo methods in the analysis of gravitational wave data with an  overview of the Bayesian signal detection and estimation methods and demonstration by a couple of simplified examples.

Portfolio Selection Based on Distance between Fuzzy Variables

Directory of Open Access Journals (Sweden)

Weiyi Qian

2014-01-01

Full Text Available This paper researches portfolio selection problem in fuzzy environment. We introduce a new simple method in which the distance between fuzzy variables is used to measure the divergence of fuzzy investment return from a prior one. Firstly, two new mathematical models are proposed by expressing divergence as distance, investment return as expected value, and risk as variance and semivariance, respectively. Secondly, the crisp forms of the new models are also provided for different types of fuzzy variables. Finally, several numerical examples are given to illustrate the effectiveness of the proposed approach.

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.

Genome-wide prediction of traits with different genetic architecture through efficient variable selection.

Science.gov (United States)

Wimmer, Valentin; Lehermeier, Christina; Albrecht, Theresa; Auinger, Hans-Jürgen; Wang, Yu; Schön, Chris-Carolin

2013-10-01

In genome-based prediction there is considerable uncertainty about the statistical model and method required to maximize prediction accuracy. For traits influenced by a small number of quantitative trait loci (QTL), predictions are expected to benefit from methods performing variable selection [e.g., BayesB or the least absolute shrinkage and selection operator (LASSO)] compared to methods distributing effects across the genome [ridge regression best linear unbiased prediction (RR-BLUP)]. We investigate the assumptions underlying successful variable selection by combining computer simulations with large-scale experimental data sets from rice (Oryza sativa L.), wheat (Triticum aestivum L.), and Arabidopsis thaliana (L.). We demonstrate that variable selection can be successful when the number of phenotyped individuals is much larger than the number of causal mutations contributing to the trait. We show that the sample size required for efficient variable selection increases dramatically with decreasing trait heritabilities and increasing extent of linkage disequilibrium (LD). We contrast and discuss contradictory results from simulation and experimental studies with respect to superiority of variable selection methods over RR-BLUP. Our results demonstrate that due to long-range LD, medium heritabilities, and small sample sizes, superiority of variable selection methods cannot be expected in plant breeding populations even for traits like FRIGIDA gene expression in Arabidopsis and flowering time in rice, assumed to be influenced by a few major QTL. We extend our conclusions to the analysis of whole-genome sequence data and infer upper bounds for the number of causal mutations which can be identified by LASSO. Our results have major impact on the choice of statistical method needed to make credible inferences about genetic architecture and prediction accuracy of complex traits.

Remotely Sensed Monitoring of Small Reservoir Dynamics: A Bayesian Approach

Directory of Open Access Journals (Sweden)

Dirk Eilander

2014-01-01

Full Text Available Multipurpose small reservoirs are important for livelihoods in rural semi-arid regions. To manage and plan these reservoirs and to assess their hydrological impact at a river basin scale, it is important to monitor their water storage dynamics. This paper introduces a Bayesian approach for monitoring small reservoirs with radar satellite images. The newly developed growing Bayesian classifier has a high degree of automation, can readily be extended with auxiliary information and reduces the confusion error to the land-water boundary pixels. A case study has been performed in the Upper East Region of Ghana, based on Radarsat-2 data from November 2012 until April 2013. Results show that the growing Bayesian classifier can deal with the spatial and temporal variability in synthetic aperture radar (SAR backscatter intensities from small reservoirs. Due to its ability to incorporate auxiliary information, the algorithm is able to delineate open water from SAR imagery with a low land-water contrast in the case of wind-induced Bragg scattering or limited vegetation on the land surrounding a small reservoir.

Selection of discriminant mid-infrared wavenumbers by combining a naïve Bayesian classifier and a genetic algorithm: Application to the evaluation of lignocellulosic biomass biodegradation.

Science.gov (United States)

Rammal, Abbas; Perrin, Eric; Vrabie, Valeriu; Assaf, Rabih; Fenniri, Hassan

2017-07-01

Infrared spectroscopy provides useful information on the molecular compositions of biological systems related to molecular vibrations, overtones, and combinations of fundamental vibrations. Mid-infrared (MIR) spectroscopy is sensitive to organic and mineral components and has attracted growing interest in the development of biomarkers related to intrinsic characteristics of lignocellulose biomass. However, not all spectral information is valuable for biomarker construction or for applying analysis methods such as classification. Better processing and interpretation can be achieved by identifying discriminating wavenumbers. The selection of wavenumbers has been addressed through several variable- or feature-selection methods. Some of them have not been adapted for use in large data sets or are difficult to tune, and others require additional information, such as concentrations. This paper proposes a new approach by combining a naïve Bayesian classifier with a genetic algorithm to identify discriminating spectral wavenumbers. The genetic algorithm uses a linear combination of an a posteriori probability and the Bayes error rate as the fitness function for optimization. Such a function allows the improvement of both the compactness and the separation of classes. This approach was tested to classify a small set of maize roots in soil according to their biodegradation process based on their MIR spectra. The results show that this optimization method allows better discrimination of the biodegradation process, compared with using the information of the entire MIR spectrum, the use of the spectral information at wavenumbers selected by a genetic algorithm based on a classical validity index or the use of the spectral information selected by combining a genetic algorithm with other methods, such as Linear Discriminant Analysis. The proposed method selects wavenumbers that correspond to principal vibrations of chemical functional groups of compounds that undergo degradation

An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method

International Nuclear Information System (INIS)

Ma Xiang; Zabaras, Nicholas

2009-01-01

A new approach to modeling inverse problems using a Bayesian inference method is introduced. The Bayesian approach considers the unknown parameters as random variables and seeks the probabilistic distribution of the unknowns. By introducing the concept of the stochastic prior state space to the Bayesian formulation, we reformulate the deterministic forward problem as a stochastic one. The adaptive hierarchical sparse grid collocation (ASGC) method is used for constructing an interpolant to the solution of the forward model in this prior space which is large enough to capture all the variability/uncertainty in the posterior distribution of the unknown parameters. This solution can be considered as a function of the random unknowns and serves as a stochastic surrogate model for the likelihood calculation. Hierarchical Bayesian formulation is used to derive the posterior probability density function (PPDF). The spatial model is represented as a convolution of a smooth kernel and a Markov random field. The state space of the PPDF is explored using Markov chain Monte Carlo algorithms to obtain statistics of the unknowns. The likelihood calculation is performed by directly sampling the approximate stochastic solution obtained through the ASGC method. The technique is assessed on two nonlinear inverse problems: source inversion and permeability estimation in flow through porous media

Use of dynamic Bayesian networks for life extension assessment of ageing systems

International Nuclear Information System (INIS)

Ramírez, Pedro A. Pérez; Utne, Ingrid Bouwer

2015-01-01

Extending the operating lifetime of ageing technical systems is of great interest for industrial applications. Life extension requires identifying and selecting decision alternatives which allow for a safe and economic operation of the system beyond its design lifetime. This article proposes a dynamic Bayesian network for assessing the life extension of ageing repairable systems. The main objective of the model is to provide decision support based on the system performance during a finite time horizon, which is defined by the life extension period. The model has three main applications: (i) assessing and selecting optimal decision alternatives for the life extension at present time, based on historical data; (ii) identifying and minimizing the factors that have a negative impact on the system performance; and (iii) reassessing and optimizing the decision alternatives during operation throughout the life extension period, based on updating the model with new operational data gathered. A case study illustrates the application of the model for life extension of a real firewater pump system in an oil and gas facility. The case study analyzes three decision alternatives, where preventive maintenance and functional test policies are optimized, and the uncertainty involved in each alternative is computed. - Highlights: • A dynamic Bayesian network is used for predicting the system performance. • The performance is measured with relevant variables: cost; unavailability; safety. • The model can be used when scarce data is available, no degradation data is needed. • The uncertainty associated to each alternative is computed in the model. • A detailed case study of a real safety system shows the applicability of the model

Selecting minimum dataset soil variables using PLSR as a regressive multivariate method

Science.gov (United States)

Stellacci, Anna Maria; Armenise, Elena; Castellini, Mirko; Rossi, Roberta; Vitti, Carolina; Leogrande, Rita; De Benedetto, Daniela; Ferrara, Rossana M.; Vivaldi, Gaetano A.

2017-04-01

Long-term field experiments and science-based tools that characterize soil status (namely the soil quality indices, SQIs) assume a strategic role in assessing the effect of agronomic techniques and thus in improving soil management especially in marginal environments. Selecting key soil variables able to best represent soil status is a critical step for the calculation of SQIs. Current studies show the effectiveness of statistical methods for variable selection to extract relevant information deriving from multivariate datasets. Principal component analysis (PCA) has been mainly used, however supervised multivariate methods and regressive techniques are progressively being evaluated (Armenise et al., 2013; de Paul Obade et al., 2016; Pulido Moncada et al., 2014). The present study explores the effectiveness of partial least square regression (PLSR) in selecting critical soil variables, using a dataset comparing conventional tillage and sod-seeding on durum wheat. The results were compared to those obtained using PCA and stepwise discriminant analysis (SDA). The soil data derived from a long-term field experiment in Southern Italy. On samples collected in April 2015, the following set of variables was quantified: (i) chemical: total organic carbon and nitrogen (TOC and TN), alkali-extractable C (TEC and humic substances - HA-FA), water extractable N and organic C (WEN and WEOC), Olsen extractable P, exchangeable cations, pH and EC; (ii) physical: texture, dry bulk density (BD), macroporosity (Pmac), air capacity (AC), and relative field capacity (RFC); (iii) biological: carbon of the microbial biomass quantified with the fumigation-extraction method. PCA and SDA were previously applied to the multivariate dataset (Stellacci et al., 2016). PLSR was carried out on mean centered and variance scaled data of predictors (soil variables) and response (wheat yield) variables using the PLS procedure of SAS/STAT. In addition, variable importance for projection (VIP

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.

A New Variable Weighting and Selection Procedure for K-Means Cluster Analysis

Science.gov (United States)

Steinley, Douglas; Brusco, Michael J.

2008-01-01

A variance-to-range ratio variable weighting procedure is proposed. We show how this weighting method is theoretically grounded in the inherent variability found in data exhibiting cluster structure. In addition, a variable selection procedure is proposed to operate in conjunction with the variable weighting technique. The performances of these…

Punishment induced behavioural and neurophysiological variability reveals dopamine-dependent selection of kinematic movement parameters

Science.gov (United States)

Galea, Joseph M.; Ruge, Diane; Buijink, Arthur; Bestmann, Sven; Rothwell, John C.

2013-01-01

Action selection describes the high-level process which selects between competing movements. In animals, behavioural variability is critical for the motor exploration required to select the action which optimizes reward and minimizes cost/punishment, and is guided by dopamine (DA). The aim of this study was to test in humans whether low-level movement parameters are affected by punishment and reward in ways similar to high-level action selection. Moreover, we addressed the proposed dependence of behavioural and neurophysiological variability on DA, and whether this may underpin the exploration of kinematic parameters. Participants performed an out-and-back index finger movement and were instructed that monetary reward and punishment were based on its maximal acceleration (MA). In fact, the feedback was not contingent on the participant’s behaviour but pre-determined. Blocks highly-biased towards punishment were associated with increased MA variability relative to blocks with either reward or without feedback. This increase in behavioural variability was positively correlated with neurophysiological variability, as measured by changes in cortico-spinal excitability with transcranial magnetic stimulation over the primary motor cortex. Following the administration of a DA-antagonist, the variability associated with punishment diminished and the correlation between behavioural and neurophysiological variability no longer existed. Similar changes in variability were not observed when participants executed a pre-determined MA, nor did DA influence resting neurophysiological variability. Thus, under conditions of punishment, DA-dependent processes influence the selection of low-level movement parameters. We propose that the enhanced behavioural variability reflects the exploration of kinematic parameters for less punishing, or conversely more rewarding, outcomes. PMID:23447607

Bayesian non parametric modelling of Higgs pair production

Directory of Open Access Journals (Sweden)

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.

Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration

OpenAIRE

Conner, Mary M.; Saunders, W. Carl; Bouwes, Nicolaas; Jordan, Chris

2016-01-01

Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ?20?% increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for as...

Curve fitting and modeling with splines using statistical variable selection techniques

Science.gov (United States)

Smith, P. L.

