Approximate Bayesian Computation: a nonparametric perspective
Blum, Michael
2010-01-01
Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing summary statistics s_obs from the data and simulating summary statistics for different values of the parameter theta. The posterior distribution is then approximated by an estimator of the conditional density g(theta|s_obs). In this paper, we derive the asymptotic bias and variance of the standard estimators of the posterior distribution which are based on rejection sampling and linear adjustment. Additionally, we introduce an original estimator of the posterior distribution based on quadratic adjustment and we show that its bias contains a fewer number of terms than the estimator with linear adjustment. Although we find that the estimators with adjustment are not universally superior to the estimator based on rejection sampling, we find that they can achieve better perfor...
Summary Statistics in Approximate Bayesian Computation
Prangle, Dennis
2015-01-01
This document is due to appear as a chapter of the forthcoming Handbook of Approximate Bayesian Computation (ABC) edited by S. Sisson, Y. Fan, and M. Beaumont. Since the earliest work on ABC, it has been recognised that using summary statistics is essential to produce useful inference results. This is because ABC suffers from a curse of dimensionality effect, whereby using high dimensional inputs causes large approximation errors in the output. It is therefore crucial to find low dimensional ...
Approximate Bayesian computation in population genetics.
Beaumont, Mark A; Zhang, Wenyang; Balding, David J.
2002-01-01
We propose a new method for approximate Bayesian statistical inference on the basis of summary statistics. The method is suited to complex problems that arise in population genetics, extending ideas developed in this setting by earlier authors. Properties of the posterior distribution of a parameter, such as its mean or density curve, are approximated without explicit likelihood calculations. This is achieved by fitting a local-linear regression of simulated parameter values on simulated summ...
Diffusion filtration with approximate Bayesian computation
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Djurić, P. M.
Piscataway: IEEE Computer Society, 2015, s. 3207-3211. ISBN 978-1-4673-6997-8. ISSN 1520-6149. [2015 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2015). Brisbane (AU), 19.05.2015-24.05.2015] R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : Bayesian filtration * diffusion * distributed filtration Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/AS/dedecius-0443931.pdf
Kernel Approximate Bayesian Computation for Population Genetic Inferences
Nakagome, Shigeki; Fukumizu, Kenji; Mano, Shuhei
2012-01-01
Approximate Bayesian computation (ABC) is a likelihood-free approach for Bayesian inferences based on a rejection algorithm method that applies a tolerance of dissimilarity between summary statistics from observed and simulated data. Although several improvements to the algorithm have been proposed, none of these improvements avoid the following two sources of approximation: 1) lack of sufficient statistics: sampling is not from the true posterior density given data but from an approximate po...
Automating approximate Bayesian computation by local linear regression
Thornton Kevin R
2009-01-01
Abstract Background In several biological contexts, parameter inference often relies on computationally-intensive techniques. "Approximate Bayesian Computation", or ABC, methods based on summary statistics have become increasingly popular. A particular flavor of ABC based on using a linear regression to approximate the posterior distribution of the parameters, conditional on the summary statistics, is computationally appealing, yet no standalone tool exists to automate the procedure. Here, I ...
Lack of Confidence in Approximate Bayesian Computation Model Choice
Robert, Christian P.; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S.
2011-01-01
Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427–442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics...
Learning Functions and Approximate Bayesian Computation Design: ABCD
Directory of Open Access Journals (Sweden)
Markus Hainy
2014-08-01
Full Text Available A general approach to Bayesian learning revisits some classical results, which study which functionals on a prior distribution are expected to increase, in a preposterior sense. The results are applied to information functionals of the Shannon type and to a class of functionals based on expected distance. A close connection is made between the latter and a metric embedding theory due to Schoenberg and others. For the Shannon type, there is a connection to majorization theory for distributions. A computational method is described to solve generalized optimal experimental design problems arising from the learning framework based on a version of the well-known approximate Bayesian computation (ABC method for carrying out the Bayesian analysis based on Monte Carlo simulation. Some simple examples are given.
ABCtoolbox: a versatile toolkit for approximate Bayesian computations
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Neuenschwander Samuel
2010-03-01
Full Text Available Abstract Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC. It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.
Lack of confidence in approximate Bayesian computation model choice.
Robert, Christian P; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S
2011-09-13
Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427-442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics 24:2713-2719]. We now present arguments as to why the theoretical arguments for ABC model choice are missing, because the algorithm involves an unknown loss of information induced by the use of insufficient summary statistics. The approximation error of the posterior probabilities of the models under comparison may thus be unrelated with the computational effort spent in running an ABC algorithm. We then conclude that additional empirical verifications of the performances of the ABC procedure as those available in DIY-ABC are necessary to conduct model choice. PMID:21876135
Using Approximate Bayesian Computation to Probe Multiple Transiting Planet Systems
Morehead, Robert C.
2015-08-01
The large number of multiple transiting planet systems (MTPS) uncovered with Kepler suggest a population of well-aligned planetary systems. Previously, the distribution of transit duration ratios in MTPSs has been used to place constraints on the distributions of mutual orbital inclinations and orbital eccentricities in these systems. However, degeneracies with the underlying number of planets in these systems pose added challenges and make explicit likelihood functions intractable. Approximate Bayesian computation (ABC) offers an intriguing path forward. In its simplest form, ABC proposes from a prior on the population parameters to produce synthetic datasets via a physically-motivated model. Samples are accepted or rejected based on how close they come to reproducing the actual observed dataset to some tolerance. The accepted samples then form a robust and useful approximation of the true posterior distribution of the underlying population parameters. We will demonstrate the utility of ABC in exoplanet populations by presenting new constraints on the mutual inclination and eccentricity distributions in the Kepler MTPSs. We will also introduce Simple-ABC, a new open-source Python package designed for ease of use and rapid specification of general models, suitable for use in a wide variety of applications in both exoplanet science and astrophysics as a whole.
Functional regression approximate Bayesian computation for Gaussian process density estimation
RODRIGUES G.S.; Nott, David J.; Sisson, S. A.
2014-01-01
We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a major challenge in this context. To address this problem, we introduce a hierarchically structured prior, defined over a set of univariate density functions, using convenient transformations of Gaussian processes. Inference is performed through approximate...
Approximate Bayesian Computation in Large Scale Structure: constraining the galaxy-halo connection
Hahn, ChangHoon; Vakili, Mohammadjavad; Walsh, Kilian; Hearin, Andrew P.; Hogg, David W.; Cambpell, Duncan
2016-01-01
The standard approaches to Bayesian parameter inference in large scale structure (LSS) assume a Gaussian functional form (chi-squared form) for the likelihood. They are also typically restricted to measurements such as the two point correlation function. Likelihood free inferences such as Approximate Bayesian Computation (ABC) make inference possible without assuming any functional form for the likelihood, thereby relaxing the assumptions and restrictions of the standard approach. Instead it ...
Cornuet, Jean-Marie; Santos, Filipe; Beaumont, Mark A; Robert, Christian P.; Marin, Jean-Michel; Balding, David J.; Guillemaud, Thomas; Estoup, Arnaud
2008-01-01
Summary: Genetic data obtained on population samples convey information about their evolutionary history. Inference methods can extract part of this information but they require sophisticated statistical techniques that have been made available to the biologist community (through computer programs) only for simple and standard situations typically involving a small number of samples. We propose here a computer program (DIY ABC) for inference based on approximate Bayesian computation (ABC), in...
Approximate Bayesian Computation in Large Scale Structure: constraining the galaxy-halo connection
Hahn, ChangHoon; Walsh, Kilian; Hearin, Andrew P; Hogg, David W; Cambpell, Duncan
2016-01-01
The standard approaches to Bayesian parameter inference in large scale structure (LSS) assume a Gaussian functional form (chi-squared form) for the likelihood. They are also typically restricted to measurements such as the two point correlation function. Likelihood free inferences such as Approximate Bayesian Computation (ABC) make inference possible without assuming any functional form for the likelihood, thereby relaxing the assumptions and restrictions of the standard approach. Instead it relies on a forward generative model of the data and a metric for measuring the distance between the model and data. In this work, we demonstrate that ABC is feasible for LSS parameter inference by using it to constrain parameters of the halo occupation distribution (HOD) model for populating dark matter halos with galaxies. Using specific implementation of ABC supplemented with Population Monte Carlo importance sampling, a generative forward model using HOD, and a distance metric based on galaxy number density, two-point...
Approximate Bayesian recursive estimation
Czech Academy of Sciences Publication Activity Database
Kárný, Miroslav
2014-01-01
Roč. 285, č. 1 (2014), s. 100-111. ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Approximate parameter estimation * Bayesian recursive estimation * Kullback–Leibler divergence * Forgetting Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.038, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/karny-0425539.pdf
Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.
2015-09-01
In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.
cosmoabc: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation
Ishida, E E O; Penna-Lima, M; Cisewski, J; de Souza, R S; Trindade, A M M; Cameron, E
2015-01-01
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogues. Here we present cosmoabc, a Python ABC sampler featuring a Population Monte Carlo (PMC) variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code is very flexible and can be easily coupled to an external simulator, while allowing to incorporate arbitrary distance and prior functions. As an example of practical application, we coupled cosmoabc with the numcosmo library and demonstrate how it can be used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function. cosmoabc is published under the GPLv3 license on PyPI and GitHub and documentation is availabl...
On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo.
Filippi, Sarah; Barnes, Chris P; Cornebise, Julien; Stumpf, Michael P H
2013-03-01
Approximate Bayesian computation (ABC) has gained popularity over the past few years for the analysis of complex models arising in population genetics, epidemiology and system biology. Sequential Monte Carlo (SMC) approaches have become work-horses in ABC. Here we discuss how to construct the perturbation kernels that are required in ABC SMC approaches, in order to construct a sequence of distributions that start out from a suitably defined prior and converge towards the unknown posterior. We derive optimality criteria for different kernels, which are based on the Kullback-Leibler divergence between a distribution and the distribution of the perturbed particles. We will show that for many complicated posterior distributions, locally adapted kernels tend to show the best performance. We find that the added moderate cost of adapting kernel functions is easily regained in terms of the higher acceptance rate. We demonstrate the computational efficiency gains in a range of toy examples which illustrate some of the challenges faced in real-world applications of ABC, before turning to two demanding parameter inference problems in molecular biology, which highlight the huge increases in efficiency that can be gained from choice of optimal kernels. We conclude with a general discussion of the rational choice of perturbation kernels in ABC SMC settings. PMID:23502346
Jennings, Elise
2016-01-01
Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated data sets, the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of jobs across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communica...
Directory of Open Access Journals (Sweden)
Shuqiang Wang
2014-01-01
Full Text Available Reliable information processing in cells requires high sensitivity to changes in the input signal but low sensitivity to random fluctuations in the transmitted signal. There are often many alternative biological circuits qualifying for this biological function. Distinguishing theses biological models and finding the most suitable one are essential, as such model ranking, by experimental evidence, will help to judge the support of the working hypotheses forming each model. Here, we employ the approximate Bayesian computation (ABC method based on sequential Monte Carlo (SMC to search for biological circuits that can maintain signaling sensitivity while minimizing noise propagation, focusing on cases where the noise is characterized by rapid fluctuations. By systematically analyzing three-component circuits, we rank these biological circuits and identify three-basic-biological-motif buffering noise while maintaining sensitivity to long-term changes in input signals. We discuss in detail a particular implementation in control of nutrient homeostasis in yeast. The principal component analysis of the posterior provides insight into the nature of the reaction between nodes.
Directory of Open Access Journals (Sweden)
Li Sen
2012-03-01
Full Text Available Abstract Background The Approximate Bayesian Computation (ABC approach has been used to infer demographic parameters for numerous species, including humans. However, most applications of ABC still use limited amounts of data, from a small number of loci, compared to the large amount of genome-wide population-genetic data which have become available in the last few years. Results We evaluated the performance of the ABC approach for three 'population divergence' models - similar to the 'isolation with migration' model - when the data consists of several hundred thousand SNPs typed for multiple individuals by simulating data from known demographic models. The ABC approach was used to infer demographic parameters of interest and we compared the inferred values to the true parameter values that was used to generate hypothetical "observed" data. For all three case models, the ABC approach inferred most demographic parameters quite well with narrow credible intervals, for example, population divergence times and past population sizes, but some parameters were more difficult to infer, such as population sizes at present and migration rates. We compared the ability of different summary statistics to infer demographic parameters, including haplotype and LD based statistics, and found that the accuracy of the parameter estimates can be improved by combining summary statistics that capture different parts of information in the data. Furthermore, our results suggest that poor choices of prior distributions can in some circumstances be detected using ABC. Finally, increasing the amount of data beyond some hundred loci will substantially improve the accuracy of many parameter estimates using ABC. Conclusions We conclude that the ABC approach can accommodate realistic genome-wide population genetic data, which may be difficult to analyze with full likelihood approaches, and that the ABC can provide accurate and precise inference of demographic parameters from
Directory of Open Access Journals (Sweden)
Takebayashi Naoki
2007-07-01
Full Text Available Abstract Background Although testing for simultaneous divergence (vicariance across different population-pairs that span the same barrier to gene flow is of central importance to evolutionary biology, researchers often equate the gene tree and population/species tree thereby ignoring stochastic coalescent variance in their conclusions of temporal incongruence. In contrast to other available phylogeographic software packages, msBayes is the only one that analyses data from multiple species/population pairs under a hierarchical model. Results msBayes employs approximate Bayesian computation (ABC under a hierarchical coalescent model to test for simultaneous divergence (TSD in multiple co-distributed population-pairs. Simultaneous isolation is tested by estimating three hyper-parameters that characterize the degree of variability in divergence times across co-distributed population pairs while allowing for variation in various within population-pair demographic parameters (sub-parameters that can affect the coalescent. msBayes is a software package consisting of several C and R programs that are run with a Perl "front-end". Conclusion The method reasonably distinguishes simultaneous isolation from temporal incongruence in the divergence of co-distributed population pairs, even with sparse sampling of individuals. Because the estimate step is decoupled from the simulation step, one can rapidly evaluate different ABC acceptance/rejection conditions and the choice of summary statistics. Given the complex and idiosyncratic nature of testing multi-species biogeographic hypotheses, we envision msBayes as a powerful and flexible tool for tackling a wide array of difficult research questions that use population genetic data from multiple co-distributed species. The msBayes pipeline is available for download at http://msbayes.sourceforge.net/ under an open source license (GNU Public License. The msBayes pipeline is comprised of several C and R programs that
DEFF Research Database (Denmark)
Picchini, Umberto; Forman, Julie Lyng
2016-01-01
applications. A simulation study is conducted to compare our strategy with exact Bayesian inference, the latter resulting two orders of magnitude slower than ABC-MCMC for the considered set-up. Finally, the ABC algorithm is applied to a large size protein data. The suggested methodology is fairly general and...
Cameron, E
2012-01-01
"Approximate Bayesian Computation" (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely intractable-the latter condition rendering useless the standard machinery of tractable likelihood-based, Bayesian statistical inference (e.g. conventional Markov Chain Monte Carlo simulation; MCMC). In this article we demonstrate the potential of ABC for astronomical model analysis by application to a case study in the morphological transformation of high redshift galaxies. To this end we develop, first, a stochastic model for the competing processes of merging and secular evolution in the early Universe; and second, through an ABC-based comparison against the observed demographics of the first generation of massive (M_gal > 10^11 M_sun) galaxies (at 1.5 < z < 3) in the CANDELS/EGS dataset we derive posterior probability densities for the key parameters of this model. The "Sequent...
Approximate Bayesian inference for complex ecosystems
Michael P H Stumpf
2014-01-01
Mathematical models have been central to ecology for nearly a century. Simple models of population dynamics have allowed us to understand fundamental aspects underlying the dynamics and stability of ecological systems. What has remained a challenge, however, is to meaningfully interpret experimental or observational data in light of mathematical models. Here, we review recent developments, notably in the growing field of approximate Bayesian computation (ABC), that allow us to calibrate mathe...
Barrès, B; Carlier, J; Seguin, M; Fenouillet, C; Cilas, C; Ravigné, V
2012-11-01
Understanding the processes by which new diseases are introduced in previously healthy areas is of major interest in elaborating prevention and management policies, as well as in understanding the dynamics of pathogen diversity at large spatial scale. In this study, we aimed to decipher the dispersal processes that have led to the emergence of the plant pathogenic fungus Microcyclus ulei, which is responsible for the South American Leaf Blight (SALB). This fungus has devastated rubber tree plantations across Latin America since the beginning of the twentieth century. As only imprecise historical information is available, the study of population evolutionary history based on population genetics appeared most appropriate. The distribution of genetic diversity in a continental sampling of four countries (Brazil, Ecuador, Guatemala and French Guiana) was studied using a set of 16 microsatellite markers developed specifically for this purpose. A very strong genetic structure was found (F(st)=0.70), demonstrating that there has been no regular gene flow between Latin American M. ulei populations. Strong bottlenecks probably occurred at the foundation of each population. The most likely scenario of colonization identified by the Approximate Bayesian Computation (ABC) method implemented in DIYABC suggested two independent sources from the Amazonian endemic area. The Brazilian, Ecuadorian and Guatemalan populations might stem from serial introductions through human-mediated movement of infected plant material from an unsampled source population, whereas the French Guiana population seems to have arisen from an independent colonization event through spore dispersal. PMID:22828899
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Simon Boitard
2016-03-01
Full Text Available Inferring the ancestral dynamics of effective population size is a long-standing question in population genetics, which can now be tackled much more accurately thanks to the massive genomic data available in many species. Several promising methods that take advantage of whole-genome sequences have been recently developed in this context. However, they can only be applied to rather small samples, which limits their ability to estimate recent population size history. Besides, they can be very sensitive to sequencing or phasing errors. Here we introduce a new approximate Bayesian computation approach named PopSizeABC that allows estimating the evolution of the effective population size through time, using a large sample of complete genomes. This sample is summarized using the folded allele frequency spectrum and the average zygotic linkage disequilibrium at different bins of physical distance, two classes of statistics that are widely used in population genetics and can be easily computed from unphased and unpolarized SNP data. Our approach provides accurate estimations of past population sizes, from the very first generations before present back to the expected time to the most recent common ancestor of the sample, as shown by simulations under a wide range of demographic scenarios. When applied to samples of 15 or 25 complete genomes in four cattle breeds (Angus, Fleckvieh, Holstein and Jersey, PopSizeABC revealed a series of population declines, related to historical events such as domestication or modern breed creation. We further highlight that our approach is robust to sequencing errors, provided summary statistics are computed from SNPs with common alleles.
Understanding Computational Bayesian Statistics
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
An Approximate Bayesian Fundamental Frequency Estimator
DEFF Research Database (Denmark)
Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Jensen, Søren Holdt
Joint fundamental frequency and model order estimation is an important problem in several applications such as speech and music processing. In this paper, we develop an approximate estimation algorithm of these quantities using Bayesian inference. The inference about the fundamental frequency and...
Computationally efficient Bayesian tracking
Aughenbaugh, Jason; La Cour, Brian
2012-06-01
In this paper, we describe the progress we have achieved in developing a computationally efficient, grid-based Bayesian fusion tracking system. In our approach, the probability surface is represented by a collection of multidimensional polynomials, each computed adaptively on a grid of cells representing state space. Time evolution is performed using a hybrid particle/grid approach and knowledge of the grid structure, while sensor updates use a measurement-based sampling method with a Delaunay triangulation. We present an application of this system to the problem of tracking a submarine target using a field of active and passive sonar buoys.
Dual Control for Approximate Bayesian Reinforcement Learning
Klenske, Edgar D.; Hennig, Philipp
2015-01-01
Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future observations, offers a principled solution, but is intractable. We review, then extend an old approximate approach from control theory---where the problem is known as dual control---in the context of modern regression methods, specifically generalized line...
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Rebecca Lee Smith
Full Text Available Hansen's disease (leprosy elimination has proven difficult in several countries, including Brazil, and there is a need for a mathematical model that can predict control program efficacy. This study applied the Approximate Bayesian Computation algorithm to fit 6 different proposed models to each of the 5 regions of Brazil, then fitted hierarchical models based on the best-fit regional models to the entire country. The best model proposed for most regions was a simple model. Posterior checks found that the model results were more similar to the observed incidence after fitting than before, and that parameters varied slightly by region. Current control programs were predicted to require additional measures to eliminate Hansen's Disease as a public health problem in Brazil.
Smith, Rebecca Lee; Gröhn, Yrjö Tapio
2015-01-01
Hansen's disease (leprosy) elimination has proven difficult in several countries, including Brazil, and there is a need for a mathematical model that can predict control program efficacy. This study applied the Approximate Bayesian Computation algorithm to fit 6 different proposed models to each of the 5 regions of Brazil, then fitted hierarchical models based on the best-fit regional models to the entire country. The best model proposed for most regions was a simple model. Posterior checks found that the model results were more similar to the observed incidence after fitting than before, and that parameters varied slightly by region. Current control programs were predicted to require additional measures to eliminate Hansen's Disease as a public health problem in Brazil. PMID:26107951
Gautschi, Walter; Rassias, Themistocles M
2011-01-01
Approximation theory and numerical analysis are central to the creation of accurate computer simulations and mathematical models. Research in these areas can influence the computational techniques used in a variety of mathematical and computational sciences. This collection of contributed chapters, dedicated to renowned mathematician Gradimir V. Milovanovia, represent the recent work of experts in the fields of approximation theory and numerical analysis. These invited contributions describe new trends in these important areas of research including theoretic developments, new computational alg
Thorn, Graeme J; King, John R
2016-01-01
The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. PMID:26561777
The variational Bayes approximation in Bayesian filtering
Czech Academy of Sciences Publication Activity Database
Šmídl, Václav; Quinn, A.
Bryan : IEEE, 2006, s. 1-4. ISBN 1-4244-0469-X. [IEEE International Conference on Acoustics , Speech and Signal Processing. Toulouse (FR), 14.05.2006-19.05.2006] R&D Projects: GA AV ČR 1ET100750401; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : variational Bayes * Bayesian filtering Subject RIV: BD - Theory of Information
Approximation methods for efficient learning of Bayesian networks
Riggelsen, C
2008-01-01
This publication offers and investigates efficient Monte Carlo simulation methods in order to realize a Bayesian approach to approximate learning of Bayesian networks from both complete and incomplete data. For large amounts of incomplete data when Monte Carlo methods are inefficient, approximations are implemented, such that learning remains feasible, albeit non-Bayesian. The topics discussed are: basic concepts about probabilities, graph theory and conditional independence; Bayesian network learning from data; Monte Carlo simulation techniques; and, the concept of incomplete data. In order to provide a coherent treatment of matters, thereby helping the reader to gain a thorough understanding of the whole concept of learning Bayesian networks from (in)complete data, this publication combines in a clarifying way all the issues presented in the papers with previously unpublished work.
Efficient Nonparametric Bayesian Modelling with Sparse Gaussian Process Approximations
Seeger, Matthias; Lawrence, Neil; Herbrich, Ralf
2006-01-01
Sparse approximations to Bayesian inference for nonparametric Gaussian Process models scale linearly in the number of training points, allowing for the application of powerful kernel-based models to large datasets. We present a general framework based on the informative vector machine (IVM) (Lawrence et.al., 2002) and show how the complete Bayesian task of inference and learning of free hyperparameters can be performed in a practically efficient manner. Our framework allows for arbitrary like...
On polyhedral approximations of polytopes for learning Bayesian networks
Czech Academy of Sciences Publication Activity Database
Studený, Milan; Haws, D.C.
2013-01-01
Roč. 4, č. 1 (2013), s. 59-92. ISSN 1309-3452 R&D Projects: GA ČR GA201/08/0539 Institutional support: RVO:67985556 Keywords : Bayesian network structure * integer programming * standard imset * characteristic imset * LP relaxation Subject RIV: BA - General Mathematics http://library.utia.cas.cz/separaty/2013/MTR/studeny-on polyhedral approximations of polytopes for learning bayesian networks.pdf
Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise
Czech Academy of Sciences Publication Activity Database
Pavelková, Lenka; Kárný, Miroslav
Brussels: IFAC, 2012, s. 1803-1807. ISBN 978-3-902823-06-9. [16th IFAC Symposium on System Identification The International Federation of Automatic Control. Brussels (BE), 11.07.2012-13.07.2012] R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : recursive parameter estimation * bounded noise * Bayesian learning * autoregressive models Subject RIV: BC - Control System s Theory http://library.utia.cas.cz/separaty/2012/AS/pavelkova-approximate bayesian recursive estimation of linear model with uniform noise.pdf
Computational methods for Bayesian model choice
Robert, Christian P.; Wraith, Darren
2009-01-01
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.
Approximate Bayesian Image Interpretation using Generative Probabilistic Graphics Programs
Mansinghka, Vikash K.; Kulkarni, Tejas D.; Perov, Yura N.; Tenenbaum, Joshua B.
2013-01-01
The idea of computer vision as the Bayesian inverse problem to computer graphics has a long history and an appealing elegance, but it has proved difficult to directly implement. Instead, most vision tasks are approached via complex bottom-up processing pipelines. Here we show that it is possible to write short, simple probabilistic graphics programs that define flexible generative models and to automatically invert them to interpret real-world images. Generative probabilistic graphics program...
Approximate bayesian parameter inference for dynamical systems in systems biology
International Nuclear Information System (INIS)
This paper proposes to use approximate instead of exact stochastic simulation algorithms for approximate Bayesian parameter inference of dynamical systems in systems biology. It first presents the mathematical framework for the description of systems biology models, especially from the aspect of a stochastic formulation as opposed to deterministic model formulations based on the law of mass action. In contrast to maximum likelihood methods for parameter inference, approximate inference method- share presented which are based on sampling parameters from a known prior probability distribution, which gradually evolves toward a posterior distribution, through the comparison of simulated data from the model to a given data set of measurements. The paper then discusses the simulation process, where an over- view is given of the different exact and approximate methods for stochastic simulation and their improvements that we propose. The exact and approximate simulators are implemented and used within approximate Bayesian parameter inference methods. Our evaluation of these methods on two tasks of parameter estimation in two different models shows that equally good results are obtained much faster when using approximate simulation as compared to using exact simulation. (Author)
BDD Minimization for Approximate Computing
Soeken, Mathias; Grosse, Daniel; Chandrasekharan, Arun; Drechsler, Rolf
2016-01-01
We present Approximate BDD Minimization (ABM) as a problem that has application in approximate computing. Given a BDD representation of a multi-output Boolean function, ABM asks whether there exists another function that has a smaller BDD representation but meets a threshold w.r.t. an error metric. We present operators to derive approximated functions and present algorithms to exactly compute the error metrics directly on the BDD representation. An experimental evaluation demonstrates the app...
Bayesian phylogeny analysis via stochastic approximation Monte Carlo
Cheon, Sooyoung
2009-11-01
Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.
Mean Field Variational Approximation for Continuous-Time Bayesian Networks
Cohn, Ido; Friedman, Nir; Kupferman, Raz
2012-01-01
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even in relatively simple structured networks. Here we introduce a mean field variational approximation in which we use a product of inhomogeneous Markov processes to approximate a distribution over trajectories. This variational approach leads to a globally consistent distribution, which can be efficiently queried. Additionally, it provides a lower bound on the probability of observations, thus making it attractive for learning tasks. We provide the theoretical foundations for the approximation, an efficient implementation that exploits the wide range of highly optimized ordinary differential equations (ODE) solvers, experimentally explore characterizations of processes for which this approximation is suitable, and show applications to a large-scale realworld inference problem.
Smail, Linda
2016-06-01
The basic task of any probabilistic inference system in Bayesian networks is computing the posterior probability distribution for a subset or subsets of random variables, given values or evidence for some other variables from the same Bayesian network. Many methods and algorithms have been developed to exact and approximate inference in Bayesian networks. This work compares two exact inference methods in Bayesian networks-Lauritzen-Spiegelhalter and the successive restrictions algorithm-from the perspective of computational efficiency. The two methods were applied for comparison to a Chest Clinic Bayesian Network. Results indicate that the successive restrictions algorithm shows more computational efficiency than the Lauritzen-Spiegelhalter algorithm.
Exact and approximate Bayesian estimation of net counting rates
International Nuclear Information System (INIS)
The stochastic fluctuations in the number of disintegrations, which had already been studied experimentally by Rutherford and other investigators at the beginning of the twentieth century, make estimation of net counting rates in the presence of background counts a challenging statistical problem. Exact and approximate Bayesian estimates of net count rates using Poisson and normal distributions for the number of counts detected during varying counting intervals are derived. The posterior densities for the net count rate are derived and plotted for uniform priors. The graphs for the exact, Poisson based, and for the approximate posterior densities of the background and net count rates, resulting from the normal approximation to the Poisson distribution, were compared. No practical differences were found when the number of observed gross counts is large. Small numerical differences in the posterior expectations and standard deviation of the counting rates appeared when the number of observed counts was small. A table showing some of these numerical differences for different background and gross counts is included. A normal approximation to the Poisson is satisfactory for the analysis of counting data when the number of observed counts is large. Some caution has to be exercised when the number of observed counts is small. (author)
Computer Experiments for Function Approximations
Energy Technology Data Exchange (ETDEWEB)
Chang, A; Izmailov, I; Rizzo, S; Wynter, S; Alexandrov, O; Tong, C
2007-10-15
This research project falls in the domain of response surface methodology, which seeks cost-effective ways to accurately fit an approximate function to experimental data. Modeling and computer simulation are essential tools in modern science and engineering. A computer simulation can be viewed as a function that receives input from a given parameter space and produces an output. Running the simulation repeatedly amounts to an equivalent number of function evaluations, and for complex models, such function evaluations can be very time-consuming. It is then of paramount importance to intelligently choose a relatively small set of sample points in the parameter space at which to evaluate the given function, and then use this information to construct a surrogate function that is close to the original function and takes little time to evaluate. This study was divided into two parts. The first part consisted of comparing four sampling methods and two function approximation methods in terms of efficiency and accuracy for simple test functions. The sampling methods used were Monte Carlo, Quasi-Random LP{sub {tau}}, Maximin Latin Hypercubes, and Orthogonal-Array-Based Latin Hypercubes. The function approximation methods utilized were Multivariate Adaptive Regression Splines (MARS) and Support Vector Machines (SVM). The second part of the study concerned adaptive sampling methods with a focus on creating useful sets of sample points specifically for monotonic functions, functions with a single minimum and functions with a bounded first derivative.
Computationally efficient Bayesian inference for inverse problems.
Energy Technology Data Exchange (ETDEWEB)
Marzouk, Youssef M.; Najm, Habib N.; Rahn, Larry A.
2007-10-01
Bayesian statistics provides a foundation for inference from noisy and incomplete data, a natural mechanism for regularization in the form of prior information, and a quantitative assessment of uncertainty in the inferred results. Inverse problems - representing indirect estimation of model parameters, inputs, or structural components - can be fruitfully cast in this framework. Complex and computationally intensive forward models arising in physical applications, however, can render a Bayesian approach prohibitive. This difficulty is compounded by high-dimensional model spaces, as when the unknown is a spatiotemporal field. We present new algorithmic developments for Bayesian inference in this context, showing strong connections with the forward propagation of uncertainty. In particular, we introduce a stochastic spectral formulation that dramatically accelerates the Bayesian solution of inverse problems via rapid evaluation of a surrogate posterior. We also explore dimensionality reduction for the inference of spatiotemporal fields, using truncated spectral representations of Gaussian process priors. These new approaches are demonstrated on scalar transport problems arising in contaminant source inversion and in the inference of inhomogeneous material or transport properties. We also present a Bayesian framework for parameter estimation in stochastic models, where intrinsic stochasticity may be intermingled with observational noise. Evaluation of a likelihood function may not be analytically tractable in these cases, and thus several alternative Markov chain Monte Carlo (MCMC) schemes, operating on the product space of the observations and the parameters, are introduced.
Prudhomme, Serge
2015-09-17
Parameter estimation for complex models using Bayesian inference is usually a very costly process as it requires a large number of solves of the forward problem. We show here how the construction of adaptive surrogate models using a posteriori error estimates for quantities of interest can significantly reduce the computational cost in problems of statistical inference. As surrogate models provide only approximations of the true solutions of the forward problem, it is nevertheless necessary to control these errors in order to construct an accurate reduced model with respect to the observables utilized in the identification of the model parameters. Effectiveness of the proposed approach is demonstrated on a numerical example dealing with the Spalart–Allmaras model for the simulation of turbulent channel flows. In particular, we illustrate how Bayesian model selection using the adapted surrogate model in place of solving the coupled nonlinear equations leads to the same quality of results while requiring fewer nonlinear PDE solves.
Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2014-02-01
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation
Directory of Open Access Journals (Sweden)
Cristian Rodriguez Rivero
2014-07-01
Full Text Available The annual estimate of the availability of the amount of water for the agricultural sector has become a lifetime in places where rainfall is scarce, as is the case of northwestern Argentina. This work proposes to model and simulate monthly rainfall time series from one geographical location of Catamarca, Valle El Viejo Portezuelo. In this sense, the time series prediction is mathematical and computational modelling series provided by monthly cumulative rainfall, which has stochastic output approximated by neural networks Bayesian approach. We propose to use an algorithm based on artificial neural networks (ANNs using the Bayesian inference. The result of the prediction consists of 20% of the provided data consisting of 2000 to 2010. A new analysis for modelling, simulation and computational prediction of cumulative rainfall from one geographical location is well presented. They are used as data information, only the historical time series of daily flows measured in mmH2O. Preliminary results of the annual forecast in mmH2O with a prediction horizon of one year and a half are presented, 18 months, respectively. The methodology employs artificial neural network based tools, statistical analysis and computer to complete the missing information and knowledge of the qualitative and quantitative behavior. They also show some preliminary results with different prediction horizons of the proposed filter and its comparison with the performance Gaussian process filter used in the literature.
Bayesian inference of biochemical kinetic parameters using the linear noise approximation
Directory of Open Access Journals (Sweden)
Finkenstädt Bärbel
2009-10-01
Full Text Available Abstract Background Fluorescent and luminescent gene reporters allow us to dynamically quantify changes in molecular species concentration over time on the single cell level. The mathematical modeling of their interaction through multivariate dynamical models requires the deveopment of effective statistical methods to calibrate such models against available data. Given the prevalence of stochasticity and noise in biochemical systems inference for stochastic models is of special interest. In this paper we present a simple and computationally efficient algorithm for the estimation of biochemical kinetic parameters from gene reporter data. Results We use the linear noise approximation to model biochemical reactions through a stochastic dynamic model which essentially approximates a diffusion model by an ordinary differential equation model with an appropriately defined noise process. An explicit formula for the likelihood function can be derived allowing for computationally efficient parameter estimation. The proposed algorithm is embedded in a Bayesian framework and inference is performed using Markov chain Monte Carlo. Conclusion The major advantage of the method is that in contrast to the more established diffusion approximation based methods the computationally costly methods of data augmentation are not necessary. Our approach also allows for unobserved variables and measurement error. The application of the method to both simulated and experimental data shows that the proposed methodology provides a useful alternative to diffusion approximation based methods.
Technical Note: Approximate Bayesian parameterization of a complex tropical forest model
Directory of Open Access Journals (Sweden)
F. Hartig
2013-08-01
Full Text Available Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics, and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC, another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter
Technical Note: Approximate Bayesian parameterization of a complex tropical forest model
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2013-08-01
Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can
Computational Enhancements to Bayesian Design of Experiments Using Gaussian Processes
Weaver, Brian P.; Williams, Brian J.; Anderson-Cook, Christine M.; Higdon, David M.
2016-01-01
Bayesian design of experiments is a methodology for incorporating prior information into the design phase of an experiment. Unfortunately, the typical Bayesian approach to designing experiments is both numerically and analytically intractable without additional assumptions or approximations. In this paper, we discuss how Gaussian processes can be used to help alleviate the numerical issues associated with Bayesian design of experiments. We provide an example based on accelerated life tests an...
Flexible Bayesian Nonparametric Priors and Bayesian Computational Methods
Zhu, Weixuan
2016-01-01
The definition of vectors of dependent random probability measures is a topic of interest in Bayesian nonparametrics. They represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. Our first contribution is the introduction of novel multivariate vectors of two-parameter Poisson-Dirichlet process. The dependence is induced by applying a L´evy copula to the marginal L´evy intensities. Our attenti...
Computing Functions by Approximating the Input
Goldberg, Mayer
2012-01-01
In computing real-valued functions, it is ordinarily assumed that the input to the function is known, and it is the output that we need to approximate. In this work, we take the opposite approach: we show how to compute the values of some transcendental functions by approximating the input to these functions, and obtaining exact answers for their…
Weinberg, Martin D
2009-01-01
Computation of the marginal likelihood or "Bayesian Evidence" from a simulated posterior distribution is central to Bayesian model selection but is fraught with difficulty. The often-used harmonic mean approximation uses the posterior directly but is unstably sensitive to samples with anomalously small values of the likelihood and converges very slowly. The Laplace approximation is stable but makes strong, and often inappropriate, assumptions about the shape of the posterior distribution. It is useful, but not general. We need an algorithm that is general and easy to apply, like the harmonic mean approximation, but robust to sample size and multimodality. Here, I argue that the evidence can be stably computed from a posterior sample by careful attention to the numerics of the probability integral. Posing the expression for the Bayesian evidence as a Lebesgue integral, we may convert the evaluation of the sample statistic to a quadrature rule and show that the harmonic mean approximation suffers from enormous ...
Anticipated utility and rational expectations as approximations of Bayesian decision making
Cogley, Timothy W.; Sargent, Thomas J.
2005-01-01
For a Markov decision problem in which unknown transition probabilities serve as hidden state variables, we study the quality of two approximations to the decision rule of a Bayesian who each period updates his subjective distribu- tion over the transition probabilities by Bayes’ law. The first is the usual ratio- nal expectations approximation that assumes that the decision maker knows the transition probabilities. The second approximation is a version of Kreps’ (1998) anticipated utility mo...
Approximate Bayesian inference in semi-mechanistic models
Aderhold, Andrej; Husmeier, Dirk; Grzegorczyk, Marco
2016-01-01
Inference of interaction networks represented by systems of differential equations is a challenging problem in many scientific disciplines. In the present article, we follow a semi-mechanistic modelling approach based on gradient matching. We investigate the extent to which key factors, including the kinetic model, statistical formulation and numerical methods, impact upon performance at network reconstruction. We emphasize general lessons for computational statisticians when faced with the c...
Approximate recursive Bayesian estimation of dynamic probabilistic mixtures
Czech Academy of Sciences Publication Activity Database
Andrýsek, Josef
Adelaide: Advanced Knowledge International, 2004 - ( And rýsek, J.; Kárný, M.; Kracík, J.), s. 39-54. (International Series on Advanced Intelligence.. 9). ISBN 0-9751004-5-9. [Workshop on Computer-Intensive Methods in Control and Data Processing 2004. Prague (CZ), 12.05.2004-14.05.2004] R&D Projects: GA AV ČR IBS1075351; GA ČR GA102/03/0049; GA ČR GA102/01/0608 Institutional research plan: CEZ:AV0Z1075907 Keywords : parameter estimation * recursive estimation * probabilistic mixture Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/prace/20040052.pdf
Partially Linear Bayesian Estimation with Application to Sparse Approximations
Michaeli, Tomer; Eldar, Yonina C
2011-01-01
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing the joint distribution of X and Y in full, but rather only its second-order moments. This renders it of potential interest in various applications. We further show that the PLMMSE method is minimax-optimal among all estimators that solely depend on the second-order statistics of X and Y. Finally, we demonstrate our approach in the context of recovering a vector, which is sparse in a unitary dictionary, from two sets of noisy measurements. We show that in this setting PLMMSE estimation has a clear computational advantage, while its performance is comparable to state-of-the-art algorithms.
Introduction to Bayesian scientific computing ten lectures on subjective computing
Calvetti, Daniela
2007-01-01
A combination of the concepts subjective – or Bayesian – statistics and scientific computing, the book provides an integrated view across numerical linear algebra and computational statistics. Inverse problems act as the bridge between these two fields where the goal is to estimate an unknown parameter that is not directly observable by using measured data and a mathematical model linking the observed and the unknown. Inverse problems are closely related to statistical inference problems, where the observations are used to infer on an underlying probability distribution. This connection between statistical inference and inverse problems is a central topic of the book. Inverse problems are typically ill-posed: small uncertainties in data may propagate in huge uncertainties in the estimates of the unknowns. To cope with such problems, efficient regularization techniques are developed in the framework of numerical analysis. The counterpart of regularization in the framework of statistical inference is the us...
