WorldWideScience

Sample records for bayesian cost-effectiveness models

  1. Bayesian Variable Selection in Cost-Effectiveness Analysis

    Directory of Open Access Journals (Sweden)

    Miguel A. Negrín

    2010-04-01

    Full Text Available Linear regression models are often used to represent the cost and effectiveness of medical treatment. The covariates used may include sociodemographic variables, such as age, gender or race; clinical variables, such as initial health status, years of treatment or the existence of concomitant illnesses; and a binary variable indicating the treatment received. However, most studies estimate only one model, which usually includes all the covariates. This procedure ignores the question of uncertainty in model selection. In this paper, we examine four alternative Bayesian variable selection methods that have been proposed. In this analysis, we estimate the inclusion probability of each covariate in the real model conditional on the data. Variable selection can be useful for estimating incremental effectiveness and incremental cost, through Bayesian model averaging, as well as for subgroup analysis.

  2. Bayesian Graphical Models

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Nielsen, Thomas Dyhre

    2016-01-01

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

  3. Bayesian default probability models

    OpenAIRE

    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...

  4. Cost effectiveness of recycling: A systems model

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

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

    1984-08-01

    The objective of this study was to compare the cost-effectiveness of four clinical policies (policies I to IV) in the diagnosis of the presence or absence of coronary artery disease. A model based on Bayes' theorem and published clinical data was constructed to make these comparisons. Effectiveness was defined as either the number of patients with coronary disease diagnosed or as the number of quality-adjusted life years extended by therapy after the diagnosis of coronary disease. The following conclusions arise strictly from analysis of the model and may not necessarily be applicable to all situations. As prevalence of coronary disease in the population increased, it caused a linear increase in cost per patient tested, but a hyperbolic decrease in cost per effect, that is, increased cost-effectiveness. Thus, cost-effectiveness of all policies (I to IV) was poor in populations with a prevalence of disease below 10%, for example, asymptomatic people with no risk factors. Analysis of the model also indicates that at prevalences less than 80%, exercise thallium scintigraphy alone as a first test (policy II) is a more cost-effective initial test than is exercise electrocardiography alone as a first test (policy I) or exercise electrocardiography first combined with thallium imaging as a second test (policy IV). Exercise electrocardiography before thallium imaging (policy IV) is more cost-effective than exercise electrocardiography alone (policy I) at prevalences less than 80%. 4) Noninvasive exercise testing before angiography (policies I, II and IV) is more cost-effective than using coronary angiography as the first and only test (policy III) at prevalences less than 80%. 5) Above a threshold value of prevalence of 80% (for example patients with typical angina), proceeding to angiography as the first test (policy III) was more cost-effective than initial noninvasive exercise tests (policies I, II and IV). One advantage of this quantitative model is that it estimates a

  6. Applied Bayesian modelling

    CERN Document Server

    Congdon, Peter

    2014-01-01

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

  7. A Layered Decision Model for Cost-Effective System Security

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-10-01

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

  8. Modeling and Cost-Effectiveness in HIV Prevention.

    Science.gov (United States)

    Jacobsen, Margo M; Walensky, Rochelle P

    2016-02-01

    With HIV funding plateauing and the number of people living with HIV increasing due to the rollout of life-saving antiretroviral therapy, policy makers are faced with increasingly tighter budgets to manage the ongoing HIV epidemic. Cost-effectiveness and modeling analyses can help determine which HIV interventions may be of best value. Incidence remains remarkably high in certain populations and countries, making prevention key to controlling the spread of HIV. This paper briefly reviews concepts in modeling and cost-effectiveness methodology and then examines results of recently published cost-effectiveness analyses on the following HIV prevention strategies: condoms and circumcision, behavioral- or community-based interventions, prevention of mother-to-child transmission, HIV testing, pre-exposure prophylaxis, and treatment as prevention. We find that the majority of published studies demonstrate cost-effectiveness; however, not all interventions are affordable. We urge continued research on combination strategies and methodologies that take into account willingness to pay and budgetary impact. PMID:26830283

  9. Bayesian Model Averaging for Propensity Score Analysis

    Science.gov (United States)

    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…

  10. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis

    2009-01-01

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

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

    Science.gov (United States)

    Kim, Jin Eun

    1977-01-01

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

  12. Cost effectiveness of the 1993 Model Energy Code in Colorado

    Energy Technology Data Exchange (ETDEWEB)

    Lucas, R.G.