1982-01-01

The successful application of statistical variable selection techniques to fit splines is demonstrated. Major emphasis is given to knot selection, but order determination is also discussed. Two FORTRAN backward elimination programs, using the B-spline basis, were developed. The program for knot elimination is compared in detail with two other spline-fitting methods and several statistical software packages. An example is also given for the two-variable case using a tensor product basis, with a theoretical discussion of the difficulties of their use.

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

SHORT-TERM SOLAR FLARE LEVEL PREDICTION USING A BAYESIAN NETWORK APPROACH

International Nuclear Information System (INIS)

Yu Daren; Huang Xin; Hu Qinghua; Zhou Rui; Wang Huaning; Cui Yanmei

2010-01-01

A Bayesian network approach for short-term solar flare level prediction has been proposed based on three sequences of photospheric magnetic field parameters extracted from Solar and Heliospheric Observatory/Michelson Doppler Imager longitudinal magnetograms. The magnetic measures, the maximum horizontal gradient, the length of neutral line, and the number of singular points do not have determinate relationships with solar flares, so the solar flare level prediction is considered as an uncertainty reasoning process modeled by the Bayesian network. The qualitative network structure which describes conditional independent relationships among magnetic field parameters and the quantitative conditional probability tables which determine the probabilistic values for each variable are learned from the data set. Seven sequential features-the maximum, the mean, the root mean square, the standard deviation, the shape factor, the crest factor, and the pulse factor-are extracted to reduce the dimensions of the raw sequences. Two Bayesian network models are built using raw sequential data (BN R ) and feature extracted data (BN F ), respectively. The explanations of these models are consistent with physical analyses of experts. The performances of the BN R and the BN F appear comparable with other methods. More importantly, the comprehensibility of the Bayesian network models is better than other methods.

A Bayesian modelling framework for tornado occurrences in North America.

Science.gov (United States)

Cheng, Vincent Y S; Arhonditsis, George B; Sills, David M L; Gough, William A; Auld, Heather

2015-03-25

Tornadoes represent one of nature's most hazardous phenomena that have been responsible for significant destruction and devastating fatalities. Here we present a Bayesian modelling approach for elucidating the spatiotemporal patterns of tornado activity in North America. Our analysis shows a significant increase in the Canadian Prairies and the Northern Great Plains during the summer, indicating a clear transition of tornado activity from the United States to Canada. The linkage between monthly-averaged atmospheric variables and likelihood of tornado events is characterized by distinct seasonality; the convective available potential energy is the predominant factor in the summer; vertical wind shear appears to have a strong signature primarily in the winter and secondarily in the summer; and storm relative environmental helicity is most influential in the spring. The present probabilistic mapping can be used to draw inference on the likelihood of tornado occurrence in any location in North America within a selected time period of the year.

The use of vector bootstrapping to improve variable selection precision in Lasso models

NARCIS (Netherlands)

Laurin, C.; Boomsma, D.I.; Lubke, G.H.

2016-01-01

The Lasso is a shrinkage regression method that is widely used for variable selection in statistical genetics. Commonly, K-fold cross-validation is used to fit a Lasso model. This is sometimes followed by using bootstrap confidence intervals to improve precision in the resulting variable selections.

Nonparametric Bayesian models through probit stick-breaking processes.

Science.gov (United States)

Rodríguez, Abel; Dunson, David B

2011-03-01

We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

Basics of Bayesian methods.

Science.gov (United States)

Ghosh, Sujit K

2010-01-01

Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.

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 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.

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 computation with R

CERN Document Server

Albert, Jim

2009-01-01

There has been a dramatic growth in the development and application of Bayesian inferential methods. Some of this growth is due to the availability of powerful simulation-based algorithms to summarize posterior distributions. There has been also a growing interest in the use of the system R for statistical analyses. R's open source nature, free availability, and large number of contributor packages have made R the software of choice for many statisticians in education and industry. Bayesian Computation with R introduces Bayesian modeling by the use of computation using the R language. The earl

Bayesian nonparametric data analysis

CERN Document Server

Müller, Peter; Jara, Alejandro; Hanson, Tim

2015-01-01

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

Using literature and data to learn Bayesian networks as clinical models of ovarian tumors

DEFF Research Database (Denmark)

Antal, P.; Fannes, G.; Timmerman, D.

2004-01-01

Thanks to its increasing availability, electronic literature has become a potential source of information for the development of complex Bayesian networks (BN), when human expertise is missing or data is scarce or contains much noise. This opportunity raises the question of how to integrate...... information from free-text resources with statistical data in learning Bayesian networks. Firstly, we report on the collection of prior information resources in the ovarian cancer domain, which includes "kernel" annotations of the domain variables. We introduce methods based on the annotations and literature...

A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.

Science.gov (United States)

Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan

2017-01-01

Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

Non-invasive clinical parameters for the prediction of urodynamic bladder outlet obstruction: analysis using causal Bayesian networks.

Directory of Open Access Journals (Sweden)

Myong Kim

Full Text Available To identify non-invasive clinical parameters to predict urodynamic bladder outlet obstruction (BOO in patients with benign prostatic hyperplasia (BPH using causal Bayesian networks (CBN.From October 2004 to August 2013, 1,381 eligible BPH patients with complete data were selected for analysis. The following clinical variables were considered: age, total prostate volume (TPV, transition zone volume (TZV, prostate specific antigen (PSA, maximum flow rate (Qmax, and post-void residual volume (PVR on uroflowmetry, and International Prostate Symptom Score (IPSS. Among these variables, the independent predictors of BOO were selected using the CBN model. The predictive performance of the CBN model using the selected variables was verified through a logistic regression (LR model with the same dataset.Mean age, TPV, and IPSS were 6.2 (±7.3, SD years, 48.5 (±25.9 ml, and 17.9 (±7.9, respectively. The mean BOO index was 35.1 (±25.2 and 477 patients (34.5% had urodynamic BOO (BOO index ≥40. By using the CBN model, we identified TPV, Qmax, and PVR as independent predictors of BOO. With these three variables, the BOO prediction accuracy was 73.5%. The LR model showed a similar accuracy (77.0%. However, the area under the receiver operating characteristic curve of the CBN model was statistically smaller than that of the LR model (0.772 vs. 0.798, p = 0.020.Our study demonstrated that TPV, Qmax, and PVR are independent predictors of urodynamic BOO.

Using Random Forests to Select Optimal Input Variables for Short-Term Wind Speed Forecasting Models

Directory of Open Access Journals (Sweden)

Hui Wang

2017-10-01

Full Text Available Achieving relatively high-accuracy short-term wind speed forecasting estimates is a precondition for the construction and grid-connected operation of wind power forecasting systems for wind farms. Currently, most research is focused on the structure of forecasting models and does not consider the selection of input variables, which can have significant impacts on forecasting performance. This paper presents an input variable selection method for wind speed forecasting models. The candidate input variables for various leading periods are selected and random forests (RF is employed to evaluate the importance of all variable as features. The feature subset with the best evaluation performance is selected as the optimal feature set. Then, kernel-based extreme learning machine is constructed to evaluate the performance of input variables selection based on RF. The results of the case study show that by removing the uncorrelated and redundant features, RF effectively extracts the most strongly correlated set of features from the candidate input variables. By finding the optimal feature combination to represent the original information, RF simplifies the structure of the wind speed forecasting model, shortens the training time required, and substantially improves the model’s accuracy and generalization ability, demonstrating that the input variables selected by RF are effective.

The Bayesian Score Statistic

NARCIS (Netherlands)

Kleibergen, F.R.; Kleijn, R.; Paap, R.

2000-01-01

We propose a novel Bayesian test under a (noninformative) Jeffreys'priorspecification. We check whether the fixed scalar value of the so-calledBayesian Score Statistic (BSS) under the null hypothesis is aplausiblerealization from its known and standardized distribution under thealternative. Unlike

Bayesian methods for proteomic biomarker development

Directory of Open Access Journals (Sweden)

Belinda Hernández

2015-12-01

In this review we provide an introduction to Bayesian inference and demonstrate some of the advantages of using a Bayesian framework. We summarize how Bayesian methods have been used previously in proteomics and other areas of bioinformatics. Finally, we describe some popular and emerging Bayesian models from the statistical literature and provide a worked tutorial including code snippets to show how these methods may be applied for the evaluation of proteomic biomarkers.

Bayesian inference with ecological applications

CERN Document Server

Link, William A

2009-01-01

This text is written to provide a mathematically sound but accessible and engaging introduction to Bayesian inference specifically for environmental scientists, ecologists and wildlife biologists. It emphasizes the power and usefulness of Bayesian methods in an ecological context. The advent of fast personal computers and easily available software has simplified the use of Bayesian and hierarchical models . One obstacle remains for ecologists and wildlife biologists, namely the near absence of Bayesian texts written specifically for them. The book includes many relevant examples, is supported by software and examples on a companion website and will become an essential grounding in this approach for students and research ecologists. Engagingly written text specifically designed to demystify a complex subject Examples drawn from ecology and wildlife research An essential grounding for graduate and research ecologists in the increasingly prevalent Bayesian approach to inference Companion website with analyt...

Current trends in Bayesian methodology with applications

CERN Document Server

Upadhyay, Satyanshu K; Dey, Dipak K; Loganathan, Appaia

2015-01-01

Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics.Each chapter is self-contained and focuses on

Ethnic variability in adiposity and cardiovascular risk: the variable disease selection hypothesis.

Science.gov (United States)

Wells, Jonathan C K

2009-02-01

Evidence increasingly suggests that ethnic differences in cardiovascular risk are partly mediated by adipose tissue biology, which refers to the regional distribution of adipose tissue and its differential metabolic activity. This paper proposes a novel evolutionary hypothesis for ethnic genetic variability in adipose tissue biology. Whereas medical interest focuses on the harmful effect of excess fat, the value of adipose tissue is greatest during chronic energy insufficiency. Following Neel's influential paper on the thrifty genotype, proposed to have been favoured by exposure to cycles of feast and famine, much effort has been devoted to searching for genetic markers of 'thrifty metabolism'. However, whether famine-induced starvation was the primary selective pressure on adipose tissue biology has been questioned, while the notion that fat primarily represents a buffer against starvation appears inconsistent with historical records of mortality during famines. This paper reviews evidence for the role played by adipose tissue in immune function and proposes that adipose tissue biology responds to selective pressures acting through infectious disease. Different diseases activate the immune system in different ways and induce different metabolic costs. It is hypothesized that exposure to different infectious disease burdens has favoured ethnic genetic variability in the anatomical location of, and metabolic profile of, adipose tissue depots.

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.

CGBayesNets: conditional Gaussian Bayesian network learning and inference with mixed discrete and continuous data.

Science.gov (United States)

McGeachie, Michael J; Chang, Hsun-Hsien; Weiss, Scott T

2014-06-01

Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com.

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 flood forecasting methods: A review

Science.gov (United States)

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

Random forest variable selection in spatial malaria transmission modelling in Mpumalanga Province, South Africa

Directory of Open Access Journals (Sweden)

Thandi Kapwata

2016-11-01

Full Text Available Malaria is an environmentally driven disease. In order to quantify the spatial variability of malaria transmission, it is imperative to understand the interactions between environmental variables and malaria epidemiology at a micro-geographic level using a novel statistical approach. The random forest (RF statistical learning method, a relatively new variable-importance ranking method, measures the variable importance of potentially influential parameters through the percent increase of the mean squared error. As this value increases, so does the relative importance of the associated variable. The principal aim of this study was to create predictive malaria maps generated using the selected variables based on the RF algorithm in the Ehlanzeni District of Mpumalanga Province, South Africa. From the seven environmental variables used [temperature, lag temperature, rainfall, lag rainfall, humidity, altitude, and the normalized difference vegetation index (NDVI], altitude was identified as the most influential predictor variable due its high selection frequency. It was selected as the top predictor for 4 out of 12 months of the year, followed by NDVI, temperature and lag rainfall, which were each selected twice. The combination of climatic variables that produced the highest prediction accuracy was altitude, NDVI, and temperature. This suggests that these three variables have high predictive capabilities in relation to malaria transmission. Furthermore, it is anticipated that the predictive maps generated from predictions made by the RF algorithm could be used to monitor the progression of malaria and assist in intervention and prevention efforts with respect to malaria.

Bayesian model averaging and weighted average least squares : Equivariance, stability, and numerical issues

NARCIS (Netherlands)

De Luca, G.; Magnus, J.R.