Gelman, Andrew; Stern, Hal S; Dunson, David B; Vehtari, Aki; Rubin, Donald B
2013-01-01
FUNDAMENTALS OF BAYESIAN INFERENCEProbability and InferenceSingle-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian ApproachesHierarchical ModelsFUNDAMENTALS OF BAYESIAN DATA ANALYSISModel Checking Evaluating, Comparing, and Expanding ModelsModeling Accounting for Data Collection Decision AnalysisADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional ApproximationsREGRESSION MODELS Introduction to Regression Models Hierarchical Linear
Computing Nash Equilibria: Approximation and Smoothed Complexity
Chen, Xi; Deng, Xiaotie; Teng, Shang-Hua
2006-01-01
We show that the BIMATRIX game does not have a fully polynomial-time approximation scheme, unless PPAD is in P. In other words, no algorithm with time polynomial in n and 1/\\epsilon can compute an \\epsilon-approximate Nash equilibrium of an n by nbimatrix game, unless PPAD is in P. Instrumental to our proof, we introduce a new discrete fixed-point problem on a high-dimensional cube with a constant side-length, such as on an n-dimensional cube with side-length 7, and show that they are PPAD-co...
An Improved Approximate-Bayesian Model-choice Method for Estimating Shared Evolutionary History
Oaks, Jamie R.
2014-01-01
Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa...
Bayesian inference of solar and stellar magnetic fields in the weak-field approximation
Ramos, A Asensio
2011-01-01
The weak-field approximation is one of the simplest models that allows us to relate the observed polarization induced by the Zeeman effect with the magnetic field vector present on the plasma of interest. It is usually applied for diagnosing magnetic fields in the solar and stellar atmospheres. A fully Bayesian approach to the inference of magnetic properties in unresolved structures is presented. The analytical expression for the marginal posterior distribution is obtained, from which we can obtain statistically relevant information about the model parameters. The role of a-priori information is discussed and a hierarchical procedure is presented that gives robust results that are almost insensitive to the precise election of the prior. The strength of the formalism is demonstrated through an application to IMaX data. Bayesian methods can optimally exploit data from filter-polarimeters given the scarcity of spectral information as compared with spectro-polarimeters. The effect of noise and how it degrades ou...
Fine Mapping Causal Variants with an Approximate Bayesian Method Using Marginal Test Statistics.
Chen, Wenan; Larrabee, Beth R; Ovsyannikova, Inna G; Kennedy, Richard B; Haralambieva, Iana H; Poland, Gregory A; Schaid, Daniel J
2015-07-01
Two recently developed fine-mapping methods, CAVIAR and PAINTOR, demonstrate better performance over other fine-mapping methods. They also have the advantage of using only the marginal test statistics and the correlation among SNPs. Both methods leverage the fact that the marginal test statistics asymptotically follow a multivariate normal distribution and are likelihood based. However, their relationship with Bayesian fine mapping, such as BIMBAM, is not clear. In this study, we first show that CAVIAR and BIMBAM are actually approximately equivalent to each other. This leads to a fine-mapping method using marginal test statistics in the Bayesian framework, which we call CAVIAR Bayes factor (CAVIARBF). Another advantage of the Bayesian framework is that it can answer both association and fine-mapping questions. We also used simulations to compare CAVIARBF with other methods under different numbers of causal variants. The results showed that both CAVIARBF and BIMBAM have better performance than PAINTOR and other methods. Compared to BIMBAM, CAVIARBF has the advantage of using only marginal test statistics and takes about one-quarter to one-fifth of the running time. We applied different methods on two independent cohorts of the same phenotype. Results showed that CAVIARBF, BIMBAM, and PAINTOR selected the same top 3 SNPs; however, CAVIARBF and BIMBAM had better consistency in selecting the top 10 ranked SNPs between the two cohorts. Software is available at https://bitbucket.org/Wenan/caviarbf. PMID:25948564
Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach
Warner, James E.; Hochhalter, Jacob D.
2016-01-01
This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.
Cui, Tiangang; Marzouk, Youssef; Willcox, Karen
2016-06-01
Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting-both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We present and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.
A Dynamic Bayesian Approach to Computational Laban Shape Quality Analysis
Directory of Open Access Journals (Sweden)
Dilip Swaminathan
2009-01-01
kinesiology. LMA (especially Effort/Shape emphasizes how internal feelings and intentions govern the patterning of movement throughout the whole body. As we argue, a complex understanding of intention via LMA is necessary for human-computer interaction to become embodied in ways that resemble interaction in the physical world. We thus introduce a novel, flexible Bayesian fusion approach for identifying LMA Shape qualities from raw motion capture data in real time. The method uses a dynamic Bayesian network (DBN to fuse movement features across the body and across time and as we discuss can be readily adapted for low-cost video. It has delivered excellent performance in preliminary studies comprising improvisatory movements. Our approach has been incorporated in Response, a mixed-reality environment where users interact via natural, full-body human movement and enhance their bodily-kinesthetic awareness through immersive sound and light feedback, with applications to kinesiology training, Parkinson's patient rehabilitation, interactive dance, and many other areas.
[Contribution of computers to pharmacokinetics, Bayesian approach and population pharmacokinetics].
Hecquet, B
1995-12-01
A major objective for pharmacokineticians is to help practicians to define drug administration protocols. Protocols are generally designed for all the patients but inter individual variability would need monitoring for each patient. Computers are widely used to determine pharmacokinetic parameters and to try to individualize drug administration. Severals examples are summarily described: terminal half-life determination by regression; model fitting to experimental data; Bayesian statistics for individual dose adaptation; population pharmacokinetic methods for parameter evaluation. These methods do not replace the pharmacokinetician thought but could make possible drug administration taking into account individual characteristics. PMID:8680074
Energy Technology Data Exchange (ETDEWEB)
Hadjidoukas, P.E.; Angelikopoulos, P. [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland); Papadimitriou, C. [Department of Mechanical Engineering, University of Thessaly, GR-38334 Volos (Greece); Koumoutsakos, P., E-mail: petros@ethz.ch [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland)
2015-03-01
We present Π4U,{sup 1} an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.
International Nuclear Information System (INIS)
We present Π4U,1 an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow
Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.
2015-03-01
We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.
NML Computation Algorithms for Tree-Structured Multinomial Bayesian Networks
Directory of Open Access Journals (Sweden)
Kontkanen Petri
2007-01-01
Full Text Available Typical problems in bioinformatics involve large discrete datasets. Therefore, in order to apply statistical methods in such domains, it is important to develop efficient algorithms suitable for discrete data. The minimum description length (MDL principle is a theoretically well-founded, general framework for performing statistical inference. The mathematical formalization of MDL is based on the normalized maximum likelihood (NML distribution, which has several desirable theoretical properties. In the case of discrete data, straightforward computation of the NML distribution requires exponential time with respect to the sample size, since the definition involves a sum over all the possible data samples of a fixed size. In this paper, we first review some existing algorithms for efficient NML computation in the case of multinomial and naive Bayes model families. Then we proceed by extending these algorithms to more complex, tree-structured Bayesian networks.
Energy Technology Data Exchange (ETDEWEB)
Chudnovsky, D.V.; Chudnovsky, G.V. [Columbia Univ., New York, NY (United States)
1995-12-01
High precision solution of extremal and (complex analytic) approximations problems that can be represented in terms of multiple integrals or integral equations involving hypergeornetric functions are examined. Fast algorithms of computations of (approximate) solutions are presented that are well suited for parallelization. Among problems considered are: WKB and adelic asymptotics of multidimensional hypergeometric Pade approximations to classical functions, and high accuracy computations of high order eigenvalues and eigenstates for 2D and 3D domains of complex geometry.
Prediction of Missing Associations Using Rough Computing and Bayesian Classification
Directory of Open Access Journals (Sweden)
Debasrita Roy
2012-10-01
Full Text Available Information technology revolution has brought a radical change in the way data are collected or generated for ease of decision making. It is generally observed that the data has not been consistently collected. The huge amount of data has no relevance unless it provides certain useful information. Only by unlocking the hidden data we can not use it to gain insight into customers, markets, and even to setup a new business. Therefore, the absence of associations in the attribute values may have information to predict the decision for our own business or to setup a new business. Based on decision theory, in the past many mathematical models such as naïve Bayes structure, human composed network structure, Bayesian network modeling etc. were developed. But, many such models have failed to include important aspects of classification. Therefore, an effort has been made to process inconsistencies in data being considered by Pawlak with the introduction of rough set theory. In this paper, we use two processes such as pre process and post process to predict the output values for the missing associations in the attribute values. In pre process we use rough computing, whereas in post process we use Bayesian classification to explore the output value for the missing associations and to get better knowledge affecting the decision making.
Bayesian Analysis of Multiple Populations I: Statistical and Computational Methods
Stenning, D C; Robinson, E; van Dyk, D A; von Hippel, T; Sarajedini, A; Stein, N
2016-01-01
We develop a Bayesian model for globular clusters composed of multiple stellar populations, extending earlier statistical models for open clusters composed of simple (single) stellar populations (vanDyk et al. 2009, Stein et al. 2013). Specifically, we model globular clusters with two populations that differ in helium abundance. Our model assumes a hierarchical structuring of the parameters in which physical properties---age, metallicity, helium abundance, distance, absorption, and initial mass---are common to (i) the cluster as a whole or to (ii) individual populations within a cluster, or are unique to (iii) individual stars. An adaptive Markov chain Monte Carlo (MCMC) algorithm is devised for model fitting that greatly improves convergence relative to its precursor non-adaptive MCMC algorithm. Our model and computational tools are incorporated into an open-source software suite known as BASE-9. We use numerical studies to demonstrate that our method can recover parameters of two-population clusters, and al...
GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model
International Nuclear Information System (INIS)
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran
Bayesian learning in assisted brain-computer interface tasks.
Zhang, Yin; Schwartz, Andrew B; Chase, Steve M; Kass, Robert E
2012-01-01
Successful implementation of a brain-computer interface depends critically on the subject's ability to learn how to modulate the neurons controlling the device. However, the subject's learning process is probably the least understood aspect of the control loop. How should training be adjusted to facilitate dexterous control of a prosthetic device? An effective training schedule should manipulate the difficulty of the task to provide enough information to guide improvement without overwhelming the subject. In this paper, we introduce a bayesian framework for modeling the closed-loop BCI learning process that treats the subject as a bandwidth-limited communication channel. We then develop an adaptive algorithm to find the optimal difficulty-schedule for performance improvement. Simulation results demonstrate that our algorithm yields faster learning rates than several other heuristic training schedules, and provides insight into the factors that might affect the learning process. PMID:23366492
User-customized brain computer interfaces using Bayesian optimization
Bashashati, Hossein; Ward, Rabab K.; Bashashati, Ali
2016-04-01
Objective. The brain characteristics of different people are not the same. Brain computer interfaces (BCIs) should thus be customized for each individual person. In motor-imagery based synchronous BCIs, a number of parameters (referred to as hyper-parameters) including the EEG frequency bands, the channels and the time intervals from which the features are extracted should be pre-determined based on each subject’s brain characteristics. Approach. To determine the hyper-parameter values, previous work has relied on manual or semi-automatic methods that are not applicable to high-dimensional search spaces. In this paper, we propose a fully automatic, scalable and computationally inexpensive algorithm that uses Bayesian optimization to tune these hyper-parameters. We then build different classifiers trained on the sets of hyper-parameter values proposed by the Bayesian optimization. A final classifier aggregates the results of the different classifiers. Main Results. We have applied our method to 21 subjects from three BCI competition datasets. We have conducted rigorous statistical tests, and have shown the positive impact of hyper-parameter optimization in improving the accuracy of BCIs. Furthermore, We have compared our results to those reported in the literature. Significance. Unlike the best reported results in the literature, which are based on more sophisticated feature extraction and classification methods, and rely on prestudies to determine the hyper-parameter values, our method has the advantage of being fully automated, uses less sophisticated feature extraction and classification methods, and yields similar or superior results compared to the best performing designs in the literature.
Mike Lonergan; Dave Thompson; Len Thomas; Callan Duck
2011-01-01
1. For British grey seals, as with many pinniped species, population monitoring is implemented by aerial surveys of pups at breeding colonies. Scaling pup counts up to population estimates requires assumptions about population structure; this is straightforward when populations are growing exponentially, but not when growth slows, since it is unclear whether density dependence affects pup survival or fecundity. 2. We present an approximate Bayesian method for fitting pup trajectories, estimat...
Low rank approximations for the DEPOSIT computer code
Litsarev, Mikhail; Oseledets, Ivan
2014-01-01
We present an efficient technique based on low-rank separated approximations for the computation of three-dimensional integrals in the computer code DEPOSIT that describes ion-atomic collision processes. Implementation of this technique decreases the total computational time by a factor of 1000. The general concept can be applied to more complicated models.
Computing Posterior Probabilities of Structural Features in Bayesian Networks
Tian, Jin
2012-01-01
We study the problem of learning Bayesian network structures from data. Koivisto and Sood (2004) and Koivisto (2006) presented algorithms that can compute the exact marginal posterior probability of a subnetwork, e.g., a single edge, in O(n2n) time and the posterior probabilities for all n(n-1) potential edges in O(n2n) total time, assuming that the number of parents per node or the indegree is bounded by a constant. One main drawback of their algorithms is the requirement of a special structure prior that is non uniform and does not respect Markov equivalence. In this paper, we develop an algorithm that can compute the exact posterior probability of a subnetwork in O(3n) time and the posterior probabilities for all n(n-1) potential edges in O(n3n) total time. Our algorithm also assumes a bounded indegree but allows general structure priors. We demonstrate the applicability of the algorithm on several data sets with up to 20 variables.
Bayesian statistics an introduction
Lee, Peter M
2012-01-01
Bayesian Statistics is the school of thought that combines prior beliefs with the likelihood of a hypothesis to arrive at posterior beliefs. The first edition of Peter Lee’s book appeared in 1989, but the subject has moved ever onwards, with increasing emphasis on Monte Carlo based techniques. This new fourth edition looks at recent techniques such as variational methods, Bayesian importance sampling, approximate Bayesian computation and Reversible Jump Markov Chain Monte Carlo (RJMCMC), providing a concise account of the way in which the Bayesian approach to statistics develops as wel
Directory of Open Access Journals (Sweden)
Mike Lonergan
2011-01-01
Full Text Available For British grey seals, as with many pinniped species, population monitoring is implemented by aerial surveys of pups at breeding colonies. Scaling pup counts up to population estimates requires assumptions about population structure; this is straightforward when populations are growing exponentially but not when growth slows, since it is unclear whether density dependence affects pup survival or fecundity. We present an approximate Bayesian method for fitting pup trajectories, estimating adult population size and investigating alternative biological models. The method is equivalent to fitting a density-dependent Leslie matrix model, within a Bayesian framework, but with the forms of the density-dependent effects as outputs rather than assumptions. It requires fewer assumptions than the state space models currently used and produces similar estimates. We discuss the potential and limitations of the method and suggest that this approach provides a useful tool for at least the preliminary analysis of similar datasets.
Long, Quan
2013-06-01
Shannon-type expected information gain can be used to evaluate the relevance of a proposed experiment subjected to uncertainty. The estimation of such gain, however, relies on a double-loop integration. Moreover, its numerical integration in multi-dimensional cases, e.g., when using Monte Carlo sampling methods, is therefore computationally too expensive for realistic physical models, especially for those involving the solution of partial differential equations. In this work, we present a new methodology, based on the Laplace approximation for the integration of the posterior probability density function (pdf), to accelerate the estimation of the expected information gains in the model parameters and predictive quantities of interest. We obtain a closed-form approximation of the inner integral and the corresponding dominant error term in the cases where parameters are determined by the experiment, such that only a single-loop integration is needed to carry out the estimation of the expected information gain. To deal with the issue of dimensionality in a complex problem, we use a sparse quadrature for the integration over the prior pdf. We demonstrate the accuracy, efficiency and robustness of the proposed method via several nonlinear numerical examples, including the designs of the scalar parameter in a one-dimensional cubic polynomial function, the design of the same scalar in a modified function with two indistinguishable parameters, the resolution width and measurement time for a blurred single peak spectrum, and the boundary source locations for impedance tomography in a square domain. © 2013 Elsevier B.V.
Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan
2010-01-01
For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.
Computational models of electromagnetic resonators: Analysis of edge element approximation
Boffi, Daniele; Fernandes, Paolo; Gastaldi, Lucia; Perugia, Ilaria
1997-01-01
The purpose of this paper is to address some difficulties which arise in computing the eigenvalues of the Maxwell's system by a finite element method. Depending on the used method, the spectrum may be polluted by spurious modes which are difficult to pick out among the approximations of the physically correct eigenvalues. Here we prove, under very general assumptions, that using edge elements the discrete spectrum well approximates the correct one and we give some justificat...
Computer-generated hologram using an approximate Fresnel integral
International Nuclear Information System (INIS)
We propose a fast calculation method of a computer-generated hologram (CGH) using an approximate Fresnel integral. Calculating a Fresnel integral requires the calculation of a numerical integral, which consumes computational time. When generating a CGH using a Fresnel integral, it is difficult to calculate it in real-time. Instead of a Fresnel integral, we use an approximate Fresnel integral without a numerical integral. In addition, we use an look-up table with small memory and multi-thread technology on a CPU in order to accelerate the generation of the approximate Fresnel integral. We show a numerical experiment that enables a CGH from a simple scene consisting of rectangular patches to be calculated in real-time on a PC
Granular computing in decision approximation an application of rough mereology
Polkowski, Lech
2015-01-01
This book presents a study in knowledge discovery in data with knowledge understood as a set of relations among objects and their properties. Relations in this case are implicative decision rules and the paradigm in which they are induced is that of computing with granules defined by rough inclusions, the latter introduced and studied within rough mereology, the fuzzified version of mereology. In this book basic classes of rough inclusions are defined and based on them methods for inducing granular structures from data are highlighted. The resulting granular structures are subjected to classifying algorithms, notably k—nearest neighbors and bayesian classifiers. Experimental results are given in detail both in tabular and visualized form for fourteen data sets from UCI data repository. A striking feature of granular classifiers obtained by this approach is that preserving the accuracy of them on original data, they reduce substantially the size of the granulated data set as well as the set of granular...
Exact and approximate computations of watersheds on triangulated terrains
DEFF Research Database (Denmark)
Tsirogiannis, Konstantinos; de Berg, Mark
2011-01-01
The natural way of modeling water flow on a triangulated terrain is to make the fundamental assumption that water follows the direction of steepest descent (dsd). However, computing watersheds and other flow-related structures according to the dsd model in an exact manner is difficult: the dsd...... model implies that water does not necessarily follow terrain edges, which makes designing exact algorithms difficult and causes robustness problems when implementing them. As a result, existing software implementations for computing watersheds are inexact: they either assume a simplified flow model or...... they perform computations using inexact arithmetic, which leads to inexact and sometimes inconsistent results. We perform a detailed study of various issues concerning the exact or approximate computation of watersheds according to the dsd model. Our main contributions are the following. • We provide...
Approximability of optimization problems through adiabatic quantum computation
Cruz-Santos, William
2014-01-01
The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l
Software-based Approximate Computation Of Signal Processing Tasks
Anastasia, D.
2012-01-01
This thesis introduces a new dimension in performance scaling of signal processing systems by proposing software frameworks that achieve increased processing throughput when producing approximate results. The first contribution of this work is a new theory for accelerated computation of multimedia processing based on the concept of tight packing (Chapter 2). Usage of this theory accelerates small-dynamic-range linear signal processing tasks (such as convolution and transform decomposition) th...
International Nuclear Information System (INIS)
This paper presents an efficient analytical Bayesian method for reliability and system response updating without using simulations. The method includes additional information such as measurement data via Bayesian modeling to reduce estimation uncertainties. Laplace approximation method is used to evaluate Bayesian posterior distributions analytically. An efficient algorithm based on inverse first-order reliability method is developed to evaluate system responses given a reliability index or confidence interval. Since the proposed method involves no simulations such as Monte Carlo or Markov chain Monte Carlo simulations, the overall computational efficiency improves significantly, particularly for problems with complicated performance functions. A practical fatigue crack propagation problem with experimental data, and a structural scale example are presented for methodology demonstration. The accuracy and computational efficiency of the proposed method are compared with traditional simulation-based methods.
Tucci, Robert R.
2008-01-01
Importance sampling and Metropolis-Hastings sampling (of which Gibbs sampling is a special case) are two methods commonly used to sample multi-variate probability distributions (that is, Bayesian networks). Heretofore, the sampling of Bayesian networks has been done on a conventional "classical computer". In this paper, we propose methods for doing importance sampling and Metropolis-Hastings sampling of a classical Bayesian network on a quantum computer.
A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling
Cao, G.
2015-12-01
All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the
Diffusive Wave Approximation to the Shallow Water Equations: Computational Approach
Collier, Nathan
2011-05-14
We discuss the use of time adaptivity applied to the one dimensional diffusive wave approximation to the shallow water equations. A simple and computationally economical error estimator is discussed which enables time-step size adaptivity. This robust adaptive time discretization corrects the initial time step size to achieve a user specified bound on the discretization error and allows time step size variations of several orders of magnitude. In particular, in the one dimensional results presented in this work feature a change of four orders of magnitudes for the time step over the entire simulation.
An Approximate Possibilistic Graphical Model for Computing Optimistic Qualitative Decision
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BOUTOUHAMI Khaoula
2015-01-01
Full Text Available Min-based qualitative possibilistic networks are on e of the effective tools for a compact representation of decision problems under uncertain ty. The exact approaches for computing decision based on possibilistic networks are limite d by the size of the possibility distributions. Generally, these approaches are based on possibilis tic propagation algorithms. An important step in the computation of the decision is the tran sformation of the DAG into a secondary structure, known as the junction trees. This transf ormation is known to be costly and represents a difficult problem. We propose in this paper a new approximate approach for the computation of decision under uncertainty within possibilistic networks. The computing of the optimal optimistic decision no longer goes through the junc tion tree construction step. Instead, it is performed by calculating the degree of normalizatio n in the moral graph resulting from the merging of the possibilistic network codifying know ledge of the agent and that codifying its preferences.
International Nuclear Information System (INIS)
In order to improve quality of 3D X-ray tomography reconstruction for Non Destructive Testing (NDT), we investigate in this paper hierarchical Bayesian methods. In NDT, useful prior information on the volume like the limited number of materials or the presence of homogeneous area can be included in the iterative reconstruction algorithms. In hierarchical Bayesian methods, not only the volume is estimated thanks to the prior model of the volume but also the hyper parameters of this prior. This additional complexity in the reconstruction methods when applied to large volumes (from 5123 to 81923 voxels) results in an increasing computational cost. To reduce it, the hierarchical Bayesian methods investigated in this paper lead to an algorithm acceleration by Variational Bayesian Approximation (VBA) [1] and hardware acceleration thanks to projection and back-projection operators paralleled on many core processors like GPU [2]. In this paper, we will consider a Student-t prior on the gradient of the image implemented in a hierarchical way [3, 4, 1]. Operators H (forward or projection) and Ht (adjoint or back-projection) implanted in multi-GPU [2] have been used in this study. Different methods will be evalued on synthetic volume 'Shepp and Logan' in terms of quality and time of reconstruction. We used several simple regularizations of order 1 and order 2. Other prior models also exists [5]. Sometimes for a discrete image, we can do the segmentation and reconstruction at the same time, then the reconstruction can be done with less projections
Caiado, C. C. S.; Goldstein, M.
2015-09-01
In this paper we present and illustrate basic Bayesian techniques for the uncertainty analysis of complex physical systems modelled by computer simulators. We focus on emulation and history matching and also discuss the treatment of observational errors and structural discrepancies in time series. We exemplify such methods using a four-box model for the termohaline circulation. We show how these methods may be applied to systems containing tipping points and how to treat possible discontinuities using multiple emulators.
A Dynamic Bayesian Approach to Computational Laban Shape Quality Analysis
Pavithra Sampath; Gang Qian; Ellen Campana; Todd Ingalls; Jodi James; Stjepan Rajko; Jessica Mumford; Harvey Thornburg; Dilip Swaminathan; Bo Peng
2009-01-01
Laban movement analysis (LMA) is a systematic framework for describing all forms of human movement and has been widely applied across animation, biomedicine, dance, and kinesiology. LMA (especially Effort/Shape) emphasizes how internal feelings and intentions govern the patterning of movement throughout the whole body. As we argue, a complex understanding of intention via LMA is necessary for human-computer interaction to become embodied in ways that resemble interaction in the physical world...
Computationally intensive methods in Bayesian model-structure identification
Czech Academy of Sciences Publication Activity Database
Tesař, Ludvík
Adelaide: Advanced Knowledge International, 2004 - ( And rýsek, J.; Kárný, M.; Kracík, J.), s. 75-79. (International Series on Advanced Intelligence .. 9). ISBN 0-9751004-5-9. [Workshop on Computer-Intensive Methods in Control and Data Processing 2004. Prague (CZ), 12.05.2004-14.05.2004] R&D Projects: GA ČR GA102/03/0049; GA AV ČR IBS1075351 Institutional research plan: CEZ:AV0Z1075907 Keywords : structure identification * system identification * structure estimation Subject RIV: BD - Theory of Information
An approximate algorithm for median graph computation using graph embedding
Ferrer Sumsi, Miquel; Valveny, Ernest; Serratosa Casanelles, Francesc; Riesen, Kaspar; Bunke, Horst
2008-01-01
Graphs are powerful data structures that have many attractive properties for object representation. However, some basic operations are difficult to define and implement, for instance, how to obtain a representative of a set of graphs. The median graph has been defined for that purpose, but existing algorithms are computationally complex and have a very limited applicability. In this paper we propose a new approach for the computation of the median graph based on graph embedding in vector spac...
Approximator: Predicting Interruptibility in Software Development with Commodity Computers
DEFF Research Database (Denmark)
Tell, Paolo; Jalaliniya, Shahram; Andersen, Kristian S. M.;
2015-01-01
closer to, or even better than, human judgment. However, existing approaches to assess interruptibility have been designed to rely on external sensors. In this paper, we present Approximator, a system that estimates the interruptibility of a user based exclusively on the sensing ability of commodity...
Review of the best Pade approximation technics in practical computation
International Nuclear Information System (INIS)
The philosophy of the Best Pade Approximant (BPA) problem is presented by means of some examples. After that, the numerical algorithms of choice of the BPA from the finite triangular Pade table, some theoretical results and some encouraging results of application of these algorithms to no justified theoretically cases are described
Directory of Open Access Journals (Sweden)
Kachiashvili K.J.
2011-05-01
Full Text Available In Bayesian statement of hypotheses testing, instead of unconditional problem of minimization of average risk caused by the errors of the first and the second types, there is offered to solve the conditional optimization problem when restrictions are imposed on the errors of one type and, under such conditions, the errors of the second type are minimized. Depending on the type of restrictions, there are considered different conditional optimization problems. Properties of hypotheses acceptance regions for the stated problems are investigated and, finally, comparison of the properties of unconditional and conditional methods is realized. The results of the computed example confirm the validities of the theoretical judgments.
On Approximation and Computation of Navier-Stokes Flow
Institute of Scientific and Technical Information of China (English)
VARNHORN Werner; ZANGER Florian
2013-01-01
We present an approximation method for the non-stationary nonlinear incompressible Navier-Stokes equations in a cylindrical domain (0,T)×G,where G （C） IR3is a smoothly bounded domain.Our method is applicable to general three-dimensional flow without any symmetry restrictions and relies on existence,uniqueness and representation results from mathematical fluid dynamics.After a suitable time delay in the nonlinear convective term v·▽v we obtain globally (in time) uniquely solvable equations,which-by using semi-implicit time differences-can be transformed into a finite number of Stokes-type boundary value problems.For the latter a boundary element method based on a corresponding hydrodynamical potential theory is carried out.The method is reported in short outlines ranging from approximation theory up to numerical test calculations.
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
The Complexity of Computing Graph-Approximating Spanning Trees
Matthias Baumgart; Hanjo Täubig
2012-01-01
This paper deals with the problem of computing a spanning tree of a connected undirected graph G=(V,E) minimizing the sum of distance differences of all vertex pairs u,vn V which are connected by an edge {u,v}n E. We show that the decision variant of this optimization problem is NP-complete with respect to the L_p norm for arbitrary pn N. For the reduction, we use the well known NP-complete problem Vertex Cover.
Linear approximation model network and its formation via evolutionary computation
Indian Academy of Sciences (India)
Yun Li; Kay Chen Tan
2000-04-01
To overcome the deficiency of `local model network' (LMN) techniques, an alternative `linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked through output or parameter interpolation. The linear models are valid for the entire operating trajectory and hence overcome the local validity of LMN models, which impose the predetermination of a scheduling variable that predicts characteristic changes of the nonlinear system. LAMs can be evolved fromsampled step response data directly, eliminating the need forlocal linearisation upon a pre-model using derivatives of the nonlinear system. The structural difference between a LAM network and an LMN isthat the overall model of the latteris a parameter-varying system and hence nonlinear,while the formerremains linear time-invariant (LTI). Hence, existing LTI and transfer function theory applies to a LAM network, which is therefore easy to use for control system design. Validation results show that the proposed method offers a simple, transparent and accurate multivariable modelling technique for nonlinear systems.
Shuqiang Wang; Yanyan Shen; Changhong Shi; Tao Wang; Zhiming Wei; Hanxiong Li
2014-01-01
Reliable information processing in cells requires high sensitivity to changes in the input signal but low sensitivity to random fluctuations in the transmitted signal. There are often many alternative biological circuits qualifying for this biological function. Distinguishing theses biological models and finding the most suitable one are essential, as such model ranking, by experimental evidence, will help to judge the support of the working hypotheses forming each model. Here, we employ the ...
Czech Academy of Sciences Publication Activity Database
Konečný, A.; Bryja, Josef
Brno: Ústav biologie obratlovců AV ČR, 2012 - (Bryja, J.; Albrechtová, J.; Tkadlec, E.). s. 97 ISBN 978-80-87189-11-5. [Zoologické dny. 09.02.2012-10.02.2012, Olomouc] R&D Projects: GA ČR GAP506/10/0983 Institutional research plan: CEZ:AV0Z60930519 Keywords : colonization history * black rat Subject RIV: EG - Zoology
Chain ladder method: Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.; Mario V. W\\"uthrich; Shevchenko, Pavel V.
2010-01-01
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilising Markov chain Monte Carlo (MCMC), ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. T...
Abrarov, S M
2015-01-01
We present a rational approximation for rapid and accurate computation of the Voigt function, obtained by residue calculus. The computational test reveals that with only $16$ summation terms this approximation provides average accuracy ${10^{- 14}}$ over a wide domain of practical interest $0 < x < 40,000$ and ${10^{- 4}} < y < {10^2}$ for applications using the HITRAN molecular spectroscopic database. The proposed rational approximation takes less than half the computation time of that required by Weideman's rational approximation. Algorithmic stability is achieved due to absence of the poles at $y \\geqslant 0$ and $ - \\infty < x < \\infty $.
Cieciuch, Jan; Davidov, Eldad; Schmidt, Peter; Algesheimer, René; Schwartz, Shalom H
2014-01-01
One of the most frequently used procedures for measurement invariance testing is the multigroup confirmatory factor analysis (MGCFA). Muthén and Asparouhov recently proposed a new approach to test for approximate rather than exact measurement invariance using Bayesian MGCFA. Approximate measurement invariance permits small differences between parameters otherwise constrained to be equal in the classical exact approach. However, extant knowledge about how results of approximate measurement invariance tests compare to the results of the exact measurement invariance test is missing. We address this gap by comparing the results of exact and approximate cross-country measurement invariance tests of a revised scale to measure human values. Several studies that measured basic human values with the Portrait Values Questionnaire (PVQ) reported problems of measurement noninvariance (especially scalar noninvariance) across countries. Recently Schwartz et al. proposed a refined value theory and an instrument (PVQ-5X) to measure 19 more narrowly defined values. Cieciuch et al. tested its measurement invariance properties across eight countries and established exact scalar measurement invariance for 10 of the 19 values. The current study applied the approximate measurement invariance procedure on the same data and established approximate scalar measurement invariance even for all 19 values. Thus, the first conclusion is that the approximate approach provides more encouraging results for the usefulness of the scale for cross-cultural research, although this finding needs to be generalized and validated in future research using population data. The second conclusion is that the approximate measurement invariance is more likely than the exact approach to establish measurement invariance, although further simulation studies are needed to determine more precise recommendations about how large the permissible variance of the priors may be. PMID:25249996
Directory of Open Access Journals (Sweden)
Jan eCieciuch
2014-09-01
Full Text Available One of the most frequently used procedures for measurement invariance testing is the multigroup confirmatory factor analysis (MGCFA. Muthén and Asparouhov recently proposed a new approach to test for approximate rather than exact measurement invariance using Bayesian MGCFA. Approximate measurement invariance permits small differences between parameters otherwise constrained to be equal in the classical exact approach. However, extant knowledge about how results of approximate measurement invariance tests compare to the results of the exact measurement invariance test is missing. We address this gap by comparing the results of exact and approximate cross-country measurement invariance tests of a revised scale to measure human values. Several studies that measured basic human values with the Portrait Values Questionnaire (PVQ reported problems of measurement noninvariance (especially scalar noninvariance across countries. Recently Schwartz et al. proposed a refined value theory and an instrument (PVQ-5X to measure 19 more narrowly defined values. Cieciuch et al. tested its measurement invariance properties across eight countries and established exact scalar measurement invariance for 10 of the 19 values. The current study applied the approximate measurement invariance procedure on the same data and established approximate scalar measurement invariance even for all 19 values. Thus, the first conclusion is that the approximate approach provides more encouraging results for the usefulness of the scale for cross-cultural research, although this finding needs to be generalized and validated in future research using population data. The second conclusion is that the approximate measurement invariance is more likely than the exact approach to establish measurement invariance, although further simulation studies are needed to determine more precise recommendations about how large the permissible variance of the priors may be.
Shoemaker, Christine; Espinet, Antoine; Pang, Min
2015-04-01
Models of complex environmental systems can be computationally expensive in order to describe the dynamic interactions of the many components over a sizeable time period. Diagnostics of these systems can include forward simulations of calibrated models under uncertainty and analysis of alternatives of systems management. This discussion will focus on applications of new surrogate optimization and uncertainty analysis methods to environmental models that can enhance our ability to extract information and understanding. For complex models, optimization and especially uncertainty analysis can require a large number of model simulations, which is not feasible for computationally expensive models. Surrogate response surfaces can be used in Global Optimization and Uncertainty methods to obtain accurate answers with far fewer model evaluations, which made the methods practical for computationally expensive models for which conventional methods are not feasible. In this paper we will discuss the application of the SOARS surrogate method for estimating Bayesian posterior density functions for model parameters for a TOUGH2 model of geologic carbon sequestration. We will also briefly discuss new parallel surrogate global optimization algorithm applied to two groundwater remediation sites that was implemented on a supercomputer with up to 64 processors. The applications will illustrate the use of these methods to predict the impact of monitoring and management on subsurface contaminants.
Bayesian Multi-Energy Computed Tomography reconstruction approaches based on decomposition models
International Nuclear Information System (INIS)
Multi-Energy Computed Tomography (MECT) makes it possible to get multiple fractions of basis materials without segmentation. In medical application, one is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical MECT measurements are usually obtained with polychromatic X-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam poly-chromaticity fail to estimate the correct decomposition fractions and result in Beam-Hardening Artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log pre-processing and the water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on non-linear forward models counting the beam poly-chromaticity show great potential for giving accurate fraction images.This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint Maximum A Posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a non-quadratic cost function. To solve it, the use of a monotone Conjugate Gradient (CG) algorithm with suboptimal descent steps is proposed.The performances of the proposed approach are analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also
CERN. Geneva
2015-01-01
Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...
Development of a Computer Program to Compute Approximate Heat Balance for Furnace Design
Directory of Open Access Journals (Sweden)
O.A. Ighodalo
2011-08-01
Full Text Available This study presents the description of a computer program developed for purpose of carrying out an approximate heat balance for a rectangular furnace at the design stage. This is often necessary in order to determine the heat input, its expenditure and the fuel consumption. The program which was written in MATLAB estimates surface areas, calorimetric and actual furnace temperatures, input heat from fuel combustion and the heat output for metal melting, waste gases, and lining losses. Fuel requirement was obtained by equating total heat input and output. The various percentages were determined as well as the thermal indicators. The result of the application of the program to a furnace design of dimension 700×600×600 mm using gaseous fuel (Butane is presented. The percentage of heat lost through the waste gases, the unit energy consumption and coefficient of total heat utilization compare well with what is obtainable in practice as revealed in literatures. The program will be useful for furnace design purposes.
International Nuclear Information System (INIS)
This paper extends the results of Masreliez on the design of non-Gaussian estimators for a more general class of the parameter estimation problem when the system state and the observation noise may be dependent and non-Gaussian simultaneously. It is shown that the proposed non-Gaussian algorithms can approximate with high precision the minimum mean square estimator. Application of the approach to the design of different optimal (and stable) estimation algorithms is illustrated. The efficiency of the proposed algorithms is tested in some simulation experiments
International Nuclear Information System (INIS)
This paper is concerned with resistivity sounding measurements performed from single site (vertical sounding) or from several sites (profiles) within a bounded area. The objective is to present an accurate information about the study area and to estimate the likelihood of the produced quantitative models. The achievement of this objective obviously requires quite relevant data and processing methods. It also requires interpretation methods which should take into account the probable effect of an heterogeneous structure. In front of such difficulties, the interpretation of resistivity sounding data inevitably involves the use of inversion methods. We suggest starting the interpretation in simple situation (1-D approximation), and using the rough but correct model obtained as an a-priori model for any more refined interpretation. Related to this point of view, special attention should be paid for the inverse problem applied to the resistivity sounding data. This inverse problem is nonlinear, while linearity inherent in the functional response used to describe the physical experiment. Two different approaches are used to build an approximate but higher dimensional inversion of geoelectrical data: the linear approach and the bayesian statistical approach. Some illustrations of their application in resistivity sounding data acquired at Tritrivakely volcanic lake (single site) and at Mahitsy area (several sites) will be given. (author). 28 refs, 7 figs
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Tuncay Bayram
2012-04-01
Full Text Available Objective: In this study, we aimed to make a computer program that calculates approximate radiation dose received by embryo/fetus in nuclear medicine applications. Material and Methods: Radiation dose values per MBq-1 received by embryo/fetus in nuclear medicine applications were gathered from literature for various stages of pregnancy. These values were embedded in the computer code, which was written in Fortran 90 program language. Results: The computer program called nmfdose covers almost all radiopharmaceuticals used in nuclear medicine applications. Approximate radiation dose received by embryo/fetus can be calculated easily at a few steps using this computer program. Conclusion: Although there are some constraints on using the program for some special cases, nmfdose is useful and it provides practical solution for calculation of approximate dose to embryo/fetus in nuclear medicine applications. (MIRT 2012;21:19-22
Bayesian Inference and Optimal Design in the Sparse Linear Model
Seeger, Matthias; Steinke, Florian; Tsuda, Koji
2007-01-01
The sparse linear model has seen many successful applications in Statistics, Machine Learning, and Computational Biology, such as identification of gene regulatory networks from micro-array expression data. Prior work has either approximated Bayesian inference by expensive Markov chain Monte Carlo, or replaced it by point estimation. We show how to obtain a good approximation to Bayesian analysis efficiently, using the Expectation Propagation method. We also address the problems of optimal de...
Cunningham, A. C.; Wallinga, J.; Hobo, N.; Versendaal, A. J.; Makaske, B.; Middelkoop, H.