    1995-06-01

    This report documents an analysis of the cost effectiveness of the Council of American Building Officials` 1993 Model Energy Code (MEC) building thermal-envelope requirements for single-family homes in Colorado. The goal of this analysis was to compare the cost effectiveness of the 1993 MEC to current construction practice in Colorado based on an objective methodology that determined the total life-cycle cost associated with complying with the 1993 MEC. This analysis was performed for the range of Colorado climates. The costs and benefits of complying with the 1993 NIEC were estimated from the consumer`s perspective. The time when the homeowner realizes net cash savings (net positive cash flow) for homes built in accordance with the 1993 MEC was estimated to vary from 0.9 year in Steamboat Springs to 2.4 years in Denver. Compliance with the 1993 MEC was estimated to increase first costs by $1190 to $2274, resulting in an incremental down payment increase of $119 to $227 (at 10% down). The net present value of all costs and benefits to the home buyer, accounting for the mortgage and taxes, varied from a savings of $1772 in Springfield to a savings of $6614 in Steamboat Springs. The ratio of benefits to costs ranged from 2.3 in Denver to 3.8 in Steamboat Springs.

  13. Cost effectiveness of the 1995 model energy code in Massachusetts

    Energy Technology Data Exchange (ETDEWEB)

    Lucas, R.G.

    1996-02-01

    This report documents an analysis of the cost effectiveness of the Council of American Building Officials` 1995 Model Energy Code (MEC) building thermal-envelope requirements for single-family houses and multifamily housing units in Massachusetts. The goal was to compare the cost effectiveness of the 1995 MEC to the energy conservation requirements of the Massachusetts State Building Code-based on a comparison of the costs and benefits associated with complying with each.. This comparison was performed for three cities representing three geographical regions of Massachusetts--Boston, Worcester, and Pittsfield. The analysis was done for two different scenarios: a ``move-up`` home buyer purchasing a single-family house and a ``first-time`` financially limited home buyer purchasing a multifamily condominium unit. Natural gas, oil, and electric resistance heating were examined. The Massachusetts state code has much more stringent requirements if electric resistance heating is used rather than other heating fuels and/or equipment types. The MEC requirements do not vary by fuel type. For single-family homes, the 1995 MEC has requirements that are more energy-efficient than the non-electric resistance requirements of the current state code. For multifamily housing, the 1995 MEC has requirements that are approximately equally energy-efficient to the non-electric resistance requirements of the current state code. The 1995 MEC is generally not more stringent than the electric resistance requirements of the state code, in fact; for multifamily buildings the 1995 MEC is much less stringent.

  14. Bayesian kinematic earthquake source models

    Science.gov (United States)

    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

  15. A Bayesian Nonparametric IRT Model

    OpenAIRE

    Karabatsos, George

    2015-01-01

    This paper introduces a flexible Bayesian nonparametric Item Response Theory (IRT) model, which applies to dichotomous or polytomous item responses, and which can apply to either unidimensional or multidimensional scaling. This is an infinite-mixture IRT model, with person ability and item difficulty parameters, and with a random intercept parameter that is assigned a mixing distribution, with mixing weights a probit function of other person and item parameters. As a result of its flexibility...

  16. Bayesian Stable Isotope Mixing Models

    OpenAIRE

    Parnell, Andrew C.; Phillips, Donald L.; Bearhop, Stuart; Semmens, Brice X.; Ward, Eric J.; Moore, Jonathan W.; Andrew L Jackson; Inger, Richard

    2012-01-01

    In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional contributions of various sources to a mixture. The most widely used application is quantifying the diet of organisms based on the food sources they have been observed to consume. At the centre of the multivariate statistical model we propose is a compositional m...

  17. Bayesian variable order Markov models: Towards Bayesian predictive state representations

    NARCIS (Netherlands)

    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

  18. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

    Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...... for complex networks can be derived and point out relevant literature....