2011-01-01

In this article, we describe the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals, which implement, respectively, the exact Bayesian model-averaging estimator and the weighted-average least-squares

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…

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

Science.gov (United States)

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

Science.gov (United States)

Norris, Peter M.; Da Silva, Arlindo M.

2016-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Uninformative variable elimination assisted by Gram-Schmidt Orthogonalization/successive projection algorithm for descriptor selection in QSAR

DEFF Research Database (Denmark)

Omidikia, Nematollah; Kompany-Zareh, Mohsen

2013-01-01

Employment of Uninformative Variable Elimination (UVE) as a robust variable selection method is reported in this study. Each regression coefficient represents the contribution of the corresponding variable in the established model, but in the presence of uninformative variables as well as colline......Employment of Uninformative Variable Elimination (UVE) as a robust variable selection method is reported in this study. Each regression coefficient represents the contribution of the corresponding variable in the established model, but in the presence of uninformative variables as well...... as collinearity reliability of the regression coefficient's magnitude is suspicious. Successive Projection Algorithm (SPA) and Gram-Schmidt Orthogonalization (GSO) were implemented as pre-selection technique for removing collinearity and redundancy among variables in the model. Uninformative variable elimination...

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...

Bayesian Recurrent Neural Network for Language Modeling.

Science.gov (United States)

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

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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 Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method

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Jun-He Yang

2017-01-01

Full Text Available Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir’s water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir’s water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

Interconnection between biological abnormalities in borderline personality disorder: use of the Bayesian networks model.

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De la Fuente, José Manuel; Bengoetxea, Endika; Navarro, Felipe; Bobes, Julio; Alarcón, Renato Daniel

2011-04-30

There is agreement in that strengthening the sets of neurobiological data would reinforce the diagnostic objectivity of many psychiatric entities. This article attempts to use this approach in borderline personality disorder (BPD). Assuming that most of the biological findings in BPD reflect common underlying pathophysiological processes we hypothesized that most of the data involved in the findings would be statistically interconnected and interdependent, indicating biological consistency for this diagnosis. Prospectively obtained data on scalp and sleep electroencephalography (EEG), clinical neurologic soft signs, the dexamethasone suppression and thyrotropin-releasing hormone stimulation tests of 20 consecutive BPD patients were used to generate a Bayesian network model, an artificial intelligence paradigm that visually illustrates eventual associations (or inter-dependencies) between otherwise seemingly unrelated variables. The Bayesian network model identified relationships among most of the variables. EEG and TSH were the variables that influence most of the others, especially sleep parameters. Neurological soft signs were linked with EEG, TSH, and sleep parameters. The results suggest the possibility of using objective neurobiological variables to strengthen the validity of future diagnostic criteria and nosological characterization of BPD. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

Novel Harmonic Regularization Approach for Variable Selection in Cox’s Proportional Hazards Model

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Ge-Jin Chu

2014-01-01

Full Text Available Variable selection is an important issue in regression and a number of variable selection methods have been proposed involving nonconvex penalty functions. In this paper, we investigate a novel harmonic regularization method, which can approximate nonconvex Lq  (1/2select key risk factors in the Cox’s proportional hazards model using microarray gene expression data. The harmonic regularization method can be efficiently solved using our proposed direct path seeking approach, which can produce solutions that closely approximate those for the convex loss function and the nonconvex regularization. Simulation results based on the artificial datasets and four real microarray gene expression datasets, such as real diffuse large B-cell lymphoma (DCBCL, the lung cancer, and the AML datasets, show that the harmonic regularization method can be more accurate for variable selection than existing Lasso series methods.

A Bayesian test for periodic signals in red noise

Science.gov (United States)

Vaughan, S.

2010-02-01

Many astrophysical sources, especially compact accreting sources, show strong, random brightness fluctuations with broad power spectra in addition to periodic or quasi-periodic oscillations (QPOs) that have narrower spectra. The random nature of the dominant source of variance greatly complicates the process of searching for possible weak periodic signals. We have addressed this problem using the tools of Bayesian statistics; in particular, using Markov Chain Monte Carlo techniques to approximate the posterior distribution of model parameters, and posterior predictive model checking to assess model fits and search for periodogram outliers that may represent periodic signals. The methods developed are applied to two example data sets, both long XMM-Newton observations of highly variable Seyfert 1 galaxies: RE J1034 + 396 and Mrk 766. In both cases, a bend (or break) in the power spectrum is evident. In the case of RE J1034 + 396, the previously reported QPO is found but with somewhat weaker statistical significance than reported in previous analyses. The difference is due partly to the improved continuum modelling, better treatment of nuisance parameters and partly to different data selection methods.

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)

Book review: Bayesian analysis for population ecology

Science.gov (United States)

Link, William A.

2011-01-01

Brian Dennis described the field of ecology as “fertile, uncolonized ground for Bayesian ideas.” He continued: “The Bayesian propagule has arrived at the shore. Ecologists need to think long and hard about the consequences of a Bayesian ecology. The Bayesian outlook is a successful competitor, but is it a weed? I think so.” (Dennis 2004)

A Bayesian Theory of Sequential Causal Learning and Abstract Transfer.

Science.gov (United States)

Lu, Hongjing; Rojas, Randall R; Beckers, Tom; Yuille, Alan L

2016-03-01

Two key research issues in the field of causal learning are how people acquire causal knowledge when observing data that are presented sequentially, and the level of abstraction at which learning takes place. Does sequential causal learning solely involve the acquisition of specific cause-effect links, or do learners also acquire knowledge about abstract causal constraints? Recent empirical studies have revealed that experience with one set of causal cues can dramatically alter subsequent learning and performance with entirely different cues, suggesting that learning involves abstract transfer, and such transfer effects involve sequential presentation of distinct sets of causal cues. It has been demonstrated that pre-training (or even post-training) can modulate classic causal learning phenomena such as forward and backward blocking. To account for these effects, we propose a Bayesian theory of sequential causal learning. The theory assumes that humans are able to consider and use several alternative causal generative models, each instantiating a different causal integration rule. Model selection is used to decide which integration rule to use in a given learning environment in order to infer causal knowledge from sequential data. Detailed computer simulations demonstrate that humans rely on the abstract characteristics of outcome variables (e.g., binary vs. continuous) to select a causal integration rule, which in turn alters causal learning in a variety of blocking and overshadowing paradigms. When the nature of the outcome variable is ambiguous, humans select the model that yields the best fit with the recent environment, and then apply it to subsequent learning tasks. Based on sequential patterns of cue-outcome co-occurrence, the theory can account for a range of phenomena in sequential causal learning, including various blocking effects, primacy effects in some experimental conditions, and apparently abstract transfer of causal knowledge. Copyright © 2015

Spatiotemporal Phylogenetic Analysis and Molecular Characterisation of Infectious Bursal Disease Viruses Based on the VP2 Hyper-Variable Region.

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Abdulahi Alfonso-Morales

Full Text Available Infectious bursal disease is a highly contagious and acute viral disease caused by the infectious bursal disease virus (IBDV; it affects all major poultry producing areas of the world. The current study was designed to rigorously measure the global phylogeographic dynamics of IBDV strains to gain insight into viral population expansion as well as the emergence, spread and pattern of the geographical structure of very virulent IBDV (vvIBDV strains.Sequences of the hyper-variable region of the VP2 (HVR-VP2 gene from IBDV strains isolated from diverse geographic locations were obtained from the GenBank database; Cuban sequences were obtained in the current work. All sequences were analysed by Bayesian phylogeographic analysis, implemented in the Bayesian Evolutionary Analysis Sampling Trees (BEAST, Bayesian Tip-association Significance testing (BaTS and Spatial Phylogenetic Reconstruction of Evolutionary Dynamics (SPREAD software packages. Selection pressure on the HVR-VP2 was also assessed. The phylogeographic association-trait analysis showed that viruses sampled from individual countries tend to cluster together, suggesting a geographic pattern for IBDV strains. Spatial analysis from this study revealed that strains carrying sequences that were linked to increased virulence of IBDV appeared in Iran in 1981 and spread to Western Europe (Belgium in 1987, Africa (Egypt around 1990, East Asia (China and Japan in 1993, the Caribbean Region (Cuba by 1995 and South America (Brazil around 2000. Selection pressure analysis showed that several codons in the HVR-VP2 region were under purifying selection.To our knowledge, this work is the first study applying the Bayesian phylogeographic reconstruction approach to analyse the emergence and spread of vvIBDV strains worldwide.

Spatiotemporal Phylogenetic Analysis and Molecular Characterisation of Infectious Bursal Disease Viruses Based on the VP2 Hyper-Variable Region.

Science.gov (United States)

Alfonso-Morales, Abdulahi; Martínez-Pérez, Orlando; Dolz, Roser; Valle, Rosa; Perera, Carmen L; Bertran, Kateri; Frías, Maria T; Majó, Natàlia; Ganges, Llilianne; Pérez, Lester J

2013-01-01

Infectious bursal disease is a highly contagious and acute viral disease caused by the infectious bursal disease virus (IBDV); it affects all major poultry producing areas of the world. The current study was designed to rigorously measure the global phylogeographic dynamics of IBDV strains to gain insight into viral population expansion as well as the emergence, spread and pattern of the geographical structure of very virulent IBDV (vvIBDV) strains. Sequences of the hyper-variable region of the VP2 (HVR-VP2) gene from IBDV strains isolated from diverse geographic locations were obtained from the GenBank database; Cuban sequences were obtained in the current work. All sequences were analysed by Bayesian phylogeographic analysis, implemented in the Bayesian Evolutionary Analysis Sampling Trees (BEAST), Bayesian Tip-association Significance testing (BaTS) and Spatial Phylogenetic Reconstruction of Evolutionary Dynamics (SPREAD) software packages. Selection pressure on the HVR-VP2 was also assessed. The phylogeographic association-trait analysis showed that viruses sampled from individual countries tend to cluster together, suggesting a geographic pattern for IBDV strains. Spatial analysis from this study revealed that strains carrying sequences that were linked to increased virulence of IBDV appeared in Iran in 1981 and spread to Western Europe (Belgium) in 1987, Africa (Egypt) around 1990, East Asia (China and Japan) in 1993, the Caribbean Region (Cuba) by 1995 and South America (Brazil) around 2000. Selection pressure analysis showed that several codons in the HVR-VP2 region were under purifying selection. To our knowledge, this work is the first study applying the Bayesian phylogeographic reconstruction approach to analyse the emergence and spread of vvIBDV strains worldwide.

Prediction of Individual Serum Infliximab Concentrations in Inflammatory Bowel Disease by a Bayesian Dashboard System.

Science.gov (United States)

Eser, Alexander; Primas, Christian; Reinisch, Sieglinde; Vogelsang, Harald; Novacek, Gottfried; Mould, Diane R; Reinisch, Walter

2018-01-30

Despite a robust exposure-response relationship of infliximab in inflammatory bowel disease (IBD), attempts to adjust dosing to individually predicted serum concentrations of infliximab (SICs) are lacking. Compared with labor-intensive conventional software for pharmacokinetic (PK) modeling (eg, NONMEM) dashboards are easy-to-use programs incorporating complex Bayesian statistics to determine individual pharmacokinetics. We evaluated various infliximab detection assays and the number of samples needed to precisely forecast individual SICs using a Bayesian dashboard. We assessed long-term infliximab retention in patients being dosed concordantly versus discordantly with Bayesian dashboard recommendations. Three hundred eighty-two serum samples from 117 adult IBD patients on infliximab maintenance therapy were analyzed by 3 commercially available assays. Data from each assay was modeled using NONMEM and a Bayesian dashboard. PK parameter precision and residual variability were assessed. Forecast concentrations from both systems were compared with observed concentrations. Infliximab retention was assessed by prediction for dose intensification via Bayesian dashboard versus real-life practice. Forecast precision of SICs varied between detection assays. At least 3 SICs from a reliable assay are needed for an accurate forecast. The Bayesian dashboard performed similarly to NONMEM to predict SICs. Patients dosed concordantly with Bayesian dashboard recommendations had a significantly longer median drug survival than those dosed discordantly (51.5 versus 4.6 months, P dashboard helps to assess the diagnostic performance of infliximab detection assays. Three, not single, SICs provide sufficient information for individualized dose adjustment when incorporated into the Bayesian dashboard. Treatment adjusted to forecasted SICs is associated with longer drug retention of infliximab. © 2018, The American College of Clinical Pharmacology.

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.

Assessing the accuracy and stability of variable selection methods for random forest modeling in ecology.