2015-01-01
The optically stimulated luminescence (OSL) signal from fluvial sediment often contains a remnant from the previous deposition cycle, leading to a partially bleached equivalent-dose distribution. Although identification of the burial dose is of primary concern, the degree of bleaching could potentially provide insights into sediment transport processes. However, comparison of bleaching between samples is complicated by sample-to-sample variation in aliquot size and luminescence sensitivity. Here we begin development of an age model to account for these effects. With measurement data from multi-grain aliquots, we use Bayesian computational statistics to estimate the burial dose and bleaching parameters of the single-grain dose distribution. We apply the model to 46 samples taken from fluvial sediment of Rhine branches in the Netherlands, and compare the results with environmental predictor variables (depositional environment, texture, sample depth, depth relative to mean water level, dose rate). Although obvious correlations with predictor variables are absent, there is some suggestion that the best-bleached samples are found close to the modern mean water level, and that the extent of bleaching has changed over the recent past. We hypothesise that sediment deposited near the transition of channel to overbank deposits receives the most sunlight exposure, due to local reworking after deposition. However, nearly all samples are inferred to have at least some well-bleached grains, suggesting that bleaching also occurs during fluvial transport.
Directory of Open Access Journals (Sweden)
Robert eBauer
2015-02-01
Full Text Available Restorative brain-computer interfaces (BCI are increasingly used to provide feedback of neuronal states in a bid to normalize pathological brain activity and achieve behavioral gains. However, patients and healthy subjects alike often show a large variability, or even inability, of brain self-regulation for BCI control, known as BCI illiteracy. Although current co-adaptive algorithms are powerful for assistive BCIs, their inherent class switching clashes with the operant conditioning goal of restorative BCIs. Moreover, due to the treatment rationale, the classifier of restorative BCIs usually has a constrained feature space, thus limiting the possibility of classifier adaptation.In this context, we applied a Bayesian model of neurofeedback and reinforcement learning for different threshold selection strategies to study the impact of threshold adaptation of a linear classifier on optimizing restorative BCIs. For each feedback iteration, we first determined the thresholds that result in minimal action entropy and maximal instructional efficiency. We then used the resulting vector for the simulation of continuous threshold adaptation. We could thus show that threshold adaptation can improve reinforcement learning, particularly in cases of BCI illiteracy. Finally, on the basis of information-theory, we provided an explanation for the achieved benefits of adaptive threshold setting.
Stenning, D. C.; Wagner-Kaiser, R.; Robinson, E.; van Dyk, D. A.; von Hippel, T.; Sarajedini, A.; Stein, N.
2016-07-01
We develop a Bayesian model for globular clusters composed of multiple stellar populations, extending earlier statistical models for open clusters composed of simple (single) stellar populations. Specifically, we model globular clusters with two populations that differ in helium abundance. Our model assumes a hierarchical structuring of the parameters in which physical properties—age, metallicity, helium abundance, distance, absorption, and initial mass—are common to (i) the cluster as a whole or to (ii) individual populations within a cluster, or are unique to (iii) individual stars. An adaptive Markov chain Monte Carlo (MCMC) algorithm is devised for model fitting that greatly improves convergence relative to its precursor non-adaptive MCMC algorithm. Our model and computational tools are incorporated into an open-source software suite known as BASE-9. We use numerical studies to demonstrate that our method can recover parameters of two-population clusters, and also show how model misspecification can potentially be identified. As a proof of concept, we analyze the two stellar populations of globular cluster NGC 5272 using our model and methods. (BASE-9 is available from GitHub: https://github.com/argiopetech/base/releases).
Reinforcement Learning via AIXI Approximation
Veness, Joel; Ng, Kee Siong; Hutter, Marcus; Silver, David
2010-01-01
This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents. Previously, it has been unclear whether the theory of AIXI could motivate the design of practical algorithms. We answer this hitherto open question in the affirmative, by providing the first computationally feasible approximation to the AIXI agent. To deve...
Computation of conditional Wiener integrals by the composite approximation formulae with weight
International Nuclear Information System (INIS)
New approximation formulae with weight for the functional integrals with conditional Wiener measure are derived. The formulae are exact on a class of polynomial functionals of a given degree. The convergence of approximations to the exact value of integral is proved, the estimate of the remainder is obtained. The results are illustrated with numerical examples. The advantages of the formulae over lattice Monte Carlo method are demonstrated in computation of some quantities in Euclidean quantum mechanics
An efficient method of computing higher-order bond price perturbation approximations
Andreasen, Martin; Zabczyk, Pawel
2011-01-01
This paper develops a fast method of computing arbitrary order perturbation approximations to bond prices in DSGE models. The procedure is implemented to third order where it can shorten the approximation process by more than 100 times. In a consumption-based endowment model with habits, it is further shown that a third-order perturbation solution is more accurate than the log-normal method and a procedure using consol bonds.
International Nuclear Information System (INIS)
We describe a method for computing linear observer statistics for maximum a posteriori (MAP) reconstructions of PET images. The method is based on a theoretical approximation for the mean and covariance of MAP reconstructions. In particular, we derive here a closed form for the channelized Hotelling observer (CHO) statistic applied to 2D MAP images. We show reasonably good correspondence between these theoretical results and Monte Carlo studies. The accuracy and low computational cost of the approximation allow us to analyze the observer performance over a wide range of operating conditions and parameter settings for the MAP reconstruction algorithm
Efficient computation of the MCTDHF approximation to the time-dependent Schrödinger equation
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Othmar Koch
2006-01-01
Full Text Available We discuss analytical and numerical properties of the multi-configuration time-dependent Hartree-Fock method for the approximate solution of the time-dependent multi-particle (electronic Schrödinger equation which are relevant for an efficient implementation of this model reduction technique. Particularly, we focus on a discretization and low rank approximation in the evaluation of the meanfield terms occurring in the MCTDHF equations of motion, which is crucial for the computational tractability of the problem. We give error bounds for this approximation and demonstrate the achieved gain in performance.
A computer code for beam optics calculation--third order approximation
Institute of Scientific and Technical Information of China (English)
L(U) Jianqin; LI Jinhai
2006-01-01
To calculate the beam transport in the ion optical systems accurately, a beam dynamics computer program of third order approximation is developed. Many conventional optical elements are incorporated in the program. Particle distributions of uniform type or Gaussian type in the ( x, y, z ) 3D ellipses can be selected by the users. The optimization procedures are provided to make the calculations reasonable and fast. The calculated results can be graphically displayed on the computer monitor.
Inverse Problems in a Bayesian Setting
Matthies, Hermann G.
2016-02-13
In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.
Energy Technology Data Exchange (ETDEWEB)
Druskin, V.; Lee, Ping [Schlumberger-Doll Research, Ridgefield, CT (United States); Knizhnerman, L. [Central Geophysical Expedition, Moscow (Russian Federation)
1996-12-31
There is now a growing interest in the area of using Krylov subspace approximations to compute the actions of matrix functions. The main application of this approach is the solution of ODE systems, obtained after discretization of partial differential equations by method of lines. In the event that the cost of computing the matrix inverse is relatively inexpensive, it is sometimes attractive to solve the ODE using the extended Krylov subspaces, originated by actions of both positive and negative matrix powers. Examples of such problems can be found frequently in computational electromagnetics.
Czech Academy of Sciences Publication Activity Database
Kainen, P.C.; Kůrková, Věra; Sanguineti, M.
2012-01-01
Roč. 58, č. 2 (2012), s. 1203-1214. ISSN 0018-9448 R&D Projects: GA MŠk(CZ) ME10023; GA ČR GA201/08/1744; GA ČR GAP202/11/1368 Grant ostatní: CNR-AV ČR(CZ-IT) Project 2010–2012 Complexity of Neural-Network and Kernel Computational Models Institutional research plan: CEZ:AV0Z10300504 Keywords : dictionary-based computational models * high-dimensional approximation and optimization * model complexity * polynomial upper bounds Subject RIV: IN - Informatics, Computer Science Impact factor: 2.621, year: 2012
Zhang, Dengfeng; Nakaya, Naoshi; Koui, Yuuji; Yoshida, Hitoaki
Recently, the appearance frequency of computer virus variants has increased. Updates to virus information using the normal pattern matching method are increasingly unable to keep up with the speed at which viruses occur, since it takes time to extract the characteristic patterns for each virus. Therefore, a rapid, automatic virus detection algorithm using static code analysis is necessary. However, recent computer viruses are almost always compressed and obfuscated. It is difficult to determine the characteristics of the binary code from the obfuscated computer viruses. Therefore, this paper proposes a method that unpacks compressed computer viruses automatically independent of the compression format. The proposed method unpacks the common compression formats accurately 80% of the time, while unknown compression formats can also be unpacked. The proposed method is effective against unknown viruses by combining it with the existing known virus detection system like Paul Graham's Bayesian Virus Filter etc.
Braak, ter C.J.F.
2004-01-01
Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli
On Computation of Approximate Joint Block-Diagonalization Using Ordinary AJD
Czech Academy of Sciences Publication Activity Database
Tichavský, Petr; Yeredor, A.; Koldovský, Zbyněk
Heidelberg: Springer, 2012 - (Theis, F.), s. 163-171. (Lecture Notes on Computer Science . 7191). ISBN 978-3-642-28550-9. [Latent Variable Analysis and Signal Separation,10th International Conference, LVA/ICA 2012. Tel Aviv (IL), 12.03.2012-15.03.2012] R&D Projects: GA MŠk 1M0572; GA ČR GA102/09/1278 Institutional support: RVO:67985556 Keywords : joint block diagonalization * independent subspace analysis Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2012/SI/tichavsky-on computation of approximate joint block-diagonalization using ordinary ajd.pdf
Banks, H. T.; Smith, Ralph C.; Wang, Yun
1994-01-01
Based on a distributed parameter model for vibrations, an approximate finite dimensional dynamic compensator is designed to suppress vibrations (multiple modes with a broad band of frequencies) of a circular plate with Kelvin-Voigt damping and clamped boundary conditions. The control is realized via piezoceramic patches bonded to the plate and is calculated from information available from several pointwise observed state variables. Examples from computational studies as well as use in laboratory experiments are presented to demonstrate the effectiveness of this design.
A Significance-Driven Programming Framework for Energy-Constrained Approximate Computing
Vassiliadis, Vassilis; Chalios, Charalambos; Parasyris, Konstantinos; Antonopoulos, Christos D.; Lalis, Spyros; Bellas, Nikolaos; Vandierendonck, Hans; Nikolopoulos, Dimitrios
2015-01-01
Approximate execution is a viable technique for energy-con\\-strained environments, provided that applications have the mechanisms to produce outputs of the highest possible quality within the given energy budget. We introduce a framework for energy-constrained execution with controlled and graceful quality loss. A simple programming model allows users to express the relative importance of computations for the quality of the end result, as well as minimum quality requirements. The significance...
Using trees to compute approximate solutions to ordinary differential equations exactly
Grossman, Robert
1991-01-01
Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.
Opendda: a Novel High-Performance Computational Framework for the Discrete Dipole Approximation
Donald, James Mc; Golden, Aaron; Jennings, S. Gerard
2009-01-01
This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in atmospheric, astrophysical and industrial simulations. Core optimizations include the bit-fielding of integer data and iterative methods that complement a new Discrete Fourier Transform (DFT) kernel, which efficiently calculates the matrix vector products required by ...
Alam Khan, Najeeb; Razzaq, Oyoon Abdul
2016-03-01
In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.
Accelerating selected columns of the density matrix computations via approximate column selection
Damle, Anil; Ying, Lexing
2016-01-01
Localized representation of the Kohn-Sham subspace plays an important role in quantum chemistry and materials science. The recently developed selected columns of the density matrix (SCDM) method [J. Chem. Theory Comput. 11, 1463, 2015] is a simple and robust procedure for finding a localized representation of a set of Kohn-Sham orbitals from an insulating system. The SCDM method allows the direct construction of a well conditioned (or even orthonormal) and localized basis for the Kohn-Sham subspace. The SCDM procedure avoids the use of an optimization procedure and does not depend on any adjustable parameters. The most computationally expensive step of the SCDM method is a column pivoted QR factorization that identifies the important columns for constructing the localized basis set. In this paper, we develop a two stage approximate column selection strategy to find the important columns at much lower computational cost. We demonstrate the effectiveness of this process using a dissociation process of a BH$_{3}...
Bessiere, Pierre; Ahuactzin, Juan Manuel; Mekhnacha, Kamel
2013-01-01
Probability as an Alternative to Boolean LogicWhile logic is the mathematical foundation of rational reasoning and the fundamental principle of computing, it is restricted to problems where information is both complete and certain. However, many real-world problems, from financial investments to email filtering, are incomplete or uncertain in nature. Probability theory and Bayesian computing together provide an alternative framework to deal with incomplete and uncertain data. Decision-Making Tools and Methods for Incomplete and Uncertain DataEmphasizing probability as an alternative to Boolean
Computational resources to filter gravitational wave data with P-approximant templates
International Nuclear Information System (INIS)
The prior knowledge of the gravitational waveform from compact binary systems makes matched filtering an attractive detection strategy. This detection method involves the filtering of the detector output with a set of theoretical waveforms or templates. One of the most important factors in this strategy is knowing how many templates are needed in order to reduce the loss of possible signals. In this study, we calculate the number of templates and computational power needed for a one-step search for gravitational waves from inspiralling binary systems. We build on previous works by first expanding the post-Newtonian waveforms to 2.5-PN order and second, for the first time, calculating the number of templates needed when using P-approximant waveforms. The analysis is carried out for the four main first-generation interferometers, LIGO, GEO600, VIRGO and TAMA. As well as template number, we also calculate the computational cost of generating banks of templates for filtering GW data. We carry out the calculations for two initial conditions. In the first case we assume a minimum individual mass of 1 Mo-dot and in the second, we assume a minimum individual mass of 5 Mo-dot. We find that, in general, we need more P-approximant templates to carry out a search than if we use standard PN templates. This increase varies according to the order of PN-approximation, but can be as high as a factor of 3 and is explained by the smaller span of the P-approximant templates as we go to higher masses. The promising outcome is that for 2-PN templates, the increase is small and is outweighed by the known robustness of the 2-PN P-approximant templates
Reliable ISR algorithms for a very-low-power approximate computer
Eaton, Ross S.; McBride, Jonah C.; Bates, Joseph
2013-05-01
The Office of Naval Research (ONR) is looking for methods to perform higher levels of sensor processing onboard UAVs to alleviate the need to transmit full motion video to ground stations over constrained data links. Charles River Analytics is particularly interested in performing intelligence, surveillance, and reconnaissance (ISR) tasks using UAV sensor feeds. Computing with approximate arithmetic can provide 10,000x improvement in size, weight, and power (SWAP) over desktop CPUs, thereby enabling ISR processing onboard small UAVs. Charles River and Singular Computing are teaming on an ONR program to develop these low-SWAP ISR capabilities using a small, low power, single chip machine, developed by Singular Computing, with many thousands of cores. Producing reliable results efficiently on massively parallel approximate machines requires adapting the core kernels of algorithms. We describe a feature-aided tracking algorithm adapted for the novel hardware architecture, which will be suitable for use onboard a UAV. Tests have shown the algorithm produces results equivalent to state-of-the-art traditional approaches while achieving a 6400x improvement in speed/power ratio.
Approximate Bisimulation and Optimization of Software Programs Based on Symbolic-Numeric Computation
Directory of Open Access Journals (Sweden)
Hui Deng
2013-01-01
Full Text Available To achieve behavior and structure optimization for a type of software program whose data exchange processes are represented by nonlinear polynomial systems, this paper establishes a novel formal description called a nonlinear polynomial transition system to represent the behavior and structure of the software program. Then, the notion of bisimulation for software programs is proposed based on the equivalence relation of corresponding nonlinear polynomial systems in their nonlinear polynomial transition systems. However, the exact equivalence is too strict in application. To enhance the flexibility of the relation among the different software systems, the notion of approximate bisimulation within a controllable error range and the calculation algorithm of approximate bisimulation based on symbolic-numeric computation are given. In this calculation, an approximate relation is represented as a MAX function that is resolved with the full filled method. At the same time, the actual error is calculable. An example on a multithreading program indicates that the approximate bisimulation relation is feasible and effective in behavior and structure optimization.
Studying approximating method and numerical computation of heat transfer of a fuel rod in PWR
International Nuclear Information System (INIS)
Based on the differential form of the general heat conduction equation, the approximating expression for a nu clear fuel rod was derived through integral. The fuel rod has asymmetrical heat resource distribution. Bessel function distribution is in radial direction and Cosine function distribution is in axis direction. Also, using the model of the advanced pressure water reactor 600, and taking an iterative calculation between tangential and normal diffusion terms in every control cell, temperature distribution of the fuel rod was computed by the finite volume method (FVM) in the unstructured grids. Comparing the approximate solutions with the numerical results, there was a good agreement between them. On this condition, we derived the location and size of maximum temperature by analysis the temperature distribution and variation. All of these can provide a useful reference for the pressure water reactor thermal design and thermal protection of nuclear engineering. (authors)
Computational modeling of fully-ionized, magnetized plasmas using the fluid approximation
Schnack, Dalton
2005-10-01
Strongly magnetized plasmas are rich in spatial and temporal scales, making a computational approach useful for studying these systems. The most accurate model of a magnetized plasma is based on a kinetic equation that describes the evolution of the distribution function for each species in six-dimensional phase space. However, the high dimensionality renders this approach impractical for computations for long time scales in relevant geometry. Fluid models, derived by taking velocity moments of the kinetic equation [1] and truncating (closing) the hierarchy at some level, are an approximation to the kinetic model. The reduced dimensionality allows a wider range of spatial and/or temporal scales to be explored. Several approximations have been used [2-5]. Successful computational modeling requires understanding the ordering and closure approximations, the fundamental waves supported by the equations, and the numerical properties of the discretization scheme. We review and discuss several ordering schemes, their normal modes, and several algorithms that can be applied to obtain a numerical solution. The implementation of kinetic parallel closures is also discussed [6].[1] S. Chapman and T.G. Cowling, ``The Mathematical Theory of Non-Uniform Gases'', Cambridge University Press, Cambridge, UK (1939).[2] R.D. Hazeltine and J.D. Meiss, ``Plasma Confinement'', Addison-Wesley Publishing Company, Redwood City, CA (1992).[3] L.E. Sugiyama and W. Park, Physics of Plasmas 7, 4644 (2000).[4] J.J. Ramos, Physics of Plasmas, 10, 3601 (2003).[5] P.J. Catto and A.N. Simakov, Physics of Plasmas, 11, 90 (2004).[6] E.D. Held et al., Phys. Plasmas 11, 2419 (2004)
Wittek, Peter; Calderaro, Luca
2015-12-01
We extended a parallel and distributed implementation of the Trotter-Suzuki algorithm for simulating quantum systems to study a wider range of physical problems and to make the library easier to use. The new release allows periodic boundary conditions, many-body simulations of non-interacting particles, arbitrary stationary potential functions, and imaginary time evolution to approximate the ground state energy. The new release is more resilient to the computational environment: a wider range of compiler chains and more platforms are supported. To ease development, we provide a more extensive command-line interface, an application programming interface, and wrappers from high-level languages.
Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling.
Bardou, Olivier; Frikha, Noufel; Pagès, G
2009-01-01
Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are two risk measures which are widely used in the practice of risk management. This paper deals with the problem of computing both VaR and CVaR using stochastic approximation (with decreasing steps): we propose a first Robbins-Monro procedure based on Rockaffelar-Uryasev's identity for the CVaR. The convergence rate of this algorithm to its target satisfies a Gaussian Central Limit Theorem. As a second step, in order to speed up the in...
Directory of Open Access Journals (Sweden)
JulienDiard
2013-11-01
Full Text Available This research involves a novel apparatus, in which the user is presented with an illusion inducing visual stimulus. The user perceives illusory movement that can be followed by the eye, so that smooth pursuit eye movements can be sustained in arbitrary directions. Thus, free-flow trajectories of any shape can be traced. In other words, coupled with an eye-tracking device, this apparatus enables "eye writing", which appears to be an original object of study. We adapt a previous model of reading and writing to this context. We describe a probabilistic model called the Bayesian Action-Perception for Eye On-Line model (BAP-EOL. It encodes probabilistic knowledge about isolated letter trajectories, their size, high-frequency components of the produced trajectory, and pupil diameter. We show how Bayesian inference, in this single model, can be used to solve several tasks, like letter recognition and novelty detection (i.e., recognizing when a presented character is not part of the learned database. We are interested in the potential use of the eye writing apparatus by motor impaired patients: the final task we solve by Bayesian inference is disability assessment (i.e., measuring and tracking the evolution of motor characteristics of produced trajectories. Preliminary experimental results are presented, which illustrate the method, showing the feasibility of character recognition in the context of eye writing. We then show experimentally how a model of the unknown character can be used to detect trajectories that are likely to be new symbols, and how disability assessment can be performed by opportunistically observing characteristics of fine motor control, as letter are being traced. Experimental analyses also help identify specificities of eye writing, as compared to handwriting, and the resulting technical challenges.
Parallel local approximation MCMC for expensive models
Conrad, Patrick; Davis, Andrew; Marzouk, Youssef; Pillai, Natesh; Smith, Aaron
2016-01-01
Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In recent work [Conrad et al. JASA 2015, arXiv:1402.1694] we described a framework for constructing and refining local approximations of such models during an MCMC simulation. These posterior--adapted approximations harness regularity of the model to reduce the c...
Directory of Open Access Journals (Sweden)
V. S.S. Yadavalli
2002-09-01
Full Text Available Bayesian estimation is presented for the stationary rate of disappointments, D∞, for two models (with different specifications of intermittently used systems. The random variables in the system are considered to be independently exponentially distributed. Jeffreys’ prior is assumed for the unknown parameters in the system. Inference about D∞ is being restrained in both models by the complex and non-linear definition of D∞. Monte Carlo simulation is used to derive the posterior distribution of D∞ and subsequently the highest posterior density (HPD intervals. A numerical example where Bayes estimates and the HPD intervals are determined illustrates these results. This illustration is extended to determine the frequentistical properties of this Bayes procedure, by calculating covering proportions for each of these HPD intervals, assuming fixed values for the parameters.
Opendda: a Novel High-Performance Computational Framework for the Discrete Dipole Approximation
Donald, James Mc; Jennings, S Gerard
2009-01-01
This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in atmospheric, astrophysical and industrial simulations. Core optimizations include the bit-fielding of integer data and iterative methods that complement a new Discrete Fourier Transform (DFT) kernel, which efficiently calculates the matrix vector products required by these iterative solution schemes. The new kernel performs the requisite 3-D DFTs as ensembles of 1-D transforms, and by doing so, is able to reduce the number of constituent 1-D transforms by 60% and the memory by over 80%. The optimizations also facilitate the use of parallel techniques to further enhance the performance. Complete OpenMP-based shared-memory and MPI-based distributed-memory implementations have been created to take full advantage of the various architectures. Several benchmarks of the new framework indica...
Bayesian Methods for Neural Networks and Related Models
Titterington, D.M.
2004-01-01
Models such as feed-forward neural networks and certain other structures investigated in the computer science literature are not amenable to closed-form Bayesian analysis. The paper reviews the various approaches taken to overcome this difficulty, involving the use of Gaussian approximations, Markov chain Monte Carlo simulation routines and a class of non-Gaussian but “deterministic” approximations called variational approximations.
BAMBI: blind accelerated multimodal Bayesian inference
Graff, Philip; Hobson, Michael P; Lasenby, Anthony
2011-01-01
In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest package for nested sampling as well as the training of an artificial neural network (NN) to learn the likelihood function. In the case of computationally expensive likelihoods, this allows the substitution of a much more rapid approximation in order to increase significantly the speed of the analysis. We begin by demonstrating, with a few toy examples, the ability of a NN to learn complicated likelihood surfaces. BAMBI's ability to decrease running time for Bayesian inference is then demonstrated in the context of estimating cosmological parameters from WMAP and other observations. We show that valuable speed increases are achieved in addition to obtaining NNs trained on the likelihood functions for the different model and data combinations. These NNs can then be used for an...
Indian Academy of Sciences (India)
Pravin K Gupta; Sri Niwas; Neeta Chaudhary
2006-06-01
The computation of electromagnetic (EM)ﬁelds,for 1-D layered earth model,requires evaluation of Hankel Transform (HT)of the EM kernel function.The digital ﬁltering is the most widely used technique to evaluate HT integrals.However,it has some obvious shortcomings.We present an alternative scheme,based on an orthonormal exponential approximation of the kernel function, for evaluating HT integrals.This approximation of the kernel function was chosen because the analytical solution of HT of an exponential function is readily available in literature.This expansion reduces the integral to a simple algebraic sum.The implementation of such a scheme requires that the weights and the exponents of the exponential function be estimated.The exponents were estimated through a guided search algorithm while the weights were obtained using Marquardt matrix inversion method.The algorithm was tested on analytical HT pairs available in literature. The results are compared with those obtained using the digital ﬁltering technique with Anderson ﬁlters.The ﬁeld curves for four types (A-,K-,H-and Q-type)of 3-layer earth models are generated using the present scheme and compared with the corresponding curves obtained using the Anderson scheme.It is concluded that the present scheme is more accurate than the Anderson scheme.
Efficient computation of radiances for optically thin media by Pade approximants
International Nuclear Information System (INIS)
This paper solves the multi-layer multiple-scattering plane-parallel radiative transfer problem for solar and thermal sources. Efficient calculation of radiances for optically thin media is made possible by the method herein called PARTM-'Pade approximation radiative transfer method'. The algorithm calculates the matrix exponential and the global reflection and transmission operators using Pade approximants with an accuracy prescribed by the user. In a multi-layer atmosphere, these operators can be combined using the adding method. Computational gain is enhanced by exploiting the symmetry inherent in the exponential solution and then exploiting the structure of this matrix to halve the order of the matrix solution. A range of numerical tests were performed that demonstrate the accuracy and speed of PARTM relative to widely used DISORT model. Finally, the method was applied for two example cases, one for a multispectral instrument such MODIS and one for an instrument similar to the 0.76-μm GOSAT and OCO O2 A-band spectrometers.
Barres, Benoît; Carlier, J.; Seguin, M; Fenouillet, C; Cilas, C.; Ravigné, V
2012-01-01
Understanding the processes by which new diseases are introduced in previously healthy areas is of major interest in elaborating prevention and management policies, as well as in understanding the dynamics of pathogen diversity at large spatial scale. In this study, we aimed to decipher the dispersal processes that have led to the emergence of the plant pathogenic fungus Microcyclus ulei, which is responsible for the South American Leaf Blight (SALB). This fungus has devastated rubber ...
Development of highly accurate approximate scheme for computing the charge transfer integral.
Pershin, Anton; Szalay, Péter G
2015-08-21
The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the "exact" scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the "exact" calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature. PMID:26298117
Analyzing the service availability of mobile cloud computing systems by fluid-flow approximation
Institute of Scientific and Technical Information of China (English)
Hong-wu LV; Jun-yu LIN; Hui-qiang WANG; Guang-sheng FENG; Mo ZHOU
2015-01-01
Mobile cloud computing (MCC) has become a promising technique to deal with computation- or data-intensive tasks. It overcomes the limited processing power, poor storage capacity, and short battery life of mobile devices. Providing con-tinuous and on-demand services, MCC argues that the service must be available for users at anytime and anywhere. However, at present, the service availability of MCC is usually measured by some certain metrics of a real-world system, and the results do not have broad representation since different systems have different load levels, different deployments, and many other random factors. Meanwhile, for large-scale and complex types of services in MCC systems, simulation-based methods (such as Monte-Carlo simulation) may be costly and the traditional state-based methods always suffer from the problem of state-space explosion. In this paper, to overcome these shortcomings, fluid-flow approximation, a breakthrough to avoid state-space explosion, is adopted to analyze the service availability of MCC. Four critical metrics, including response time of service, minimum sensing time of devices, minimum number of nodes chosen, and action throughput, are defined to estimate the availability by solving a group of ordinary differential equations even before the MCC system is fully deployed. Experimental results show that our method costs less time in analyzing the service availability of MCC than the Markov- or simulation-based methods.
Development of highly accurate approximate scheme for computing the charge transfer integral
International Nuclear Information System (INIS)
The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the “exact” scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the “exact” calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature
Energy Technology Data Exchange (ETDEWEB)
Cai, C. [CEA, LIST, 91191 Gif-sur-Yvette, France and CNRS, SUPELEC, UNIV PARIS SUD, L2S, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette (France); Rodet, T.; Mohammad-Djafari, A. [CNRS, SUPELEC, UNIV PARIS SUD, L2S, 3 rue Joliot-Curie, 91192 Gif-sur-Yvette (France); Legoupil, S. [CEA, LIST, 91191 Gif-sur-Yvette (France)
2013-11-15
Purpose: Dual-energy computed tomography (DECT) makes it possible to get two fractions of basis materials without segmentation. One is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical DECT measurements are usually obtained with polychromatic x-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam polychromaticity fail to estimate the correct decomposition fractions and result in beam-hardening artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log preprocessing and the ill-conditioned water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on nonlinear forward models counting the beam polychromaticity show great potential for giving accurate fraction images.Methods: This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint maximum a posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a nonquadratic cost function. To solve it, the use of a monotone conjugate gradient algorithm with suboptimal descent steps is proposed.Results: The performance of the proposed approach is analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also
Nakayama, Hiromasa
2006-01-01
We give an algorithm to compute the local $b$ function. In this algorithm, we use the Mora division algorithm in the ring of differential operators and an approximate division algorithm in the ring of differential operators with power series coefficient.
Bayesian Spatial Modelling with R-INLA
Finn Lindgren; Håvard Rue
2015-01-01
The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA) approach proposed by Rue, Martino, and Chopin (2009) is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized) linear mixed to spatial and spatio-temporal models. Combined with the stochastic...
Current trends in Bayesian methodology with applications
Upadhyay, Satyanshu K; Dey, Dipak K; Loganathan, Appaia
2015-01-01
Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics.Each chapter is self-contained and focuses on
Directory of Open Access Journals (Sweden)
M. Scherstjanoi
2014-02-01
Full Text Available To be able to simulate climate change effects on forest dynamics over the whole of Switzerland, we adapted the second generation DGVM LPJ-GUESS to the Alpine environment. We modified model functions, tuned model parameters, and implemented new tree species to represent the potential natural vegetation of Alpine landscapes. Furthermore, we increased the computational efficiency of the model to enable area-covering simulations in a fine resolution (1 km sufficient for the complex topography of the Alps, which resulted in more than 32 000 simulation grid cells. To this aim, we applied the recently developed method GAPPARD (Scherstjanoi et al., 2013 to LPJ-GUESS. GAPPARD derives mean output values from a combination of simulation runs without disturbances and a patch age distribution defined by the disturbance frequency. With this computationally efficient method, that increased the model's speed by approximately the factor 8, we were able to faster detect shortcomings of LPJ-GUESS functions and parameters. We used the adapted LPJ-GUESS together with GAPPARD to assess the influence of one climate change scenario on dynamics of tree species composition and biomass throughout the 21st century in Switzerland. To allow for comparison with the original model, we additionally simulated forest dynamics along a north-south-transect through Switzerland. The results from this transect confirmed the high value of the GAPPARD method despite some limitations towards extreme climatic events. It allowed for the first time to obtain area-wide, detailed high resolution LPJ-GUESS simulation results for a large part of the Alpine region.
Quantum Inference on Bayesian Networks
Yoder, Theodore; Low, Guang Hao; Chuang, Isaac
2014-03-01
Because quantum physics is naturally probabilistic, it seems reasonable to expect physical systems to describe probabilities and their evolution in a natural fashion. Here, we use quantum computation to speedup sampling from a graphical probability model, the Bayesian network. A specialization of this sampling problem is approximate Bayesian inference, where the distribution on query variables is sampled given the values e of evidence variables. Inference is a key part of modern machine learning and artificial intelligence tasks, but is known to be NP-hard. Classically, a single unbiased sample is obtained from a Bayesian network on n variables with at most m parents per node in time (nmP(e) - 1 / 2) , depending critically on P(e) , the probability the evidence might occur in the first place. However, by implementing a quantum version of rejection sampling, we obtain a square-root speedup, taking (n2m P(e) -1/2) time per sample. The speedup is the result of amplitude amplification, which is proving to be broadly applicable in sampling and machine learning tasks. In particular, we provide an explicit and efficient circuit construction that implements the algorithm without the need for oracle access.
Liu, Haofei; Sun, Wei
2016-08-01
In this study, we evaluated computational efficiency of finite element (FE) simulations when a numerical approximation method was used to obtain the tangent moduli. A fiber-reinforced hyperelastic material model for nearly incompressible soft tissues was implemented for 3D solid elements using both the approximation method and the closed-form analytical method, and validated by comparing the components of the tangent modulus tensor (also referred to as the material Jacobian) between the two methods. The computational efficiency of the approximation method was evaluated with different perturbation parameters and approximation schemes, and quantified by the number of iteration steps and CPU time required to complete these simulations. From the simulation results, it can be seen that the overall accuracy of the approximation method is improved by adopting the central difference approximation scheme compared to the forward Euler approximation scheme. For small-scale simulations with about 10,000 DOFs, the approximation schemes could reduce the CPU time substantially compared to the closed-form solution, due to the fact that fewer calculation steps are needed at each integration point. However, for a large-scale simulation with about 300,000 DOFs, the advantages of the approximation schemes diminish because the factorization of the stiffness matrix will dominate the solution time. Overall, as it is material model independent, the approximation method simplifies the FE implementation of a complex constitutive model with comparable accuracy and computational efficiency to the closed-form solution, which makes it attractive in FE simulations with complex material models. PMID:26692168
Neto, Elias Chaibub; Jang, In Sock; Friend, Stephen H; Margolin, Adam A
2014-01-01
Computational efficiency is important for learning algorithms operating in the "large p, small n" setting. In computational biology, the analysis of data sets containing tens of thousands of features ("large p"), but only a few hundred samples ("small n"), is nowadays routine, and regularized regression approaches such as ridge-regression, lasso, and elastic-net are popular choices. In this paper we propose a novel and highly efficient Bayesian inference method for fitting ridge-regression. Our method is fully analytical, and bypasses the need for expensive tuning parameter optimization, via cross-validation, by employing Bayesian model averaging over the grid of tuning parameters. Additional computational efficiency is achieved by adopting the singular value decomposition reparametrization of the ridge-regression model, replacing computationally expensive inversions of large p × p matrices by efficient inversions of small and diagonal n × n matrices. We show in simulation studies and in the analysis of two large cancer cell line data panels that our algorithm achieves slightly better predictive performance than cross-validated ridge-regression while requiring only a fraction of the computation time. Furthermore, in comparisons based on the cell line data sets, our algorithm systematically out-performs the lasso in both predictive performance and computation time, and shows equivalent predictive performance, but considerably smaller computation time, than the elastic-net. PMID:24297531
Granade, Christopher; Cory, D G
2015-01-01
In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of- the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we solve all three problems. First, we use modern statistical methods, as pioneered by Husz\\'ar and Houlsby and by Ferrie, to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first informative priors on quantum states and channels. Finally, we develop a method that allows online tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.
Goldberg, Leslie Ann
2012-01-01
We study the complexity of computing the sign of the Tutte polynomial of a graph. As there are only three possible outcomes (positive, negative, and zero), this seems at first sight more like a decision problem than a counting problem. Surprisingly, however, there are large regions of the parameter space for which computing the sign of the Tutte polynomial is actually #P-hard. As a trivial consequence, approximating the polynomial is also #P-hard in this case. Thus, approximately evaluating the Tutte polynomial in these regions is as hard as exactly counting the satisfying assignments to a CNF Boolean formula. For most other points in the parameter space, we show that computing the sign of the polynomial is in FP, whereas approximating the polynomial can be done in polynomial time with an NP oracle. As a special case, we completely resolve the complexity of computing the sign of the chromatic polynomial - this is easily computable at q=2 and when q is less than or equal to 32/27, and is NP-hard to compute for...
On the computation of long period seismograms in a 3-D earth using normal mode based approximations
Romanowicz, Barbara A.; Panning, Mark P.; Gung, Yuancheng; Capdeville, Yann
2008-11-01
Tomographic inversions for large-scale structure of the earth's mantle involve a forward modelling step of wave propagation through 3-D heterogeneity. Until now, most investigators have worked in the framework of the simplest theoretical assumptions, namely the infinite frequency `ray theory' in the case of body wave traveltime inversions, or the `path-average' approximation (PAVA) to normal mode perturbation theory, in the case of surface waves and long-period waveforms. As interest is shifting to mapping shorter wavelength structures, the need for a more accurate theoretical account of the interaction of seismic waves with mantle heterogeneity, coupled with improvements in path coverage, has been realized. Here we discuss different levels of approximations used in the context of normal mode perturbation theory, when modelling time domain seismic waveforms. We compare the performance of asymptotic approximations, which collapse the effects of 3-D structure onto the great circle vertical plane: the 1-D PAVA and a 2-D approximation called non-linear asymptotic coupling theory (NACT), which both are zeroth order asymptotic approximations. We then discuss how off-vertical plane effects can be introduced using higher order asymptotics. These computationally efficient approximations are compared to the linear Born formalism (BORN), which computes scattering integrals over the entire surface of the sphere. We point out some limitations of this linear formalism in the case of spatially extended anomalies, and show how that can be remedied through the introduction of a non-linear term (NBORN). All these approximations are referenced to a precise 3-D numerical computation afforded by the spectral element method. We discuss simple geometries, and explore a range of sizes of anomalies compared to the wavelength of the seismic waves considered, thus illustrating the range of validity and limitations of the various approximations considered.
Approximations in Inspection Planning
DEFF Research Database (Denmark)
Engelund, S.; Sørensen, John Dalsgaard; Faber, M. H.; Bloch, Allan
2000-01-01
. One of the more important of these approximations is the assumption that all inspections will reveal no defects. Using this approximation the optimal inspection plan may be determined on the basis of conditional probabilities, i.e. the probability of failure given no defects have been found by the......Planning of inspections of civil engineering structures may be performed within the framework of Bayesian decision analysis. The effort involved in a full Bayesian decision analysis is relatively large. Therefore, the actual inspection planning is usually performed using a number of approximations...... inspection. In this paper the quality of this approximation is investigated. The inspection planning is formulated both as a full Bayesian decision problem and on the basis of the assumption that the inspection will reveal no defects....
Detection accuracy of in vitro approximal caries by cone beam computed tomography images
International Nuclear Information System (INIS)
Aims: To evaluate the diagnostic accuracy of approximal carious lesions among five CBCT systems and to assess the effect of detector types employed by different CBCT systems on the accuracy of approximal caries diagnosis. Materials and methods: Thirty-nine extracted non-cavitated human permanent teeth were employed in the study. Seven observers evaluated 78 approximal surfaces of the teeth with respect to caries by the images from the following five CBCT systems: (1) NewTom 9000; (2) Accuitomo 3DX; (3) Kodak 9000 3D; (4) ProMax 3D; and (5) DCT PRO, respectively. The lesions were validated by histological examination. The area under receiver operating characteristic (ROC) curve (Az) was used to evaluate the diagnostic accuracy. Results: Microscopy of approximal surfaces found 47.4% sound, 39.8% enamel and 12.8% dentin lesions. The differences of Az values among the five CBCT systems were not statistically significant (p = 0.348). No significant difference was found between the two detector types of CBCT systems (p = 0.47). Conclusions: The five CBCT systems employed in the study showed no significant difference in the in vitro approximal caries detection. Neither the detector nor the FOV employed by the CBCT systems has an impact on the detection accuracy of approximal caries.
Detection accuracy of in vitro approximal caries by cone beam computed tomography images
Energy Technology Data Exchange (ETDEWEB)
Qu Xingmin, E-mail: quxingmin@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Li Gang, E-mail: kqgang@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Zhang Zuyan, E-mail: zhangzy-bj@vip.sina.com [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China); Ma Xuchen, E-mail: kqxcma@bjmu.edu.cn [Department of Oral and Maxillofacial Radiology, Peking University School and Hospital of Stomatology, 22 Zhongguancun Nandajie, Hai Dian District, Beijing 100081 (China)
2011-08-15
Aims: To evaluate the diagnostic accuracy of approximal carious lesions among five CBCT systems and to assess the effect of detector types employed by different CBCT systems on the accuracy of approximal caries diagnosis. Materials and methods: Thirty-nine extracted non-cavitated human permanent teeth were employed in the study. Seven observers evaluated 78 approximal surfaces of the teeth with respect to caries by the images from the following five CBCT systems: (1) NewTom 9000; (2) Accuitomo 3DX; (3) Kodak 9000 3D; (4) ProMax 3D; and (5) DCT PRO, respectively. The lesions were validated by histological examination. The area under receiver operating characteristic (ROC) curve (A{sub z}) was used to evaluate the diagnostic accuracy. Results: Microscopy of approximal surfaces found 47.4% sound, 39.8% enamel and 12.8% dentin lesions. The differences of A{sub z} values among the five CBCT systems were not statistically significant (p = 0.348). No significant difference was found between the two detector types of CBCT systems (p = 0.47). Conclusions: The five CBCT systems employed in the study showed no significant difference in the in vitro approximal caries detection. Neither the detector nor the FOV employed by the CBCT systems has an impact on the detection accuracy of approximal caries.
Neto, Elias Chaibub; Jang, In Sock; Friend, Stephen H.; Margolin, Adam A.
2014-01-01
Computational efficiency is important for learning algorithms operating in the “large p, small n” setting. In computational biology, the analysis of data sets containing tens of thousands of features (“large p”), but only a few hundred samples (“small n”), is nowadays routine, and regularized regression approaches such as ridge-regression, lasso, and elastic-net are popular choices. In this paper we propose a novel and highly efficient Bayesian inference method for fitting ridge-regression. O...
Bayesian site selection for fast Gaussian process regression
Pourhabib, Arash
2014-02-05
Gaussian Process (GP) regression is a popular method in the field of machine learning and computer experiment designs; however, its ability to handle large data sets is hindered by the computational difficulty in inverting a large covariance matrix. Likelihood approximation methods were developed as a fast GP approximation, thereby reducing the computation cost of GP regression by utilizing a much smaller set of unobserved latent variables called pseudo points. This article reports a further improvement to the likelihood approximation methods by simultaneously deciding both the number and locations of the pseudo points. The proposed approach is a Bayesian site selection method where both the number and locations of the pseudo inputs are parameters in the model, and the Bayesian model is solved using a reversible jump Markov chain Monte Carlo technique. Through a number of simulated and real data sets, it is demonstrated that with appropriate priors chosen, the Bayesian site selection method can produce a good balance between computation time and prediction accuracy: it is fast enough to handle large data sets that a full GP is unable to handle, and it improves, quite often remarkably, the prediction accuracy, compared with the existing likelihood approximations. © 2014 Taylor and Francis Group, LLC.
Computing a Finite Size Representation of the Set of Approximate Solutions of an MOP
Schuetze, Oliver; Tantar, Emilia; Talbi, El-Ghazali
2008-01-01
Recently, a framework for the approximation of the entire set of $\\epsilon$-efficient solutions (denote by $E_\\epsilon$) of a multi-objective optimization problem with stochastic search algorithms has been proposed. It was proven that such an algorithm produces -- under mild assumptions on the process to generate new candidate solutions --a sequence of archives which converges to $E_{\\epsilon}$ in the limit and in the probabilistic sense. The result, though satisfactory for most discrete MOPs, is at least from the practical viewpoint not sufficient for continuous models: in this case, the set of approximate solutions typically forms an $n$-dimensional object, where $n$ denotes the dimension of the parameter space, and thus, it may come to perfomance problems since in practise one has to cope with a finite archive. Here we focus on obtaining finite and tight approximations of $E_\\epsilon$, the latter measured by the Hausdorff distance. We propose and investigate a novel archiving strategy theoretically and emp...
Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad
2016-05-01
Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert
Complexity analysis of accelerated MCMC methods for Bayesian inversion
Hoang, Viet Ha; Schwab, Christoph; Stuart, Andrew M.
2013-08-01
The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse problems. Balancing the sources of error arising from finite-dimensional approximation of the unknown field, the PDE forward solution map and the sampling of the probability space under the posterior distribution are essential for the design of efficient computational Bayesian methods for PDE inverse problems. We study Bayesian inversion for a model elliptic PDE with an unknown diffusion coefficient. We provide complexity analyses of several Markov chain Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the Bayesian posterior distribution, given data δ. Particular attention is given to bounds on the overall work required to achieve a prescribed error level ε. Specifically, we first bound the computational complexity of ‘plain’ MCMC, based on combining MCMC sampling with linear complexity multi-level solvers for elliptic PDE. Our (new) work versus accuracy bounds show that the complexity of this approach can be quite prohibitive. Two strategies for reducing the computational complexity are then proposed and analyzed: first, a sparse, parametric and deterministic generalized polynomial chaos (gpc) ‘surrogate’ representation of the forward response map of the PDE over the entire parameter space, and, second, a novel multi-level Markov chain Monte Carlo strategy which utilizes sampling from a multi-level discretization of the posterior and the forward PDE. For both of these strategies, we derive asymptotic bounds on work versus accuracy, and hence asymptotic bounds on the computational complexity of the algorithms. In particular, we provide sufficient conditions on the regularity of the unknown coefficients of the PDE and on the
Institute of Scientific and Technical Information of China (English)
Xin-Gao Gong; Lihua Shen; Dier Zhang; Aihui Zhou
2008-01-01
In this paper, both the standard finite element discretization and a two-scale finite element discretization for SchrSdinger equations are studied. The numerical analysis is based on the regularity that is also obtained in this paper for the Schrodinger equations. Very satisfying applications to electronic structure computations are provided, too.
Braak, ter C.J.F.
2006-01-01
Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli
Bayesian Peak Picking for NMR Spectra
Cheng, Yichen
2014-02-01
Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein–DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method.
Czech Academy of Sciences Publication Activity Database
Krejsa, Jiří; Věchet, S.
Bratislava: Slovak University of Technology in Bratislava, 2010, s. 217-222. ISBN 978-80-227-3353-3. [Robotics in Education . Bratislava (SK), 16.09.2010-17.09.2010] Institutional research plan: CEZ:AV0Z20760514 Keywords : mobile robot localization * bearing only beacons * Bayesian filters Subject RIV: JD - Computer Applications, Robotics
A computational intensive method- Lubrication approximation theory for blade coating process
Directory of Open Access Journals (Sweden)
Saira Bhatti
2016-09-01
Full Text Available This paper presents the analysis of the process of blade coating through a computational intensive method for an incompressible Newtonian fluid along with Magnetohydrodynamics (MHD. The slip between the substrate and the fluid is also taken into account. The nature of the existing steady solutions has been investigated with the help of exact and numerical methods. Those obtained exact solutions include the solutions for the velocity profiles, volumetric flow rate and pressure gradient. The important engineering quantities like maximum pressure, pressure distribution and load are also computed. It is assumed that the relative velocity between the plate and the fluid is proportional to the shear rate at the plate. An external magnetic field is applied normal to the plates. It is observed and concluded that both slip parameter and the magnetic field parameter serve as the controlling parameters in the industrial blade coating process.
Dynamically Computing Approximate Frequency Counts in Sliding Window over Data Stream
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper presents two one-pass algorithms for dynamically computing frequency counts in sliding window over a data stream-computing frequency counts exceeding user-specified threshold ε. The first algorithm constructs sub-windows and deletes expired sub-windows periodically in sliding window, and each sub-window maintains a summary data structure. The first algorithm outputs at most 1/ε + 1 elements for frequency queries over the most recent N elements. The second algorithm adapts multiple levels method to deal with data stream. Once the sketch of the most recent N elements has been constructed, the second algorithm can provides the answers to the frequency queries over the most recent n(n≤N) elements. The second algorithm outputs at most 1/ε+2 elements. The analytical and experimental results show that our algorithms are accurate and effective.
A Prior Study of Split Compilation and Approximate Floating-Point Computations
Taguchi, Takanoki
2011-01-01
From a future perspective of heterogeneous multicore processors, we studied several optimization processes specified for floating-point numbers in this internship. To adjust this new generation processors, we believe {¥it split compilation} has an important role to receive the maximum benefits from these processors. A purpose of our internship is to know a potential of tradeoff between accuracy and speedup of floating-point computations as a prior-study to promote the notion of split compilat...
Draper, D.
2001-01-01
© 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography
Alinea, Allan L.; Kubota, Takahiro; Naylor, Wade
2016-02-01
We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll k-inflation based on the uniform approximation (UA) in conjunction with an expansion scheme for slow-roll parameters with respect to the number of e-folds about the so-called turning point. Earlier works on this method have so far gained some promising results derived from the approximating expressions for the power spectra among others, up to second order with respect to the Hubble and sound flow parameters, when compared to other semi-analytical approaches (e.g., Green's function and WKB methods). However, a closer inspection is suggestive that there is a problem when higher-order parts of the power spectra are considered; residual logarithmic divergences may come out that can render the prediction physically inconsistent. Looking at this possibility, we map out up to what order with respect to the mentioned parameters several physical quantities can be calculated before hitting a logarithmically divergent result. It turns out that the power spectra are limited up to second order, the tensor-to-scalar ratio up to third order, and the spectral indices and running converge to all orders. This indicates that the expansion scheme is incompatible with the working equations derived from UA for the power spectra but compatible with that of the spectral indices. For those quantities that involve logarithmically divergent terms in the higher-order parts, existing results in the literature for the convergent lower-order parts calculated in the equivalent fashion should be viewed with some caution; they do not rest on solid mathematical ground.
Some approximate Godunov schemes to compute shallow-water equations with topography
Gallouet, Thierry; Herard, Jean-Marc; Seguin, Nicolas
2003-01-01
We study here the computation of shallow-water equations with topography by Finite Volume methods, in a one-dimensional framework (though all methods introduced may be naturally extended in two dimensions). All methods performed are based on a dicretisation of the topography by a piecewise function constant on each cell of the mesh, from an original idea of A.Y. Le Roux et al.. Whereas the Well-Balanced scheme of A.Y. Le Roux is based on the exact resolution of each Riemann problem, we consid...
International Nuclear Information System (INIS)
Dose rate distribution of commercially available I-125 seeds is strongly anisotropic due to self absorption. Effects of this anisotropy to dose distribution of linear, planar and volume implants are studied. Results suggest that this anisotropy should be taken into account especially when one is considering dose distribution near the seeds. Angularly averaged distribution of single seed is found to cause serious deflections to isodoses of the implant in high dose region. To use true anisotropic dose rate distribution one must be able to evaluate angular orientation of seeds in the implant. A method is presented to compute this orientation also when seeds are poorly visible in radiographs. (orig.)
Bayesian modeling using WinBUGS
Ntzoufras, Ioannis
2009-01-01
A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...
Bayesian least squares deconvolution
Asensio Ramos, A.; Petit, P.
2015-11-01
Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.
Bayesian least squares deconvolution
Ramos, A Asensio
2015-01-01
Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider LSD under the Bayesian framework and we introduce a flexible Gaussian Process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results. We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.
Loredo, T J
2004-01-01
I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative ``maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two ``toy'' problems with simulated data--measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object--show the approach can significantly improve observational eff...
Bayesian inference tools for inverse problems
Mohammad-Djafari, Ali
2013-08-01
In this paper, first the basics of Bayesian inference with a parametric model of the data is presented. Then, the needed extensions are given when dealing with inverse problems and in particular the linear models such as Deconvolution or image reconstruction in Computed Tomography (CT). The main point to discuss then is the prior modeling of signals and images. A classification of these priors is presented, first in separable and Markovien models and then in simple or hierarchical with hidden variables. For practical applications, we need also to consider the estimation of the hyper parameters. Finally, we see that we have to infer simultaneously on the unknowns, the hidden variables and the hyper parameters. Very often, the expression of this joint posterior law is too complex to be handled directly. Indeed, rarely we can obtain analytical solutions to any point estimators such the Maximum A posteriori (MAP) or Posterior Mean (PM). Three main tools are then can be used: Laplace approximation (LAP), Markov Chain Monte Carlo (MCMC) and Bayesian Variational Approximations (BVA). To illustrate all these aspects, we will consider a deconvolution problem where we know that the input signal is sparse and propose to use a Student-t prior for that. Then, to handle the Bayesian computations with this model, we use the property of Student-t which is modelling it via an infinite mixture of Gaussians, introducing thus hidden variables which are the variances. Then, the expression of the joint posterior of the input signal samples, the hidden variables (which are here the inverse variances of those samples) and the hyper-parameters of the problem (for example the variance of the noise) is given. From this point, we will present the joint maximization by alternate optimization and the three possible approximation methods. Finally, the proposed methodology is applied in different applications such as mass spectrometry, spectrum estimation of quasi periodic biological signals and
Alinea, Allan L; Naylor, Wade
2015-01-01
We investigate a calculation method for solving the Mukhanov-Sasaki equation in slow-roll $k$-inflation based on the uniform approximation in conjunction with an expansion scheme for slow-roll parameters with respect to the number of $e$-folds about the so-called turning point. Earlier works on this method has so far gained sensible calculation results for the resulting expression for power spectra among others, up to second order with respect to the Hubble and sound flow parameters, when compared to other semi-analytical approaches (e.g., Green's function and WKB methods). However, a closer inspection is suggestive that this may not hold when higher-order parts of the power spectra are considered; residual logarithmic divergences may come out that would make the prediction problematic. Looking at this possibility, we map out up to what order with respect to the mentioned parameters several physical quantities can be calculated before hitting a logarithmically divergent result. It turns out that the power spe...
Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations
Chen, Peng; Schwab, Christoph
2016-07-01
We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov-Galerkin high-fidelity ("HiFi") discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by the so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation
Capponi, Martina; Sampietro, Daniele; Sansò, Fernando
2016-04-01
The computation of the vertical attraction due to the topographic masses (Terrain Correction) is still a matter of study both in geodetic as well as in geophysical applications. In fact it is required in high precision geoid estimation by the remove-restore technique and it is used to isolate the gravitational effect of anomalous masses in geophysical exploration. This topographical effect can be evaluated from the knowledge of a Digital Terrain Model in different ways: e.g. by means of numerical integration, by prisms, tesseroids, polyedra or Fast Fourier Transform (FFT) techniques. The increasing resolution of recently developed digital terrain models, the increasing number of observation points due to extensive use of airborne gravimetry and the increasing accuracy of gravity data represents nowadays major issues for the terrain correction computation. Classical methods such as prism or point masses approximations are indeed too slow while Fourier based techniques are usually too approximate for the required accuracy. In this work a new software, called Gravity Terrain Effects (GTE), developed in order to guarantee high accuracy and fast computation of terrain corrections is presented. GTE has been thought expressly for geophysical applications allowing the computation not only of the effect of topographic and bathymetric masses but also those due to sedimentary layers or to the Earth crust-mantle discontinuity (the so called Moho). In the present contribution we summarize the basic theory of the software and its practical implementation. Basically the GTE software is based on a new algorithm which, by exploiting the properties of the Fast Fourier Transform, allows to quickly compute the terrain correction, in spherical approximation, at ground or airborne level. Some tests to prove its performances are also described showing GTE capability to compute high accurate terrain corrections in a very short time. Results obtained for a real airborne survey with GTE
International Nuclear Information System (INIS)
In the experimental data processing computer PANAFACOM U-400 in the Institute of Plasma Physics, Nagoya University, general purpose programs have been prepared for checking on the data stored in it. These programs were originally developed for use in the on-line data processing system for JIPP T-2 experiment. They are in two subroutines for obtaining straight lines best fitting data points by the method of least squares and several subroutines for the graphic display of data points. With the subroutines, graphic display, statistical processing and the display of its results can be carried out for experimental data. The programs are cataloged as execution load modules in disk files. In case of using them, it is necessary only to assign required arguments and then call the subroutines by FORTRAN CALL statements. The graphic display subroutines are based on the standard GRASP of U-400 graphic processing software. No knowledge of GRASP is required, however. Users can readily use the programs only by referring to the present report. (J.P.N.)
Novel diagrammatic method for computing transport coefficients - beyond the Boltzmann approximation
International Nuclear Information System (INIS)
We propose a novel diagrammatic method for computing transport coefficients in relativistic quantum field theory. Our method is based on a reformulation and extension of the diagrammatic method by Eliashberg given in the imaginary-time formalism to the relativistic quantum field theory in the real-time formalism, in which the cumbersome analytical continuation problem can be avoided. The transport coefficients are obtained from a two-point function via Kubo formula. It is know that naive perturbation theory breaks down owing to a so called pinch singularity, and hence a resummation is required for getting a finite and sensible result. As a novel resummation method, we first decompose the two point function into the singular part and the regular part, and then reconstruct the diagrams. We find that a self-consistent equation for the two-point function has the same structure as the linearized Boltzmann equation. It is known that the two-point function at the leading order is equivalent to the linearized Boltzmann equation. We find the higher order corrections are nicely summarized as a renormalization of the vertex function, spectral function, and collision term. We also discuss the critical behavior of the transport coefficients near a phase transition, applying our method. (author)
Neuronanatomy, neurology and Bayesian networks
Bielza Lozoya, Maria Concepcion
2014-01-01
Bayesian networks are data mining models with clear semantics and a sound theoretical foundation. In this keynote talk we will pinpoint a number of neuroscience problems that can be addressed using Bayesian networks. In neuroanatomy, we will show computer simulation models of dendritic trees and classification of neuron types, both based on morphological features. In neurology, we will present the search for genetic biomarkers in Alzheimer's disease and the prediction of health-related qualit...
Complexity Results and Approximation Strategies for MAP Explanations
Darwiche, A; 10.1613/jair.1236
2011-01-01
MAP is the problem of finding a most probable instantiation of a set of variables given evidence. MAP has always been perceived to be significantly harder than the related problems of computing the probability of a variable instantiation Pr, or the problem of computing the most probable explanation (MPE). This paper investigates the complexity of MAP in Bayesian networks. Specifically, we show that MAP is complete for NP^PP and provide further negative complexity results for algorithms based on variable elimination. We also show that MAP remains hard even when MPE and Pr become easy. For example, we show that MAP is NP-complete when the networks are restricted to polytrees, and even then can not be effectively approximated. Given the difficulty of computing MAP exactly, and the difficulty of approximating MAP while providing useful guarantees on the resulting approximation, we investigate best effort approximations. We introduce a generic MAP approximation framework. We provide two instantiations of the frame...
Loredo, Thomas J.
2004-04-01
I describe a framework for adaptive scientific exploration based on iterating an Observation-Inference-Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data are gathered. The framework uses a unified Bayesian methodology for the inference and design stages: Bayesian inference to quantify what we have learned from the available data and predict future data, and Bayesian decision theory to identify which new observations would teach us the most. When the goal of the experiment is simply to make inferences, the framework identifies a computationally efficient iterative ``maximum entropy sampling'' strategy as the optimal strategy in settings where the noise statistics are independent of signal properties. Results of applying the method to two ``toy'' problems with simulated data-measuring the orbit of an extrasolar planet, and locating a hidden one-dimensional object-show the approach can significantly improve observational efficiency in settings that have well-defined nonlinear models. I conclude with a list of open issues that must be addressed to make Bayesian adaptive exploration a practical and reliable tool for optimizing scientific exploration.
Jou, Jonathan D; Jain, Swati; Georgiev, Ivelin S; Donald, Bruce R
2016-06-01
Sparse energy functions that ignore long range interactions between residue pairs are frequently used by protein design algorithms to reduce computational cost. Current dynamic programming algorithms that fully exploit the optimal substructure produced by these energy functions only compute the GMEC. This disproportionately favors the sequence of a single, static conformation and overlooks better binding sequences with multiple low-energy conformations. Provable, ensemble-based algorithms such as A* avoid this problem, but A* cannot guarantee better performance than exhaustive enumeration. We propose a novel, provable, dynamic programming algorithm called Branch-Width Minimization* (BWM*) to enumerate a gap-free ensemble of conformations in order of increasing energy. Given a branch-decomposition of branch-width w for an n-residue protein design with at most q discrete side-chain conformations per residue, BWM* returns the sparse GMEC in O([Formula: see text]) time and enumerates each additional conformation in merely O([Formula: see text]) time. We define a new measure, Total Effective Search Space (TESS), which can be computed efficiently a priori before BWM* or A* is run. We ran BWM* on 67 protein design problems and found that TESS discriminated between BWM*-efficient and A*-efficient cases with 100% accuracy. As predicted by TESS and validated experimentally, BWM* outperforms A* in 73% of the cases and computes the full ensemble or a close approximation faster than A*, enumerating each additional conformation in milliseconds. Unlike A*, the performance of BWM* can be predicted in polynomial time before running the algorithm, which gives protein designers the power to choose the most efficient algorithm for their particular design problem. PMID:26744898
Approximate maximum likelihood estimation using data-cloning ABC
Picchini, Umberto; Anderson, Rachele
2015-01-01
A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC sampler with so-called "data cloning" for maximum likelihood estimation. Accuracy of ABC methods relies on the use of a small threshold value for comparing simulations from the model and observed data. The proposed methodology shows how to use large threshold ...
Adaptive approximate filtering of state-space models
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil
Nice: EURASIP, 2015, s. 2236-2240. ISBN 978-0-9928626-4-0. ISSN 2076-1465. [23rd European Signal Processing Conference (EUSIPCO). Nice (FR), 31.08.2015-04.09.2015] R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : Approximate Bayesian computation * ABC * filtration Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/AS/dedecius-0447270.pdf
Computing the band structure and energy gap of penta-graphene by using DFT and G0W0 approximations
Einollahzadeh, H.; Dariani, R. S.; Fazeli, S. M.
2016-03-01
In this paper, we consider the optimum coordinate of the penta-graphene. Penta-graphene is a new stable carbon allotrope which is stronger than graphene. Here, we compare the band gap of penta-graphene with various density functional theory (DFT) methods. We plot the band structure of penta-graphene which calculated with the generalized gradient approximation functional HTCH407, about Fermi energy. Then, one-shot GW (G0W0) correction for precise computations of band structure is applied. Quasi-direct band gap of penta-graphene is obtained around 4.1-4.3 eV by G0W0 correction. Penta-graphene is an insulator and can be expected to have broad applications in future, especially in nanoelectronics and nanomechanics.
Gu, Yamei; You, Shanhong
2016-07-01
With the rapid growth of data rate, the optical network is evolving from fixed-grid to flexible-grid to provide spectrum-efficient and scalable transport of 100 Gb/s services and beyond. Also, the deployment of wavelength converter in the existing network can increase the flexibility of routing and wavelength allocation (RWA) and improve blocking performance of the optical networks. In this paper, we present a methodology for computing approximate blocking probabilities of the provision of multiclass services in the flexible-grid optical networks with sub-band spectrum conversion and inverse multiplexing respectively. Numerical calculation results based on the model are compared to the simulation results for the different cases. It is shown that the calculation results match well with the simulation results for the flexible-grid optical networks at different scenarios.
Stochastic model updating utilizing Bayesian approach and Gaussian process model
Wan, Hua-Ping; Ren, Wei-Xin
2016-03-01
Stochastic model updating (SMU) has been increasingly applied in quantifying structural parameter uncertainty from responses variability. SMU for parameter uncertainty quantification refers to the problem of inverse uncertainty quantification (IUQ), which is a nontrivial task. Inverse problem solved with optimization usually brings about the issues of gradient computation, ill-conditionedness, and non-uniqueness. Moreover, the uncertainty present in response makes the inverse problem more complicated. In this study, Bayesian approach is adopted in SMU for parameter uncertainty quantification. The prominent strength of Bayesian approach for IUQ problem is that it solves IUQ problem in a straightforward manner, which enables it to avoid the previous issues. However, when applied to engineering structures that are modeled with a high-resolution finite element model (FEM), Bayesian approach is still computationally expensive since the commonly used Markov chain Monte Carlo (MCMC) method for Bayesian inference requires a large number of model runs to guarantee the convergence. Herein we reduce computational cost in two aspects. On the one hand, the fast-running Gaussian process model (GPM) is utilized to approximate the time-consuming high-resolution FEM. On the other hand, the advanced MCMC method using delayed rejection adaptive Metropolis (DRAM) algorithm that incorporates local adaptive strategy with global adaptive strategy is employed for Bayesian inference. In addition, we propose the use of the powerful variance-based global sensitivity analysis (GSA) in parameter selection to exclude non-influential parameters from calibration parameters, which yields a reduced-order model and thus further alleviates the computational burden. A simulated aluminum plate and a real-world complex cable-stayed pedestrian bridge are presented to illustrate the proposed framework and verify its feasibility.
Moteki, N.
2015-12-01
Black carbon (BC) is a light-absorbing carbonaceous aerosol emitted from combustions of fossil fuels and biomasses and is estimated as the second most important contributor to positive climate forcing after the carbon dioxide. In the atmosphere, the fractal aggregate of BC-spherules may be mixed with non-absorbing (or weakly absorbing) compounds that forms morphologically complex "BC-containing particle". A reliable scattering code for BC-containing particles is necessary for predicting mass absorption efficiency of BC and designing/evaluating optical techniques for estimating microphysical properties (i.e., size distribution, mixing state, shape, refractive index) of BC-containing particles. The computational methods that derived from the volume-integral form of the Maxwell equation, such as discrete dipole approximation (DDA), are method of choice for morphologically complex object like BC-containing particles. In ordinary DDA, the entire particle volume is approximated as a collection of tiny cubical dipoles (with side length d) placed on a 3D cubic lattice. For several model BC-containing particles, the comparisons with numerically exact T-matrix method reveals that the ordinary DDA suffered from persistent positive systematic error (up to +30%) in absorption even under d DDA error is identified to be the shape error in BC-spherules. To eliminate the shape error in BC-spherules, we propose a new DDA methodology which may be called hybrid DDA (h-DDA): each primary BC sphere is assumed as a spherical dipole, while remaining particle volume of coating material is approximated by a collection of tiny cubical dipoles on a 3D cubic lattice. Positive absorption bias up to +30% in ordinary DDA is suppressed to within 3% in h-DDA. In h-DDA code, an efficient FFT-based algorithm for solving the matrix equation has been implemented, by utilizing the multilevel block-Toeplitz property of the submatrix corresponding to inter-dipole interaction within coating material.
Bayesian analysis of hierarchical multi-fidelity codes
Gratiet, Loic Le
2011-01-01
This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This co-kriging method allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of a large number of code levels on the one hand and on a Bayesian approach when we have 2 levels on the other hand. Moreover, based on a Bayes linear formulation, an extension of the universal kriging equations are provided for the co-kriging model. We also address the problem of nested space-filling design for multi-fidelity computer experiments and we provide a significant simplification of the computation of the co-kriging cross-validation equations. A hydrodynamic simulator example is used to illustrate the comparison Bayesian versus non-Bayesian co-kriging. A thermodynamic example is used to illustrate the comparison between 2-level and 3-level co-kriging.
Energy Technology Data Exchange (ETDEWEB)
Ribeiro, M., E-mail: ribeiro.jr@oorbit.com.br [Office of Operational Research for Business Intelligence and Technology, Principal Office, Buffalo, Wyoming 82834 (United States)
2015-06-21
Ab initio calculations of hydrogen-passivated Si nanowires were performed using density functional theory within LDA-1/2, to account for the excited states properties. A range of diameters was calculated to draw conclusions about the ability of the method to correctly describe the main trends of bandgap, quantum confinement, and self-energy corrections versus the diameter of the nanowire. Bandgaps are predicted with excellent accuracy if compared with other theoretical results like GW, and with the experiment as well, but with a low computational cost.
International Nuclear Information System (INIS)
Ab initio calculations of hydrogen-passivated Si nanowires were performed using density functional theory within LDA-1/2, to account for the excited states properties. A range of diameters was calculated to draw conclusions about the ability of the method to correctly describe the main trends of bandgap, quantum confinement, and self-energy corrections versus the diameter of the nanowire. Bandgaps are predicted with excellent accuracy if compared with other theoretical results like GW, and with the experiment as well, but with a low computational cost
Kirstein, Roland
2005-01-01
This paper presents a modification of the inspection game: The ?Bayesian Monitoring? model rests on the assumption that judges are interested in enforcing compliant behavior and making correct decisions. They may base their judgements on an informative but imperfect signal which can be generated costlessly. In the original inspection game, monitoring is costly and generates a perfectly informative signal. While the inspection game has only one mixed strategy equilibrium, three Perfect Bayesia...
Bayesian seismic AVO inversion
Energy Technology Data Exchange (ETDEWEB)
Buland, Arild
2002-07-01
A new linearized AVO inversion technique is developed in a Bayesian framework. The objective is to obtain posterior distributions for P-wave velocity, S-wave velocity and density. Distributions for other elastic parameters can also be assessed, for example acoustic impedance, shear impedance and P-wave to S-wave velocity ratio. The inversion algorithm is based on the convolutional model and a linearized weak contrast approximation of the Zoeppritz equation. The solution is represented by a Gaussian posterior distribution with explicit expressions for the posterior expectation and covariance, hence exact prediction intervals for the inverted parameters can be computed under the specified model. The explicit analytical form of the posterior distribution provides a computationally fast inversion method. Tests on synthetic data show that all inverted parameters were almost perfectly retrieved when the noise approached zero. With realistic noise levels, acoustic impedance was the best determined parameter, while the inversion provided practically no information about the density. The inversion algorithm has also been tested on a real 3-D dataset from the Sleipner Field. The results show good agreement with well logs but the uncertainty is high. The stochastic model includes uncertainties of both the elastic parameters, the wavelet and the seismic and well log data. The posterior distribution is explored by Markov chain Monte Carlo simulation using the Gibbs sampler algorithm. The inversion algorithm has been tested on a seismic line from the Heidrun Field with two wells located on the line. The uncertainty of the estimated wavelet is low. In the Heidrun examples the effect of including uncertainty of the wavelet and the noise level was marginal with respect to the AVO inversion results. We have developed a 3-D linearized AVO inversion method with spatially coupled model parameters where the objective is to obtain posterior distributions for P-wave velocity, S
Learning and Approximating the Optimal Strategy to Commit To
Letchford, Joshua; Conitzer, Vincent; Munagala, Kamesh
Computing optimal Stackelberg strategies in general two-player Bayesian games (not to be confused with Stackelberg strategies in routing games) is a topic that has recently been gaining attention, due to their application in various security and law enforcement scenarios. Earlier results consider the computation of optimal Stackelberg strategies, given that all the payoffs and the prior distribution over types are known. We extend these results in two different ways. First, we consider learning optimal Stackelberg strategies. Our results here are mostly positive. Second, we consider computing approximately optimal Stackelberg strategies. Our results here are mostly negative.
Bayesian Vision for Shape Recovery
Jalobeanu, Andre
2004-01-01
We present a new Bayesian vision technique that aims at recovering a shape from two or more noisy observations taken under similar lighting conditions. The shape is parametrized by a piecewise linear height field, textured by a piecewise linear irradiance field, and we assume Gaussian Markovian priors for both shape vertices and irradiance variables. The observation process. also known as rendering, is modeled by a non-affine projection (e.g. perspective projection) followed by a convolution with a piecewise linear point spread function. and contamination by additive Gaussian noise. We assume that the observation parameters are calibrated beforehand. The major novelty of the proposed method consists of marginalizing out the irradiances considered as nuisance parameters, which is achieved by Laplace approximations. This reduces the inference to minimizing an energy that only depends on the shape vertices, and therefore allows an efficient Iterated Conditional Mode (ICM) optimization scheme to be implemented. A Gaussian approximation of the posterior shape density is computed, thus providing estimates both the geometry and its uncertainty. We illustrate the effectiveness of the new method by shape reconstruction results in a 2D case. A 3D version is currently under development and aims at recovering a surface from multiple images, reconstructing the topography by marginalizing out both albedo and shading.
Case studies in Bayesian microbial risk assessments
Directory of Open Access Journals (Sweden)
Turner Joanne
2009-12-01
Full Text Available Abstract Background The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates. Methods We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs. Results We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5. The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11. In the second
General and Local: Averaged k-Dependence Bayesian Classifiers
Directory of Open Access Journals (Sweden)
Limin Wang
2015-06-01
Full Text Available The inference of a general Bayesian network has been shown to be an NP-hard problem, even for approximate solutions. Although k-dependence Bayesian (KDB classifier can construct at arbitrary points (values of k along the attribute dependence spectrum, it cannot identify the changes of interdependencies when attributes take different values. Local KDB, which learns in the framework of KDB, is proposed in this study to describe the local dependencies implicated in each test instance. Based on the analysis of functional dependencies, substitution-elimination resolution, a new type of semi-naive Bayesian operation, is proposed to substitute or eliminate generalization to achieve accurate estimation of conditional probability distribution while reducing computational complexity. The final classifier, averaged k-dependence Bayesian (AKDB classifiers, will average the output of KDB and local KDB. Experimental results on the repository of machine learning databases from the University of California Irvine (UCI showed that AKDB has significant advantages in zero-one loss and bias relative to naive Bayes (NB, tree augmented naive Bayes (TAN, Averaged one-dependence estimators (AODE, and KDB. Moreover, KDB and local KDB show mutually complementary characteristics with respect to variance.
Lombaert, E.; Guillemaud, T.; Thomas, C.E.; Handley, L.J.L.; Li, J.; Wang, S.; Pang, H.; Goryacheva, I.; Zakharov, I.A.; Jousselin, E.; Poland, R.L.; Migeon, A.; Lenteren, van J.C.; Clercq, de P.; Berkvens, N.; Jones, W.; Estoup, A.
2011-01-01
Correct identification of the source population of an invasive species is a prerequisite for testing hypotheses concerning the factors responsible for biological invasions. The native area of invasive species may be large, poorly known and/or genetically structured. Because the actual source populat
Bayesian nonparametric data analysis
Müller, Peter; Jara, Alejandro; Hanson, Tim
2015-01-01
This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.
Congdon, Peter
2014-01-01
This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be readily adapted to the reader's own applications. The second edition has been thoroughly reworked and updated to take account of advances in the field. A new set of worked examples is included. The novel aspect of the first edition was the coverage of statistical modeling using WinBU
Shoemaker, C. A.; Cowan, D.; Woodbury, J.; Ruppert, D.; Bliznyuk, N.; Wang, Y.; Li, Y.
2009-12-01
This paper presents application of a new computationally efficient method SOARS for statistically rigorous assessment of uncertainty in parameters and model output when the model is calibrated to field data. The SOARS method is general and is here applied to watershed problems The innovative aspect of this procedure is that an optimization method is first used to find the maximum likelihood estimator and then the costly simulations done during the optimization are re-used to build a response surface model of the likelihood function. Markov Chain Monte Carlo is applied then to the response surface model to obtain the posterior distributions of the model parameters and the appropriate transformations to correct for non-normal error. On a hazardous spill in channel problem and on a small watershed (37 km2), the computational effort to obtain roughly the same accuracy of solution is 150 model simulations for the SOARS method versus 10,000 simulations for conventional MCMC analysis, which is more than a 60 fold reduction in computational effort. For the larger Cannonsville Watershed (1200 km2) the method is expanded to provide posterior densities not only on parameter values but also on multiple model predictions. Available software for the method will be discussed as well as SOAR’s use for assessing the impact of climate change on hydrology and water-borne pollutant transport in the Cannonsville basin and other watersheds.
On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean
Weng, Chung-Sing
1989-01-01
It is shown that the Bayesian bootstrap approximation to the posterior distribution of the unknown mean (with respect to a Dirichlet process prior) is more accurate than both the standard normal approximation and the bootstrap approximation. It is also shown that the Bayesian bootstrap approximation to the sampling distribution of the sample average is not as accurate as the bootstrap approximation.
Bayesian Spatial Modelling with R-INLA
Directory of Open Access Journals (Sweden)
Finn Lindgren
2015-02-01
Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.
Energy Technology Data Exchange (ETDEWEB)
Kayipmaz, Saadettin, E-mail: kayipmaz@ktu.edu.tr [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Sezgin, Omer Said, E-mail: omersaidsezgin@gmail.com [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Saricaoglu, Senem Tugra, E-mail: senem_tugra@hotmail.com [Karadeniz Technical University, Faculty of Dentistry, Department of Oral Diagnosis and Radiology, Farabi, 61080 Trabzon (Turkey); Can, Gamze, E-mail: gcanktu@yahoo.com [Karadeniz Technical University Faculty of Medicine Department of Public Health (Turkey)
2011-11-15
Aim: The aim of this study was to compare conventional radiography, storage phosphor plate, and cone beam computed tomography for in vitro determination of occlusal and approximal caries. Methods: A total of 72 extracted human premolar and molar teeth were selected. Teeth were radiographed with conventional intraoral radiography, a storage phosphor plate system, and cone beam computed tomography and evaluated by two observers. The teeth were then separated and examined with a stereomicroscope and a scanner at approximately 8x magnification. Results: CBCT was statistically superior to conventional radiography and phosphor plate for determining occlusal caries. No significant difference from CBCT, conventional radiography and the phosphor plate system for determining approximal caries was found. Conclusion: The CBCT system may be used as an auxiliary method for the detection of caries.
International Nuclear Information System (INIS)
Aim: The aim of this study was to compare conventional radiography, storage phosphor plate, and cone beam computed tomography for in vitro determination of occlusal and approximal caries. Methods: A total of 72 extracted human premolar and molar teeth were selected. Teeth were radiographed with conventional intraoral radiography, a storage phosphor plate system, and cone beam computed tomography and evaluated by two observers. The teeth were then separated and examined with a stereomicroscope and a scanner at approximately 8x magnification. Results: CBCT was statistically superior to conventional radiography and phosphor plate for determining occlusal caries. No significant difference from CBCT, conventional radiography and the phosphor plate system for determining approximal caries was found. Conclusion: The CBCT system may be used as an auxiliary method for the detection of caries.
Bayesian artificial intelligence
Korb, Kevin B
2010-01-01
Updated and expanded, Bayesian Artificial Intelligence, Second Edition provides a practical and accessible introduction to the main concepts, foundation, and applications of Bayesian networks. It focuses on both the causal discovery of networks and Bayesian inference procedures. Adopting a causal interpretation of Bayesian networks, the authors discuss the use of Bayesian networks for causal modeling. They also draw on their own applied research to illustrate various applications of the technology.New to the Second EditionNew chapter on Bayesian network classifiersNew section on object-oriente
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 and...... largely due to the availability of efficient inference algorithms for answering probabilistic queries about the states of the variables in the network. Furthermore, to support the construction of Bayesian network models, learning algorithms are also available. We give an overview of the Bayesian network...
Bayesian Models of Brain and Behaviour
Penny, William
2012-01-01
This paper presents a review of Bayesian models of brain and behaviour. We first review the basic principles of Bayesian inference. This is followed by descriptions of sampling and variational methods for approximate inference, and forward and backward recursions in time for inference in dynamical models. The review of behavioural models covers work in visual processing, sensory integration, sensorimotor integration, and collective decision making. The review of brain models covers a range of...
Cover Tree Bayesian Reinforcement Learning
Tziortziotis, Nikolaos; Dimitrakakis, Christos; Blekas, Konstantinos
2013-01-01
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tree method, which remains efficient in high dimensional spaces. We combine the model with Thompson sampling and approximate dynamic programming to obtain effective exploration po...
A Bayesian foundation for individual learning under uncertainty
Directory of Open Access Journals (Sweden)
Christoph Mathys
2011-05-01
Full Text Available Computational learning models are critical for understanding mechanisms of adaptive behavior. However, the two major current frameworks, reinforcement learning (RL and Bayesian learning, both have certain limitations. For example, many Bayesian models are agnostic of inter-individual variability and involve complicated integrals, making online learning difficult. Here, we introduce a generic hierarchical Bayesian framework for individual learning under multiple forms of uncertainty (e.g., environmental volatility and perceptual uncertainty. The model assumes Gaussian random walks of states at all but the first level, with the step size determined by the next higher level. The coupling between levels is controlled by parameters that shape the influence of uncertainty on learning in a subject-specific fashion. Using variational Bayes under a mean field approximation and a novel approximation to the posterior energy function, we derive trial-by-trial update equations which (i are analytical and extremely efficient, enabling real-time learning, (ii have a natural interpretation in terms of RL, and (iii contain parameters representing processes which play a key role in current theories of learning, e.g., precision-weighting of prediction error. These parameters allow for the expression of individual differences in learning and may relate to specific neuromodulatory mechanisms in the brain. Our model is very general: it can deal with both discrete and continuous states and equally accounts for deterministic and probabilistic relations between environmental events and perceptual states (i.e., situations with and without perceptual uncertainty. These properties are illustrated by simulations and analyses of empirical time series. Overall, our framework provides a novel foundation for understanding normal and pathological learning that contextualizes RL within a generic Bayesian scheme and thus connects it to principles of optimality from probability
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 Games with Intentions
Bjorndahl, Adam; Halpern, Joseph Y.; Pass, Rafael
2016-01-01
We show that standard Bayesian games cannot represent the full spectrum of belief-dependent preferences. However, by introducing a fundamental distinction between intended and actual strategies, we remove this limitation. We define Bayesian games with intentions, generalizing both Bayesian games and psychological games, and prove that Nash equilibria in psychological games correspond to a special class of equilibria as defined in our setting.