Science.gov (United States)

Fox, Eric W; Hill, Ryan A; Leibowitz, Scott G; Olsen, Anthony R; Thornbrugh, Darren J; Weber, Marc H

2017-07-01

Random forest (RF) modeling has emerged as an important statistical learning method in ecology due to its exceptional predictive performance. However, for large and complex ecological data sets, there is limited guidance on variable selection methods for RF modeling. Typically, either a preselected set of predictor variables are used or stepwise procedures are employed which iteratively remove variables according to their importance measures. This paper investigates the application of variable selection methods to RF models for predicting probable biological stream condition. Our motivating data set consists of the good/poor condition of n = 1365 stream survey sites from the 2008/2009 National Rivers and Stream Assessment, and a large set (p = 212) of landscape features from the StreamCat data set as potential predictors. We compare two types of RF models: a full variable set model with all 212 predictors and a reduced variable set model selected using a backward elimination approach. We assess model accuracy using RF's internal out-of-bag estimate, and a cross-validation procedure with validation folds external to the variable selection process. We also assess the stability of the spatial predictions generated by the RF models to changes in the number of predictors and argue that model selection needs to consider both accuracy and stability. The results suggest that RF modeling is robust to the inclusion of many variables of moderate to low importance. We found no substantial improvement in cross-validated accuracy as a result of variable reduction. Moreover, the backward elimination procedure tended to select too few variables and exhibited numerous issues such as upwardly biased out-of-bag accuracy estimates and instabilities in the spatial predictions. We use simulations to further support and generalize results from the analysis of real data. A main purpose of this work is to elucidate issues of model selection bias and instability to ecologists interested in

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

Science.gov (United States)

Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.

2009-05-01

Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.

Review of Reliability-Based Design Optimization Approach and Its Integration with Bayesian Method

Science.gov (United States)

Zhang, Xiangnan

2018-03-01

A lot of uncertain factors lie in practical engineering, such as external load environment, material property, geometrical shape, initial condition, boundary condition, etc. Reliability method measures the structural safety condition and determine the optimal design parameter combination based on the probabilistic theory. Reliability-based design optimization (RBDO) is the most commonly used approach to minimize the structural cost or other performance under uncertainty variables which combines the reliability theory and optimization. However, it cannot handle the various incomplete information. The Bayesian approach is utilized to incorporate this kind of incomplete information in its uncertainty quantification. In this paper, the RBDO approach and its integration with Bayesian method are introduced.

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

A Bayesian foundation for individual learning under uncertainty

Directory of Open Access Journals (Sweden)

Christoph eMathys

2011-05-01

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

A bayesian foundation for individual learning under uncertainty.

Science.gov (United States)

Mathys, Christoph; Daunizeau, Jean; Friston, Karl J; Stephan, Klaas E

2011-01-01

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

Variability-based active galactic nucleus selection using image subtraction in the SDSS and LSST era

Energy Technology Data Exchange (ETDEWEB)

Choi, Yumi; Gibson, Robert R.; Becker, Andrew C.; Ivezić, Željko; Connolly, Andrew J.; Ruan, John J.; Anderson, Scott F. [Department of Astronomy, University of Washington, Box 351580, Seattle, WA 98195 (United States); MacLeod, Chelsea L., E-mail: ymchoi@astro.washington.edu [Physics Department, U.S. Naval Academy, 572 Holloway Road, Annapolis, MD 21402 (United States)

2014-02-10

With upcoming all-sky surveys such as LSST poised to generate a deep digital movie of the optical sky, variability-based active galactic nucleus (AGN) selection will enable the construction of highly complete catalogs with minimum contamination. In this study, we generate g-band difference images and construct light curves (LCs) for QSO/AGN candidates listed in Sloan Digital Sky Survey Stripe 82 public catalogs compiled from different methods, including spectroscopy, optical colors, variability, and X-ray detection. Image differencing excels at identifying variable sources embedded in complex or blended emission regions such as Type II AGNs and other low-luminosity AGNs that may be omitted from traditional photometric or spectroscopic catalogs. To separate QSOs/AGNs from other sources using our difference image LCs, we explore several LC statistics and parameterize optical variability by the characteristic damping timescale (τ) and variability amplitude. By virtue of distinguishable variability parameters of AGNs, we are able to select them with high completeness of 93.4% and efficiency (i.e., purity) of 71.3%. Based on optical variability, we also select highly variable blazar candidates, whose infrared colors are consistent with known blazars. One-third of them are also radio detected. With the X-ray selected AGN candidates, we probe the optical variability of X-ray detected optically extended sources using their difference image LCs for the first time. A combination of optical variability and X-ray detection enables us to select various types of host-dominated AGNs. Contrary to the AGN unification model prediction, two Type II AGN candidates (out of six) show detectable variability on long-term timescales like typical Type I AGNs. This study will provide a baseline for future optical variability studies of extended sources.

Coupled variable selection for regression modeling of complex treatment patterns in a clinical cancer registry.

Science.gov (United States)

Schmidtmann, I; Elsäßer, A; Weinmann, A; Binder, H

2014-12-30

For determining a manageable set of covariates potentially influential with respect to a time-to-event endpoint, Cox proportional hazards models can be combined with variable selection techniques, such as stepwise forward selection or backward elimination based on p-values, or regularized regression techniques such as component-wise boosting. Cox regression models have also been adapted for dealing with more complex event patterns, for example, for competing risks settings with separate, cause-specific hazard models for each event type, or for determining the prognostic effect pattern of a variable over different landmark times, with one conditional survival model for each landmark. Motivated by a clinical cancer registry application, where complex event patterns have to be dealt with and variable selection is needed at the same time, we propose a general approach for linking variable selection between several Cox models. Specifically, we combine score statistics for each covariate across models by Fisher's method as a basis for variable selection. This principle is implemented for a stepwise forward selection approach as well as for a regularized regression technique. In an application to data from hepatocellular carcinoma patients, the coupled stepwise approach is seen to facilitate joint interpretation of the different cause-specific Cox models. In conditional survival models at landmark times, which address updates of prediction as time progresses and both treatment and other potential explanatory variables may change, the coupled regularized regression approach identifies potentially important, stably selected covariates together with their effect time pattern, despite having only a small number of events. These results highlight the promise of the proposed approach for coupling variable selection between Cox models, which is particularly relevant for modeling for clinical cancer registries with their complex event patterns. Copyright © 2014 John Wiley & Sons

Characterizing uncertainty and population variability in the toxicokinetics of trichloroethylene and metabolites in mice, rats, and humans using an updated database, physiologically based pharmacokinetic (PBPK) model, and Bayesian approach

International Nuclear Information System (INIS)

Chiu, Weihsueh A.; Okino, Miles S.; Evans, Marina V.

2009-01-01

We have developed a comprehensive, Bayesian, PBPK model-based analysis of the population toxicokinetics of trichloroethylene (TCE) and its metabolites in mice, rats, and humans, considering a wider range of physiological, chemical, in vitro, and in vivo data than any previously published analysis of TCE. The toxicokinetics of the 'population average,' its population variability, and their uncertainties are characterized in an approach that strives to be maximally transparent and objective. Estimates of experimental variability and uncertainty were also included in this analysis. The experimental database was expanded to include virtually all available in vivo toxicokinetic data, which permitted, in rats and humans, the specification of separate datasets for model calibration and evaluation. The total combination of these approaches and PBPK analysis provides substantial support for the model predictions. In addition, we feel confident that the approach employed also yields an accurate characterization of the uncertainty in metabolic pathways for which available data were sparse or relatively indirect, such as GSH conjugation and respiratory tract metabolism. Key conclusions from the model predictions include the following: (1) as expected, TCE is substantially metabolized, primarily by oxidation at doses below saturation; (2) GSH conjugation and subsequent bioactivation in humans appear to be 10- to 100-fold greater than previously estimated; and (3) mice had the greatest rate of respiratory tract oxidative metabolism as compared to rats and humans. In a situation such as TCE in which there is large database of studies coupled with complex toxicokinetics, the Bayesian approach provides a systematic method of simultaneously estimating model parameters and characterizing their uncertainty and variability. However, care needs to be taken in its implementation to ensure biological consistency, transparency, and objectivity.

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).

Personalized Audio Systems - a Bayesian Approach

DEFF Research Database (Denmark)

Nielsen, Jens Brehm; Jensen, Bjørn Sand; Hansen, Toke Jansen

2013-01-01

Modern audio systems are typically equipped with several user-adjustable parameters unfamiliar to most users listening to the system. To obtain the best possible setting, the user is forced into multi-parameter optimization with respect to the users's own objective and preference. To address this......, the present paper presents a general inter-active framework for personalization of such audio systems. The framework builds on Bayesian Gaussian process regression in which a model of the users's objective function is updated sequentially. The parameter setting to be evaluated in a given trial is selected...

Uncertainty, reward, and attention in the Bayesian brain

DEFF Research Database (Denmark)

Whiteley, Louise Emma

2008-01-01

results suggest that value a¿ects a fronto-striatal action selection network rather than directly impacting on sensory processing. Finally, we consider a major theoretical problem – the demonstrations of optimality that dominate the ¿eld have been obtained in tasks with a small number of objects...... in the focus of attention. When faced instead with a complex scene, the brain can’t be Bayes-optimal everywhere. We suggest that a general limitation on the representation of complex posteriors causes the brain to make approximations, which are then locally re¿ned by attention. This framework extends ideas...... of attention as Bayesian prior, and uni¿es apparently disparate attentional ‘bottlenecks’. We present simulations of three key paradigms, and discuss how such modelling could be extended to more detailed, neurally inspired settings. Broadening the Bayesian picture of perception and strengthening its connection...

Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data.

Science.gov (United States)

Liu, Kai; Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

2016-01-01

On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods.

A QSAR Study of Environmental Estrogens Based on a Novel Variable Selection Method

Directory of Open Access Journals (Sweden)

Aiqian Zhang

2012-05-01

Full Text Available A large number of descriptors were employed to characterize the molecular structure of 53 natural, synthetic, and environmental chemicals which are suspected of disrupting endocrine functions by mimicking or antagonizing natural hormones and may thus pose a serious threat to the health of humans and wildlife. In this work, a robust quantitative structure-activity relationship (QSAR model with a novel variable selection method has been proposed for the effective estrogens. The variable selection method is based on variable interaction (VSMVI with leave-multiple-out cross validation (LMOCV to select the best subset. During variable selection, model construction and assessment, the Organization for Economic Co-operation and Development (OECD principles for regulation of QSAR acceptability were fully considered, such as using an unambiguous multiple-linear regression (MLR algorithm to build the model, using several validation methods to assessment the performance of the model, giving the define of applicability domain and analyzing the outliers with the results of molecular docking. The performance of the QSAR model indicates that the VSMVI is an effective, feasible and practical tool for rapid screening of the best subset from large molecular descriptors.

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

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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.

Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

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Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

2014-03-01

The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

Bayesian Inference of Ecological Interactions from Spatial Data

Directory of Open Access Journals (Sweden)

Christopher R. Stephens

2017-11-01

Full Text Available The characterization and quantification of ecological interactions and the construction of species’ distributions and their associated ecological niches are of fundamental theoretical and practical importance. In this paper, we discuss a Bayesian inference framework, which, using spatial data, offers a general formalism within which ecological interactions may be characterized and quantified. Interactions are identified through deviations of the spatial distribution of co-occurrences of spatial variables relative to a benchmark for the non-interacting system and based on a statistical ensemble of spatial cells. The formalism allows for the integration of both biotic and abiotic factors of arbitrary resolution. We concentrate on the conceptual and mathematical underpinnings of the formalism, showing how, using the naive Bayes approximation, it can be used to not only compare and contrast the relative contribution from each variable, but also to construct species’ distributions and ecological niches based on an arbitrary variable type. We also show how non-linear interactions between distinct niche variables can be identified and the degree of confounding between variables accounted for.

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 ...

An automated land-use mapping comparison of the Bayesian maximum likelihood and linear discriminant analysis algorithms

Science.gov (United States)

Tom, C. H.; Miller, L. D.

1984-01-01

The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.

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.

Plug & Play object oriented Bayesian networks

DEFF Research Database (Denmark)

Bangsø, Olav; Flores, J.; Jensen, Finn Verner

2003-01-01

been shown to be quite suitable for dynamic domains as well. However, processing object oriented Bayesian networks in practice does not take advantage of their modular structure. Normally the object oriented Bayesian network is transformed into a Bayesian network and, inference is performed...... dynamic domains. The communication needed between instances is achieved by means of a fill-in propagation scheme....

A Bayesian Approach to the Overlap Analysis of Epidemiologically Linked Traits.

Science.gov (United States)

Asimit, Jennifer L; Panoutsopoulou, Kalliope; Wheeler, Eleanor; Berndt, Sonja I; Cordell, Heather J; Morris, Andrew P; Zeggini, Eleftheria; Barroso, Inês

2015-12-01

Diseases often cooccur in individuals more often than expected by chance, and may be explained by shared underlying genetic etiology. A common approach to genetic overlap analyses is to use summary genome-wide association study data to identify single-nucleotide polymorphisms (SNPs) that are associated with multiple traits at a selected P-value threshold. However, P-values do not account for differences in power, whereas Bayes' factors (BFs) do, and may be approximated using summary statistics. We use simulation studies to compare the power of frequentist and Bayesian approaches with overlap analyses, and to decide on appropriate thresholds for comparison between the two methods. It is empirically illustrated that BFs have the advantage over P-values of a decreasing type I error rate as study size increases for single-disease associations. Consequently, the overlap analysis of traits from different-sized studies encounters issues in fair P-value threshold selection, whereas BFs are adjusted automatically. Extensive simulations show that Bayesian overlap analyses tend to have higher power than those that assess association strength with P-values, particularly in low-power scenarios. Calibration tables between BFs and P-values are provided for a range of sample sizes, as well as an approximation approach for sample sizes that are not in the calibration table. Although P-values are sometimes thought more intuitive, these tables assist in removing the opaqueness of Bayesian thresholds and may also be used in the selection of a BF threshold to meet a certain type I error rate. An application of our methods is used to identify variants associated with both obesity and osteoarthritis. © 2015 The Authors. *Genetic Epidemiology published by Wiley Periodicals, Inc.

The Bayesian New Statistics: Hypothesis testing, estimation, meta-analysis, and power analysis from a Bayesian perspective.

Science.gov (United States)

Kruschke, John K; Liddell, Torrin M

2018-02-01

In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.

A Bayesian concept learning approach to crowdsourcing

DEFF Research Database (Denmark)

Viappiani, P.; Zilles, S.; Hamilton, H.J.

2011-01-01

techniques, inference methods, and query selection strategies to assist a user charged with choosing a configuration that satisfies some (partially known) concept. Our model is able to simultaneously learn the concept definition and the types of the experts. We evaluate our model with simulations, showing......We develop a Bayesian approach to concept learning for crowdsourcing applications. A probabilistic belief over possible concept definitions is maintained and updated according to (noisy) observations from experts, whose behaviors are modeled using discrete types. We propose recommendation...

Bayesian Semiparametric Density Deconvolution in the Presence of Conditionally Heteroscedastic Measurement Errors

KAUST Repository

Sarkar, Abhra

2014-10-02

We consider the problem of estimating the density of a random variable when precise measurements on the variable are not available, but replicated proxies contaminated with measurement error are available for sufficiently many subjects. Under the assumption of additive measurement errors this reduces to a problem of deconvolution of densities. Deconvolution methods often make restrictive and unrealistic assumptions about the density of interest and the distribution of measurement errors, e.g., normality and homoscedasticity and thus independence from the variable of interest. This article relaxes these assumptions and introduces novel Bayesian semiparametric methodology based on Dirichlet process mixture models for robust deconvolution of densities in the presence of conditionally heteroscedastic measurement errors. In particular, the models can adapt to asymmetry, heavy tails and multimodality. In simulation experiments, we show that our methods vastly outperform a recent Bayesian approach based on estimating the densities via mixtures of splines. We apply our methods to data from nutritional epidemiology. Even in the special case when the measurement errors are homoscedastic, our methodology is novel and dominates other methods that have been proposed previously. Additional simulation results, instructions on getting access to the data set and R programs implementing our methods are included as part of online supplemental materials.

Bayesian Semiparametric Density Deconvolution in the Presence of Conditionally Heteroscedastic Measurement Errors

KAUST Repository

Sarkar, Abhra; Mallick, Bani K.; Staudenmayer, John; Pati, Debdeep; Carroll, Raymond J.

2014-01-01

We consider the problem of estimating the density of a random variable when precise measurements on the variable are not available, but replicated proxies contaminated with measurement error are available for sufficiently many subjects. Under the assumption of additive measurement errors this reduces to a problem of deconvolution of densities. Deconvolution methods often make restrictive and unrealistic assumptions about the density of interest and the distribution of measurement errors, e.g., normality and homoscedasticity and thus independence from the variable of interest. This article relaxes these assumptions and introduces novel Bayesian semiparametric methodology based on Dirichlet process mixture models for robust deconvolution of densities in the presence of conditionally heteroscedastic measurement errors. In particular, the models can adapt to asymmetry, heavy tails and multimodality. In simulation experiments, we show that our methods vastly outperform a recent Bayesian approach based on estimating the densities via mixtures of splines. We apply our methods to data from nutritional epidemiology. Even in the special case when the measurement errors are homoscedastic, our methodology is novel and dominates other methods that have been proposed previously. Additional simulation results, instructions on getting access to the data set and R programs implementing our methods are included as part of online supplemental materials.

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

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

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

Matthies, Hermann G.

2016-11-25

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

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

2016-01-01

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

Learning Predictive Interactions Using Information Gain and Bayesian Network Scoring.

Directory of Open Access Journals (Sweden)

Xia Jiang

Full Text Available The problems of correlation and classification are long-standing in the fields of statistics and machine learning, and techniques have been developed to address these problems. We are now in the era of high-dimensional data, which is data that can concern billions of variables. These data present new challenges. In particular, it is difficult to discover predictive variables, when each variable has little marginal effect. An example concerns Genome-wide Association Studies (GWAS datasets, which involve millions of single nucleotide polymorphism (SNPs, where some of the SNPs interact epistatically to affect disease status. Towards determining these interacting SNPs, researchers developed techniques that addressed this specific problem. However, the problem is more general, and so these techniques are applicable to other problems concerning interactions. A difficulty with many of these techniques is that they do not distinguish whether a learned interaction is actually an interaction or whether it involves several variables with strong marginal effects.We address this problem using information gain and Bayesian network scoring. First, we identify candidate interactions by determining whether together variables provide more information than they do separately. Then we use Bayesian network scoring to see if a candidate interaction really is a likely model. Our strategy is called MBS-IGain. Using 100 simulated datasets and a real GWAS Alzheimer's dataset, we investigated the performance of MBS-IGain.When analyzing the simulated datasets, MBS-IGain substantially out-performed nine previous methods at locating interacting predictors, and at identifying interactions exactly. When analyzing the real Alzheimer's dataset, we obtained new results and results that substantiated previous findings. We conclude that MBS-IGain is highly effective at finding interactions in high-dimensional datasets. This result is significant because we have increasingly

2nd Bayesian Young Statisticians Meeting

CERN Document Server

Bitto, Angela; Kastner, Gregor; Posekany, Alexandra

2015-01-01

The Second Bayesian Young Statisticians Meeting (BAYSM 2014) and the research presented here facilitate connections among researchers using Bayesian Statistics by providing a forum for the development and exchange of ideas. WU Vienna University of Business and Economics hosted BAYSM 2014 from September 18th to 19th. The guidance of renowned plenary lecturers and senior discussants is a critical part of the meeting and this volume, which follows publication of contributions from BAYSM 2013. The meeting's scientific program reflected the variety of fields in which Bayesian methods are currently employed or could be introduced in the future. Three brilliant keynote lectures by Chris Holmes (University of Oxford), Christian Robert (Université Paris-Dauphine), and Mike West (Duke University), were complemented by 24 plenary talks covering the major topics Dynamic Models, Applications, Bayesian Nonparametrics, Biostatistics, Bayesian Methods in Economics, and Models and Methods, as well as a lively poster session ...

Bayesian natural language semantics and pragmatics

CERN Document Server

Zeevat, Henk

2015-01-01

The contributions in this volume focus on the Bayesian interpretation of natural languages, which is widely used in areas of artificial intelligence, cognitive science, and computational linguistics. This is the first volume to take up topics in Bayesian Natural Language Interpretation and make proposals based on information theory, probability theory, and related fields. The methodologies offered here extend to the target semantic and pragmatic analyses of computational natural language interpretation. Bayesian approaches to natural language semantics and pragmatics are based on methods from signal processing and the causal Bayesian models pioneered by especially Pearl. In signal processing, the Bayesian method finds the most probable interpretation by finding the one that maximizes the product of the prior probability and the likelihood of the interpretation. It thus stresses the importance of a production model for interpretation as in Grice's contributions to pragmatics or in interpretation by abduction.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

Science.gov (United States)

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

Two-step variable selection in quantile regression models

Directory of Open Access Journals (Sweden)

FAN Yali

2015-06-01

Full Text Available We propose a two-step variable selection procedure for high dimensional quantile regressions, in which the dimension of the covariates, pn is much larger than the sample size n. In the first step, we perform ℓ1 penalty, and we demonstrate that the first step penalized estimator with the LASSO penalty can reduce the model from an ultra-high dimensional to a model whose size has the same order as that of the true model, and the selected model can cover the true model. The second step excludes the remained irrelevant covariates by applying the adaptive LASSO penalty to the reduced model obtained from the first step. Under some regularity conditions, we show that our procedure enjoys the model selection consistency. We conduct a simulation study and a real data analysis to evaluate the finite sample performance of the proposed approach.

Age estimation by assessment of pulp chamber volume: a Bayesian network for the evaluation of dental evidence.

Science.gov (United States)

Sironi, Emanuele; Taroni, Franco; Baldinotti, Claudio; Nardi, Cosimo; Norelli, Gian-Aristide; Gallidabino, Matteo; Pinchi, Vilma

2017-11-14

The present study aimed to investigate the performance of a Bayesian method in the evaluation of dental age-related evidence collected by means of a geometrical approximation procedure of the pulp chamber volume. Measurement of this volume was based on three-dimensional cone beam computed tomography images. The Bayesian method was applied by means of a probabilistic graphical model, namely a Bayesian network. Performance of that method was investigated in terms of accuracy and bias of the decisional outcomes. Influence of an informed elicitation of the prior belief of chronological age was also studied by means of a sensitivity analysis. Outcomes in terms of accuracy were adequate with standard requirements for forensic adult age estimation. Findings also indicated that the Bayesian method does not show a particular tendency towards under- or overestimation of the age variable. Outcomes of the sensitivity analysis showed that results on estimation are improved with a ration elicitation of the prior probabilities of age.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

Science.gov (United States)

Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

2011-04-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

Object-Oriented Bayesian Networks for a Decision Support System

OpenAIRE

Julia Mortera; Paola Vicard; Cecilia Vergari

2012-01-01

We study an economic decision problem where the actors are two rms and the Antitrust Authority whose main task is to monitor and prevent rms potential anti-competitive behaviour. The Antitrust Au- thority's decision process is modelled using a Bayesian network whose relational structure and parameters are estimated from data provided by the Authority itself. Several economic variables in uencing this de- cision process are included in the model. We analyse how monitoring by the Antitrust Auth...

A sampling-based Bayesian model for gas saturation estimationusing seismic AVA and marine CSEM data

Energy Technology Data Exchange (ETDEWEB)

Chen, Jinsong; Hoversten, Michael; Vasco, Don; Rubin, Yoram; Hou,Zhangshuan

2006-04-04

We develop a sampling-based Bayesian model to jointly invertseismic amplitude versus angles (AVA) and marine controlled-sourceelectromagnetic (CSEM) data for layered reservoir models. The porosityand fluid saturation in each layer of the reservoir, the seismic P- andS-wave velocity and density in the layers below and above the reservoir,and the electrical conductivity of the overburden are considered asrandom variables. Pre-stack seismic AVA data in a selected time windowand real and quadrature components of the recorded electrical field areconsidered as data. We use Markov chain Monte Carlo (MCMC) samplingmethods to obtain a large number of samples from the joint posteriordistribution function. Using those samples, we obtain not only estimatesof each unknown variable, but also its uncertainty information. Thedeveloped method is applied to both synthetic and field data to explorethe combined use of seismic AVA and EM data for gas saturationestimation. Results show that the developed method is effective for jointinversion, and the incorporation of CSEM data reduces uncertainty influid saturation estimation, when compared to results from inversion ofAVA data only.