Bayesian models a statistical primer for ecologists
Hobbs, N Thompson
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili
Bayesian Variable Selection in Spatial Autoregressive Models
Jesus Crespo Cuaresma; Philipp Piribauer
2015-01-01
This paper compares the performance of Bayesian variable selection approaches for spatial autoregressive models. We present two alternative approaches which can be implemented using Gibbs sampling methods in a straightforward way and allow us to deal with the problem of model uncertainty in spatial autoregressive models in a flexible and computationally efficient way. In a simulation study we show that the variable selection approaches tend to outperform existing Bayesian model averaging tech...
Bayesian Analysis of Multivariate Probit Models
Siddhartha Chib; Edward Greenberg
1996-01-01
This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Markov chain Monte Carlo version of the E-M algorithm. Computation of Bayes factors from the simulation output is also considered. The methods are applied to a bivariate data set, to a 534-subject, four-year longitudinal dat...
Bayesian Network Models for Adaptive Testing
Czech Academy of Sciences Publication Activity Database
Plajner, Martin; Vomlel, Jiří
Achen: Sun SITE Central Europe, 2016 - (Agosta, J.; Carvalho, R.), s. 24-33. (CEUR Workshop Proceedings. Vol 1565). ISSN 1613-0073. [The Twelfth UAI Bayesian Modeling Applications Workshop (BMAW 2015). Amsterdam (NL), 16.07.2015] R&D Projects: GA ČR GA13-20012S Institutional support: RVO:67985556 Keywords : Bayesian networks * Computerized adaptive testing Subject RIV: JD - Computer Applications, Robotics http://library.utia.cas.cz/separaty/2016/MTR/plajner-0458062.pdf
Bayesian analysis of rare events
Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.
Directory of Open Access Journals (Sweden)
AMANPREET SINGH
2006-12-01
Full Text Available Communication plays a significant role in today’s life. Integration of computing and communicating devices, wide-spread internet access through World Wide Web (WWW, and wireless links are an increasing demand for mobile cellular services at the consumer end, so it has led to new signal processing technologies. Signal processing and communications are tightly inter-woven and immensely influence each other. As the need for sophisticated signal processing algorithms and hardware increase, their potential to make contributions to the communication revolution appears unbounded. Digital signal processing (DSP technology is widely used in numerous familiar products, peripherals of computers and the electronics world. This paper deals with the optimization of DSP environment for communication applications. Emphasis is given to the receiver part of the communication system; more specifically the channel separation aspect is discussed. No such algorithm for the computational saving for receiver part of communication system has been reported earlier. In this paper an attempt has been made to optimize the filtering operation.
Learning Bayesian networks for discrete data
Liang, Faming
2009-02-01
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, it possesses the self-adjusting mechanism and thus avoids essentially the local-trap problem suffered by conventional MCMC simulation-based approaches in learning Bayesian networks. Secondly, it falls into the class of dynamic importance sampling algorithms; the network features can be inferred by dynamically weighted averaging the samples generated in the learning process, and the resulting estimates can have much lower variation than the single model-based estimates. The numerical results indicate that our approach can mix much faster over the space of Bayesian networks than the conventional MCMC simulation-based approaches. © 2008 Elsevier B.V. All rights reserved.
Approximate iterative algorithms
Almudevar, Anthony Louis
2014-01-01
Iterative algorithms often rely on approximate evaluation techniques, which may include statistical estimation, computer simulation or functional approximation. This volume presents methods for the study of approximate iterative algorithms, providing tools for the derivation of error bounds and convergence rates, and for the optimal design of such algorithms. Techniques of functional analysis are used to derive analytical relationships between approximation methods and convergence properties for general classes of algorithms. This work provides the necessary background in functional analysis a
Bayesian estimation of turbulent motion
Héas, P.; Herzet, C.; Mémin, E.; Heitz, D.; P. D. Mininni
2013-01-01
International audience Based on physical laws describing the multi-scale structure of turbulent flows, this article proposes a regularizer for fluid motion estimation from an image sequence. Regularization is achieved by imposing some scale invariance property between histograms of motion increments computed at different scales. By reformulating this problem from a Bayesian perspective, an algorithm is proposed to jointly estimate motion, regularization hyper-parameters, and to select the ...
Skill Rating by Bayesian Inference
Di Fatta, Giuseppe; Haworth, Guy McCrossan; Regan, Kenneth W.
2009-01-01
Systems Engineering often involves computer modelling the behaviour of proposed systems and their components. Where a component is human, fallibility must be modelled by a stochastic agent. The identification of a model of decision-making over quantifiable options is investigated using the game-domain of Chess. Bayesian methods are used to infer the distribution of players’ skill levels from the moves they play rather than from their competitive results. The approach is used on large sets of ...
Xuan, Z C; Lassila, T. (Toni); Rozza, G; Quarteroni, A
2010-01-01
Verification of the computation of local quantities of interest, e.g. the displacements at a point, the stresses in a local area and the stress intensity factors at crack tips, plays an important role in improving the structural design for safety. In this paper, the smoothed finite element method (SFEM) is used for finding upper and lower bounds on the local quantities of interest that are outputs of the displacement field for linear elasticity problems, based on bounds on strain energy in bo...
Parameterized Complexity Results for Exact Bayesian Network Structure Learning
Sebastian Ordyniak; Stefan Szeider
2014-01-01
Bayesian network structure learning is the notoriously difficult problem of discovering a Bayesian network that optimally represents a given set of training data. In this paper we study the computational worst-case complexity of exact Bayesian network structure learning under graph theoretic restrictions on the (directed) super-structure. The super-structure is an undirected graph that contains as subgraphs the skeletons of solution networks. We introduce the directed super-structure as a nat...
Algorithms and Complexity Results for Exact Bayesian Structure Learning
Sebastian Ordyniak; Stefan Szeider
2012-01-01
Bayesian structure learning is the NP-hard problem of discovering a Bayesian network that optimally represents a given set of training data. In this paper we study the computational worst-case complexity of exact Bayesian structure learning under graph theoretic restrictions on the super-structure. The super-structure (a concept introduced by Perrier, Imoto, and Miyano, JMLR 2008) is an undirected graph that contains as subgraphs the skeletons of solution networks. Our results apply to severa...
fastRESOLVE: fast Bayesian imaging for aperture synthesis in radio astronomy
Greiner, Maksim; Junklewitz, Henrik; Enßlin, Torsten A
2016-01-01
The standard imaging algorithm for interferometric radio data, CLEAN, is optimal for point source observations, but suboptimal for diffuse emission. Recently, RESOLVE, a new Bayesian algorithm has been developed, which is ideal for extended source imaging. Unfortunately, RESOLVE is computationally very expensive. In this paper we present fastRESOLVE, a modification of RESOLVE based on an approximation of the interferometric likelihood that allows us to avoid expensive gridding routines and consequently gain a factor of roughly 100 in computation time. Furthermore, we include a Bayesian estimation of the measurement uncertainty of the visibilities into the imaging, a procedure not applied in aperture synthesis before. The algorithm requires little to no user input compared to the standard method CLEAN while being superior for extended and faint emission. We apply the algorithm to VLA data of Abell 2199 and show that it resolves more detailed structures.
Rubin, Donald B.
1981-01-01
The Bayesian bootstrap is the Bayesian analogue of the bootstrap. Instead of simulating the sampling distribution of a statistic estimating a parameter, the Bayesian bootstrap simulates the posterior distribution of the parameter; operationally and inferentially the methods are quite similar. Because both methods of drawing inferences are based on somewhat peculiar model assumptions and the resulting inferences are generally sensitive to these assumptions, neither method should be applied wit...
Bayesian kinematic earthquake source models
Minson, S. E.; Simons, M.; Beck, J. L.; Genrich, J. F.; Galetzka, J. E.; Chowdhury, F.; Owen, S. E.; Webb, F.; Comte, D.; Glass, B.; Leiva, C.; Ortega, F. H.
2009-12-01
Most coseismic, postseismic, and interseismic slip models are based on highly regularized optimizations which yield one solution which satisfies the data given a particular set of regularizing constraints. This regularization hampers our ability to answer basic questions such as whether seismic and aseismic slip overlap or instead rupture separate portions of the fault zone. We present a Bayesian methodology for generating kinematic earthquake source models with a focus on large subduction zone earthquakes. Unlike classical optimization approaches, Bayesian techniques sample the ensemble of all acceptable models presented as an a posteriori probability density function (PDF), and thus we can explore the entire solution space to determine, for example, which model parameters are well determined and which are not, or what is the likelihood that two slip distributions overlap in space. Bayesian sampling also has the advantage that all a priori knowledge of the source process can be used to mold the a posteriori ensemble of models. Although very powerful, Bayesian methods have up to now been of limited use in geophysical modeling because they are only computationally feasible for problems with a small number of free parameters due to what is called the "curse of dimensionality." However, our methodology can successfully sample solution spaces of many hundreds of parameters, which is sufficient to produce finite fault kinematic earthquake models. Our algorithm is a modification of the tempered Markov chain Monte Carlo (tempered MCMC or TMCMC) method. In our algorithm, we sample a "tempered" a posteriori PDF using many MCMC simulations running in parallel and evolutionary computation in which models which fit the data poorly are preferentially eliminated in favor of models which better predict the data. We present results for both synthetic test problems as well as for the 2007 Mw 7.8 Tocopilla, Chile earthquake, the latter of which is constrained by InSAR, local high
Direct message passing for hybrid Bayesian networks and performance analysis
Sun, Wei; Chang, K. C.
2010-04-01
Probabilistic inference for hybrid Bayesian networks, which involves both discrete and continuous variables, has been an important research topic over the recent years. This is not only because a number of efficient inference algorithms have been developed and used maturely for simple types of networks such as pure discrete model, but also for the practical needs that continuous variables are inevitable in modeling complex systems. Pearl's message passing algorithm provides a simple framework to compute posterior distribution by propagating messages between nodes and can provides exact answer for polytree models with pure discrete or continuous variables. In addition, applying Pearl's message passing to network with loops usually converges and results in good approximation. However, for hybrid model, there is a need of a general message passing algorithm between different types of variables. In this paper, we develop a method called Direct Message Passing (DMP) for exchanging messages between discrete and continuous variables. Based on Pearl's algorithm, we derive formulae to compute messages for variables in various dependence relationships encoded in conditional probability distributions. Mixture of Gaussian is used to represent continuous messages, with the number of mixture components up to the size of the joint state space of all discrete parents. For polytree Conditional Linear Gaussian (CLG) Bayesian network, DMP has the same computational requirements and can provide exact solution as the one obtained by the Junction Tree (JT) algorithm. However, while JT can only work for the CLG model, DMP can be applied for general nonlinear, non-Gaussian hybrid model to produce approximate solution using unscented transformation and loopy propagation. Furthermore, we can scale the algorithm by restricting the number of mixture components in the messages. Empirically, we found that the approximation errors are relatively small especially for nodes that are far away from
Doing bayesian data analysis a tutorial with R and BUGS
Kruschke, John K
2011-01-01
There is an explosion of interest in Bayesian statistics, primarily because recently created computational methods have finally made Bayesian analysis obtainable to a wide audience. Doing Bayesian Data Analysis, A Tutorial Introduction with R and BUGS provides an accessible approach to Bayesian data analysis, as material is explained clearly with concrete examples. The book begins with the basics, including essential concepts of probability and random sampling, and gradually progresses to advanced hierarchical modeling methods for realistic data. The text delivers comprehensive coverage of all
Uncertainty, reward, and attention in the Bayesian brain
DEFF Research Database (Denmark)
Whiteley, Louise Emma
2008-01-01
The ‘Bayesian Coding Hypothesis’ formalises the classic Helmholtzian picture of perception as inverse inference, stating that the brain uses Bayes’ rule to compute posterior belief distributions over states of the world. There is much behavioural evidence that human observers can behave Bayes......-optimally, and there is theoretical work that shows how populations of neurons might perform the underlying computations. There are, however, many remaining questions, three of which are addressed in this thesis. First, we investigate the limits of optimality, demonstrating that observers can correctly integrate...... 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...
Sensitivity to Sampling in Bayesian Word Learning
Xu, Fei; Tenenbaum, Joshua B.
2007-01-01
We report a new study testing our proposal that word learning may be best explained as an approximate form of Bayesian inference (Xu & Tenenbaum, in press). Children are capable of learning word meanings across a wide range of communicative contexts. In different contexts, learners may encounter different sampling processes generating the examples…
Bayesian Query-Focused Summarization
Daumé, Hal
2009-01-01
We present BayeSum (for ``Bayesian summarization''), a model for sentence extraction in query-focused summarization. BayeSum leverages the common case in which multiple documents are relevant to a single query. Using these documents as reinforcement for query terms, BayeSum is not afflicted by the paucity of information in short queries. We show that approximate inference in BayeSum is possible on large data sets and results in a state-of-the-art summarization system. Furthermore, we show how BayeSum can be understood as a justified query expansion technique in the language modeling for IR framework.
Frühwirth-Schnatter, Sylvia
1990-01-01
In the paper at hand we apply it to Bayesian statistics to obtain "Fuzzy Bayesian Inference". In the subsequent sections we will discuss a fuzzy valued likelihood function, Bayes' theorem for both fuzzy data and fuzzy priors, a fuzzy Bayes' estimator, fuzzy predictive densities and distributions, and fuzzy H.P.D .-Regions. (author's abstract)
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…
Approximations to toroidal harmonics
International Nuclear Information System (INIS)
Toroidal harmonics P/sub n-1/2/1(cosh μ) and Q/sub n-1/2/1(cosh μ) are useful in solutions to Maxwell's equations in toroidal coordinates. In order to speed their computation, a set of approximations has been developed that is valid over the range 0 -10. The simple method used to determine the approximations is described. Relative error curves are also presented, obtained by comparing approximations to the more accurate values computed by direct summation of the hypergeometric series
Bayesian网中的独立关系%The Independence Relations in Bayesian Networks
Institute of Scientific and Technical Information of China (English)
王飞; 刘大有; 卢奕男; 薛万欣
2001-01-01
Bayesian networks are compact representation of joint probabilistic distribution. Independence is soul of Bayesian networks because it enables to save storage space,to reduce computational complexity and to simplify knowledge acquisition and modeling. In this paper,we discuss three kinds of independences in Bayesian networks :conditional independence,context-specific independence and causal influence independence.
Niven, Ivan
2008-01-01
This self-contained treatment originated as a series of lectures delivered to the Mathematical Association of America. It covers basic results on homogeneous approximation of real numbers; the analogue for complex numbers; basic results for nonhomogeneous approximation in the real case; the analogue for complex numbers; and fundamental properties of the multiples of an irrational number, for both the fractional and integral parts.The author refrains from the use of continuous fractions and includes basic results in the complex case, a feature often neglected in favor of the real number discuss
Grimme, Stefan; Bannwarth, Christoph
2016-08-01
The computational bottleneck of the extremely fast simplified Tamm-Dancoff approximated (sTDA) time-dependent density functional theory procedure [S. Grimme, J. Chem. Phys. 138, 244104 (2013)] for the computation of electronic spectra for large systems is the determination of the ground state Kohn-Sham orbitals and eigenvalues. This limits such treatments to single structures with a few hundred atoms and hence, e.g., sampling along molecular dynamics trajectories for flexible systems or the calculation of chromophore aggregates is often not possible. The aim of this work is to solve this problem by a specifically designed semi-empirical tight binding (TB) procedure similar to the well established self-consistent-charge density functional TB scheme. The new special purpose method provides orbitals and orbital energies of hybrid density functional character for a subsequent and basically unmodified sTDA procedure. Compared to many previous semi-empirical excited state methods, an advantage of the ansatz is that a general eigenvalue problem in a non-orthogonal, extended atomic orbital basis is solved and therefore correct occupied/virtual orbital energy splittings as well as Rydberg levels are obtained. A key idea for the success of the new model is that the determination of atomic charges (describing an effective electron-electron interaction) and the one-particle spectrum is decoupled and treated by two differently parametrized Hamiltonians/basis sets. The three-diagonalization-step composite procedure can routinely compute broad range electronic spectra (0-8 eV) within minutes of computation time for systems composed of 500-1000 atoms with an accuracy typical of standard time-dependent density functional theory (0.3-0.5 eV average error). An easily extendable parametrization based on coupled-cluster and density functional computed reference data for the elements H-Zn including transition metals is described. The accuracy of the method termed sTDA-xTB is first
An introduction to Gaussian Bayesian networks.
Grzegorczyk, Marco
2010-01-01
The extraction of regulatory networks and pathways from postgenomic data is important for drug -discovery and development, as the extracted pathways reveal how genes or proteins regulate each other. Following up on the seminal paper of Friedman et al. (J Comput Biol 7:601-620, 2000), Bayesian networks have been widely applied as a popular tool to this end in systems biology research. Their popularity stems from the tractability of the marginal likelihood of the network structure, which is a consistent scoring scheme in the Bayesian context. This score is based on an integration over the entire parameter space, for which highly expensive computational procedures have to be applied when using more complex -models based on differential equations; for example, see (Bioinformatics 24:833-839, 2008). This chapter gives an introduction to reverse engineering regulatory networks and pathways with Gaussian Bayesian networks, that is Bayesian networks with the probabilistic BGe scoring metric [see (Geiger and Heckerman 235-243, 1995)]. In the BGe model, the data are assumed to stem from a Gaussian distribution and a normal-Wishart prior is assigned to the unknown parameters. Gaussian Bayesian network methodology for analysing static observational, static interventional as well as dynamic (observational) time series data will be described in detail in this chapter. Finally, we apply these Bayesian network inference methods (1) to observational and interventional flow cytometry (protein) data from the well-known RAF pathway to evaluate the global network reconstruction accuracy of Bayesian network inference and (2) to dynamic gene expression time series data of nine circadian genes in Arabidopsis thaliana to reverse engineer the unknown regulatory network topology for this domain. PMID:20824469
Inverse problems in the Bayesian framework
International Nuclear Information System (INIS)
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
Space Shuttle RTOS Bayesian Network
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
Evaluation of Gaussian approximations for data assimilation in reservoir models
Iglesias, Marco A.
2013-07-14
The Bayesian framework is the standard approach for data assimilation in reservoir modeling. This framework involves characterizing the posterior distribution of geological parameters in terms of a given prior distribution and data from the reservoir dynamics, together with a forward model connecting the space of geological parameters to the data space. Since the posterior distribution quantifies the uncertainty in the geologic parameters of the reservoir, the characterization of the posterior is fundamental for the optimal management of reservoirs. Unfortunately, due to the large-scale highly nonlinear properties of standard reservoir models, characterizing the posterior is computationally prohibitive. Instead, more affordable ad hoc techniques, based on Gaussian approximations, are often used for characterizing the posterior distribution. Evaluating the performance of those Gaussian approximations is typically conducted by assessing their ability at reproducing the truth within the confidence interval provided by the ad hoc technique under consideration. This has the disadvantage of mixing up the approximation properties of the history matching algorithm employed with the information content of the particular observations used, making it hard to evaluate the effect of the ad hoc approximations alone. In this paper, we avoid this disadvantage by comparing the ad hoc techniques with a fully resolved state-of-the-art probing of the Bayesian posterior distribution. The ad hoc techniques whose performance we assess are based on (1) linearization around the maximum a posteriori estimate, (2) randomized maximum likelihood, and (3) ensemble Kalman filter-type methods. In order to fully resolve the posterior distribution, we implement a state-of-the art Markov chain Monte Carlo (MCMC) method that scales well with respect to the dimension of the parameter space, enabling us to study realistic forward models, in two space dimensions, at a high level of grid refinement. Our
Bayesian inference and life testing plans for generalized exponential distribution
Institute of Scientific and Technical Information of China (English)
KUNDU; Debasis; PRADHAN; Biswabrata
2009-01-01
Recently generalized exponential distribution has received considerable attentions.In this paper,we deal with the Bayesian inference of the unknown parameters of the progressively censored generalized exponential distribution.It is assumed that the scale and the shape parameters have independent gamma priors.The Bayes estimates of the unknown parameters cannot be obtained in the closed form.Lindley’s approximation and importance sampling technique have been suggested to compute the approximate Bayes estimates.Markov Chain Monte Carlo method has been used to compute the approximate Bayes estimates and also to construct the highest posterior density credible intervals.We also provide different criteria to compare two different sampling schemes and hence to ?nd the optimal sampling schemes.It is observed that ?nding the optimum censoring procedure is a computationally expensive process.And we have recommended to use the sub-optimal censoring procedure,which can be obtained very easily.Monte Carlo simulations are performed to compare the performances of the different methods and one data analysis has been performed for illustrative purposes.
Approximate Representations and Approximate Homomorphisms
Moore, Cristopher; Russell, Alexander
2010-01-01
Approximate algebraic structures play a defining role in arithmetic combinatorics and have found remarkable applications to basic questions in number theory and pseudorandomness. Here we study approximate representations of finite groups: functions f:G -> U_d such that Pr[f(xy) = f(x) f(y)] is large, or more generally Exp_{x,y} ||f(xy) - f(x)f(y)||^2$ is small, where x and y are uniformly random elements of the group G and U_d denotes the unitary group of degree d. We bound these quantities i...
Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks
Everitt, Richard G
2012-01-01
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian comput...
Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.
Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence
2012-12-01
A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA. PMID:23741284
Bayesian analysis for EMP damaged function based on Weibull distribution
International Nuclear Information System (INIS)
Weibull distribution is one of the most commonly used statistical distribution in EMP vulnerability analysis. In the paper, the EMP damage function based on Weibull distribution of solid state relays was solved by bayesian computation using gibbs sampling algorithm. (authors)
Validi, AbdoulAhad
2013-01-01
This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector valued sep...
Takeuchi, Wataru
2016-01-01
The rainbow angles corresponding to pronounced peaks in the angular distributions of scattered projectiles with small angle, attributed to rainbow scattering (RS), under axial surface channeling conditions are strongly dependent on the interatomic potentials between projectiles and target atoms. The dependence of rainbow angles on normal energy of projectile energy to the target surface that has been experimentally obtained by Schüller and Winter (SW) (2007) for RS of He, Ne and Ar atoms from a Ag(1 1 1) surface with projectile energies of 3-60 keV was evaluated by the three-dimensional computer simulations using the ACOCT code based on the binary collision approximation with interatomic pair potentials. Consequently, the ACOCT results employing the Moliere pair potential with screening length correction close to adjustable one of O'Connor and Biersack (OB) formula are almost in agreement with the experimental ones, being self-consistent with the SW's ones analyzed by computer simulations of classical trajectory calculations as RS from corrugated equipotential planes based on continuum potentials including the Moliere pair potential with screening length correction of the OB formula.
Bayesian Optimisation Algorithm for Nurse Scheduling
Li, Jingpeng
2008-01-01
Our research has shown that schedules can be built mimicking a human scheduler by using a set of rules that involve domain knowledge. This chapter presents a Bayesian Optimization Algorithm (BOA) for the nurse scheduling problem that chooses such suitable scheduling rules from a set for each nurses assignment. Based on the idea of using probabilistic models, the BOA builds a Bayesian network for the set of promising solutions and samples these networks to generate new candidate solutions. Computational results from 52 real data instances demonstrate the success of this approach. It is also suggested that the learning mechanism in the proposed algorithm may be suitable for other scheduling problems.
A survey of current Bayesian gene mapping method
Molitor John; Marjoram Paul; Conti David; Thomas Duncan
2004-01-01
Abstract Recently, there has been much interest in the use of Bayesian statistical methods for performing genetic analyses. Many of the computational difficulties previously associated with Bayesian analysis, such as multidimensional integration, can now be easily overcome using modern high-speed computers and Markov chain Monte Carlo (MCMC) methods. Much of this new technology has been used to perform gene mapping, especially through the use of multi-locus linkage disequilibrium techniques. ...
Algebraic methods for evaluating integrals In Bayesian statistics
Lin, Shaowei
2011-01-01
The accurate evaluation of marginal likelihood integrals is a difficult fundamental problem in Bayesian inference that has important applications in machine learning and computational biology. Following the recent success of algebraic statistics in frequentist inference and inspired by Watanabe's foundational approach to singular learning theory, the goal of this dissertation is to study algebraic, geometric and combinatorial methods for computing Bayesian integrals effectively, and to explor...
Bayesian exploratory factor analysis
Gabriella Conti; Sylvia Frühwirth-Schnatter; James Heckman; Rémi Piatek
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identifi cation criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study c...
Bayesian Exploratory Factor Analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study co...
Bayesian Exploratory Factor Analysis
Gabriella Conti; Sylvia Fruehwirth-Schnatter; Heckman, James J.; Remi Piatek
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on \\emph{ad hoc} classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo s...
Bayesian exploratory factor analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo st...
Bayesian exploratory factor analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study co...
Carbonetto, Peter; Kisynski, Jacek; De Freitas, Nando; Poole, David L
2012-01-01
The Bayesian Logic (BLOG) language was recently developed for defining first-order probability models over worlds with unknown numbers of objects. It handles important problems in AI, including data association and population estimation. This paper extends BLOG by adopting generative processes over function spaces - known as nonparametrics in the Bayesian literature. We introduce syntax for reasoning about arbitrary collections of objects, and their properties, in an intuitive manner. By expl...
Bayesian default probability models
Andrlíková, Petra
2014-01-01
This paper proposes a methodology for default probability estimation for low default portfolios, where the statistical inference may become troublesome. The author suggests using logistic regression models with the Bayesian estimation of parameters. The piecewise logistic regression model and Box-Cox transformation of credit risk score is used to derive the estimates of probability of default, which extends the work by Neagu et al. (2009). The paper shows that the Bayesian models are more acc...
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
Dynamic Bayesian Combination of Multiple Imperfect Classifiers
Simpson, Edwin; Psorakis, Ioannis; Smith, Arfon
2012-01-01
Classifier combination methods need to make best use of the outputs of multiple, imperfect classifiers to enable higher accuracy classifications. In many situations, such as when human decisions need to be combined, the base decisions can vary enormously in reliability. A Bayesian approach to such uncertain combination allows us to infer the differences in performance between individuals and to incorporate any available prior knowledge about their abilities when training data is sparse. In this paper we explore Bayesian classifier combination, using the computationally efficient framework of variational Bayesian inference. We apply the approach to real data from a large citizen science project, Galaxy Zoo Supernovae, and show that our method far outperforms other established approaches to imperfect decision combination. We go on to analyse the putative community structure of the decision makers, based on their inferred decision making strategies, and show that natural groupings are formed. Finally we present ...
Bayesian Fusion of Multi-Band Images
Wei, Qi; Tourneret, Jean-Yves
2013-01-01
In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g., spatial and spectral blurring and/or subsampling defined by the sensor characteristics. The fusion problem is formulated within a Bayesian estimation framework. An appropriate prior distribution exploiting geometrical consideration is introduced. To compute the Bayesian estimator of the scene of interest from its posterior distribution, a Markov chain Monte Carlo algorithm is designed to generate samples asymptotically distributed according to the target distribution. To efficiently sample from this high-dimension distribution, a Hamiltonian Monte Carlo step is introduced in the Gibbs sampling strategy. The efficiency of the proposed fusion method is evaluated with respect to several state-of-the-art fusion techniques. In particular, low spatial resolution hyperspectral and mult...
Schmidt, Wolfgang M
1980-01-01
"In 1970, at the U. of Colorado, the author delivered a course of lectures on his famous generalization, then just established, relating to Roth's theorem on rational approxi- mations to algebraic numbers. The present volume is an ex- panded and up-dated version of the original mimeographed notes on the course. As an introduction to the author's own remarkable achievements relating to the Thue-Siegel-Roth theory, the text can hardly be bettered and the tract can already be regarded as a classic in its field."(Bull.LMS) "Schmidt's work on approximations by algebraic numbers belongs to the deepest and most satisfactory parts of number theory. These notes give the best accessible way to learn the subject. ... this book is highly recommended." (Mededelingen van het Wiskundig Genootschap)
Bayesian Methods for Medical Test Accuracy
Directory of Open Access Journals (Sweden)
Lyle D. Broemeling
2011-05-01
Full Text Available Bayesian methods for medical test accuracy are presented, beginning with the basic measures for tests with binary scores: true positive fraction, false positive fraction, positive predictive values, and negative predictive value. The Bayesian approach is taken because of its efficient use of prior information, and the analysis is executed with a Bayesian software package WinBUGS®. The ROC (receiver operating characteristic curve gives the intrinsic accuracy of medical tests that have ordinal or continuous scores, and the Bayesian approach is illustrated with many examples from cancer and other diseases. Medical tests include X-ray, mammography, ultrasound, computed tomography, magnetic resonance imaging, nuclear medicine and tests based on biomarkers, such as blood glucose values for diabetes. The presentation continues with more specialized methods suitable for measuring the accuracies of clinical studies that have verification bias, and medical tests without a gold standard. Lastly, the review is concluded with Bayesian methods for measuring the accuracy of the combination of two or more tests.
Bayesian reduced-order models for multiscale dynamical systems
Koutsourelakis, P S
2010-01-01
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical interest is computationally infeasible or impractical. In complex systems, with limited physical insight on the coherent behavior of their constituents, the only available information is data obtained from simulations of the trajectories of huge numbers of degrees of freedom over microscopic time scales. This paper discusses a Bayesian approach to deriving probabilistic coarse-grained models that simultaneously address the problems of identifying appropriate reduced coordinates and the effective dynamics in this lower-dimensional representation. At the core of the models proposed lie simple, low-dimensional dynamical systems which serve as the building blocks of the global model. These approximate the latent, generating sources and parameterize the reduced-order dynamics. We d...
AutoClass: A Bayesian Approach to Classification
Stutz, John; Cheeseman, Peter; Hanson, Robin; Taylor, Will; Lum, Henry, Jr. (Technical Monitor)
1994-01-01
We describe a Bayesian approach to the untutored discovery of classes in a set of cases, sometimes called finite mixture separation or clustering. The main difference between clustering and our approach is that we search for the "best" set of class descriptions rather than grouping the cases themselves. We describe our classes in terms of a probability distribution or density function, and the locally maximal posterior probability valued function parameters. We rate our classifications with an approximate joint probability of the data and functional form, marginalizing over the parameters. Approximation is necessitated by the computational complexity of the joint probability. Thus, we marginalize w.r.t. local maxima in the parameter space. We discuss the rationale behind our approach to classification. We give the mathematical development for the basic mixture model and describe the approximations needed for computational tractability. We instantiate the basic model with the discrete Dirichlet distribution and multivariant Gaussian density likelihoods. Then we show some results for both constructed and actual data.
Richtárik, Peter
2008-01-01
In this paper we propose and analyze a variant of the level method [4], which is an algorithm for minimizing nonsmooth convex functions. The main work per iteration is spent on 1) minimizing a piecewise-linear model of the objective function and on 2) projecting onto the intersection of the feasible region and a polyhedron arising as a level set of the model. We show that by replacing exact computations in both cases by approximate computations, in relative scale, the theoretical ...
Local approximate inference algorithms
Jung, Kyomin; Shah, Devavrat
2006-01-01
We present a new local approximation algorithm for computing Maximum a Posteriori (MAP) and log-partition function for arbitrary exponential family distribution represented by a finite-valued pair-wise Markov random field (MRF), say $G$. Our algorithm is based on decomposition of $G$ into {\\em appropriately} chosen small components; then computing estimates locally in each of these components and then producing a {\\em good} global solution. We show that if the underlying graph $G$ either excl...
Understanding the Scalability of Bayesian Network Inference Using Clique Tree Growth Curves
Mengshoel, Ole J.
2010-01-01
One of the main approaches to performing computation in Bayesian networks (BNs) is clique tree clustering and propagation. The clique tree approach consists of propagation in a clique tree compiled from a Bayesian network, and while it was introduced in the 1980s, there is still a lack of understanding of how clique tree computation time depends on variations in BN size and structure. In this article, we improve this understanding by developing an approach to characterizing clique tree growth as a function of parameters that can be computed in polynomial time from BNs, specifically: (i) the ratio of the number of a BN s non-root nodes to the number of root nodes, and (ii) the expected number of moral edges in their moral graphs. Analytically, we partition the set of cliques in a clique tree into different sets, and introduce a growth curve for the total size of each set. For the special case of bipartite BNs, there are two sets and two growth curves, a mixed clique growth curve and a root clique growth curve. In experiments, where random bipartite BNs generated using the BPART algorithm are studied, we systematically increase the out-degree of the root nodes in bipartite Bayesian networks, by increasing the number of leaf nodes. Surprisingly, root clique growth is well-approximated by Gompertz growth curves, an S-shaped family of curves that has previously been used to describe growth processes in biology, medicine, and neuroscience. We believe that this research improves the understanding of the scaling behavior of clique tree clustering for a certain class of Bayesian networks; presents an aid for trade-off studies of clique tree clustering using growth curves; and ultimately provides a foundation for benchmarking and developing improved BN inference and machine learning algorithms.
A Monte Carlo Algorithm for Universally Optimal Bayesian Sequence Prediction and Planning
Di Franco, Anthony
2010-01-01
The aim of this work is to address the question of whether we can in principle design rational decision-making agents or artificial intelligences embedded in computable physics such that their decisions are optimal in reasonable mathematical senses. Recent developments in rare event probability estimation, recursive bayesian inference, neural networks, and probabilistic planning are sufficient to explicitly approximate reinforcement learners of the AIXI style with non-trivial model classes (here, the class of resource-bounded Turing machines). Consideration of the effects of resource limitations in a concrete implementation leads to insights about possible architectures for learning systems using optimal decision makers as components.
Cost-Sensitive Bayesian Control Policy in Human Active Sensing
Directory of Open Access Journals (Sweden)
Sheeraz Ahmad
2014-12-01
Full Text Available An important but poorly understood aspect of sensory processing is the role of active sensing, the use of self-motion such as eye or head movements to focus sensing resources on the most rewarding or informative aspects of the sensory environment. Here, we present behavioral data from a visual search experiment, as well as a Bayesian model of within-trial dynamics of sensory processing and eye movements. Within this Bayes-optimal inference and control framework, which we call C-DAC (Context-Dependent Active Controller, various types of behavioral costs, such as temporal delay, response error, and sensor repositioning cost, are explicitly minimized. This contrasts with previously proposed algorithms that optimize abstract statistical objectives such as anticipated information gain (Infomax (Butko and Movellan, 2010 and one-step look-ahead accuracy (greedy MAP (Najemnik and Geisler, 2005. We find that C-DAC captures human visual search dynamics better than previous models, in particular a certain form of “confirmation bias” apparent in the way human subjects utilize prior knowledge about the spatial distribution of the search target to improve search speed and accuracy. We also examine several computationally efficient approximations to C-DAC that may present biologically more plausible accounts of the neural computations underlying active sensing, as well as practical tools for solving active sensing problems in engineering applications. To summarize, this paper makes several key contributions: human visual search behavioral data, a context-sensitive Bayesian active sensing model, a comparative study between different models of human active sensing, and a family of efficient approximations to the optimal model.
A Non-Parametric Bayesian Method for Inferring Hidden Causes
Wood, Frank; Griffiths, Thomas; Ghahramani, Zoubin
2012-01-01
We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hidden causes is unbounded, but only a finite number influence observable variables. This makes it possible to use a Gibbs sampler to approximate the distribution over causal stru...
Directory of Open Access Journals (Sweden)
Ichitaro Yamazaki
2015-01-01
of their low-rank properties. To compute a low-rank approximation of a dense matrix, in this paper, we study the performance of QR factorization with column pivoting or with restricted pivoting on multicore CPUs with a GPU. We first propose several techniques to reduce the postprocessing time, which is required for restricted pivoting, on a modern CPU. We then examine the potential of using a GPU to accelerate the factorization process with both column and restricted pivoting. Our performance results on two eight-core Intel Sandy Bridge CPUs with one NVIDIA Kepler GPU demonstrate that using the GPU, the factorization time can be reduced by a factor of more than two. In addition, to study the performance of our implementations in practice, we integrate them into a recently developed software StruMF which algebraically exploits such low-rank structures for solving a general sparse linear system of equations. Our performance results for solving Poisson's equations demonstrate that the proposed techniques can significantly reduce the preconditioner construction time of StruMF on the CPUs, and the construction time can be further reduced by 10%–50% using the GPU.
Marenich, Aleksandr V; Boggs, James E
2007-11-01
This paper addresses some advances in the theoretical description of molecular spectroscopy beyond the Born-Oppenheimer adiabatic approximation. A solution of the nuclear dynamics problem complicated by the EE Jahn-Teller effect and spin-orbit coupling is considered for the case of the CF3O and CF3S radicals, all the model parameters being obtained solely from ab initio calculations without any adjustment to experimental numbers. Vibrational and vibronic model parameters were calculated at the equation-of-motion coupled cluster level of theory with basis sets of triple-zeta quality. The spin-orbit coupling in X 2E CF3O and CF3S was parametrized by means of a perturbative solution of the full Breit-Pauli spin-orbit operator. Spin-vibronic eigenvalues and eigenfunctions were computed in a basis set of products of electronic, electron spin, and vibrational functions. Results demonstrate the importance of explicit inclusion of the spin-orbit coupling and at least cubic Jahn-Teller terms in the model Hamiltonian for the high precision evaluation of spin-vibronic energy levels of CF3O and CF3S. The theoretical results support and complement the spectroscopic data observed for these species. PMID:17469808
Covariant approximation averaging
Shintani, Eigo; Blum, Thomas; Izubuchi, Taku; Jung, Chulwoo; Lehner, Christoph
2014-01-01
We present a new class of statistical error reduction techniques for Monte-Carlo simulations. Using covariant symmetries, we show that correlation functions can be constructed from inexpensive approximations without introducing any systematic bias in the final result. We introduce a new class of covariant approximation averaging techniques, known as all-mode averaging (AMA), in which the approximation takes account of contributions of all eigenmodes through the inverse of the Dirac operator computed from the conjugate gradient method with a relaxed stopping condition. In this paper we compare the performance and computational cost of our new method with traditional methods using correlation functions and masses of the pion, nucleon, and vector meson in $N_f=2+1$ lattice QCD using domain-wall fermions. This comparison indicates that AMA significantly reduces statistical errors in Monte-Carlo calculations over conventional methods for the same cost.
Bayesian and frequentist inequality tests
David M. Kaplan; Zhuo, Longhao
2016-01-01
Bayesian and frequentist criteria are fundamentally different, but often posterior and sampling distributions are asymptotically equivalent (and normal). We compare Bayesian and frequentist hypothesis tests of inequality restrictions in such cases. For finite-dimensional parameters, if the null hypothesis is that the parameter vector lies in a certain half-space, then the Bayesian test has (frequentist) size $\\alpha$; if the null hypothesis is any other convex subspace, then the Bayesian test...
International Conference Approximation Theory XIV
Schumaker, Larry
2014-01-01
This volume developed from papers presented at the international conference Approximation Theory XIV, held April 7–10, 2013 in San Antonio, Texas. The proceedings contains surveys by invited speakers, covering topics such as splines on non-tensor-product meshes, Wachspress and mean value coordinates, curvelets and shearlets, barycentric interpolation, and polynomial approximation on spheres and balls. Other contributed papers address a variety of current topics in approximation theory, including eigenvalue sequences of positive integral operators, image registration, and support vector machines. This book will be of interest to mathematicians, engineers, and computer scientists working in approximation theory, computer-aided geometric design, numerical analysis, and related approximation areas.