Bayesian Analysis for Risk Assessment of Selected Medical Events in Support of the Integrated Medical Model Effort

Science.gov (United States)

Gilkey, Kelly M.; Myers, Jerry G.; McRae, Michael P.; Griffin, Elise A.; Kallrui, Aditya S.

2012-01-01

The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.

Bayesian networks and food security - An introduction

NARCIS (Netherlands)

Stein, A.

2004-01-01

This paper gives an introduction to Bayesian networks. Networks are defined and put into a Bayesian context. Directed acyclical graphs play a crucial role here. Two simple examples from food security are addressed. Possible uses of Bayesian networks for implementation and further use in decision

Bayesian nonparametric dictionary learning for compressed sensing MRI.

Science.gov (United States)

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

Adaptability and phenotypic stability of common bean genotypes through Bayesian inference.

Science.gov (United States)

Corrêa, A M; Teodoro, P E; Gonçalves, M C; Barroso, L M A; Nascimento, M; Santos, A; Torres, F E

2016-04-27

This study used Bayesian inference to investigate the genotype x environment interaction in common bean grown in Mato Grosso do Sul State, and it also evaluated the efficiency of using informative and minimally informative a priori distributions. Six trials were conducted in randomized blocks, and the grain yield of 13 common bean genotypes was assessed. To represent the minimally informative a priori distributions, a probability distribution with high variance was used, and a meta-analysis concept was adopted to represent the informative a priori distributions. Bayes factors were used to conduct comparisons between the a priori distributions. The Bayesian inference was effective for the selection of upright common bean genotypes with high adaptability and phenotypic stability using the Eberhart and Russell method. Bayes factors indicated that the use of informative a priori distributions provided more accurate results than minimally informative a priori distributions. According to Bayesian inference, the EMGOPA-201, BAMBUÍ, CNF 4999, CNF 4129 A 54, and CNFv 8025 genotypes had specific adaptability to favorable environments, while the IAPAR 14 and IAC CARIOCA ETE genotypes had specific adaptability to unfavorable environments.

12th Brazilian Meeting on Bayesian Statistics

CERN Document Server

Louzada, Francisco; Rifo, Laura; Stern, Julio; Lauretto, Marcelo

2015-01-01

Through refereed papers, this volume focuses on the foundations of the Bayesian paradigm; their comparison to objectivistic or frequentist Statistics counterparts; and the appropriate application of Bayesian foundations. This research in Bayesian Statistics is applicable to data analysis in biostatistics, clinical trials, law, engineering, and the social sciences. EBEB, the Brazilian Meeting on Bayesian Statistics, is held every two years by the ISBrA, the International Society for Bayesian Analysis, one of the most active chapters of the ISBA. The 12th meeting took place March 10-14, 2014 in Atibaia. Interest in foundations of inductive Statistics has grown recently in accordance with the increasing availability of Bayesian methodological alternatives. Scientists need to deal with the ever more difficult choice of the optimal method to apply to their problem. This volume shows how Bayes can be the answer. The examination and discussion on the foundations work towards the goal of proper application of Bayesia...

The XRF spectrometer and the selection of analysis conditions (instrumental variables)

International Nuclear Information System (INIS)

Willis, J.P.

2002-01-01

Full text: This presentation will begin with a brief discussion of EDXRF and flat- and curved-crystal WDXRF spectrometers, contrasting the major differences between the three types. The remainder of the presentation will contain a detailed overview of the choice and settings of the many instrumental variables contained in a modern WDXRF spectrometer, and will discuss critically the choices facing the analyst in setting up a WDXRF spectrometer for different elements and applications. In particular it will discuss the choice of tube target (when a choice is possible), the kV and mA settings, tube filters, collimator masks, collimators, analyzing crystals, secondary collimators, detectors, pulse height selection, X-ray path medium (air, nitrogen, vacuum or helium), counting times for peak and background positions and their effect on counting statistics and lower limit of detection (LLD). The use of Figure of Merit (FOM) calculations to objectively choose the best combination of instrumental variables also will be discussed. This presentation will be followed by a shorter session on a subsequent day entitled - A Selection of XRF Conditions - Practical Session, where participants will be given the opportunity to discuss in groups the selection of the best instrumental variables for three very diverse applications. Copyright (2002) Australian X-ray Analytical Association Inc

Sensitivity analysis in Gaussian Bayesian networks using a symbolic-numerical technique

International Nuclear Information System (INIS)

Castillo, Enrique; Kjaerulff, Uffe

2003-01-01

The paper discusses the problem of sensitivity analysis in Gaussian Bayesian networks. The algebraic structure of the conditional means and variances, as rational functions involving linear and quadratic functions of the parameters, are used to simplify the sensitivity analysis. In particular the probabilities of conditional variables exceeding given values and related probabilities are analyzed. Two examples of application are used to illustrate all the concepts and methods

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.

Bayesian Latent Class Analysis Tutorial.

Science.gov (United States)

Li, Yuelin; Lord-Bessen, Jennifer; Shiyko, Mariya; Loeb, Rebecca

2018-01-01

This article is a how-to guide on Bayesian computation using Gibbs sampling, demonstrated in the context of Latent Class Analysis (LCA). It is written for students in quantitative psychology or related fields who have a working knowledge of Bayes Theorem and conditional probability and have experience in writing computer programs in the statistical language R . The overall goals are to provide an accessible and self-contained tutorial, along with a practical computation tool. We begin with how Bayesian computation is typically described in academic articles. Technical difficulties are addressed by a hypothetical, worked-out example. We show how Bayesian computation can be broken down into a series of simpler calculations, which can then be assembled together to complete a computationally more complex model. The details are described much more explicitly than what is typically available in elementary introductions to Bayesian modeling so that readers are not overwhelmed by the mathematics. Moreover, the provided computer program shows how Bayesian LCA can be implemented with relative ease. The computer program is then applied in a large, real-world data set and explained line-by-line. We outline the general steps in how to extend these considerations to other methodological applications. We conclude with suggestions for further readings.

Bayesian policy reuse

CSIR Research Space (South Africa)

Rosman, Benjamin

2016-02-01

Full Text Available Keywords Policy Reuse · Reinforcement Learning · Online Learning · Online Bandits · Transfer Learning · Bayesian Optimisation · Bayesian Decision Theory. 1 Introduction As robots and software agents are becoming more ubiquitous in many applications.... The agent has access to a library of policies (pi1, pi2 and pi3), and has previously experienced a set of task instances (τ1, τ2, τ3, τ4), as well as samples of the utilities of the library policies on these instances (the black dots indicate the means...

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

Inverse problems in the Bayesian framework

International Nuclear Information System (INIS)

Calvetti, Daniela; Somersalo, Erkki; Kaipio, Jari P

2014-01-01

The history of Bayesian methods dates back to the original works of Reverend Thomas Bayes and Pierre-Simon Laplace: the former laid down some of the basic principles on inverse probability in his classic article ‘An essay towards solving a problem in the doctrine of chances’ that was read posthumously in the Royal Society in 1763. Laplace, on the other hand, in his ‘Memoirs on inverse probability’ of 1774 developed the idea of updating beliefs and wrote down the celebrated Bayes’ formula in the form we know today. Although not identified yet as a framework for investigating inverse problems, Laplace used the formalism very much in the spirit it is used today in the context of inverse problems, e.g., in his study of the distribution of comets. With the evolution of computational tools, Bayesian methods have become increasingly popular in all fields of human knowledge in which conclusions need to be drawn based on incomplete and noisy data. Needless to say, inverse problems, almost by definition, fall into this category. Systematic work for developing a Bayesian inverse problem framework can arguably be traced back to the 1980s, (the original first edition being published by Elsevier in 1987), although articles on Bayesian methodology applied to inverse problems, in particular in geophysics, had appeared much earlier. Today, as testified by the articles in this special issue, the Bayesian methodology as a framework for considering inverse problems has gained a lot of popularity, and it has integrated very successfully with many traditional inverse problems ideas and techniques, providing novel ways to interpret and implement traditional procedures in numerical analysis, computational statistics, signal analysis and data assimilation. The range of applications where the Bayesian framework has been fundamental goes from geophysics, engineering and imaging to astronomy, life sciences and economy, and continues to grow. There is no question that Bayesian

Designing neural networks that process mean values of random variables

International Nuclear Information System (INIS)

Barber, Michael J.; Clark, John W.

2014-01-01

We develop a class of neural networks derived from probabilistic models posed in the form of Bayesian networks. Making biologically and technically plausible assumptions about the nature of the probabilistic models to be represented in the networks, we derive neural networks exhibiting standard dynamics that require no training to determine the synaptic weights, that perform accurate calculation of the mean values of the relevant random variables, that can pool multiple sources of evidence, and that deal appropriately with ambivalent, inconsistent, or contradictory evidence. - Highlights: • High-level neural computations are specified by Bayesian belief networks of random variables. • Probability densities of random variables are encoded in activities of populations of neurons. • Top-down algorithm generates specific neural network implementation of given computation. • Resulting “neural belief networks” process mean values of random variables. • Such networks pool multiple sources of evidence and deal properly with inconsistent evidence

Designing neural networks that process mean values of random variables

Energy Technology Data Exchange (ETDEWEB)

Barber, Michael J. [AIT Austrian Institute of Technology, Innovation Systems Department, 1220 Vienna (Austria); Clark, John W. [Department of Physics and McDonnell Center for the Space Sciences, Washington University, St. Louis, MO 63130 (United States); Centro de Ciências Matemáticas, Universidade de Madeira, 9000-390 Funchal (Portugal)

2014-06-13

We develop a class of neural networks derived from probabilistic models posed in the form of Bayesian networks. Making biologically and technically plausible assumptions about the nature of the probabilistic models to be represented in the networks, we derive neural networks exhibiting standard dynamics that require no training to determine the synaptic weights, that perform accurate calculation of the mean values of the relevant random variables, that can pool multiple sources of evidence, and that deal appropriately with ambivalent, inconsistent, or contradictory evidence. - Highlights: • High-level neural computations are specified by Bayesian belief networks of random variables. • Probability densities of random variables are encoded in activities of populations of neurons. • Top-down algorithm generates specific neural network implementation of given computation. • Resulting “neural belief networks” process mean values of random variables. • Such networks pool multiple sources of evidence and deal properly with inconsistent evidence.

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

The current state of Bayesian methods in medical product development: survey results and recommendations from the DIA Bayesian Scientific Working Group.

Science.gov (United States)

Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George

2014-01-01

Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.

A bayesian approach to inferring the genetic population structure of sugarcane accessions from INTA (Argentina

Directory of Open Access Journals (Sweden)

Mariana Inés Pocovi

2015-06-01

Full Text Available Understanding the population structure and genetic diversity in sugarcane (Saccharum officinarum L. accessions from INTA germplasm bank (Argentina will be of great importance for germplasm collection and breeding improvement as it will identify diverse parental combinations to create segregating progenies with maximum genetic variability for further selection. A Bayesian approach, ordination methods (PCoA, Principal Coordinate Analysis and clustering analysis (UPGMA, Unweighted Pair Group Method with Arithmetic Mean were applied to this purpose. Sixty three INTA sugarcane hybrids were genotyped for 107 Simple Sequence Repeat (SSR and 136 Amplified Fragment Length Polymorphism (AFLP loci. Given the low probability values found with AFLP for individual assignment (4.7%, microsatellites seemed to perform better (54% for STRUCTURE analysis that revealed the germplasm to exist in five optimum groups with partly corresponding to their origin. However clusters shown high degree of admixture, F ST values confirmed the existence of differences among groups. Dissimilarity coefficients ranged from 0.079 to 0.651. PCoA separated sugarcane in groups that did not agree with those identified by STRUCTURE. The clustering including all genotypes neither showed resemblance to populations find by STRUCTURE, but clustering performed considering only individuals displaying a proportional membership > 0.6 in their primary population obtained with STRUCTURE showed close similarities. The Bayesian method indubitably brought more information on cultivar origins than classical PCoA and hierarchical clustering method.

Bayesian Alternation During Tactile Augmentation

Directory of Open Access Journals (Sweden)

Caspar Mathias Goeke

2016-10-01

Full Text Available A large number of studies suggest that the integration of multisensory signals by humans is well described by Bayesian principles. However, there are very few reports about cue combination between a native and an augmented sense. In particular, we asked the question whether adult participants are able to integrate an augmented sensory cue with existing native sensory information. Hence for the purpose of this study we build a tactile augmentation device. Consequently, we compared different hypotheses of how untrained adult participants combine information from a native and an augmented sense. In a two-interval forced choice (2 IFC task, while subjects were blindfolded and seated on a rotating platform, our sensory augmentation device translated information on whole body yaw rotation to tactile stimulation. Three conditions were realized: tactile stimulation only (augmented condition, rotation only (native condition, and both augmented and native information (bimodal condition. Participants had to choose one out of two consecutive rotations with higher angular rotation. For the analysis, we fitted the participants’ responses with a probit model and calculated the just notable difference (JND. Then we compared several models for predicting bimodal from unimodal responses. An objective Bayesian alternation model yielded a better prediction (χred2 = 1.67 than the Bayesian integration model (χred2= 4.34. Slightly higher accuracy showed a non-Bayesian winner takes all model (χred2= 1.64, which either used only native or only augmented values per subject for prediction. However the performance of the Bayesian alternation model could be substantially improved (χred2= 1.09 utilizing subjective weights obtained by a questionnaire. As a result, the subjective Bayesian alternation model predicted bimodal performance most accurately among all tested models. These results suggest that information from augmented and existing sensory modalities in

An introduction to Bayesian statistics in health psychology.

Science.gov (United States)

Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske

2017-09-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.

Automatic variable selection method and a comparison for quantitative analysis in laser-induced breakdown spectroscopy

Science.gov (United States)

Duan, Fajie; Fu, Xiao; Jiang, Jiajia; Huang, Tingting; Ma, Ling; Zhang, Cong

2018-05-01

In this work, an automatic variable selection method for quantitative analysis of soil samples using laser-induced breakdown spectroscopy (LIBS) is proposed, which is based on full spectrum correction (FSC) and modified iterative predictor weighting-partial least squares (mIPW-PLS). The method features automatic selection without artificial processes. To illustrate the feasibility and effectiveness of the method, a comparison with genetic algorithm (GA) and successive projections algorithm (SPA) for different elements (copper, barium and chromium) detection in soil was implemented. The experimental results showed that all the three methods could accomplish variable selection effectively, among which FSC-mIPW-PLS required significantly shorter computation time (12 s approximately for 40,000 initial variables) than the others. Moreover, improved quantification models were got with variable selection approaches. The root mean square errors of prediction (RMSEP) of models utilizing the new method were 27.47 (copper), 37.15 (barium) and 39.70 (chromium) mg/kg, which showed comparable prediction effect with GA and SPA.

Bayesian Network Induction via Local Neighborhoods

National Research Council Canada - National Science Library

Margaritis, Dimitris

1999-01-01

.... We present an efficient algorithm for learning Bayesian networks from data. Our approach constructs Bayesian networks by first identifying each node's Markov blankets, then connecting nodes in a consistent way...

A Robust Supervised Variable Selection for Noisy High-Dimensional Data

Czech Academy of Sciences Publication Activity Database

Kalina, Jan; Schlenker, Anna

2015-01-01

Roč. 2015, Article 320385 (2015), s. 1-10 ISSN 2314-6133 R&D Projects: GA ČR GA13-17187S Institutional support: RVO:67985807 Keywords : dimensionality reduction * variable selection * robustness Subject RIV: BA - General Mathematics Impact factor: 2.134, year: 2015

Application of Bayesian network to the probabilistic risk assessment of nuclear waste disposal

International Nuclear Information System (INIS)

Lee, Chang-Ju; Lee, Kun Jai

2006-01-01

The scenario in a risk analysis can be defined as the propagating feature of specific initiating event which can go to a wide range of undesirable consequences. If we take various scenarios into consideration, the risk analysis becomes more complex than do without them. A lot of risk analyses have been performed to actually estimate a risk profile under both uncertain future states of hazard sources and undesirable scenarios. Unfortunately, in case of considering specific systems such as a radioactive waste disposal facility, since the behaviour of future scenarios is hardly predicted without special reasoning process, we cannot estimate their risk only with a traditional risk analysis methodology. Moreover, we believe that the sources of uncertainty at future states can be reduced pertinently by setting up dependency relationships interrelating geological, hydrological, and ecological aspects of the site with all the scenarios. It is then required current methodology of uncertainty analysis of the waste disposal facility be revisited under this belief. In order to consider the effects predicting from an evolution of environmental conditions of waste disposal facilities, this paper proposes a quantitative assessment framework integrating the inference process of Bayesian network to the traditional probabilistic risk analysis. We developed and verified an approximate probabilistic inference program for the specific Bayesian network using a bounded-variance likelihood weighting algorithm. Ultimately, specific models, including a model for uncertainty propagation of relevant parameters were developed with a comparison of variable-specific effects due to the occurrence of diverse altered evolution scenarios (AESs). After providing supporting information to get a variety of quantitative expectations about the dependency relationship between domain variables and AESs, we could connect the results of probabilistic inference from the Bayesian network with the consequence

A Bayesian encourages dropout

OpenAIRE

Maeda, Shin-ichi

2014-01-01

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation enables us to optimize the dropout rate, which is beneficial for learning of weight parameters and prediction after learning. The experiment result also encourages the optimization of the dropout.

Non-Parametric Bayesian Updating within the Assessment of Reliability for Offshore Wind Turbine Support Structures

DEFF Research Database (Denmark)

Ramirez, José Rangel; Sørensen, John Dalsgaard

2011-01-01

This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian u...

Bayesian Data Analysis (lecture 2)

CERN Multimedia

CERN. Geneva

2018-01-01

framework but we will also go into more detail and discuss for example the role of the prior. The second part of the lecture will cover further examples and applications that heavily rely on the bayesian approach, as well as some computational tools needed to perform a bayesian analysis.

Bayesian Data Analysis (lecture 1)

CERN Multimedia

CERN. Geneva

2018-01-01

framework but we will also go into more detail and discuss for example the role of the prior. The second part of the lecture will cover further examples and applications that heavily rely on the bayesian approach, as well as some computational tools needed to perform a bayesian analysis.

Detection of multiple damages employing best achievable eigenvectors under Bayesian inference

Science.gov (United States)

Prajapat, Kanta; Ray-Chaudhuri, Samit

2018-05-01

A novel approach is presented in this work to localize simultaneously multiple damaged elements in a structure along with the estimation of damage severity for each of the damaged elements. For detection of damaged elements, a best achievable eigenvector based formulation has been derived. To deal with noisy data, Bayesian inference is employed in the formulation wherein the likelihood of the Bayesian algorithm is formed on the basis of errors between the best achievable eigenvectors and the measured modes. In this approach, the most probable damage locations are evaluated under Bayesian inference by generating combinations of various possible damaged elements. Once damage locations are identified, damage severities are estimated using a Bayesian inference Markov chain Monte Carlo simulation. The efficiency of the proposed approach has been demonstrated by carrying out a numerical study involving a 12-story shear building. It has been found from this study that damage scenarios involving as low as 10% loss of stiffness in multiple elements are accurately determined (localized and severities quantified) even when 2% noise contaminated modal data are utilized. Further, this study introduces a term parameter impact (evaluated based on sensitivity of modal parameters towards structural parameters) to decide the suitability of selecting a particular mode, if some idea about the damaged elements are available. It has been demonstrated here that the accuracy and efficiency of the Bayesian quantification algorithm increases if damage localization is carried out a-priori. An experimental study involving a laboratory scale shear building and different stiffness modification scenarios shows that the proposed approach is efficient enough to localize the stories with stiffness modification.

Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration.

Science.gov (United States)

Conner, Mary M; Saunders, W Carl; Bouwes, Nicolaas; Jordan, Chris

2015-10-01

Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ≥20 % increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for assessing natural and human-induced impacts for field experiments, the application of hierarchal Bayesian modeling with MCMC sampling to BACI designs is less common. Here, we combine these approaches and extend the typical presentation of results with an easy to interpret ratio, which provides an answer to the main study question-"How much impact did a management action or natural perturbation have?" As an example of this approach, we evaluate the impact of a restoration project, which implemented beaver dam analogs, on survival and density of juvenile steelhead. Results indicated the probabilities of a ≥30 % increase were high for survival and density after the dams were installed, 0.88 and 0.99, respectively, while probabilities for a higher increase of ≥50 % were variable, 0.17 and 0.82, respectively. This approach demonstrates a useful extension of Bayesian methods that can easily be generalized to other study designs from simple (e.g., single factor ANOVA, paired t test) to more complicated block designs (e.g., crossover, split-plot). This approach is valuable for estimating the probabilities of restoration impacts or other management actions.

Robust modelling of solubility in supercritical carbon dioxide using Bayesian methods.

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Tarasova, Anna; Burden, Frank; Gasteiger, Johann; Winkler, David A

2010-04-01

Two sparse Bayesian methods were used to derive predictive models of solubility of organic dyes and polycyclic aromatic compounds in supercritical carbon dioxide (scCO(2)), over a wide range of temperatures (285.9-423.2K) and pressures (60-1400 bar): a multiple linear regression employing an expectation maximization algorithm and a sparse prior (MLREM) method and a non-linear Bayesian Regularized Artificial Neural Network with a Laplacian Prior (BRANNLP). A randomly selected test set was used to estimate the predictive ability of the models. The MLREM method resulted in a model of similar predictivity to the less sparse MLR method, while the non-linear BRANNLP method created models of substantially better predictivity than either the MLREM or MLR based models. The BRANNLP method simultaneously generated context-relevant subsets of descriptors and a robust, non-linear quantitative structure-property relationship (QSPR) model for the compound solubility in scCO(2). The differences between linear and non-linear descriptor selection methods are discussed. (c) 2009 Elsevier Inc. All rights reserved.

Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach

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D.O. Olayungbo

2016-12-01

Full Text Available This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the period of 1970–2013. Insurance demand is measured by insurance penetration which accounts for income differences across the sample countries. A Bayesian Time Varying Parameter Vector Auto regression (TVP-VAR model with stochastic volatility is used to analyze the short run and the long run among the variables of interest. Using insurance penetration as a measure of insurance to economic growth, we find positive relationship for Egypt, while short-run negative and long-run positive effects are found for Kenya, Mauritius, and South Africa. On the contrary, negative effects are found for Algeria, Nigeria, Tunisia, and Zimbabwe. Implementation of sound financial reforms and wide insurance coverage are proposed recommendations for insurance development in the selected African countries.

MACROECONOMIC FORECASTING USING BAYESIAN VECTOR AUTOREGRESSIVE APPROACH

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D. Tutberidze

2017-04-01

Full Text Available There are many arguments that can be advanced to support the forecasting activities of business entities. The underlying argument in favor of forecasting is that managerial decisions are significantly dependent on proper evaluation of future trends as market conditions are constantly changing and require a detailed analysis of future dynamics. The article discusses the importance of using reasonable macro-econometric tool by suggesting the idea of conditional forecasting through a Vector Autoregressive (VAR modeling framework. Under this framework, a macroeconomic model for Georgian economy is constructed with the few variables believed to be shaping business environment. Based on the model, forecasts of macroeconomic variables are produced, and three types of scenarios are analyzed - a baseline and two alternative ones. The results of the study provide confirmatory evidence that suggested methodology is adequately addressing the research phenomenon and can be used widely by business entities in responding their strategic and operational planning challenges. Given this set-up, it is shown empirically that Bayesian Vector Autoregressive approach provides reasonable forecasts for the variables of interest.

Learning Local Components to Understand Large Bayesian Networks

DEFF Research Database (Denmark)

Zeng, Yifeng; Xiang, Yanping; Cordero, Jorge

2009-01-01

(domain experts) to extract accurate information from a large Bayesian network due to dimensional difficulty. We define a formulation of local components and propose a clustering algorithm to learn such local components given complete data. The algorithm groups together most inter-relevant attributes......Bayesian networks are known for providing an intuitive and compact representation of probabilistic information and allowing the creation of models over a large and complex domain. Bayesian learning and reasoning are nontrivial for a large Bayesian network. In parallel, it is a tough job for users...... in a domain. We evaluate its performance on three benchmark Bayesian networks and provide results in support. We further show that the learned components may represent local knowledge more precisely in comparison to the full Bayesian networks when working with a small amount of data....

Philosophy and the practice of Bayesian statistics.

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Gelman, Andrew; Shalizi, Cosma Rohilla

2013-02-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. © 2012 The British Psychological Society.