Objectified quantification of uncertainties in Bayesian atmospheric inversions
Directory of Open Access Journals (Sweden)
A. Berchet
2014-07-01
Full Text Available Classical Bayesian atmospheric inversions process atmospheric observations and prior emissions, the two being connected by an observation operator picturing mainly the atmospheric transport. These inversions rely on prescribed errors in the observations, the prior emissions and the observation operator. At the meso-scale, inversion results are very sensitive to the prescribed error distributions, which are not accurately known. The classical Bayesian framework experiences difficulties in quantifying the impact of mis-specified error distributions on the optimized fluxes. In order to cope with this issue, we rely on recent research results and enhance the classical Bayesian inversion framework through a marginalization on all the plausible errors that can be prescribed in the system. The marginalization consists in computing inversions for all possible error distributions weighted by the probability of occurence of the error distributions. The posterior distribution of the fluxes calculated by the marginalization is complicated and not explicitly describable. We then carry out a Monte-Carlo sampling relying on an approximation of the probability of occurence of the error distributions. This approximation is deduced from the well-tested algorithm of the Maximum of Likelihood. Thus, the marginalized inversion relies on an automatic objectified diagnosis of the error statistics, without any prior knowledge about the matrices. It robustly includes the uncertainties on the error distributions, contrary to what is classically done with frozen expert-knowledge error statistics. Some expert knowledge is still used in the method for the choice of emission aggregation pattern and sampling protocol in order to reduce the computation costs of the method. The relevance and the robustness of the method is tested on a case study: the inversion of methane surface fluxes at the meso-scale with real observation sites in Eurasia. Observing System Simulation
Bayesian Predictive Distribution for the Magnitude of the Largest Aftershock
Shcherbakov, R.
2014-12-01
Aftershock sequences, which follow large earthquakes, last hundreds of days and are characterized by well defined frequency-magnitude and spatio-temporal distributions. The largest aftershocks in a sequence constitute significant hazard and can inflict additional damage to infrastructure. Therefore, the estimation of the magnitude of possible largest aftershocks in a sequence is of high importance. In this work, we propose a statistical model based on Bayesian analysis and extreme value statistics to describe the distribution of magnitudes of the largest aftershocks in a sequence. We derive an analytical expression for a Bayesian predictive distribution function for the magnitude of the largest expected aftershock and compute the corresponding confidence intervals. We assume that the occurrence of aftershocks can be modeled, to a good approximation, by a non-homogeneous Poisson process with a temporal event rate given by the modified Omori law. We also assume that the frequency-magnitude statistics of aftershocks can be approximated by Gutenberg-Richter scaling. We apply our analysis to 19 prominent aftershock sequences, which occurred in the last 30 years, in order to compute the Bayesian predictive distributions and the corresponding confidence intervals. In the analysis, we use the information of the early aftershocks in the sequences (in the first 1, 10, and 30 days after the main shock) to estimate retrospectively the confidence intervals for the magnitude of the expected largest aftershocks. We demonstrate by analysing 19 past sequences that in many cases we are able to constrain the magnitudes of the largest aftershocks. For example, this includes the analysis of the Darfield (Christchurch) aftershock sequence. The proposed analysis can be used for the earthquake hazard assessment and forecasting associated with the occurrence of large aftershocks. The improvement in instrumental data associated with early aftershocks can greatly enhance the analysis and
Bayesian multiple target tracking
Streit, Roy L
2013-01-01
This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements
Bayesian Exploratory Factor Analysis
DEFF Research Database (Denmark)
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.;
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the...... corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates...
Bayesian Test of Significance for Conditional Independence: The Multinomial Model
de Morais Andrade, Pablo; Stern, Julio; de Bragança Pereira, Carlos
2014-03-01
Conditional independence tests (CI tests) have received special attention lately in Machine Learning and Computational Intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of Probabilistic Graphical Models (PGM)--which includes Bayesian Networks (BN) models--CI tests are especially important for the task of learning the PGM structure from data. In this paper, we propose the Full Bayesian Significance Test (FBST) for tests of conditional independence for discrete datasets. FBST is a powerful Bayesian test for precise hypothesis, as an alternative to frequentist's significance tests (characterized by the calculation of the \\emph{p-value}).
Single channel signal component separation using Bayesian estimation
Institute of Scientific and Technical Information of China (English)
Cai Quanwei; Wei Ping; Xiao Xianci
2007-01-01
A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC (Monte Carlo Markov Chain) algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.
Denoising Message Passing for X-ray Computed Tomography Reconstruction
Perelli, Alessandro; Can, Ali; Davies, Mike E
2016-01-01
X-ray Computed Tomography (CT) reconstruction from sparse number of views is becoming a powerful way to reduce either the radiation dose or the acquisition time in CT systems but still requires a huge computational time. This paper introduces an approximate Bayesian inference framework for CT reconstruction based on a family of denoising approximate message passing (DCT-AMP) algorithms able to improve both the convergence speed and the reconstruction quality. Approximate Message Passing for Compressed Sensing has been extensively analysed for random linear measurements but there are still not clear solutions on how AMP should be modified and how it performs with real world problems. In particular to overcome the convergence issues of DCT-AMP with structured measurement matrices, we propose a disjoint preconditioned version of the algorithm tailored for both the geometric system model and the noise model. In addition the Bayesian DCT-AMP formulation allows to measure how the current estimate is close to the pr...
Optimization of Bayesian Emission tomographic reconstruction for region of interest quantitation
Energy Technology Data Exchange (ETDEWEB)
Qi, Jinyi
2003-01-10
Region of interest (ROI) quantitation is an important task in emission tomography (e.g., positron emission tomography and single photon emission computed tomography). It is essential for exploring clinical factors such as tumor activity, growth rate, and the efficacy of therapeutic interventions. Bayesian methods based on the maximum a posteriori principle (or called penalized maximum likelihood methods) have been developed for emission image reconstructions to deal with the low signal to noise ratio of the emission data. Similar to the filter cut-off frequency in the filtered backprojection method, the smoothing parameter of the image prior in Bayesian reconstruction controls the resolution and noise trade-off and hence affects ROI quantitation. In this paper we present an approach for choosing the optimum smoothing parameter in Bayesian reconstruction for ROI quantitation. Bayesian reconstructions are difficult to analyze because the resolution and noise properties are nonlinear and object-dependent. Building on the recent progress on deriving the approximate expressions for the local impulse response function and the covariance matrix, we derived simplied theoretical expressions for the bias, the variance, and the ensemble mean squared error (EMSE) of the ROI quantitation. One problem in evaluating ROI quantitation is that the truth is often required for calculating the bias. This is overcome by using ensemble distribution of the activity inside the ROI and computing the average EMSE. The resulting expressions allow fast evaluation of the image quality for different smoothing parameters. The optimum smoothing parameter of the image prior can then be selected to minimize the EMSE.
Optimization of Bayesian Emission tomographic reconstruction for region of interest quantitation
International Nuclear Information System (INIS)
Region of interest (ROI) quantitation is an important task in emission tomography (e.g., positron emission tomography and single photon emission computed tomography). It is essential for exploring clinical factors such as tumor activity, growth rate, and the efficacy of therapeutic interventions. Bayesian methods based on the maximum a posteriori principle (or called penalized maximum likelihood methods) have been developed for emission image reconstructions to deal with the low signal to noise ratio of the emission data. Similar to the filter cut-off frequency in the filtered backprojection method, the smoothing parameter of the image prior in Bayesian reconstruction controls the resolution and noise trade-off and hence affects ROI quantitation. In this paper we present an approach for choosing the optimum smoothing parameter in Bayesian reconstruction for ROI quantitation. Bayesian reconstructions are difficult to analyze because the resolution and noise properties are nonlinear and object-dependent. Building on the recent progress on deriving the approximate expressions for the local impulse response function and the covariance matrix, we derived simplied theoretical expressions for the bias, the variance, and the ensemble mean squared error (EMSE) of the ROI quantitation. One problem in evaluating ROI quantitation is that the truth is often required for calculating the bias. This is overcome by using ensemble distribution of the activity inside the ROI and computing the average EMSE. The resulting expressions allow fast evaluation of the image quality for different smoothing parameters. The optimum smoothing parameter of the image prior can then be selected to minimize the EMSE
Schöniger, Anneli; Wöhling, Thomas; Samaniego, Luis; Nowak, Wolfgang
2014-12-01
Bayesian model selection or averaging objectively ranks a number of plausible, competing conceptual models based on Bayes' theorem. It implicitly performs an optimal trade-off between performance in fitting available data and minimum model complexity. The procedure requires determining Bayesian model evidence (BME), which is the likelihood of the observed data integrated over each model's parameter space. The computation of this integral is highly challenging because it is as high-dimensional as the number of model parameters. Three classes of techniques to compute BME are available, each with its own challenges and limitations: (1) Exact and fast analytical solutions are limited by strong assumptions. (2) Numerical evaluation quickly becomes unfeasible for expensive models. (3) Approximations known as information criteria (ICs) such as the AIC, BIC, or KIC (Akaike, Bayesian, or Kashyap information criterion, respectively) yield contradicting results with regard to model ranking. Our study features a theory-based intercomparison of these techniques. We further assess their accuracy in a simplistic synthetic example where for some scenarios an exact analytical solution exists. In more challenging scenarios, we use a brute-force Monte Carlo integration method as reference. We continue this analysis with a real-world application of hydrological model selection. This is a first-time benchmarking of the various methods for BME evaluation against true solutions. Results show that BME values from ICs are often heavily biased and that the choice of approximation method substantially influences the accuracy of model ranking. For reliable model selection, bias-free numerical methods should be preferred over ICs whenever computationally feasible.
Institute of Scientific and Technical Information of China (English)
Xiu-yun PENG; Zai-zai YAN
2013-01-01
In this study,we consider the Bayesian estimation of unknown parameters and reliability function of the generalized exponential distribution based on progressive type-Ⅰ interval censoring.The Bayesian estimates of parameters and reliability function cannot be obtained as explicit forms by applying squared error loss and Linex loss functions,respectively; thus,we present the Lindley's approximation to discuss these estimations.Then,the Bayesian estimates are compared with the maximum likelihood estimates by using the Monte Carlo simulations.
Bayesian Geostatistical Design
DEFF Research Database (Denmark)
Diggle, Peter; Lophaven, Søren Nymand
2006-01-01
locations to, or deletion of locations from, an existing design, and prospective design, which consists of choosing positions for a new set of sampling locations. We propose a Bayesian design criterion which focuses on the goal of efficient spatial prediction whilst allowing for the fact that model...
DEFF Research Database (Denmark)
Antoniou, Constantinos; Harrison, Glenn W.; Lau, Morten I.;
2015-01-01
A large literature suggests that many individuals do not apply Bayes’ Rule when making decisions that depend on them correctly pooling prior information and sample data. We replicate and extend a classic experimental study of Bayesian updating from psychology, employing the methods of experimenta...
Bayesian Independent Component Analysis
DEFF Research Database (Denmark)
Winther, Ole; Petersen, Kaare Brandt
2007-01-01
In this paper we present an empirical Bayesian framework for independent component analysis. The framework provides estimates of the sources, the mixing matrix and the noise parameters, and is flexible with respect to choice of source prior and the number of sources and sensors. Inside the engine...
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 as a...
Bayesian logistic regression analysis
Van Erp, H.R.N.; Van Gelder, P.H.A.J.M.
2012-01-01
In this paper we present a Bayesian logistic regression analysis. It is found that if one wishes to derive the posterior distribution of the probability of some event, then, together with the traditional Bayes Theorem and the integrating out of nuissance parameters, the Jacobian transformation is an
Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
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.
Dutta, Soumitra
1988-01-01
Much of human reasoning is approximate in nature. Formal models of reasoning traditionally try to be precise and reject the fuzziness of concepts in natural use and replace them with non-fuzzy scientific explicata by a process of precisiation. As an alternate to this approach, it has been suggested that rather than regard human reasoning processes as themselves approximating to some more refined and exact logical process that can be carried out with mathematical precision, the essence and power of human reasoning is in its capability to grasp and use inexact concepts directly. This view is supported by the widespread fuzziness of simple everyday terms (e.g., near tall) and the complexity of ordinary tasks (e.g., cleaning a room). Spatial reasoning is an area where humans consistently reason approximately with demonstrably good results. Consider the case of crossing a traffic intersection. We have only an approximate idea of the locations and speeds of various obstacles (e.g., persons and vehicles), but we nevertheless manage to cross such traffic intersections without any harm. The details of our mental processes which enable us to carry out such intricate tasks in such apparently simple manner are not well understood. However, it is that we try to incorporate such approximate reasoning techniques in our computer systems. Approximate spatial reasoning is very important for intelligent mobile agents (e.g., robots), specially for those operating in uncertain or unknown or dynamic domains.
Bayesian Kernel Mixtures for Counts.
Canale, Antonio; Dunson, David B
2011-12-01
Although Bayesian nonparametric mixture models for continuous data are well developed, there is a limited literature on related approaches for count data. A common strategy is to use a mixture of Poissons, which unfortunately is quite restrictive in not accounting for distributions having variance less than the mean. Other approaches include mixing multinomials, which requires finite support, and using a Dirichlet process prior with a Poisson base measure, which does not allow smooth deviations from the Poisson. As a broad class of alternative models, we propose to use nonparametric mixtures of rounded continuous kernels. An efficient Gibbs sampler is developed for posterior computation, and a simulation study is performed to assess performance. Focusing on the rounded Gaussian case, we generalize the modeling framework to account for multivariate count data, joint modeling with continuous and categorical variables, and other complications. The methods are illustrated through applications to a developmental toxicity study and marketing data. This article has supplementary material online. PMID:22523437
State Information in Bayesian Games
Cuff, Paul
2009-01-01
Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the resulting value of the game has been analyzed under the framework of Bayesian games. This investigation considers the optimal performance in a game when a helper is transmitting state information to one of the players. Encoding information for an adversarial setting (game) requires a different result than rate-distortion theory provides. Game theory has accentuated the importance of randomization (mixed strategy), which does not find a significant role in most communication modems and source coding codecs. Higher rates of communication, used in the right way, allow the message to include the necessary random component useful in games.
Synthesis of approximation errors
Energy Technology Data Exchange (ETDEWEB)
Bareiss, E.H.; Michel, P.
1977-07-01
A method is developed for the synthesis of the error in approximations in the large of regular and irregular functions. The synthesis uses a small class of dimensionless elementary error functions which are weighted by the coefficients of the expansion of the regular part of the function. The question is answered whether a computer can determine the analytical nature of a solution by numerical methods. It is shown that continuous least-squares approximations of irregular functions can be replaced by discrete least-squares approximation and how to select the discrete points. The elementary error functions are used to show how the classical convergence criterions can be markedly improved. There are eight numerical examples included, 30 figures and 74 tables.
Conditional Density Approximations with Mixtures of Polynomials
DEFF Research Database (Denmark)
Varando, Gherardo; López-Cruz, Pedro L.; Nielsen, Thomas Dyhre;
2015-01-01
Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce...... two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is...
Bayesian data analysis in population ecology: motivations, methods, and benefits
Dorazio, Robert
2016-01-01
During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.
White, Martin
2014-01-01
This year marks the 100th anniversary of the birth of Yakov Zel'dovich. Amongst his many legacies is the Zel'dovich approximation for the growth of large-scale structure, which remains one of the most successful and insightful analytic models of structure formation. We use the Zel'dovich approximation to compute the two-point function of the matter and biased tracers, and compare to the results of N-body simulations and other Lagrangian perturbation theories. We show that Lagrangian perturbation theories converge well and that the Zel'dovich approximation provides a good fit to the N-body results except for the quadrupole moment of the halo correlation function. We extend the calculation of halo bias to 3rd order and also consider non-local biasing schemes, none of which remove the discrepancy. We argue that a part of the discrepancy owes to an incorrect prediction of inter-halo velocity correlations. We use the Zel'dovich approximation to compute the ingredients of the Gaussian streaming model and show that ...
A full scale approximation of covariance functions for large spatial data sets
Sang, Huiyan
2011-10-10
Gaussian process models have been widely used in spatial statistics but face tremendous computational challenges for very large data sets. The model fitting and spatial prediction of such models typically require O(n 3) operations for a data set of size n. Various approximations of the covariance functions have been introduced to reduce the computational cost. However, most existing approximations cannot simultaneously capture both the large- and the small-scale spatial dependence. A new approximation scheme is developed to provide a high quality approximation to the covariance function at both the large and the small spatial scales. The new approximation is the summation of two parts: a reduced rank covariance and a compactly supported covariance obtained by tapering the covariance of the residual of the reduced rank approximation. Whereas the former part mainly captures the large-scale spatial variation, the latter part captures the small-scale, local variation that is unexplained by the former part. By combining the reduced rank representation and sparse matrix techniques, our approach allows for efficient computation for maximum likelihood estimation, spatial prediction and Bayesian inference. We illustrate the new approach with simulated and real data sets. © 2011 Royal Statistical Society.
Bayesian Magnetohydrodynamic Seismology of Coronal Loops
Arregui, Inigo
2011-01-01
We perform a Bayesian parameter inference in the context of resonantly damped transverse coronal loop oscillations. The forward problem is solved in terms of parametric results for kink waves in one-dimensional flux tubes in the thin tube and thin boundary approximations. For the inverse problem, we adopt a Bayesian approach to infer the most probable values of the relevant parameters, for given observed periods and damping times, and to extract their confidence levels. The posterior probability distribution functions are obtained by means of Markov Chain Monte Carlo simulations, incorporating observed uncertainties in a consistent manner. We find well localized solutions in the posterior probability distribution functions for two of the three parameters of interest, namely the Alfven travel time and the transverse inhomogeneity length-scale. The obtained estimates for the Alfven travel time are consistent with previous inversion results, but the method enables us to additionally constrain the transverse inho...
Low-Complexity Bayesian Estimation of Cluster-Sparse Channels
Ballal, Tarig
2015-09-18
This paper addresses the problem of channel impulse response estimation for cluster-sparse channels under the Bayesian estimation framework. We develop a novel low-complexity minimum mean squared error (MMSE) estimator by exploiting the sparsity of the received signal profile and the structure of the measurement matrix. It is shown that due to the banded Toeplitz/circulant structure of the measurement matrix, a channel impulse response, such as underwater acoustic channel impulse responses, can be partitioned into a number of orthogonal or approximately orthogonal clusters. The orthogonal clusters, the sparsity of the channel impulse response and the structure of the measurement matrix, all combined, result in a computationally superior realization of the MMSE channel estimator. The MMSE estimator calculations boil down to simpler in-cluster calculations that can be reused in different clusters. The reduction in computational complexity allows for a more accurate implementation of the MMSE estimator. The proposed approach is tested using synthetic Gaussian channels, as well as simulated underwater acoustic channels. Symbol-error-rate performance and computation time confirm the superiority of the proposed method compared to selected benchmark methods in systems with preamble-based training signals transmitted over clustersparse channels.
Applications of Bayesian Model Selection to Cosmological Parameters
Trotta, R
2005-01-01
Bayesian evidence is a tool for model comparison which can be used to decide whether the introduction of a new parameter is warranted by data. I show that the usual sampling statistic rejection tests for a null hypothesis can be misleading, since they do not take into account the information content of the data. I review the Laplace approximation and the Savage-Dickey density ratio to compute Bayes factors, which avoid the need of carrying out a computationally demanding multi-dimensional integration. I present a new procedure to forecast the Bayes factor of a future observation by computing the Expected Posterior Odds (ExPO). As an illustration, I consider three key parameters for our understanding of the cosmological concordance model: the spectral tilt of scalar perturbations, the spatial curvature of the Universe and a CDM isocurvature component to the initial conditions which is totally (anti)correlated with the adiabatic mode. I find that current data are not informative enough to draw a conclusion on t...
Probability and Bayesian statistics
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...
Bayesian Magic in Asteroseismology
Kallinger, T.
2015-09-01
Only a few years ago asteroseismic observations were so rare that scientists had plenty of time to work on individual data sets. They could tune their algorithms in any possible way to squeeze out the last bit of information. Nowadays this is impossible. With missions like MOST, CoRoT, and Kepler we basically drown in new data every day. To handle this in a sufficient way statistical methods become more and more important. This is why Bayesian techniques started their triumph march across asteroseismology. I will go with you on a journey through Bayesian Magic Land, that brings us to the sea of granulation background, the forest of peakbagging, and the stony alley of model comparison.
Bayesian Nonparametric Graph Clustering
Banerjee, Sayantan; Akbani, Rehan; Baladandayuthapani, Veerabhadran
2015-01-01
We present clustering methods for multivariate data exploiting the underlying geometry of the graphical structure between variables. As opposed to standard approaches that assume known graph structures, we first estimate the edge structure of the unknown graph using Bayesian neighborhood selection approaches, wherein we account for the uncertainty of graphical structure learning through model-averaged estimates of the suitable parameters. Subsequently, we develop a nonparametric graph cluster...
Bayesian Benchmark Dose Analysis
Fang, Qijun; Piegorsch, Walter W.; Barnes, Katherine Y.
2014-01-01
An important objective in environmental risk assessment is estimation of minimum exposure levels, called Benchmark Doses (BMDs) that induce a pre-specified Benchmark Response (BMR) in a target population. Established inferential approaches for BMD analysis typically involve one-sided, frequentist confidence limits, leading in practice to what are called Benchmark Dose Lower Limits (BMDLs). Appeal to Bayesian modeling and credible limits for building BMDLs is far less developed, however. Indee...
Bayesian Generalized Rating Curves
Helgi Sigurðarson 1985
2014-01-01
A rating curve is a curve or a model that describes the relationship between water elevation, or stage, and discharge in an observation site in a river. The rating curve is fit from paired observations of stage and discharge. The rating curve then predicts discharge given observations of stage and this methodology is applied as stage is substantially easier to directly observe than discharge. In this thesis a statistical rating curve model is proposed working within the framework of Bayesian...
Heteroscedastic Treed Bayesian Optimisation
Assael, John-Alexander M.; Wang, Ziyu; Shahriari, Bobak; De Freitas, Nando
2014-01-01
Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of black-box functions which are expensive to evaluate. At the core of this approach is a Gaussian process prior that captures our belief about the distribution over functions. However, in many cases a single Gaussian process is not flexible enough to capture non-stat...
Efficient Bayesian Phase Estimation
Wiebe, Nathan; Granade, Chris
2016-07-01
We introduce a new method called rejection filtering that we use to perform adaptive Bayesian phase estimation. Our approach has several advantages: it is classically efficient, easy to implement, achieves Heisenberg limited scaling, resists depolarizing noise, tracks time-dependent eigenstates, recovers from failures, and can be run on a field programmable gate array. It also outperforms existing iterative phase estimation algorithms such as Kitaev's method.
Brody, Samuel; Lapata, Mirella
2009-01-01
Sense induction seeks to automatically identify word senses directly from a corpus. A key assumption underlying previous work is that the context surrounding an ambiguous word is indicative of its meaning. Sense induction is thus typically viewed as an unsupervised clustering problem where the aim is to partition a word’s contexts into different classes, each representing a word sense. Our work places sense induction in a Bayesian context by modeling the contexts of the ambiguous word as samp...
Bayesian Neural Word Embedding
Barkan, Oren
2016-01-01
Recently, several works in the domain of natural language processing presented successful methods for word embedding. Among them, the Skip-gram (SG) with negative sampling, known also as Word2Vec, advanced the state-of-the-art of various linguistics tasks. In this paper, we propose a scalable Bayesian neural word embedding algorithm that can be beneficial to general item similarity tasks as well. The algorithm relies on a Variational Bayes solution for the SG objective and a detailed step by ...
A Bayesian Optimisation Algorithm for the Nurse Scheduling Problem
Jingpeng, Li
2008-01-01
A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit learning, the learning in the proposed algorithm is explicit, ie. Eventually, we will be able to identify and mix building blocks directly. The Bayesian optimization algorithm is applied to implement such explicit learning by building a Bayesian network of the joint distribution of solutions. The conditional probability of each variable in the network is computed according to an initial set of promising solutions. Subsequently, each new instance for each variable is generated, ie in our case, a new rule string has been obtained. Another set of rule strings will be generated in this way, some of which will replace previous strings based on fitness selection. If stopping conditions are not met, the conditional probabilities for all nodes in the Bayesian network are updated again usin...
Wiegerinck, Wim; Schoenaker, Christiaan; Duane, Gregory
2016-04-01
Recently, methods for model fusion by dynamically combining model components in an interactive ensemble have been proposed. In these proposals, fusion parameters have to be learned from data. One can view these systems as parametrized dynamical systems. We address the question of learnability of dynamical systems with respect to both short term (vector field) and long term (attractor) behavior. In particular we are interested in learning in the imperfect model class setting, in which the ground truth has a higher complexity than the models, e.g. due to unresolved scales. We take a Bayesian point of view and we define a joint log-likelihood that consists of two terms, one is the vector field error and the other is the attractor error, for which we take the L1 distance between the stationary distributions of the model and the assumed ground truth. In the context of linear models (like so-called weighted supermodels), and assuming a Gaussian error model in the vector fields, vector field learning leads to a tractable Gaussian solution. This solution can then be used as a prior for the next step, Bayesian attractor learning, in which the attractor error is used as a log-likelihood term. Bayesian attractor learning is implemented by elliptical slice sampling, a sampling method for systems with a Gaussian prior and a non Gaussian likelihood. Simulations with a partially observed driven Lorenz 63 system illustrate the approach.
Bayesian theory and applications
Dellaportas, Petros; Polson, Nicholas G; Stephens, David A
2013-01-01
The development of hierarchical models and Markov chain Monte Carlo (MCMC) techniques forms one of the most profound advances in Bayesian analysis since the 1970s and provides the basis for advances in virtually all areas of applied and theoretical Bayesian statistics. This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field. The book has a unique format. There is an explanatory chapter devoted to each conceptual advance followed by journal-style chapters that provide applications or further advances on the concept. Thus, the volume is both a textbook and a compendium of papers covering a vast range of topics. It is appropriate for a well-informed novice interested in understanding the basic approach, methods and recent applications. Because of its advanced chapters and recent work, it is also appropriate for a more mature reader interested in recent applications and devel...
Capdeville, Y.; Gung, Y.; Romanowicz, B.
2002-12-01
The spectral element method (SEM) has recently been adapted successfully for global spherical earth wave propagation applications. Its advantage is that it provides a way to compute exact seismograms in a 3D earth, without restrictions on the size or wavelength of lateral heterogeneity at any depth, and can handle diffraction and other interactions with major structural boundaries. Its disadvantage is that it is computationally heavy. In order to partly address this drawback, a coupled SEM/normal mode method was developed (Capdeville et al., 2000). This enables us to more efficiently compute bodywave seismograms to realistically short periods (10s or less). In particular, the coupled SEM/normal mode method is a powerful tool to test the validity of some analytical approximations that are currently used in global waveform tomography, and that are considerably faster computationally. Here, we focus on several approximations based on normal mode perturbation theory: the classical "path-average approximation" (PAVA) introduced by Woodhouse and Dziewonski (1984) and well suited for fundamental mode surface waves (1D sensitivity kernels); the non-linear asymptotic coupling theory (NACT), which introduces coupling between mode branches and 2D kernels in the vertical plane containing the source and the receiver (Li and Tanimoto, 1993; Li and Romanowicz, 1995); an extension of NACT which includes out of plane focusing terms computed asymptotically (e.g. Romanowicz, 1987) and introduces 3D kernels; we also consider first order perturbation theory without asymptotic approximations, such as developed for example by Dahlen et al. (2000). We present the results of comparisons of realistic seismograms for different models of heterogeneity, varying the strength and sharpness of the heterogeneity and its location in depth in the mantle. We discuss the consequences of different levels of approximations on our ability to resolve 3D heterogeneity in the earth's mantle.
International Nuclear Information System (INIS)
Estimating uncertainties on doses from bioassay data is of interest in epidemiology studies that estimate cancer risk from occupational exposures to radionuclides. Bayesian methods provide a logical framework to calculate these uncertainties. However, occupational exposures often consist of many intakes, and this can make the Bayesian calculation computationally intractable. This paper describes a novel strategy for increasing the computational speed of the calculation by simplifying the intake pattern to a single composite intake, termed as complex intake regime (CIR). In order to assess whether this approximation is accurate and fast enough for practical purposes, the method is implemented by the Weighted Likelihood Monte Carlo Sampling (WeLMoS) method and evaluated by comparing its performance with a Markov Chain Monte Carlo (MCMC) method. The MCMC method gives the full solution (all intakes are independent), but is very computationally intensive to apply routinely. Posterior distributions of model parameter values, intakes and doses are calculated for a representative sample of plutonium workers from the United Kingdom Atomic Energy cohort using the WeLMoS method with the CIR and the MCMC method. The distributions are in good agreement: posterior means and Q 0.025 and Q 0.975 quantiles are typically within 20 %. Furthermore, the WeLMoS method using the CIR converges quickly: a typical case history takes around 10-20 min on a fast workstation, whereas the MCMC method took around 12-hr. The advantages and disadvantages of the method are discussed. (authors)
Unbounded Bayesian Optimization via Regularization
Shahriari, Bobak; Bouchard-Côté, Alexandre; De Freitas, Nando
2015-01-01
Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to contain the optimizer. However, when little is known about the probed objective function, it can be difficult to prescribe such bounds. In this work we modify the standard Bayesian optimization framework in a principled way to allow automatic resizing of t...
Bayesian optimization for materials design
Frazier, Peter I.; Wang, Jialei
2015-01-01
We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as possible. We focus on the case when materials designs are parameterized by a low-dimensional vector. Bayesian optimization is built on a statistical technique called Gaussian pro...
Akemi Gálvez; Andrés Iglesias; Luis Cabellos
2014-01-01
The problem of data fitting is very important in many theoretical and applied fields. In this paper, we consider the problem of optimizing a weighted Bayesian energy functional for data fitting by using global-support approximating curves. By global-support curves we mean curves expressed as a linear combination of basis functions whose support is the whole domain of the problem, as opposed to other common approaches in CAD/CAM and computer graphics driven by piecewise functions (such as B-sp...
Perkins, S. J.; Marais, P. C.; Zwart, J. T. L.; Natarajan, I.; Tasse, C.; Smirnov, O.
2015-09-01
We present Montblanc, a GPU implementation of the Radio interferometer measurement equation (RIME) in support of the Bayesian inference for radio observations (BIRO) technique. BIRO uses Bayesian inference to select sky models that best match the visibilities observed by a radio interferometer. To accomplish this, BIRO evaluates the RIME multiple times, varying sky model parameters to produce multiple model visibilities. χ2 values computed from the model and observed visibilities are used as likelihood values to drive the Bayesian sampling process and select the best sky model. As most of the elements of the RIME and χ2 calculation are independent of one another, they are highly amenable to parallel computation. Additionally, Montblanc caters for iterative RIME evaluation to produce multiple χ2 values. Modified model parameters are transferred to the GPU between each iteration. We implemented Montblanc as a Python package based upon NVIDIA's CUDA architecture. As such, it is easy to extend and implement different pipelines. At present, Montblanc supports point and Gaussian morphologies, but is designed for easy addition of new source profiles. Montblanc's RIME implementation is performant: On an NVIDIA K40, it is approximately 250 times faster than MEQTREES on a dual hexacore Intel E5-2620v2 CPU. Compared to the OSKAR simulator's GPU-implemented RIME components it is 7.7 and 12 times faster on the same K40 for single and double-precision floating point respectively. However, OSKAR's RIME implementation is more general than Montblanc's BIRO-tailored RIME. Theoretical analysis of Montblanc's dominant CUDA kernel suggests that it is memory bound. In practice, profiling shows that is balanced between compute and memory, as much of the data required by the problem is retained in L1 and L2 caches.
Learning Bayesian networks using genetic algorithm
Institute of Scientific and Technical Information of China (English)
Chen Fei; Wang Xiufeng; Rao Yimei
2007-01-01
A new method to evaluate the fitness of the Bayesian networks according to the observed data is provided. The main advantage of this criterion is that it is suitable for both the complete and incomplete cases while the others not.Moreover it facilitates the computation greatly. In order to reduce the search space, the notation of equivalent class proposed by David Chickering is adopted. Instead of using the method directly, the novel criterion, variable ordering, and equivalent class are combined,moreover the proposed mthod avoids some problems caused by the previous one. Later, the genetic algorithm which allows global convergence, lack in the most of the methods searching for Bayesian network is applied to search for a good model in thisspace. To speed up the convergence, the genetic algorithm is combined with the greedy algorithm. Finally, the simulation shows the validity of the proposed approach.
Machine learning a Bayesian and optimization perspective
Theodoridis, Sergios
2015-01-01
This tutorial text gives a unifying perspective on machine learning by covering both probabilistic and deterministic approaches, which rely on optimization techniques, as well as Bayesian inference, which is based on a hierarchy of probabilistic models. The book presents the major machine learning methods as they have been developed in different disciplines, such as statistics, statistical and adaptive signal processing and computer science. Focusing on the physical reasoning behind the mathematics, all the various methods and techniques are explained in depth, supported by examples and problems, giving an invaluable resource to the student and researcher for understanding and applying machine learning concepts. The book builds carefully from the basic classical methods to the most recent trends, with chapters written to be as self-contained as possible, making the text suitable for different courses: pattern recognition, statistical/adaptive signal processing, statistical/Bayesian learning, as well as shor...
Bayesian image reconstruction: Application to emission tomography
Energy Technology Data Exchange (ETDEWEB)
Nunez, J.; Llacer, J.
1989-02-01
In this paper we propose a Maximum a Posteriori (MAP) method of image reconstruction in the Bayesian framework for the Poisson noise case. We use entropy to define the prior probability and likelihood to define the conditional probability. The method uses sharpness parameters which can be theoretically computed or adjusted, allowing us to obtain MAP reconstructions without the problem of the grey'' reconstructions associated with the pre Bayesian reconstructions. We have developed several ways to solve the reconstruction problem and propose a new iterative algorithm which is stable, maintains positivity and converges to feasible images faster than the Maximum Likelihood Estimate method. We have successfully applied the new method to the case of Emission Tomography, both with simulated and real data. 41 refs., 4 figs., 1 tab.
Advanced Bayesian Method for Planetary Surface Navigation
Center, Julian
2015-01-01
Autonomous Exploration, Inc., has developed an advanced Bayesian statistical inference method that leverages current computing technology to produce a highly accurate surface navigation system. The method combines dense stereo vision and high-speed optical flow to implement visual odometry (VO) to track faster rover movements. The Bayesian VO technique improves performance by using all image information rather than corner features only. The method determines what can be learned from each image pixel and weighs the information accordingly. This capability improves performance in shadowed areas that yield only low-contrast images. The error characteristics of the visual processing are complementary to those of a low-cost inertial measurement unit (IMU), so the combination of the two capabilities provides highly accurate navigation. The method increases NASA mission productivity by enabling faster rover speed and accuracy. On Earth, the technology will permit operation of robots and autonomous vehicles in areas where the Global Positioning System (GPS) is degraded or unavailable.
Bayesian inference for Markov jump processes with informative observations.
Golightly, Andrew; Wilkinson, Darren J
2015-04-01
In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is straightforward, Bayesian inference typically proceeds through computationally intensive methods such as (particle) MCMC. Such methods ostensibly require the ability to simulate trajectories from the conditioned jump process. When observations are highly informative, use of the forward simulator is likely to be inefficient and may even preclude an exact (simulation based) analysis. We therefore propose three methods for improving the efficiency of simulating conditioned jump processes. A conditioned hazard is derived based on an approximation to the jump process, and used to generate end-point conditioned trajectories for use inside an importance sampling algorithm. We also adapt a recently proposed sequential Monte Carlo scheme to our problem. Essentially, trajectories are reweighted at a set of intermediate time points, with more weight assigned to trajectories that are consistent with the next observation. We consider two implementations of this approach, based on two continuous approximations of the MJP. We compare these constructs for a simple tractable jump process before using them to perform inference for a Lotka-Volterra system. The best performing construct is used to infer the parameters governing a simple model of motility regulation in Bacillus subtilis. PMID:25720091
Simulation-based optimal Bayesian experimental design for nonlinear systems
Huan, Xun
2013-01-01
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters.Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics. © 2012 Elsevier Inc.
Institute of Scientific and Technical Information of China (English)
HU Zhao-yong
2005-01-01
Engineering diagnosis is essential to the operation of industrial equipment. The key to successful diagnosis is correct knowledge representation and reasoning. The Bayesian network is a powerful tool for it. This paper utilizes the Bayesian network to represent and reason diagnostic knowledge, named Bayesian diagnostic network. It provides a three-layer topologic structure based on operating conditions, possible faults and corresponding symptoms. The paper also discusses an approximate stochastic sampling algorithm. Then a practical Bayesian network for gas turbine diagnosis is constructed on a platform developed under a Visual C++ environment. It shows that the Bayesian network is a powerful model for representation and reasoning of diagnostic knowledge. The three-layer structure and the approximate algorithm are effective also.
Bayesian networks inference algorithm to implement Dempster Shafer theory in reliability analysis
International Nuclear Information System (INIS)
This paper deals with the use of Bayesian networks to compute system reliability. The reliability analysis problem is described and the usual methods for quantitative reliability analysis are presented within a case study. Some drawbacks that justify the use of Bayesian networks are identified. The basic concepts of the Bayesian networks application to reliability analysis are introduced and a model to compute the reliability for the case study is presented. Dempster Shafer theory to treat epistemic uncertainty in reliability analysis is then discussed and its basic concepts that can be applied thanks to the Bayesian network inference algorithm are introduced. Finally, it is shown, with a numerical example, how Bayesian networks' inference algorithms compute complex system reliability and what the Dempster Shafer theory can provide to reliability analysis
Sang, Huiyan
2011-12-01
This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.
Bayesian Smoothing with Gaussian Processes Using Fourier Basis Functions in the spectralGP Package
Directory of Open Access Journals (Sweden)
Christopher J. Paciorek
2007-04-01
Full Text Available The spectral representation of stationary Gaussian processes via the Fourier basis provides a computationally efficient specification of spatial surfaces and nonparametric regression functions for use in various statistical models. I describe the representation in detail and introduce the spectralGP package in R for computations. Because of the large number of basis coefficients, some form of shrinkage is necessary; I focus on a natural Bayesian approach via a particular parameterized prior structure that approximates stationary Gaussian processes on a regular grid. I review several models from the literature for data that do not lie on a grid, suggest a simple model modification, and provide example code demonstrating MCMC sampling using the spectralGP package. I describe reasons that mixing can be slow in certain situations and provide some suggestions for MCMC techniques to improve mixing, also with example code, and some general recommendations grounded in experience.
Bayesian feature weighting for unsupervised learning, with application to object recognition
Carbonetto, Peter; De Freitas, Nando; Gustafson, Paul; Thompson, Natalie
2003-01-01
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.
Applications of Bayesian spectrum representation in acoustics
Botts, Jonathan M.
framework. The application to reflection data is useful for representing frequency-dependent impedance boundaries in finite difference acoustic simulations. Furthermore, since the filter transfer function is a parametric model, it can be modified to incorporate arbitrary frequency weighting and account for the band-limited nature of measured reflection spectra. Finally, the model is modified to compensate for dispersive error in the finite difference simulation, from the filter design process. Stemming from the filter boundary problem, the implementation of pressure sources in finite difference simulation is addressed in order to assure that schemes properly converge. A class of parameterized source functions is proposed and shown to offer straightforward control of residual error in the simulation. Guided by the notion that the solution to be approximated affects the approximation error, sources are designed which reduce residual dispersive error to the size of round-off errors. The early part of a room impulse response can be characterized by a series of isolated plane waves. Measured with an array of microphones, plane waves map to a directional response of the array or spatial intensity map. Probabilistic inversion of this response results in estimates of the number and directions of image source arrivals. The model-based inversion is shown to avoid ambiguities associated with peak-finding or inspection of the spatial intensity map. For this problem, determining the number of arrivals in a given frame is critical for properly inferring the state of the sound field. This analysis is effectively compression of the spatial room response, which is useful for analysis or encoding of the spatial sound field. Parametric, model-based formulations of these problems enhance the solution in all cases, and a Bayesian interpretation provides a principled approach to model comparison and parameter estimation. v
Bayesian multi-QTL mapping for growth curve parameters
DEFF Research Database (Denmark)
Heuven, Henri C M; Janss, Luc L G
2010-01-01
segregating QTL using a Bayesian algorithm. Results For each individual a logistic growth curve was fitted and three latent variables: asymptote (ASYM), inflection point (XMID) and scaling factor (SCAL) were estimated per individual. Applying an 'animal' model showed heritabilities of approximately 48% for...
Hu, Xiao; Miller, Chad; Vespa, Paul; Bergsneider, Marvin
2007-01-01
The present study introduces an adaptive calculation of approximate entropy (ApEn) by exploiting sample-by-sample construction and update of nearest neighborhoods in an n-dimensional space. The algorithm is first validated with a standard numerical test set. It is then applied to electrocardiogram R wave interval (RR) and beat-to-beat intracranial pressure signals recorded from 12 patients undergoing normal pressure hydrocephalus diagnosis. The ApEn time series are further processed using the...
Decentralized Distributed Bayesian Estimation
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Sečkárová, Vladimíra
Praha: ÚTIA AVČR, v.v.i, 2011 - (Janžura, M.; Ivánek, J.). s. 16-16 [7th International Workshop on Data–Algorithms–Decision Making. 27.11.2011-29.11.2011, Mariánská] R&D Projects: GA ČR 102/08/0567; GA ČR GA102/08/0567 Institutional research plan: CEZ:AV0Z10750506 Keywords : estimation * distributed estimation * model Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/AS/dedecius-decentralized distributed bayesian estimation.pdf
Improved iterative Bayesian unfolding
D'Agostini, G
2010-01-01
This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is performed by Monte Carlo integration. Thus, small numbers are better handled and the final uncertainty does not rely on the assumption of normality. Theoretical and practical issues concerning the iterative use of the algorithm are also discussed. The new program, implemented in the R language, is freely available, together with sample scripts to play with toy models.
Bayesian statistical ionospheric tomography improved by incorporating ionosonde measurements
Norberg, Johannes; Virtanen, Ilkka I.; Roininen, Lassi; Vierinen, Juha; Orispää, Mikko; Kauristie, Kirsti; Lehtinen, Markku S.
2016-04-01
We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient tomographic inversion algorithm with clear probabilistic interpretation. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero-mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT ultra-high-frequency incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that in comparison to the alternative prior information sources, ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the altitude distribution of electron density. With an ionosonde at continuous disposal, the presented method enhances stand-alone near-real-time ionospheric tomography for the given conditions significantly.
Fast Bayesian optimal experimental design for seismic source inversion
Long, Quan
2015-07-01
We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by elastodynamic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L
International Nuclear Information System (INIS)
The computer code, POD, was developed to calculate angle-differential cross sections and analyzing powers for shape-elastic scattering for collisions of neutron or light ions with target nucleus. The cross sections are computed with the optical model. Angle-differential cross sections for neutron inelastic scattering can also be calculated with the distorted-wave Born approximation. The optical model potential parameters are the most essential inputs for those model computations. In this program, the cross sections and analyzing powers are obtained by using the existing local or global parameters. The parameters can also be inputted by users. In this report, the theoretical formulas, the computational methods, and the input parameters are explained. The sample inputs and outputs are also presented. (author)
Bayesian Estimation of a Mixture Model
Ilhem Merah; Assia Chadli
2015-01-01
We present the properties of a bathtub curve reliability model having both a sufficient adaptability and a minimal number of parameters introduced by Idée and Pierrat (2010). This one is a mixture of a Gamma distribution G(2, (1/θ)) and a new distribution L(θ). We are interesting by Bayesian estimation of the parameters and survival function of this model with a squared-error loss function and non-informative prior using the approximations of Lindley (1980) and Tierney and Kadane (1986). Usin...
Emulation: A fast stochastic Bayesian method to eliminate model space
Roberts, Alan; Hobbs, Richard; Goldstein, Michael
2010-05-01
Joint inversion of large 3D datasets has been the goal of geophysicists ever since the datasets first started to be produced. There are two broad approaches to this kind of problem, traditional deterministic inversion schemes and more recently developed Bayesian search methods, such as MCMC (Markov Chain Monte Carlo). However, using both these kinds of schemes has proved prohibitively expensive, both in computing power and time cost, due to the normally very large model space which needs to be searched using forward model simulators which take considerable time to run. At the heart of strategies aimed at accomplishing this kind of inversion is the question of how to reliably and practicably reduce the size of the model space in which the inversion is to be carried out. Here we present a practical Bayesian method, known as emulation, which can address this issue. Emulation is a Bayesian technique used with considerable success in a number of technical fields, such as in astronomy, where the evolution of the universe has been modelled using this technique, and in the petroleum industry where history matching is carried out of hydrocarbon reservoirs. The method of emulation involves building a fast-to-compute uncertainty-calibrated approximation to a forward model simulator. We do this by modelling the output data from a number of forward simulator runs by a computationally cheap function, and then fitting the coefficients defining this function to the model parameters. By calibrating the error of the emulator output with respect to the full simulator output, we can use this to screen out large areas of model space which contain only implausible models. For example, starting with what may be considered a geologically reasonable prior model space of 10000 models, using the emulator we can quickly show that only models which lie within 10% of that model space actually produce output data which is plausibly similar in character to an observed dataset. We can thus much
DEFF Research Database (Denmark)
Marchukov, O. V.; Eriksen, E. H.; Midtgaard, J. M.;
2016-01-01
-trivial geometric factors that depend solely on the geometry of the confinement through the single-particle eigenstates of the external potential. To obtain accurate effective Hamiltonians to describe such systems one needs to be able to compute these geometric factors with high precision which is difficult due to...
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.
Adaptive Dynamic Bayesian Networks
Energy Technology Data Exchange (ETDEWEB)
Ng, B M
2007-10-26
A discrete-time Markov process can be compactly modeled as a dynamic Bayesian network (DBN)--a graphical model with nodes representing random variables and directed edges indicating causality between variables. Each node has a probability distribution, conditional on the variables represented by the parent nodes. A DBN's graphical structure encodes fixed conditional dependencies between variables. But in real-world systems, conditional dependencies between variables may be unknown a priori or may vary over time. Model errors can result if the DBN fails to capture all possible interactions between variables. Thus, we explore the representational framework of adaptive DBNs, whose structure and parameters can change from one time step to the next: a distribution's parameters and its set of conditional variables are dynamic. This work builds on recent work in nonparametric Bayesian modeling, such as hierarchical Dirichlet processes, infinite-state hidden Markov networks and structured priors for Bayes net learning. In this paper, we will explain the motivation for our interest in adaptive DBNs, show how popular nonparametric methods are combined to formulate the foundations for adaptive DBNs, and present preliminary results.
Bayesian analysis toolkit - BAT
International Nuclear Information System (INIS)
Statistical treatment of data is an essential part of any data analysis and interpretation. Different statistical methods and approaches can be used, however the implementation of these approaches is complicated and at times inefficient. The Bayesian analysis toolkit (BAT) is a software package developed in C++ framework that facilitates the statistical analysis of the data using Bayesian theorem. The tool evaluates the posterior probability distributions for models and their parameters using Markov Chain Monte Carlo which in turn provide straightforward parameter estimation, limit setting and uncertainty propagation. Additional algorithms, such as simulated annealing, allow extraction of the global mode of the posterior. BAT sets a well-tested environment for flexible model definition and also includes a set of predefined models for standard statistical problems. The package is interfaced to other software packages commonly used in high energy physics, such as ROOT, Minuit, RooStats and CUBA. We present a general overview of BAT and its algorithms. A few physics examples are shown to introduce the spectrum of its applications. In addition, new developments and features are summarized.
Nonlinear and non-Gaussian Bayesian based handwriting beautification
Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua
2013-03-01
A framework is proposed in this paper to effectively and efficiently beautify handwriting by means of a novel nonlinear and non-Gaussian Bayesian algorithm. In the proposed framework, format and size of handwriting image are firstly normalized, and then typeface in computer system is applied to optimize vision effect of handwriting. The Bayesian statistics is exploited to characterize the handwriting beautification process as a Bayesian dynamic model. The model parameters to translate, rotate and scale typeface in computer system are controlled by state equation, and the matching optimization between handwriting and transformed typeface is employed by measurement equation. Finally, the new typeface, which is transformed from the original one and gains the best nonlinear and non-Gaussian optimization, is the beautification result of handwriting. Experimental results demonstrate the proposed framework provides a creative handwriting beautification methodology to improve visual acceptance.
Sparse Bayesian learning in ISAR tomography imaging
Institute of Scientific and Technical Information of China (English)
SU Wu-ge; WANG Hong-qiang; DENG Bin; WANG Rui-jun; QIN Yu-liang
2015-01-01
Inverse synthetic aperture radar (ISAR) imaging can be regarded as a narrow-band version of the computer aided tomography (CT). The traditional CT imaging algorithms for ISAR, including the polar format algorithm (PFA) and the convolution back projection algorithm (CBP), usually suffer from the problem of the high sidelobe and the low resolution. The ISAR tomography image reconstruction within a sparse Bayesian framework is concerned. Firstly, the sparse ISAR tomography imaging model is established in light of the CT imaging theory. Then, by using the compressed sensing (CS) principle, a high resolution ISAR image can be achieved with limited number of pulses. Since the performance of existing CS-based ISAR imaging algorithms is sensitive to the user parameter, this makes the existing algorithms inconvenient to be used in practice. It is well known that the Bayesian formalism of recover algorithm named sparse Bayesian learning (SBL) acts as an effective tool in regression and classification, which uses an efficient expectation maximization procedure to estimate the necessary parameters, and retains a preferable property of thel0-norm diversity measure. Motivated by that, a fully automated ISAR tomography imaging algorithm based on SBL is proposed. Experimental results based on simulated and electromagnetic (EM) data illustrate the effectiveness and the superiority of the proposed algorithm over the existing algorithms.
Directory of Open Access Journals (Sweden)
Kuang Lin
2009-01-01
Full Text Available Understanding the mechanisms of gene transcriptional regulation through analysis of high-throughput postgenomic data is one of the central problems of computational systems biology. Various approaches have been proposed, but most of them fail to address at least one of the following objectives: (1 allow for the fact that transcription factors are potentially subject to posttranscriptional regulation; (2 allow for the fact that transcription factors cooperate as a functional complex in regulating gene expression, and (3 provide a model and a learning algorithm with manageable computational complexity. The objective of the present study is to propose and test a method that addresses these three issues. The model we employ is a mixture of factor analyzers, in which the latent variables correspond to different transcription factors, grouped into complexes or modules. We pursue inference in a Bayesian framework, using the Variational Bayesian Expectation Maximization (VBEM algorithm for approximate inference of the posterior distributions of the model parameters, and estimation of a lower bound on the marginal likelihood for model selection. We have evaluated the performance of the proposed method on three criteria: activity profile reconstruction, gene clustering, and network inference.
Gas turbine engine prognostics using Bayesian hierarchical models: A variational approach
Zaidan, Martha A.; Mills, Andrew R.; Harrison, Robert F.; Fleming, Peter J.
2016-03-01
Prognostics is an emerging requirement of modern health monitoring that aims to increase the fidelity of failure-time predictions by the appropriate use of sensory and reliability information. In the aerospace industry it is a key technology to reduce life-cycle costs, improve reliability and asset availability for a diverse fleet of gas turbine engines. In this work, a Bayesian hierarchical model is selected to utilise fleet data from multiple assets to perform probabilistic estimation of remaining useful life (RUL) for civil aerospace gas turbine engines. The hierarchical formulation allows Bayesian updates of an individual predictive model to be made, based upon data received asynchronously from a fleet of assets with different in-service lives and for the entry of new assets into the fleet. In this paper, variational inference is applied to the hierarchical formulation to overcome the computational and convergence concerns that are raised by the numerical sampling techniques needed for inference in the original formulation. The algorithm is tested on synthetic data, where the quality of approximation is shown to be satisfactory with respect to prediction performance, computational speed, and ease of use. A case study of in-service gas turbine engine data demonstrates the value of integrating fleet data for accurately predicting degradation trajectories of assets.
Bayesian tomographic reconstruction of microsystems
Salem, Sofia Fekih; Vabre, Alexandre; Mohammad-Djafari, Ali
2007-11-01
The microtomography by X ray transmission plays an increasingly dominating role in the study and the understanding of microsystems. Within this framework, an experimental setup of high resolution X ray microtomography was developed at CEA-List to quantify the physical parameters related to the fluids flow in microsystems. Several difficulties rise from the nature of experimental data collected on this setup: enhanced error measurements due to various physical phenomena occurring during the image formation (diffusion, beam hardening), and specificities of the setup (limited angle, partial view of the object, weak contrast). To reconstruct the object we must solve an inverse problem. This inverse problem is known to be ill-posed. It therefore needs to be regularized by introducing prior information. The main prior information we account for is that the object is composed of a finite known number of different materials distributed in compact regions. This a priori information is introduced via a Gauss-Markov field for the contrast distributions with a hidden Potts-Markov field for the class materials in the Bayesian estimation framework. The computations are done by using an appropriate Markov Chain Monte Carlo (MCMC) technique. In this paper, we present first the basic steps of the proposed algorithms. Then we focus on one of the main steps in any iterative reconstruction method which is the computation of forward and adjoint operators (projection and backprojection). A fast implementation of these two operators is crucial for the real application of the method. We give some details on the fast computation of these steps and show some preliminary results of simulations.
Asymptotically minimax Bayesian predictive densities for multinomial models
Komaki, Fumiyasu
2011-01-01
One-step ahead prediction for the multinomial model is considered. The performance of a predictive density is evaluated by the average Kullback-Leibler divergence from the true density to the predictive density. Asymptotic approximations of risk functions of Bayesian predictive densities based on Dirichlet priors are obtained. It is shown that a Bayesian predictive density based on a specific Dirichlet prior is asymptotically minimax. The asymptotically minimax prior is different from known objective priors such as the Jeffreys prior or the uniform prior.
Energy Technology Data Exchange (ETDEWEB)
Chalasani, P.; Saias, I. [Los Alamos National Lab., NM (United States); Jha, S. [Carnegie Mellon Univ., Pittsburgh, PA (United States)
1996-04-08
As increasingly large volumes of sophisticated options (called derivative securities) are traded in world financial markets, determining a fair price for these options has become an important and difficult computational problem. Many valuation codes use the binomial pricing model, in which the stock price is driven by a random walk. In this model, the value of an n-period option on a stock is the expected time-discounted value of the future cash flow on an n-period stock price path. Path-dependent options are particularly difficult to value since the future cash flow depends on the entire stock price path rather than on just the final stock price. Currently such options are approximately priced by Monte carlo methods with error bounds that hold only with high probability and which are reduced by increasing the number of simulation runs. In this paper the authors show that pricing an arbitrary path-dependent option is {number_sign}-P hard. They show that certain types f path-dependent options can be valued exactly in polynomial time. Asian options are path-dependent options that are particularly hard to price, and for these they design deterministic polynomial-time approximate algorithms. They show that the value of a perpetual American put option (which can be computed in constant time) is in many cases a good approximation to the value of an otherwise identical n-period American put option. In contrast to Monte Carlo methods, the algorithms have guaranteed error bounds that are polynormally small (and in some cases exponentially small) in the maturity n. For the error analysis they derive large-deviation results for random walks that may be of independent interest.
Bayesian Estimation and Inference Using Stochastic Electronics.
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326
The Smoothed Approximate Linear Program
Desai, V V; Moallemi, C C
2009-01-01
We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural `projection' of a well studied linear program for exact dynamic programming. Such programs restrict attention to approximations that are lower bounds to the optimal cost-to-go function. Our program--the `smoothed approximate linear program'--is distinct from such approaches and relaxes the restriction to lower bounding approximations in an appropriate fashion while remaining computationally tractable. Doing so appears to have several advantages: First, we demonstrate substantially superior bounds on the quality of approximation to the optimal cost-to-go function afforded by our approach. Second, experiments with our approach on a challenging problem (the game of Tetris) show that the approach outperforms the existing LP approach (which has previously been shown to be competitive with several AD...
International Nuclear Information System (INIS)
This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow
Diophantine approximation and badly approximable sets
DEFF Research Database (Denmark)
Kristensen, S.; Thorn, R.; Velani, S.
2006-01-01
Let (X,d) be a metric space and (Omega, d) a compact subspace of X which supports a non-atomic finite measure m. We consider `natural' classes of badly approximable subsets of Omega. Loosely speaking, these consist of points in Omega which `stay clear' of some given set of points in X....... The classical set Bad of `badly approximable' numbers in the theory of Diophantine approximation falls within our framework as do the sets Bad(i,j) of simultaneously badly approximable numbers. Under various natural conditions we prove that the badly approximable subsets of Omega have full Hausdorff dimension...
Rodriguez, Alejandro; Ibanescu, Mihai; Iannuzzi, Davide; Capasso, Federico; Joannopoulos, J D; Johnson, Steven G
2007-08-24
We present a method of computing Casimir forces for arbitrary geometries, with any desired accuracy, that can directly exploit the efficiency of standard numerical-electromagnetism techniques. Using the simplest possible finite-difference implementation of this approach, we obtain both agreement with past results for cylinder-plate geometries, and also present results for new geometries. In particular, we examine a pistonlike problem involving two dielectric and metallic squares sliding between two metallic walls, in two and three dimensions, respectively, and demonstrate nonadditive and nonmonotonic changes in the force due to these lateral walls. PMID:17930932
International Nuclear Information System (INIS)
We present a method of computing Casimir forces for arbitrary geometries, with any desired accuracy, that can directly exploit the efficiency of standard numerical-electromagnetism techniques. Using the simplest possible finite-difference implementation of this approach, we obtain both agreement with past results for cylinder-plate geometries, and also present results for new geometries. In particular, we examine a pistonlike problem involving two dielectric and metallic squares sliding between two metallic walls, in two and three dimensions, respectively, and demonstrate nonadditive and nonmonotonic changes in the force due to these lateral walls
Directory of Open Access Journals (Sweden)
Samir Kamel Ashour
2014-05-01
Full Text Available In this paper, Bayesian and non-Bayesian estimators have been obtained for two generalized exponential populations under joint type II censored scheme, which generalize results of Balakrishnan and Rasouli (2008 and Shafay et al. (2013. The maximum likelihood estimators (MLEs of the parameters and Bayes estimators have been developed under squared error loss function as well as under LINEX loss function. Moreover, approximate confidence region are also discussed and compared with two Bootstrap confidence regions. Also the MLE and three confidence intervals for the stress–strength parameter are explored. A numerical illustration for these new results is given.
Book review: Bayesian analysis for population ecology
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)
Bazin, Eric; Dawson, Kevin J; Beaumont, Mark A
2010-06-01
We address the problem of finding evidence of natural selection from genetic data, accounting for the confounding effects of demographic history. In the absence of natural selection, gene genealogies should all be sampled from the same underlying distribution, often approximated by a coalescent model. Selection at a particular locus will lead to a modified genealogy, and this motivates a number of recent approaches for detecting the effects of natural selection in the genome as "outliers" under some models. The demographic history of a population affects the sampling distribution of genealogies, and therefore the observed genotypes and the classification of outliers. Since we cannot see genealogies directly, we have to infer them from the observed data under some model of mutation and demography. Thus the accuracy of an outlier-based approach depends to a greater or a lesser extent on the uncertainty about the demographic and mutational model. A natural modeling framework for this type of problem is provided by Bayesian hierarchical models, in which parameters, such as mutation rates and selection coefficients, are allowed to vary across loci. It has proved quite difficult computationally to implement fully probabilistic genealogical models with complex demographies, and this has motivated the development of approximations such as approximate Bayesian computation (ABC). In ABC the data are compressed into summary statistics, and computation of the likelihood function is replaced by simulation of data under the model. In a hierarchical setting one may be interested both in hyperparameters and parameters, and there may be very many of the latter--for example, in a genetic model, these may be parameters describing each of many loci or populations. This poses a problem for ABC in that one then requires summary statistics for each locus, which, if used naively, leads to a consequent difficulty in conditional density estimation. We develop a general method for applying
Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data
Ray, A.; Key, K.; Bodin, T.
2013-12-01
The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we
Directory of Open Access Journals (Sweden)
Le Riche R.
2010-06-01
dimensionality. POD is based on projecting the full field images on a modal basis, constructed from sample simulations, and which can account for the variations of the full field as the elastic constants and other parameters of interest are varied. The fidelity of the decomposition depends on the number of basis vectors used. Typically even complex fields can be accurately represented with no more than a few dozen modes and for our problem we showed that only four or five modes are sufficient [5]. To further reduce the computational cost of the Bayesian approach we use response surface approximations of the POD coefficients of the fields. We show that 3rd degree polynomial response surface approximations provide a satisfying accuracy. The combination of POD decomposition and response surface methodology allows to bring down the computational time of the Bayesian identification to a few days. The proposed approach is applied to Moiré interferometry full field displacement measurements from a traction experiment on a plate with a hole. The laminate with a layup of [45,- 45,0]s is made out of a Toray® T800/3631 graphite/epoxy prepreg. The measured displacement maps are provided in Figure 1. The mean values of the identified properties joint probability density function are in agreement with previous identifications carried out on the same material. Furthermore the probability density function also provides the coefficient of variation with which the properties are identified as well as the correlations between the various properties. We find that while the longitudinal Young’s modulus is identified with good accuracy (low standard deviation, the Poisson’s ration is identified with much higher uncertainty. Several of the properties are also found to be correlated. The identified uncertainty structure of the elastic constants (i.e. variance co-variance matrix has potential benefits to reliability analyses, by allowing a more accurate description of the input uncertainty. An
Structure-based bayesian sparse reconstruction
Quadeer, Ahmed Abdul
2012-12-01
Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical information (Gaussian or otherwise) to obtain near optimal estimates. In addition, we make use of the rich structure of the sensing matrix encountered in many signal processing applications to develop a fast sparse recovery algorithm. The computational complexity of the proposed algorithm is very low compared with the widely used convex relaxation methods as well as greedy matching pursuit techniques, especially at high sparsity. © 1991-2012 IEEE.
Recovery of shapes: hypermodels and Bayesian learning
International Nuclear Information System (INIS)
We discuss the problem of recovering an image from its blurred and noisy copy with the additional information that the image consists of simple shapes with sharp edges. An iterative algorithm is given, based on the idea of updating the Tikhonov type smoothness penalty on the basis of the previous estimate. This algorithm is discussed in the framework of Bayesian hypermodels and it is shown that the approach can be justified as a sequential iterative scheme for finding the mode of the posterior density. An effective numerical algorithm based on preconditioned Krylov subspace iterations is suggested and demonstrated with a computed example
Constructing Bayesian formulations of sparse kernel learning methods.
Cawley, Gavin C; Talbot, Nicola L C
2005-01-01
We present here a simple technique that simplifies the construction of Bayesian treatments of a variety of sparse kernel learning algorithms. An incomplete Cholesky factorisation is employed to modify the dual parameter space, such that the Gaussian prior over the dual model parameters is whitened. The regularisation term then corresponds to the usual weight-decay regulariser, allowing the Bayesian analysis to proceed via the evidence framework of MacKay. There is in addition a useful by-product associated with the incomplete Cholesky factorisation algorithm, it also identifies a subset of the training data forming an approximate basis for the entire dataset in the kernel-induced feature space, resulting in a sparse model. Bayesian treatments of the kernel ridge regression (KRR) algorithm, with both constant and heteroscedastic (input dependent) variance structures, and kernel logistic regression (KLR) are provided as illustrative examples of the proposed method, which we hope will be more widely applicable. PMID:16085387
DEFF Research Database (Denmark)
Hartelius, Karsten; Carstensen, Jens Michael
2003-01-01
A method for locating distorted grid structures in images is presented. The method is based on the theories of template matching and Bayesian image restoration. The grid is modeled as a deformable template. Prior knowledge of the grid is described through a Markov random field (MRF) model which...... represents the spatial coordinates of the grid nodes. Knowledge of how grid nodes are depicted in the observed image is described through the observation model. The prior consists of a node prior and an arc (edge) prior, both modeled as Gaussian MRFs. The node prior models variations in the positions of grid...... nodes and the arc prior models variations in row and column spacing across the grid. Grid matching is done by placing an initial rough grid over the image and applying an ensemble annealing scheme to maximize the posterior distribution of the grid. The method can be applied to noisy images with missing...
Fully Bayesian Experimental Design for Pharmacokinetic Studies
Directory of Open Access Journals (Sweden)
Elizabeth G. Ryan
2015-03-01
Full Text Available Utility functions in Bayesian experimental design are usually based on the posterior distribution. When the posterior is found by simulation, it must be sampled from for each future dataset drawn from the prior predictive distribution. Many thousands of posterior distributions are often required. A popular technique in the Bayesian experimental design literature, which rapidly obtains samples from the posterior, is importance sampling, using the prior as the importance distribution. However, importance sampling from the prior will tend to break down if there is a reasonable number of experimental observations. In this paper, we explore the use of Laplace approximations in the design setting to overcome this drawback. Furthermore, we consider using the Laplace approximation to form the importance distribution to obtain a more efficient importance distribution than the prior. The methodology is motivated by a pharmacokinetic study, which investigates the effect of extracorporeal membrane oxygenation on the pharmacokinetics of antibiotics in sheep. The design problem is to find 10 near optimal plasma sampling times that produce precise estimates of pharmacokinetic model parameters/measures of interest. We consider several different utility functions of interest in these studies, which involve the posterior distribution of parameter functions.
Large-Scale Optimization for Bayesian Inference in Complex Systems
Energy Technology Data Exchange (ETDEWEB)
Willcox, Karen [MIT; Marzouk, Youssef [MIT
2013-11-12
The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of the SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to
Bayesian internal dosimetry calculations using Markov Chain Monte Carlo
International Nuclear Information System (INIS)
A new numerical method for solving the inverse problem of internal dosimetry is described. The new method uses Markov Chain Monte Carlo and the Metropolis algorithm. Multiple intake amounts, biokinetic types, and times of intake are determined from bioassay data by integrating over the Bayesian posterior distribution. The method appears definitive, but its application requires a large amount of computing time. (author)
Hu, Xiao; Miller, Chad; Vespa, Paul; Bergsneider, Marvin
2008-06-01
The present study introduces an adaptive calculation of approximate entropy (ApEn) by exploiting sample-by-sample construction and update of nearest neighborhoods in an n-dimensional space. The algorithm is first validated with a standard numerical test set. It is then applied to electrocardiogram R wave interval (RR) and beat-to-beat intracranial pressure signals recorded from 12 patients undergoing normal pressure hydrocephalus diagnosis. The ApEn time series are further processed using the causal coherence analysis to study the interaction between ICP and RR interval. Numerical validation demonstrates that the proposed algorithm reproduces the known time-varying patterns in the test set and better tracks abrupt signal changes. It is also demonstrated that occurrences of large-amplitude ICP oscillation are associated with decreased ICP ApEn and RR ApEn for all 12 patients. The causal coherence analysis of ApEn time series shows that coherence between RR ApEn and ICP ApEn, after mathematically decoupling RR effect on ICP, is enhanced for the oscillatory ICP state and so is the amplitude of transfer function between ICP and RR interval. However, no enhanced coherence is observed after mathematically decoupling ICP effect on RR interval. In conclusion, the adaptive ApEn algorithm can be used to track nonstationary signal characteristics. Furthermore, interactions between dynamic systems could be studied by using ApEn time series of the direct observations of systems. PMID:17714974
Bayesian modeling and prediction of solar particles flux
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Kalová, J.
Praha: FJFI ČVUT v Praze, 2009 - (Štěpán, V.), s. 77-77 ISBN 978-80-01-04430-8. [XXXI. Dny radiační ochrany. Kouty nad Desnou, Hrubý Jeseník (CZ), 02.11.2009-06.11.2009] R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian model * solar particle * solar wind Subject RIV: IN - Informatics, Computer Science http://library.utia.cas.cz/separaty/2009/AS/dedecius-bayesian modeling and prediction of solar particle s flux.pdf
Uncertainty Modeling Based on Bayesian Network in Ontology Mapping
Institute of Scientific and Technical Information of China (English)
LI Yuhua; LIU Tao; SUN Xiaolin
2006-01-01
How to deal with uncertainty is crucial in exact concept mapping between ontologies. This paper presents a new framework on modeling uncertainty in ontologies based on bayesian networks (BN). In our approach, ontology Web language (OWL) is extended to add probabilistic markups for attaching probability information, the source and target ontologies (expressed by patulous OWL) are translated into bayesian networks (BNs), the mapping between the two ontologies can be digged out by constructing the conditional probability tables (CPTs) of the BN using a improved algorithm named I-IPFP based on iterative proportional fitting procedure (IPFP). The basic idea of this framework and algorithm are validated by positive results from computer experiments.
Baltic sea algae analysis using Bayesian spatial statistics methods
Directory of Open Access Journals (Sweden)
Eglė Baltmiškytė
2013-03-01
Full Text Available Spatial statistics is one of the fields in statistics dealing with spatialy spread data analysis. Recently, Bayes methods are often applied for data statistical analysis. A spatial data model for predicting algae quantity in the Baltic Sea is made and described in this article. Black Carrageen is a dependent variable and depth, sand, pebble, boulders are independent variables in the described model. Two models with different covariation functions (Gaussian and exponential are built to estimate the best model fitting for algae quantity prediction. Unknown model parameters are estimated and Bayesian kriging prediction posterior distribution is computed in OpenBUGS modeling environment by using Bayesian spatial statistics methods.
Bayesian Inference in the Modern Design of Experiments
DeLoach, Richard
2008-01-01
This paper provides an elementary tutorial overview of Bayesian inference and its potential for application in aerospace experimentation in general and wind tunnel testing in particular. Bayes Theorem is reviewed and examples are provided to illustrate how it can be applied to objectively revise prior knowledge by incorporating insights subsequently obtained from additional observations, resulting in new (posterior) knowledge that combines information from both sources. A logical merger of Bayesian methods and certain aspects of Response Surface Modeling is explored. Specific applications to wind tunnel testing, computational code validation, and instrumentation calibration are discussed.
A Bayesian approach to earthquake source studies
Minson, Sarah
Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also
The Lumiere Project: Bayesian User Modeling for Inferring the Goals and Needs of Software Users
Horvitz, Eric J.; Breese, John S.; Heckerman, David; Hovel, David; Rommelse, Koos
2013-01-01
The Lumiere Project centers on harnessing probability and utility to provide assistance to computer software users. We review work on Bayesian user models that can be employed to infer a users needs by considering a user's background, actions, and queries. Several problems were tackled in Lumiere research, including (1) the construction of Bayesian models for reasoning about the time-varying goals of computer users from their observed actions and queries, (2) gaining access to a stream of eve...
AutoClass@IJM: a powerful tool for Bayesian classification of heterogeneous data in biology
Achcar, F.; Camadro, J.-M.; Mestivier, D.
2009-01-01
Recently, several theoretical and applied studies have shown that unsupervised Bayesian classification systems are of particular relevance for biological studies. However, these systems have not yet fully reached the biological community mainly because there are few freely available dedicated computer programs, and Bayesian clustering algorithms are known to be time consuming, which limits their usefulness when using personal computers. To overcome these limitations, we developed AutoClass@IJ...
Approximate Reanalysis in Topology Optimization
DEFF Research Database (Denmark)
Amir, Oded; Bendsøe, Martin P.; Sigmund, Ole
2009-01-01
In the nested approach to structural optimization, most of the computational effort is invested in the solution of the finite element analysis equations. In this study, the integration of an approximate reanalysis procedure into the framework of topology optimization of continuum structures is...... investigated. The nested optimization problem is re-formulated to accommodate the use of an approximate displacement vector and the design sensitivities are derived accordingly. It is shown that relatively rough approximations are acceptable since the errors are taken into account in the sensitivity analysis...
Bayesian Methods and Universal Darwinism
Campbell, John
2010-01-01
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...
Portfolio Allocation for Bayesian Optimization
Brochu, Eric; Hoffman, Matthew W.; De Freitas, Nando
2010-01-01
Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive black-box optimization scenarios. It uses Bayesian methods to sample the objective efficiently using an acquisition function which incorporates the model's estimate of the objective and the uncertainty at any given point. However, there are several differen...
Bayesian Networks and Influence Diagrams
DEFF Research Database (Denmark)
Kjærulff, Uffe Bro; Madsen, Anders Læsø
Probabilistic networks, also known as Bayesian networks and influence diagrams, have become one of the most promising technologies in the area of applied artificial intelligence, offering intuitive, efficient, and reliable methods for diagnosis, prediction, decision making, classification......, troubleshooting, and data mining under uncertainty. Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. Intended...
Energy Technology Data Exchange (ETDEWEB)
Yuste, Santos Bravo; Abad, Enrique, E-mail: santos@unex.es [Departamento de Fisica, Universidad de Extremadura, E-06071 Badajoz (Spain)
2011-02-18
We present an iterative method to obtain approximations to Bessel functions of the first kind J{sub p}(x) (p > -1) via the repeated application of an integral operator to an initial seed function f{sub 0}(x). The class of seed functions f{sub 0}(x) leading to sets of increasingly accurate approximations f{sub n}(x) is considerably large and includes any polynomial. When the operator is applied once to a polynomial of degree s, it yields a polynomial of degree s + 2, and so the iteration of this operator generates sets of increasingly better polynomial approximations of increasing degree. We focus on the set of polynomial approximations generated from the seed function f{sub 0}(x) = 1. This set of polynomials is useful not only for the computation of J{sub p}(x) but also from a physical point of view, as it describes the long-time decay modes of certain fractional diffusion and diffusion-wave problems.
Evidence for single top quark production using Bayesian neural networks
Energy Technology Data Exchange (ETDEWEB)
Kau, Daekwang; /Florida State U.
2007-08-01
We present results of a search for single top quark production in p{bar p} collisions using a dataset of approximately 1 fb{sup -1} collected with the D0 detector. This analysis considers the muon+jets and electron+jets final states and makes use of Bayesian neural networks to separate the expected signals from backgrounds. The observed excess is associated with a p-value of 0.081%, assuming the background-only hypothesis, which corresponds to an excess over background of 3.2 standard deviations for a Gaussian density. The p-value computed using the SM signal cross section of 2.9 pb is 1.6%, corresponding to an expected significance of 2.2 standard deviations. Assuming the observed excess is due to single top production, we measure a single top quark production cross section of {sigma}(p{bar p} {yields} tb + X, tqb + X) = 4.4 {+-} 1.5 pb.
Saddlepoint approximations to option prices
Rogers, L. C. G.; Zane, O.
1999-01-01
The use of saddlepoint approximations in statistics is a well-established technique for computing the distribution of a random variable whose moment generating function is known. In this paper, we apply the methodology to computing the prices of various European-style options, whose returns processes are not the Brownian motion with drift assumed in the Black-Scholes paradigm. Through a number of examples, we show that the methodology is generally accurate and fast.
The Bayesian Modelling Of Inflation Rate In Romania
Directory of Open Access Journals (Sweden)
Mihaela Simionescu (Bratu
2014-06-01
Full Text Available Bayesian econometrics knew a considerable increase in popularity in the last years, joining the interests of various groups of researchers in economic sciences and additional ones as specialists in econometrics, commerce, industry, marketing, finance, micro-economy, macro-economy and other domains. The purpose of this research is to achieve an introduction in Bayesian approach applied in economics, starting with Bayes theorem. For the Bayesian linear regression models the methodology of estimation was presented, realizing two empirical studies for data taken from the Romanian economy. Thus, an autoregressive model of order 2 and a multiple regression model were built for the index of consumer prices. The Gibbs sampling algorithm was used for estimation in R software, computing the posterior means and the standard deviations. The parameters’ stability proved to be greater than in the case of estimations based on the methods of classical Econometrics.
Dale Poirier
2008-01-01
This paper provides Bayesian rationalizations for White’s heteroskedastic consistent (HC) covariance estimator and various modifications of it. An informed Bayesian bootstrap provides the statistical framework.
A Very Simple Safe-Bayesian Random Forest.
Quadrianto, Novi; Ghahramani, Zoubin
2015-06-01
Random forests works by averaging several predictions of de-correlated trees. We show a conceptually radical approach to generate a random forest: random sampling of many trees from a prior distribution, and subsequently performing a weighted ensemble of predictive probabilities. Our approach uses priors that allow sampling of decision trees even before looking at the data, and a power likelihood that explores the space spanned by combination of decision trees. While each tree performs Bayesian inference to compute its predictions, our aggregation procedure uses the power likelihood rather than the likelihood and is therefore strictly speaking not Bayesian. Nonetheless, we refer to it as a Bayesian random forest but with a built-in safety. The safeness comes as it has good predictive performance even if the underlying probabilistic model is wrong. We demonstrate empirically that our Safe-Bayesian random forest outperforms MCMC or SMC based Bayesian decision trees in term of speed and accuracy, and achieves competitive performance to entropy or Gini optimised random forest, yet is very simple to construct. PMID:26357350
Algorithms and Complexity Results for Exact Bayesian Structure Learning
Ordyniak, Sebastian
2012-01-01
Bayesian structure learning is the NP-hard problem of discovering a Bayesian network that optimally represents a given set of training data. In this paper we study the computational worst-case complexity of exact Bayesian structure learning under graph theoretic restrictions on the super-structure. The super-structure (a concept introduced by Perrier, Imoto, and Miyano, JMLR 2008) is an undirected graph that contains as subgraphs the skeletons of solution networks. Our results apply to several variants of score-based Bayesian structure learning where the score of a network decomposes into local scores of its nodes. Results: We show that exact Bayesian structure learning can be carried out in non-uniform polynomial time if the super-structure has bounded treewidth and in linear time if in addition the super-structure has bounded maximum degree. We complement this with a number of hardness results. We show that both restrictions (treewidth and degree) are essential and cannot be dropped without loosing uniform ...
Default Bayesian analysis for multi-way tables: a data-augmentation approach
Polson, Nicholas G
2011-01-01
This paper proposes a strategy for regularized estimation in multi-way contingency tables, which are common in meta-analyses and multi-center clinical trials. Our approach is based on data augmentation, and appeals heavily to a novel class of Polya-Gamma distributions. Our main contributions are to build up the relevant distributional theory and to demonstrate three useful features of this data-augmentation scheme. First, it leads to simple EM and Gibbs-sampling algorithms for posterior inference, circumventing the need for analytic approximations, numerical integration, Metropolis--Hastings, or variational methods. Second, it allows modelers much more flexibility when choosing priors, which have traditionally come from the Dirichlet or logistic-normal family. For example, our approach allows users to incorporate Bayesian analogues of classical penalized-likelihood techniques (e.g. the lasso or bridge) in computing regularized estimates for log-odds ratios. Finally, our data-augmentation scheme naturally sugg...
Bayesian analysis for exponential random graph models using the adaptive exchange sampler
Jin, Ick Hoon
2013-01-01
Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the existence of intractable normalizing constants. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the issue of intractable normalizing constants encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.
Bayesian anomaly detection in heterogeneous media with applications to geophysical tomography
Simon, Martin
2014-11-01
In this paper, we consider the problem of detecting a parameterized anomaly in an isotropic, stationary and ergodic conductivity random field via electrical impedance tomography. A homogenization result for a stochastic forward problem built on the complete electrode model is derived, which serves as the basis for a two-stage numerical method in the framework of Bayesian inverse problems. The novelty of this method lies in the introduction of an enhanced error model accounting for the approximation errors that result from reducing the full forward model to a homogenized one. In the first stage, a MAP estimate for the reduced forward model equipped with the enhanced error model is computed. Then, in the second stage, a bootstrap prior based on the first stage results is defined and the resulting posterior distribution is sampled via Markov chain Monte Carlo. We provide the theoretical foundation of the proposed method, discuss different aspects of a numerical implementation and present numerical experiments to support our findings.
Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.
Jin, Ick Hoon; Yuan, Ying; Liang, Faming
2013-10-01
Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency. PMID:24653788
Bayesian Kinematic Finite Fault Source Models (Invited)
Minson, S. E.; Simons, M.; Beck, J. L.
2010-12-01
Finite fault earthquake source models are inherently under-determined: there is no unique solution to the inverse problem of determining the rupture history at depth as a function of time and space when our data are only limited observations at the Earth's surface. Traditional inverse techniques rely on model constraints and regularization to generate one model from the possibly broad space of all possible solutions. However, Bayesian methods allow us to determine the ensemble of all possible source models which are consistent with the data and our a priori assumptions about the physics of the earthquake source. Until now, Bayesian techniques have been of limited utility because they are computationally intractable for problems with as many free parameters as kinematic finite fault models. We have developed a methodology called Cascading Adaptive Tempered Metropolis In Parallel (CATMIP) which allows us to sample very high-dimensional problems in a parallel computing framework. The CATMIP algorithm combines elements of simulated annealing and genetic algorithms with the Metropolis algorithm to dynamically optimize the algorithm's efficiency as it runs. We will present synthetic performance tests of finite fault models made with this methodology as well as a kinematic source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. This earthquake was well recorded by multiple ascending and descending interferograms and a network of high-rate GPS stations whose records can be used as near-field seismograms.