A novel Bayesian approach to quantify clinical variables and to determine their spectroscopic counterparts in 1H NMR metabonomic data

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Kaski Kimmo

2007-05-01

Full Text Available Abstract Background A key challenge in metabonomics is to uncover quantitative associations between multidimensional spectroscopic data and biochemical measures used for disease risk assessment and diagnostics. Here we focus on clinically relevant estimation of lipoprotein lipids by 1H NMR spectroscopy of serum. Results A Bayesian methodology, with a biochemical motivation, is presented for a real 1H NMR metabonomics data set of 75 serum samples. Lipoprotein lipid concentrations were independently obtained for these samples via ultracentrifugation and specific biochemical assays. The Bayesian models were constructed by Markov chain Monte Carlo (MCMC and they showed remarkably good quantitative performance, the predictive R-values being 0.985 for the very low density lipoprotein triglycerides (VLDL-TG, 0.787 for the intermediate, 0.943 for the low, and 0.933 for the high density lipoprotein cholesterol (IDL-C, LDL-C and HDL-C, respectively. The modelling produced a kernel-based reformulation of the data, the parameters of which coincided with the well-known biochemical characteristics of the 1H NMR spectra; particularly for VLDL-TG and HDL-C the Bayesian methodology was able to clearly identify the most characteristic resonances within the heavily overlapping information in the spectra. For IDL-C and LDL-C the resulting model kernels were more complex than those for VLDL-TG and HDL-C, probably reflecting the severe overlap of the IDL and LDL resonances in the 1H NMR spectra. Conclusion The systematic use of Bayesian MCMC analysis is computationally demanding. Nevertheless, the combination of high-quality quantification and the biochemical rationale of the resulting models is expected to be useful in the field of metabonomics.

Bus Route Design with a Bayesian Network Analysis of Bus Service Revenues

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Yi Liu

2018-01-01

Full Text Available A Bayesian network is used to estimate revenues of bus services in consideration of the effect of bus travel demands, passenger transport distances, and so on. In this research, the area X in Beijing has been selected as the study area because of its relatively high bus travel demand and, on the contrary, unsatisfactory bus services. It is suggested that the proposed Bayesian network approach is able to rationally predict the probabilities of different revenues of various route services, from the perspectives of both satisfying passenger demand and decreasing bus operation cost. This way, the existing bus routes in the studied area can be optimized for their most probable high revenues.

Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

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Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

2018-01-01

We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

Bayesian estimation of dynamic matching function for U-V analysis in Japan

Science.gov (United States)

Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro

2012-05-01

In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.

Variable selection in the explorative analysis of several data blocks in metabolomics

DEFF Research Database (Denmark)

Karaman, İbrahim; Nørskov, Natalja; Yde, Christian Clement

highly correlated data sets in one integrated approach. Due to the high number of variables in data sets from metabolomics (both raw data and after peak picking) the selection of important variables in an explorative analysis is difficult, especially when different data sets of metabolomics data need...... to be related. Tools for the handling of mental overflow minimising false discovery rates both by using statistical and biological validation in an integrative approach are needed. In this paper different strategies for variable selection were considered with respect to false discovery and the possibility...... for biological validation. The data set used in this study is metabolomics data from an animal intervention study. The aim of the metabolomics study was to investigate the metabolic profile in pigs fed various cereal fractions with special attention to the metabolism of lignans using NMR and LC-MS based...

EFFECT OF CORE TRAINING ON SELECTED HEMATOLOGICAL VARIABLES AMONG BASKETBALL PLAYERS

OpenAIRE

K. Rejinadevi; Dr. C. Ramesh

2017-01-01

The purpose of the study was to find out the effect of core training on selected haematological variables among basketball players. For the purpose of the study forty men basketball players were selected as subjects from S.V.N College and Arul Anandar College, Madurai, Tamilnadu at random and their age ranged from 18 to 25 years. The selected subjects are divided in to two groups of twenty subjects each. Group I acted as core training group and Group II acted as control group. The experimenta...

Methods for identifying SNP interactions: a review on variations of Logic Regression, Random Forest and Bayesian logistic regression.

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Chen, Carla Chia-Ming; Schwender, Holger; Keith, Jonathan; Nunkesser, Robin; Mengersen, Kerrie; Macrossan, Paula

2011-01-01

Due to advancements in computational ability, enhanced technology and a reduction in the price of genotyping, more data are being generated for understanding genetic associations with diseases and disorders. However, with the availability of large data sets comes the inherent challenges of new methods of statistical analysis and modeling. Considering a complex phenotype may be the effect of a combination of multiple loci, various statistical methods have been developed for identifying genetic epistasis effects. Among these methods, logic regression (LR) is an intriguing approach incorporating tree-like structures. Various methods have built on the original LR to improve different aspects of the model. In this study, we review four variations of LR, namely Logic Feature Selection, Monte Carlo Logic Regression, Genetic Programming for Association Studies, and Modified Logic Regression-Gene Expression Programming, and investigate the performance of each method using simulated and real genotype data. We contrast these with another tree-like approach, namely Random Forests, and a Bayesian logistic regression with stochastic search variable selection.

Análisis bayesiano de variables relacionadas con el desarrollo del sindrome de Burnout en profesionales sanitarios (Bayesian analysis of variables related to the developmentof Burnout syndrome in health professionals

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Guillermo A. Cañadas

2010-12-01

Full Text Available Burnout syndrome has a high incidence among professional healthcare and social workers. This leads to deterioration in the quality of their working life and affects their health, the organization where they work and, via their clients, society itself. Given these serious effects, many studies have investigated this construct and identified groups at increased risk of the syndrome. The present work has 2 main aims: to compare burnout levels in potential risk groups among professional healthcare workers; and to compare them using standard and Bayesian statistical analysis. The sample consisted of 108 psycho-social care workers based at 2 centers run by the Granada Council in Spain. All participants, anonymously and individually, filled in a booklet that included questions on personal information and the Spanish adaptation of the Maslach Burnout Inventory (MBI. Standard and Bayesian analysis of variance were used to identify the risk factors associated with different levels of burnout. It was found that the information provided by the Bayesian procedure complemented that provided by the standard procedure.

A Bayesian approach to estimating variance components within a multivariate generalizability theory framework.

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Jiang, Zhehan; Skorupski, William

2017-12-12

In many behavioral research areas, multivariate generalizability theory (mG theory) has been typically used to investigate the reliability of certain multidimensional assessments. However, traditional mG-theory estimation-namely, using frequentist approaches-has limits, leading researchers to fail to take full advantage of the information that mG theory can offer regarding the reliability of measurements. Alternatively, Bayesian methods provide more information than frequentist approaches can offer. This article presents instructional guidelines on how to implement mG-theory analyses in a Bayesian framework; in particular, BUGS code is presented to fit commonly seen designs from mG theory, including single-facet designs, two-facet crossed designs, and two-facet nested designs. In addition to concrete examples that are closely related to the selected designs and the corresponding BUGS code, a simulated dataset is provided to demonstrate the utility and advantages of the Bayesian approach. This article is intended to serve as a tutorial reference for applied researchers and methodologists conducting mG-theory studies.

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.

Bayesian inference – a way to combine statistical data and semantic analysis meaningfully

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Eila Lindfors

2011-11-01

Full Text Available This article focuses on presenting the possibilities of Bayesian modelling (Finite Mixture Modelling in the semantic analysis of statistically modelled data. The probability of a hypothesis in relation to the data available is an important question in inductive reasoning. Bayesian modelling allows the researcher to use many models at a time and provides tools to evaluate the goodness of different models. The researcher should always be aware that there is no such thing as the exact probability of an exact event. This is the reason for using probabilistic models. Each model presents a different perspective on the phenomenon in focus, and the researcher has to choose the most probable model with a view to previous research and the knowledge available.The idea of Bayesian modelling is illustrated here by presenting two different sets of data, one from craft science research (n=167 and the other (n=63 from educational research (Lindfors, 2007, 2002. The principles of how to build models and how to combine different profiles are described in the light of the research mentioned.Bayesian modelling is an analysis based on calculating probabilities in relation to a specific set of quantitative data. It is a tool for handling data and interpreting it semantically. The reliability of the analysis arises from an argumentation of which model can be selected from the model space as the basis for an interpretation, and on which arguments.Keywords: method, sloyd, Bayesian modelling, student teachersURN:NBN:no-29959

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

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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.

A Bayesian non-inferiority test for two independent binomial proportions.

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Kawasaki, Yohei; Miyaoka, Etsuo

2013-01-01

In drug development, non-inferiority tests are often employed to determine the difference between two independent binomial proportions. Many test statistics for non-inferiority are based on the frequentist framework. However, research on non-inferiority in the Bayesian framework is limited. In this paper, we suggest a new Bayesian index τ = P(π₁  > π₂-Δ₀|X₁, X₂), where X₁ and X₂ denote binomial random variables for trials n1 and n₂, and parameters π₁ and π₂ , respectively, and the non-inferiority margin is Δ₀> 0. We show two calculation methods for τ, an approximate method that uses normal approximation and an exact method that uses an exact posterior PDF. We compare the approximate probability with the exact probability for τ. Finally, we present the results of actual clinical trials to show the utility of index τ. Copyright © 2013 John Wiley & Sons, Ltd.

Evolution in Mind: Evolutionary Dynamics, Cognitive Processes, and Bayesian Inference.

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Suchow, Jordan W; Bourgin, David D; Griffiths, Thomas L

2017-07-01

Evolutionary theory describes the dynamics of population change in settings affected by reproduction, selection, mutation, and drift. In the context of human cognition, evolutionary theory is most often invoked to explain the origins of capacities such as language, metacognition, and spatial reasoning, framing them as functional adaptations to an ancestral environment. However, evolutionary theory is useful for understanding the mind in a second way: as a mathematical framework for describing evolving populations of thoughts, ideas, and memories within a single mind. In fact, deep correspondences exist between the mathematics of evolution and of learning, with perhaps the deepest being an equivalence between certain evolutionary dynamics and Bayesian inference. This equivalence permits reinterpretation of evolutionary processes as algorithms for Bayesian inference and has relevance for understanding diverse cognitive capacities, including memory and creativity. Copyright © 2017 Elsevier Ltd. All rights reserved.

Bayesian Utilitarianism

OpenAIRE

ZHOU, Lin

1996-01-01

In this paper I consider social choices under uncertainty. I prove that any social choice rule that satisfies independence of irrelevant alternatives, translation invariance, and weak anonymity is consistent with ex post Bayesian utilitarianism

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.

A new Bayesian recursive technique for parameter estimation

Science.gov (United States)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

Learning Bayesian networks for discrete data

KAUST Repository

Liang, Faming; Zhang, Jian

2009-01-01

Bayesian networks have received much attention in the recent literature. In this article, we propose an approach to learn Bayesian networks using the stochastic approximation Monte Carlo (SAMC) algorithm. Our approach has two nice features. Firstly

Searching Algorithm Using Bayesian Updates

Science.gov (United States)

Caudle, Kyle

2010-01-01

In late October 1967, the USS Scorpion was lost at sea, somewhere between the Azores and Norfolk Virginia. Dr. Craven of the U.S. Navy's Special Projects Division is credited with using Bayesian Search Theory to locate the submarine. Bayesian Search Theory is a straightforward and interesting application of Bayes' theorem which involves searching…

Use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio

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Fidel Ernesto Castro Morales

2016-03-01

Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.

Hierarchical Bayesian inference for ion channel screening dose-response data [version 2; referees: 2 approved

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Ross H Johnstone

2017-03-01

Full Text Available Dose-response (or ‘concentration-effect’ relationships commonly occur in biological and pharmacological systems and are well characterised by Hill curves. These curves are described by an equation with two parameters: the inhibitory concentration 50% (IC50; and the Hill coefficient. Typically just the ‘best fit’ parameter values are reported in the literature. Here we introduce a Python-based software tool, PyHillFit , and describe the underlying Bayesian inference methods that it uses, to infer probability distributions for these parameters as well as the level of experimental observation noise. The tool also allows for hierarchical fitting, characterising the effect of inter-experiment variability. We demonstrate the use of the tool on a recently published dataset on multiple ion channel inhibition by multiple drug compounds. We compare the maximum likelihood, Bayesian and hierarchical Bayesian approaches. We then show how uncertainty in dose-response inputs can be characterised and propagated into a cardiac action potential simulation to give a probability distribution on model outputs.