A Bayesian Networks approach to Operational Risk
Aquaro, V.; Bardoscia, M.; Bellotti, R.; Consiglio, A.; De Carlo, F.; Ferri, G.
2010-04-01
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank and takes into account in a simple and realistic way the correlations among different processes of the bank. The internal losses are averaged over a variable time horizon, so that the correlations at different times are removed, while the correlations at the same time are kept: the averaged losses are thus suitable to perform the learning of the network topology and parameters; since the main aim is to understand the role of the correlations among the losses, the assessments of domain experts are not used. The algorithm has been validated on synthetic time series. It should be stressed that the proposed algorithm has been thought for the practical implementation in a mid or small sized bank, since it has a small impact on the organizational structure of a bank and requires an investment in human resources which is limited to the computational area.
Samadi, S.; Atlani, A.; Meadows, M.; Barros, A. P.
2014-12-01
Coastal Plain watersheds have high levels of spatial heterogeneity due to rainfall variability in space and time, dominate shallow water table, nonlinearity of river hydraulics properties, wide floodplains and dense vegetation. Bayesian algorithms can be used to capture key hydrological dynamics across the heterogeneous watershed system. This study examined two Bayesian frameworks to quantify parameter uncertainty during 2003-2005 period in the distributed hydrologic model (i.e. Soil and Water Assessment Tool (SWAT)) using Sequential Uncertainty Fitting (SUFI-2) and Differential Evolution Adaptive Metropolis (DREAM) algorithms in the Black River watershed, in the southeastern (SE) United States. Both algorithms were calibrated using 19 absolute parameter ranges of the SWAT model and streamflow predictive uncertainty showed well agreement to physical variation and system dynamics across the dry to moderately wet calibration period. In this study, the calibrated p-factor computed using SUFI-2 and DREAM algorithms respectively bracketed 63% and 69% of the predictive uncertainty, underlying the importance of parameter uncertainty in the watershed under study. In addition, SWAT parameters exhibited significant seasonal variation in dry and wet hydrological conditions and both Bayesian algorithms demonstrated that groundwater parameters, and soil and land use properties contributed more uncertainty to model. To reduce the calibration load, a hypothesis was further tested about whether convergence of DREAM algorithm can be achieved quicker by incorporating the best parameter ranges of the SUFI-2 model. The results revealed that the convergence criterion of R SUFI-2 parameter ranges while absolute parameter ranges met the convergence criterion after approximately 77,000 model simulations. In principle the methodology proposed here led to some improvement in parameter indentification, diminished the dimensionality of the parameter space and reduced burn-in period
Nonparametric Bayesian Classification
Coram, M A
2002-01-01
A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if they are present in the unknown regression function $f_0$. An idealized one-dimensional problem is considered in detail. The proposed nonparametric prior uses random split points to partition the unit interval into a random number of pieces. This prior is found to provide a consistent estimate of the regression function in the $\\L^p$ topology, for any $1 \\leq p < \\infty$, and for arbitrary measurable $f_0:[0,1] \\rightarrow [0,1]$. A Markov chain Monte Carlo (MCMC) implementation is outlined and analyzed. Simulation experiments are conducted to show that the proposed estimate compares favorably with a variety of conventional estimators. A striking resemblance between the posterior mean estimate and the bagged CART estimate is noted and discussed. For higher dimensions, a ...
BAT - Bayesian Analysis Toolkit
International Nuclear Information System (INIS)
One of the most vital steps in any data analysis is the statistical analysis and comparison with the prediction of a theoretical model. The many uncertainties associated with the theoretical model and the observed data require a robust statistical analysis tool. The Bayesian Analysis Toolkit (BAT) is a powerful statistical analysis software package based on Bayes' Theorem, developed to evaluate the posterior probability distribution for models and their parameters. It implements Markov Chain Monte Carlo to get the full posterior probability distribution that in turn provides a straightforward parameter estimation, limit setting and uncertainty propagation. Additional algorithms, such as Simulated Annealing, allow to evaluate the global mode of the posterior. BAT is developed in C++ and allows for a flexible definition of models. A set of predefined models covering standard statistical cases are also included in BAT. It has been interfaced to other commonly used software packages such as ROOT, Minuit, RooStats and CUBA. An overview of the software and its algorithms is provided along with several physics examples to cover a range of applications of this statistical tool. Future plans, new features and recent developments are briefly discussed.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.
Schönrich, Ralph; Bergemann, Maria
2014-09-01
We present a unified framework to derive fundamental stellar parameters by combining all available observational and theoretical information for a star. The algorithm relies on the method of Bayesian inference, which for the first time directly integrates the spectroscopic analysis pipeline based on the global spectrum synthesis and allows for comprehensive and objective error calculations given the priors. Arbitrary input data sets can be included into our analysis and other stellar quantities, in addition to stellar age, effective temperature, surface gravity, and metallicity, can be computed on demand. We lay out the mathematical framework of the method and apply it to several observational data sets, including high- and low-resolution spectra (UVES, NARVAL, HARPS, SDSS/SEGUE). We find that simpler approximations for the spectroscopic probability distribution function, which are inherent to past Bayesian approaches, lead to deviations of several standard deviations and unreliable errors on the same data. By its flexibility and the simultaneous analysis of multiple independent measurements for a star, it will be ideal to analyse and cross-calibrate the large ongoing and forthcoming surveys, like Gaia-European Southern Observatory (ESO), SDSS, Gaia and LSST.
OBJECTIVE BAYESIAN ANALYSIS OF ''ON/OFF'' MEASUREMENTS
Energy Technology Data Exchange (ETDEWEB)
Casadei, Diego, E-mail: diego.casadei@fhnw.ch [Visiting Scientist, Department of Physics and Astronomy, UCL, Gower Street, London WC1E 6BT (United Kingdom)
2015-01-01
In high-energy astrophysics, it is common practice to account for the background overlaid with counts from the source of interest with the help of auxiliary measurements carried out by pointing off-source. In this ''on/off'' measurement, one knows the number of photons detected while pointing toward the source, the number of photons collected while pointing away from the source, and how to estimate the background counts in the source region from the flux observed in the auxiliary measurements. For very faint sources, the number of photons detected is so low that the approximations that hold asymptotically are not valid. On the other hand, an analytical solution exists for the Bayesian statistical inference, which is valid at low and high counts. Here we illustrate the objective Bayesian solution based on the reference posterior and compare the result with the approach very recently proposed by Knoetig, and discuss its most delicate points. In addition, we propose to compute the significance of the excess with respect to the background-only expectation with a method that is able to account for any uncertainty on the background and is valid for any photon count. This method is compared to the widely used significance formula by Li and Ma, which is based on asymptotic properties.
Elsheikh, Ahmed H.
2014-02-01
An efficient Bayesian calibration method based on the nested sampling (NS) algorithm and non-intrusive polynomial chaos method is presented. Nested sampling is a Bayesian sampling algorithm that builds a discrete representation of the posterior distributions by iteratively re-focusing a set of samples to high likelihood regions. NS allows representing the posterior probability density function (PDF) with a smaller number of samples and reduces the curse of dimensionality effects. The main difficulty of the NS algorithm is in the constrained sampling step which is commonly performed using a random walk Markov Chain Monte-Carlo (MCMC) algorithm. In this work, we perform a two-stage sampling using a polynomial chaos response surface to filter out rejected samples in the Markov Chain Monte-Carlo method. The combined use of nested sampling and the two-stage MCMC based on approximate response surfaces provides significant computational gains in terms of the number of simulation runs. The proposed algorithm is applied for calibration and model selection of subsurface flow models. © 2013.
A computer program for estimation from incomplete multinomial data
Credeur, K. R.
1978-01-01
Coding is given for maximum likelihood and Bayesian estimation of the vector p of multinomial cell probabilities from incomplete data. Also included is coding to calculate and approximate elements of the posterior mean and covariance matrices. The program is written in FORTRAN 4 language for the Control Data CYBER 170 series digital computer system with network operating system (NOS) 1.1. The program requires approximately 44000 octal locations of core storage. A typical case requires from 72 seconds to 92 seconds on CYBER 175 depending on the value of the prior parameter.
Ultrafast Approximation for Phylogenetic Bootstrap
Bui Quang Minh, [No Value; Nguyen, Thi; von Haeseler, Arndt
2013-01-01
Nonparametric bootstrap has been a widely used tool in phylogenetic analysis to assess the clade support of phylogenetic trees. However, with the rapidly growing amount of data, this task remains a computational bottleneck. Recently, approximation methods such as the RAxML rapid bootstrap (RBS) and
Koepke, C.; Irving, J.; Roubinet, D.
2014-12-01
Geophysical methods have gained much interest in hydrology over the past two decades because of their ability to provide estimates of the spatial distribution of subsurface properties at a scale that is often relevant to key hydrological processes. Because of an increased desire to quantify uncertainty in hydrological predictions, many hydrogeophysical inverse problems have recently been posed within a Bayesian framework, such that estimates of hydrological properties and their corresponding uncertainties can be obtained. With the Bayesian approach, it is often necessary to make significant approximations to the associated hydrological and geophysical forward models such that stochastic sampling from the posterior distribution, for example using Markov-chain-Monte-Carlo (MCMC) methods, is computationally feasible. These approximations lead to model structural errors, which, so far, have not been properly treated in hydrogeophysical inverse problems. Here, we study the inverse problem of estimating unsaturated hydraulic properties, namely the van Genuchten-Mualem (VGM) parameters, in a layered subsurface from time-lapse, zero-offset-profile (ZOP) ground penetrating radar (GPR) data, collected over the course of an infiltration experiment. In particular, we investigate the effects of assumptions made for computational tractability of the stochastic inversion on model prediction errors as a function of depth and time. These assumptions are that (i) infiltration is purely vertical and can be modeled by the 1D Richards equation, and (ii) the petrophysical relationship between water content and relative dielectric permittivity is known. Results indicate that model errors for this problem are far from Gaussian and independently identically distributed, which has been the common assumption in previous efforts in this domain. In order to develop a more appropriate likelihood formulation, we use (i) a stochastic description of the model error that is obtained through
Concept Approximation between Fuzzy Ontologies
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Fuzzy ontologies are efficient tools to handle fuzzy and uncertain knowledge on the semantic web; but there are heterogeneity problems when gaining interoperability among different fuzzy ontologies. This paper uses concept approximation between fuzzy ontologies based on instances to solve the heterogeneity problems. It firstly proposes an instance selection technology based on instance clustering and weighting to unify the fuzzy interpretation of different ontologies and reduce the number of instances to increase the efficiency. Then the paper resolves the problem of computing the approximations of concepts into the problem of computing the least upper approximations of atom concepts. It optimizes the search strategies by extending atom concept sets and defining the least upper bounds of concepts to reduce the searching space of the problem. An efficient algorithm for searching the least upper bounds of concept is given.
Bayesian optimization for tuning chaotic systems
Directory of Open Access Journals (Sweden)
M. Abbas
2014-08-01
Full Text Available In this work, we consider the Bayesian optimization (BO approach for tuning parameters of complex chaotic systems. Such problems arise, for instance, in tuning the sub-grid scale parameterizations in weather and climate models. For such problems, the tuning procedure is generally based on a performance metric which measures how well the tuned model fits the data. This tuning is often a computationally expensive task. We show that BO, as a tool for finding the extrema of computationally expensive objective functions, is suitable for such tuning tasks. In the experiments, we consider tuning parameters of two systems: a simplified atmospheric model and a low-dimensional chaotic system. We show that BO is able to tune parameters of both the systems with a low number of objective function evaluations and without the need of any gradient information.
Flood quantile estimation at ungauged sites by Bayesian networks
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
Approximate maximizers of intricacy functionals
Buzzi, Jerome
2009-01-01
G. Edelman, O. Sporns, and G. Tononi introduced in theoretical biology the neural complexity of a family of random variables. This functional is a special case of intricacy, i.e., an average of the mutual information of subsystems whose weights have good mathematical properties. Moreover, its maximum value grows at a definite speed with the size of the system. In this work, we compute exactly this speed of growth by building "approximate maximizers" subject to an entropy condition. These approximate maximizers work simultaneously for all intricacies. We also establish some properties of arbitrary approximate maximizers, in particular the existence of a threshold in the size of subsystems of approximate maximizers: most smaller subsystems are almost equidistributed, most larger subsystems determine the full system. The main ideas are a random construction of almost maximizers with a high statistical symmetry and the consideration of entropy profiles, i.e., the average entropies of sub-systems of a given size. ...
Bayesian Inference for Functional Dynamics Exploring in fMRI Data
Directory of Open Access Journals (Sweden)
Xuan Guo
2016-01-01
Full Text Available This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM, Bayesian Connectivity Change Point Model (BCCPM, and Dynamic Bayesian Variable Partition Model (DBVPM, and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.
A Bayesian test for periodic signals in red noise
Vaughan, S
2009-01-01
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 approxim...
A nonparametric Bayesian method for estimating a response function
Brown, Scott; Meeden, Glen
2012-01-01
Consider the problem of estimating a response function which depends upon a non-stochastic independent variable under our control. The data are independent Bernoulli random variables where the probabilities of success are given by the response function at the chosen values of the independent variable. Here we present a nonparametric Bayesian method for estimating the response function. The only prior information assumed is that the response function can be well approximated by a mixture of st...
Probability biases as Bayesian inference
Directory of Open Access Journals (Sweden)
Andre; C. R. Martins
2006-11-01
Full Text Available In this article, I will show how several observed biases in human probabilistic reasoning can be partially explained as good heuristics for making inferences in an environment where probabilities have uncertainties associated to them. Previous results show that the weight functions and the observed violations of coalescing and stochastic dominance can be understood from a Bayesian point of view. We will review those results and see that Bayesian methods should also be used as part of the explanation behind other known biases. That means that, although the observed errors are still errors under the be understood as adaptations to the solution of real life problems. Heuristics that allow fast evaluations and mimic a Bayesian inference would be an evolutionary advantage, since they would give us an efficient way of making decisions. %XX In that sense, it should be no surprise that humans reason with % probability as it has been observed.
Bayesian Methods and Universal Darwinism
Campbell, John
2010-01-01
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 system...
Bayesian inference of the demographic history of chimpanzees.
Wegmann, Daniel; Excoffier, Laurent
2010-06-01
Due to an almost complete absence of fossil record, the evolutionary history of chimpanzees has only been studied recently on the basis of genetic data. Although the general topology of the chimpanzee phylogeny is well established, uncertainties remain concerning the size of current and past populations, the occurrence of bottlenecks or population expansions, or about divergence times and migrations rates between subspecies. Here, we present a novel attempt at globally inferring the detailed evolution of the Pan genus based on approximate Bayesian computation, an approach preferentially applied to complex models where the likelihood cannot be computed analytically. Based on two microsatellite and DNA sequence data sets and adjusting simulated data for local levels of inbreeding and patterns of missing data, we find support for several new features of chimpanzee evolution as compared with previous studies based on smaller data sets and simpler evolutionary models. We find that the central chimpanzees are certainly the oldest population of all P. troglodytes subspecies and that the other two P. t. subspecies diverged from the central chimpanzees by founder events. We also find an older divergence time (1.6 million years [My]) between common chimpanzee and Bonobos than previous studies (0.9-1.3 My), but this divergence appears to have been very progressive with the maintenance of relatively high levels of gene flow between the ancestral chimpanzee population and the Bonobos. Finally, we could also confirm the existence of strong unidirectional gene flow from the western into the central chimpanzee. These results show that interesting and innovative features of chimpanzee history emerge when considering their whole evolutionary history in a single analysis, rather than relying on simpler models involving several comparisons of pairs of populations. PMID:20118191
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.
Option Pricing Using Bayesian Neural Networks
Pires, Michael Maio
2007-01-01
Options have provided a field of much study because of the complexity involved in pricing them. The Black-Scholes equations were developed to price options but they are only valid for European styled options. There is added complexity when trying to price American styled options and this is why the use of neural networks has been proposed. Neural Networks are able to predict outcomes based on past data. The inputs to the networks here are stock volatility, strike price and time to maturity with the output of the network being the call option price. There are two techniques for Bayesian neural networks used. One is Automatic Relevance Determination (for Gaussian Approximation) and one is a Hybrid Monte Carlo method, both used with Multi-Layer Perceptrons.
Bayesian Estimation of a Mixture Model
Directory of Open Access Journals (Sweden)
Ilhem Merah
2015-05-01
Full Text Available We present the properties of a bathtub curve reliability model having both a sufficient adaptability and a minimal number of parameters introduced by Idée and Pierrat (2010. This one is a mixture of a Gamma distribution G(2, (1/θ and a new distribution L(θ. We are interesting by Bayesian estimation of the parameters and survival function of this model with a squared-error loss function and non-informative prior using the approximations of Lindley (1980 and Tierney and Kadane (1986. Using a statistical sample of 60 failure data relative to a technical device, we illustrate the results derived. Based on a simulation study, comparisons are made between these two methods and the maximum likelihood method of this two parameters model.
Bin Qin
2014-01-01
Relationships between fuzzy relations and fuzzy topologies are deeply researched. The concept of fuzzy approximating spaces is introduced and decision conditions that a fuzzy topological space is a fuzzy approximating space are obtained.
Stochastic approximation: invited paper
Lai, Tze Leung
2003-01-01
Stochastic approximation, introduced by Robbins and Monro in 1951, has become an important and vibrant subject in optimization, control and signal processing. This paper reviews Robbins' contributions to stochastic approximation and gives an overview of several related developments.
Rasin, A
1994-01-01
We discuss the idea of approximate flavor symmetries. Relations between approximate flavor symmetries and natural flavor conservation and democracy models is explored. Implications for neutrino physics are also discussed.
Bayesian test and Kuhn's paradigm
Institute of Scientific and Technical Information of China (English)
Chen Xiaoping
2006-01-01
Kuhn's theory of paradigm reveals a pattern of scientific progress,in which normal science alternates with scientific revolution.But Kuhn underrated too much the function of scientific test in his pattern,because he focuses all his attention on the hypothetico-deductive schema instead of Bayesian schema.This paper employs Bayesian schema to re-examine Kuhn's theory of paradigm,to uncover its logical and rational components,and to illustrate the tensional structure of logic and belief,rationality and irrationality,in the process of scientific revolution.
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....
Bayesian nonparametric regression with varying residual density.
Pati, Debdeep; Dunson, David B
2014-02-01
We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose priors for the residual density based on probit stick-breaking (PSB) scale mixtures and symmetrized PSB (sPSB) location-scale mixtures. Both priors restrict the residual density to be symmetric about zero, with the sPSB prior more flexible in allowing multimodal densities. We provide sufficient conditions to ensure strong posterior consistency in estimating the regression function under the sPSB prior, generalizing existing theory focused on parametric residual distributions. The PSB and sPSB priors are generalized to allow residual densities to change nonparametrically with predictors through incorporating Gaussian processes in the stick-breaking components. This leads to a robust Bayesian regression procedure that automatically down-weights outliers and influential observations in a locally-adaptive manner. Posterior computation relies on an efficient data augmentation exact block Gibbs sampler. The methods are illustrated using simulated and real data applications. PMID:24465053
Phycas: software for Bayesian phylogenetic analysis.
Lewis, Paul O; Holder, Mark T; Swofford, David L
2015-05-01
Phycas is open source, freely available Bayesian phylogenetics software written primarily in C++ but with a Python interface. Phycas specializes in Bayesian model selection for nucleotide sequence data, particularly the estimation of marginal likelihoods, central to computing Bayes Factors. Marginal likelihoods can be estimated using newer methods (Thermodynamic Integration and Generalized Steppingstone) that are more accurate than the widely used Harmonic Mean estimator. In addition, Phycas supports two posterior predictive approaches to model selection: Gelfand-Ghosh and Conditional Predictive Ordinates. The General Time Reversible family of substitution models, as well as a codon model, are available, and data can be partitioned with all parameters unlinked except tree topology and edge lengths. Phycas provides for analyses in which the prior on tree topologies allows polytomous trees as well as fully resolved trees, and provides for several choices for edge length priors, including a hierarchical model as well as the recently described compound Dirichlet prior, which helps avoid overly informative induced priors on tree length. PMID:25577605
A Bayesian framework for active artificial perception.
Ferreira, João Filipe; Lobo, Jorge; Bessière, Pierre; Castelo-Branco, Miguel; Dias, Jorge
2013-04-01
In this paper, we present a Bayesian framework for the active multimodal perception of 3-D structure and motion. The design of this framework finds its inspiration in the role of the dorsal perceptual pathway of the human brain. Its composing models build upon a common egocentric spatial configuration that is naturally fitting for the integration of readings from multiple sensors using a Bayesian approach. In the process, we will contribute with efficient and robust probabilistic solutions for cyclopean geometry-based stereovision and auditory perception based only on binaural cues, modeled using a consistent formalization that allows their hierarchical use as building blocks for the multimodal sensor fusion framework. We will explicitly or implicitly address the most important challenges of sensor fusion using this framework, for vision, audition, and vestibular sensing. Moreover, interaction and navigation require maximal awareness of spatial surroundings, which, in turn, is obtained through active attentional and behavioral exploration of the environment. The computational models described in this paper will support the construction of a simultaneously flexible and powerful robotic implementation of multimodal active perception to be used in real-world applications, such as human-machine interaction or mobile robot navigation. PMID:23014760
Bayesian Model Averaging for Propensity Score Analysis
Kaplan, David; Chen, Jianshen
2013-01-01
The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…
Bayesian networks and food security - An introduction
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 sup
Bayesian variable order Markov models: Towards Bayesian predictive state representations
C. Dimitrakakis
2009-01-01
We present a Bayesian variable order Markov model that shares many similarities with predictive state representations. The resulting models are compact and much easier to specify and learn than classical predictive state representations. Moreover, we show that they significantly outperform a more st
M. Kasemann
Overview In autumn the main focus was to process and handle CRAFT data and to perform the Summer08 MC production. The operational aspects were well covered by regular Computing Shifts, experts on duty and Computing Run Coordination. At the Computing Resource Board (CRB) in October a model to account for service work at Tier 2s was approved. The computing resources for 2009 were reviewed for presentation at the C-RRB. The quarterly resource monitoring is continuing. Facilities/Infrastructure operations Operations during CRAFT data taking ran fine. This proved to be a very valuable experience for T0 workflows and operations. The transfers of custodial data to most T1s went smoothly. A first round of reprocessing started at the Tier-1 centers end of November; it will take about two weeks. The Computing Shifts procedure was tested full scale during this period and proved to be very efficient: 30 Computing Shifts Persons (CSP) and 10 Computing Resources Coordinators (CRC). The shift program for the shut down w...
Approximation of distributed delays
Lu, Hao; Eberard, Damien; Simon, Jean-Pierre
2010-01-01
We address in this paper the approximation problem of distributed delays. Such elements are convolution operators with kernel having bounded support, and appear in the control of time-delay systems. From the rich literature on this topic, we propose a general methodology to achieve such an approximation. For this, we enclose the approximation problem in the graph topology, and work with the norm defined over the convolution Banach algebra. The class of rational approximates is described, and a constructive approximation is proposed. Analysis in time and frequency domains is provided. This methodology is illustrated on the stabilization control problem, for which simulations results show the effectiveness of the proposed methodology.
Sparse approximation with bases
2015-01-01
This book systematically presents recent fundamental results on greedy approximation with respect to bases. Motivated by numerous applications, the last decade has seen great successes in studying nonlinear sparse approximation. Recent findings have established that greedy-type algorithms are suitable methods of nonlinear approximation in both sparse approximation with respect to bases and sparse approximation with respect to redundant systems. These insights, combined with some previous fundamental results, form the basis for constructing the theory of greedy approximation. Taking into account the theoretical and practical demand for this kind of theory, the book systematically elaborates a theoretical framework for greedy approximation and its applications. The book addresses the needs of researchers working in numerical mathematics, harmonic analysis, and functional analysis. It quickly takes the reader from classical results to the latest frontier, but is written at the level of a graduate course and do...
VIGoR: Variational Bayesian Inference for Genome-Wide Regression
Onogi, Akio; Iwata, Hiroyoshi
2016-01-01
Genome-wide regression using a number of genome-wide markers as predictors is now widely used for genome-wide association mapping and genomic prediction. We developed novel software for genome-wide regression which we named VIGoR (variational Bayesian inference for genome-wide regression). Variational Bayesian inference is computationally much faster than widely used Markov chain Monte Carlo algorithms. VIGoR implements seven regression methods, and is provided as a command line program packa...
Bayesian inference for partially identified models exploring the limits of limited data
Gustafson, Paul
2015-01-01
Introduction Identification What Is against Us? What Is for Us? Some Simple Examples of Partially Identified ModelsThe Road Ahead The Structure of Inference in Partially Identified Models Bayesian Inference The Structure of Posterior Distributions in PIMs Computational Strategies Strength of Bayesian Updating, Revisited Posterior MomentsCredible Intervals Evaluating the Worth of Inference Partial Identification versus Model Misspecification The Siren Call of Identification Comp
Gruber, Lutz F.; West, Mike
2016-01-01
The recently introduced class of simultaneous graphical dynamic linear models (SGDLMs) defines an ability to scale on-line Bayesian analysis and forecasting to higher-dimensional time series. This paper advances the methodology of SGDLMs, developing and embedding a novel, adaptive method of simultaneous predictor selection in forward filtering for on-line learning and forecasting. The advances include developments in Bayesian computation for scalability, and a case study in exploring the resu...
Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables
Ntzoufras, Ioannis; Tarantola, Claudia
2008-01-01
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. We use a marginal log-linear parametrization, under which the model is defined through suitable zero-constraints on the interaction parameters calculated within marginal distributions. We undertake a comprehensive Bayesian analysis of these models, involving suitable choices of prior distributions, estimation, model determination, as well as the allied computational issue...
Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables
Tarantola, Claudia; Ntzoufras, Ioannis
2012-01-01
This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior di...
P. McBride
The Computing Project is preparing for a busy year where the primary emphasis of the project moves towards steady operations. Following the very successful completion of Computing Software and Analysis challenge, CSA06, last fall, we have reorganized and established four groups in computing area: Commissioning, User Support, Facility/Infrastructure Operations and Data Operations. These groups work closely together with groups from the Offline Project in planning for data processing and operations. Monte Carlo production has continued since CSA06, with about 30M events produced each month to be used for HLT studies and physics validation. Monte Carlo production will continue throughout the year in the preparation of large samples for physics and detector studies ramping to 50 M events/month for CSA07. Commissioning of the full CMS computing system is a major goal for 2007. Site monitoring is an important commissioning component and work is ongoing to devise CMS specific tests to be included in Service Availa...
I. Fisk
2011-01-01
Introduction CMS distributed computing system performed well during the 2011 start-up. The events in 2011 have more pile-up and are more complex than last year; this results in longer reconstruction times and harder events to simulate. Significant increases in computing capacity were delivered in April for all computing tiers, and the utilisation and load is close to the planning predictions. All computing centre tiers performed their expected functionalities. Heavy-Ion Programme The CMS Heavy-Ion Programme had a very strong showing at the Quark Matter conference. A large number of analyses were shown. The dedicated heavy-ion reconstruction facility at the Vanderbilt Tier-2 is still involved in some commissioning activities, but is available for processing and analysis. Facilities and Infrastructure Operations Facility and Infrastructure operations have been active with operations and several important deployment tasks. Facilities participated in the testing and deployment of WMAgent and WorkQueue+Request...
M. Kasemann
Overview During the past three months activities were focused on data operations, testing and re-enforcing shift and operational procedures for data production and transfer, MC production and on user support. Planning of the computing resources in view of the new LHC calendar in ongoing. Two new task forces were created for supporting the integration work: Site Commissioning, which develops tools helping distributed sites to monitor job and data workflows, and Analysis Support, collecting the user experience and feedback during analysis activities and developing tools to increase efficiency. The development plan for DMWM for 2009/2011 was developed at the beginning of the year, based on the requirements from the Physics, Computing and Offline groups (see Offline section). The Computing management meeting at FermiLab on February 19th and 20th was an excellent opportunity discussing the impact and for addressing issues and solutions to the main challenges facing CMS computing. The lack of manpower is particul...
Bayesian Analysis of Experimental Data
Directory of Open Access Journals (Sweden)
Lalmohan Bhar
2013-10-01
Full Text Available Analysis of experimental data from Bayesian point of view has been considered. Appropriate methodology has been developed for application into designed experiments. Normal-Gamma distribution has been considered for prior distribution. Developed methodology has been applied to real experimental data taken from long term fertilizer experiments.
Bayesian image restoration, using configurations
DEFF Research Database (Denmark)
Thorarinsdottir, Thordis Linda
2006-01-01
configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for the salt and pepper noise. The inference in the model is discussed...
Bayesian image restoration, using configurations
DEFF Research Database (Denmark)
Thorarinsdottir, Thordis
configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for salt and pepper noise. The inference in the model is discussed in...
ANALYSIS OF BAYESIAN CLASSIFIER ACCURACY
Directory of Open Access Journals (Sweden)
Felipe Schneider Costa
2013-01-01
Full Text Available The naÃ¯ve Bayes classifier is considered one of the most effective classification algorithms today, competing with more modern and sophisticated classifiers. Despite being based on unrealistic (naÃ¯ve assumption that all variables are independent, given the output class, the classifier provides proper results. However, depending on the scenario utilized (network structure, number of samples or training cases, number of variables, the network may not provide appropriate results. This study uses a process variable selection, using the chi-squared test to verify the existence of dependence between variables in the data model in order to identify the reasons which prevent a Bayesian network to provide good performance. A detailed analysis of the data is also proposed, unlike other existing work, as well as adjustments in case of limit values between two adjacent classes. Furthermore, variable weights are used in the calculation of a posteriori probabilities, calculated with mutual information function. Tests were applied in both a naÃ¯ve Bayesian network and a hierarchical Bayesian network. After testing, a significant reduction in error rate has been observed. The naÃ¯ve Bayesian network presented a drop in error rates from twenty five percent to five percent, considering the initial results of the classification process. In the hierarchical network, there was not only a drop in fifteen percent error rate, but also the final result came to zero.
Bayesian Agglomerative Clustering with Coalescents
Teh, Yee Whye; Daumé III, Hal; Roy, Daniel
2009-01-01
We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate our approach in document clustering and phylolinguistics.
Bayesian Networks and Influence Diagrams
DEFF Research Database (Denmark)
Kjærulff, Uffe Bro; Madsen, Anders Læsø
Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. This new edition contains six new...
Topics in Bayesian statistics and maximum entropy
International Nuclear Information System (INIS)
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)
Approximate maximizers of intricacy functionals
Buzzi, Jerome; Zambotti, Lorenzo
2009-01-01
G. Edelman, O. Sporns, and G. Tononi introduced in theoretical biology the neural complexity of a family of random variables. This functional is a special case of intricacy, i.e., an average of the mutual information of subsystems whose weights have good mathematical properties. Moreover, its maximum value grows at a definite speed with the size of the system. In this work, we compute exactly this speed of growth by building "approximate maximizers" subject to an entropy condition. These appr...
Quantum Tunneling Beyond Semiclassical Approximation
Banerjee, Rabin; Majhi, Bibhas Ranjan
2008-01-01
Hawking radiation as tunneling by Hamilton-Jacobi method beyond semiclassical approximation is analysed. We compute all quantum corrections in the single particle action revealing that these are proportional to the usual semiclassical contribution. We show that a simple choice of the proportionality constants reproduces the one loop back reaction effect in the spacetime, found by conformal field theory methods, which modifies the Hawking temperature of the black hole. Using the law of black h...
Improving randomness characterization through Bayesian model selection
R., Rafael Díaz-H; Martínez, Alí M Angulo; U'Ren, Alfred B; Hirsch, Jorge G; Marsili, Matteo; Castillo, Isaac Pérez
2016-01-01
Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other probabilistic algorithms. In this context, a crucial scientific endeavour is to develop effective methods that allow the characterization of random number generators. However, commonly employed methods either lack formality (e.g. the NIST test suite), or are inapplicable in principle (e.g. the characterization derived from the Algorithmic Theory of Information (ATI)). In this letter we present a novel method based on Bayesian model selection, which is both rigorous and effective, for characterizing randomness in a bit sequence. We derive analytic expressions for a model's likelihood which is then used to compute its posterior probability distribution. Our method proves to be more rigorous than NIST's suite and the Borel-Normality criterion and its implementation is straightforward. We...
Low Complexity Bayesian Single Channel Source Separation
DEFF Research Database (Denmark)
Beierholm, Thomas; Pedersen, Brian Dam; Winther, Ole
We propose a simple Bayesian model for performing single channel speech separation using factorized source priors in a sliding window linearly transformed domain. Using a one dimensional mixture of Gaussians to model each band source leads to fast tractable inference for the source signals....... Simulations with separation of a male and a female speaker using priors trained on the same speakers show comparable performance with the blind separation approach of G.-J. Jang and T.-W. Lee (see NIPS, vol.15, 2003) with a SNR improvement of 4.9 dB for both the male and female speaker. Mixing coefficients...... keeping the complexity low using machine learning and CASA (computational auditory scene analysis) approaches (Jang and Lee, 2003; Roweis, S.T., 2001; Wang, D.L. and Brown, G.J., 1999; Hu, G. and Wang, D., 2003)....
Bayesian methods for measures of agreement
Broemeling, Lyle D
2009-01-01
Using WinBUGS to implement Bayesian inferences of estimation and testing hypotheses, Bayesian Methods for Measures of Agreement presents useful methods for the design and analysis of agreement studies. It focuses on agreement among the various players in the diagnostic process.The author employs a Bayesian approach to provide statistical inferences based on various models of intra- and interrater agreement. He presents many examples that illustrate the Bayesian mode of reasoning and explains elements of a Bayesian application, including prior information, experimental information, the likelihood function, posterior distribution, and predictive distribution. The appendices provide the necessary theoretical foundation to understand Bayesian methods as well as introduce the fundamentals of programming and executing the WinBUGS software.Taking a Bayesian approach to inference, this hands-on book explores numerous measures of agreement, including the Kappa coefficient, the G coefficient, and intraclass correlation...
Plug & Play object oriented Bayesian networks
DEFF Research Database (Denmark)
Bangsø, Olav; Flores, J.; Jensen, Finn Verner
2003-01-01
Object oriented Bayesian networks have proven themselves useful in recent years. The idea of applying an object oriented approach to Bayesian networks has extended their scope to larger domains that can be divided into autonomous but interrelated entities. Object oriented Bayesian networks have...... 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...... by constructing a junction tree from this network. In this paper we propose a method for translating directly from object oriented Bayesian networks to junction trees, avoiding the intermediate translation. We pursue two main purposes: firstly, to maintain the original structure organized in an instance tree...
Bayesian inference of chemical kinetic models from proposed reactions
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.
Approximating Multivariable Functions by Feedforward Neural Nets
Czech Academy of Sciences Publication Activity Database
Kainen, P.C.; Kůrková, Věra; Sanguineti, M.
Berlin : Springer, 2013 - (Bianchini, M.; Maggini, M.; Jain, L.), s. 143-181 ISBN 978-3-642-36656-7. - (Intelligent Systems Reference Library. 49) R&D Projects: GA ČR GAP202/11/1368; GA MŠk(CZ) ME10023 Grant ostatní: CNR-AV ČR(CZ) Project 2010–2012 “Complexity of Neural-Network and Kernel Computational Models Institutional support: RVO:67985807 Keywords : multivariable approximation * feedforward neural networks * network complexity * approximation rates * variational norm * best approximation * tractability of approximation Subject RIV: IN - Informatics, Computer Science
Institute of Scientific and Technical Information of China (English)
YueShihong; ZhangKecun
2002-01-01
In a dot product space with the reproducing kernel (r. k. S. ) ,a fuzzy system with the estimation approximation errors is proposed ,which overcomes the defect that the existing fuzzy control system is difficult to estimate the errors of approximation for a desired function,and keeps the characteristics of fuzzy system as an inference approach. The structure of the new fuzzy approximator benefits a course got by other means.
Malvina Baica
1985-01-01
The author uses a new modification of Jacobi-Perron Algorithm which holds for complex fields of any degree (abbr. ACF), and defines it as Generalized Euclidean Algorithm (abbr. GEA) to approximate irrationals.This paper deals with approximation of irrationals of degree n=2,3,5. Though approximations of these irrationals in a variety of patterns are known, the results are new and practical, since there is used an algorithmic method.
Expectation Consistent Approximate Inference
Opper, Manfred; Winther, Ole
2005-01-01
We propose a novel framework for approximations to intractable probabilistic models which is based on a free energy formulation. The approximation can be understood from replacing an average over the original intractable distribution with a tractable one. It requires two tractable probability distributions which are made consistent on a set of moments and encode different features of the original intractable distribution. In this way we are able to use Gaussian approximations for models with ...
I. Fisk
2013-01-01
Computing activity had ramped down after the completion of the reprocessing of the 2012 data and parked data, but is increasing with new simulation samples for analysis and upgrade studies. Much of the Computing effort is currently involved in activities to improve the computing system in preparation for 2015. Operations Office Since the beginning of 2013, the Computing Operations team successfully re-processed the 2012 data in record time, not only by using opportunistic resources like the San Diego Supercomputer Center which was accessible, to re-process the primary datasets HTMHT and MultiJet in Run2012D much earlier than planned. The Heavy-Ion data-taking period was successfully concluded in February collecting almost 500 T. Figure 3: Number of events per month (data) In LS1, our emphasis is to increase efficiency and flexibility of the infrastructure and operation. Computing Operations is working on separating disk and tape at the Tier-1 sites and the full implementation of the xrootd federation ...
A New Bayesian Unit Root Test in Stochastic Volatility Models
Yong Li; Jun Yu
2010-01-01
A new posterior odds analysis is proposed to test for a unit root in volatility dynamics in the context of stochastic volatility models. This analysis extends the Bayesian unit root test of So and Li (1999, Journal of Business Economic Statistics) in two important ways. First, a numerically more stable algorithm is introduced to compute the Bayes factor, taking into account the special structure of the competing models. Owing to its numerical stability, the algorithm overcomes the problem of ...
A Decomposition Algorithm for Learning Bayesian Network Structures from Data
DEFF Research Database (Denmark)
Zeng, Yifeng; Cordero Hernandez, Jorge
2008-01-01
the complete network. The new learning algorithm firstly finds local components from the data, and then recover the complete network by joining the learned components. We show the empirical performance of the decomposition algorithm in several benchmark networks.......It is a challenging task of learning a large Bayesian network from a small data set. Most conventional structural learning approaches run into the computational as well as the statistical problems. We propose a decomposition algorithm for the structure construction without having to learn...
Bayesian network models in brain functional connectivity analysis
Ide, Jaime S.; Zhang, Sheng; Chiang-shan R. Li
2013-01-01
Much effort has been made to better understand the complex integration of distinct parts of the human brain using functional magnetic resonance imaging (fMRI). Altered functional connectivity between brain regions is associated with many neurological and mental illnesses, such as Alzheimer and Parkinson diseases, addiction, and depression. In computational science, Bayesian networks (BN) have been used in a broad range of studies to model complex data set in the presence of uncertainty and wh...
Approximation techniques for engineers
Komzsik, Louis
2006-01-01
Presenting numerous examples, algorithms, and industrial applications, Approximation Techniques for Engineers is your complete guide to the major techniques used in modern engineering practice. Whether you need approximations for discrete data of continuous functions, or you''re looking for approximate solutions to engineering problems, everything you need is nestled between the covers of this book. Now you can benefit from Louis Komzsik''s years of industrial experience to gain a working knowledge of a vast array of approximation techniques through this complete and self-contained resource.
Atkinson, Paul
2011-01-01
The pixelated rectangle we spend most of our day staring at in silence is not the television as many long feared, but the computer-the ubiquitous portal of work and personal lives. At this point, the computer is almost so common we don't notice it in our view. It's difficult to envision that not that long ago it was a gigantic, room-sized structure only to be accessed by a few inspiring as much awe and respect as fear and mystery. Now that the machine has decreased in size and increased in popular use, the computer has become a prosaic appliance, little-more noted than a toaster. These dramati