  19. Involving Stakeholders in Building Integrated Fisheries Models Using Bayesian Methods

    Science.gov (United States)

    Haapasaari, Päivi; Mäntyniemi, Samu; Kuikka, Sakari

    2013-06-01

    A participatory Bayesian approach was used to investigate how the views of stakeholders could be utilized to develop models to help understand the Central Baltic herring fishery. In task one, we applied the Bayesian belief network methodology to elicit the causal assumptions of six stakeholders on factors that influence natural mortality, growth, and egg survival of the herring stock in probabilistic terms. We also integrated the expressed views into a meta-model using the Bayesian model averaging (BMA) method. In task two, we used influence diagrams to study qualitatively how the stakeholders frame the management problem of the herring fishery and elucidate what kind of causalities the different views involve. The paper combines these two tasks to assess the suitability of the methodological choices to participatory modeling in terms of both a modeling tool and participation mode. The paper also assesses the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology provides a flexible tool that can be adapted to different kinds of needs and challenges of participatory modeling. The ability of the approach to deal with small data sets makes it cost-effective in participatory contexts. However, the BMA methodology used in modeling the biological uncertainties is so complex that it needs further development before it can be introduced to wider use in participatory contexts.

  20. A Bayesian approach to model uncertainty

    International Nuclear Information System (INIS)

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

  1. Computational methods for Bayesian model choice

    OpenAIRE

    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.

  2. Bayesian Variable Selection in Spatial Autoregressive Models

    OpenAIRE

    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...

  3. Bayesian Models of Brain and Behaviour

    OpenAIRE

    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...

  4. Bayesian models a statistical primer for ecologists

    CERN Document Server

    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

  5. Risk-Based Analysis of Drilling Waste Handling Operations. Bayesian Network, Cost-effectiveness, and Operational Conditions

    OpenAIRE

    Ayele, Yonas Zewdu

    2016-01-01

    The papers of this thesis are not available in Munin. Paper I. Ayele YZ, Barabadi A, Barabady J.: A methodology for identification of a suitable drilling waste handling system in the Arctic region. (Manuscript). Paper II. Ayele YZ, Barabady J, Droguett EL.: Dynamic Bayesian network based risk assessment for Arctic offshore drilling waste handling practices. (Manuscript). Published version available in Journal of Offshore Mechanics and Arctic Engineering 138(5), 051302 (Jun 17, 2016) ...

  6. Bayesian Analysis of Multivariate Probit Models

    OpenAIRE

    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...

  7. 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

  8. On Bayesian Nonparametric Continuous Time Series Models

    OpenAIRE

    Karabatsos, George; Walker, Stephen G.

    2013-01-01

    This paper is a note on the use of Bayesian nonparametric mixture models for continuous time series. We identify a key requirement for such models, and then establish that there is a single type of model which meets this requirement. As it turns out, the model is well known in multiple change-point problems.

  9. Bayesian semiparametric dynamic Nelson-Siegel model

    NARCIS (Netherlands)

    C. Cakmakli

    2011-01-01

    This paper proposes the Bayesian semiparametric dynamic Nelson-Siegel model where the density of the yield curve factors and thereby the density of the yields are estimated along with other model parameters. This is accomplished by modeling the error distributions of the factors according to a Diric

  10. Bayesian calibration of car-following models

    NARCIS (Netherlands)

    Van Hinsbergen, C.P.IJ.; Van Lint, H.W.C.; Hoogendoorn, S.P.; Van Zuylen, H.J.

    2010-01-01

    Recent research has revealed that there exist large inter-driver differences in car-following behavior such that different car-following models may apply to different drivers. This study applies Bayesian techniques to the calibration of car-following models, where prior distributions on each model p

  11. Cost Effective Community Based Dementia Screening: A Markov Model Simulation

    Directory of Open Access Journals (Sweden)

    Erin Saito

    2014-01-01

    Full Text Available Background. Given the dementia epidemic and the increasing cost of healthcare, there is a need to assess the economic benefit of community based dementia screening programs. Materials and Methods. Markov model simulations were generated using data obtained from a community based dementia screening program over a one-year period. The models simulated yearly costs of caring for patients based on clinical transitions beginning in pre dementia and extending for 10 years. Results. A total of 93 individuals (74 female, 19 male were screened for dementia and 12 meeting clinical criteria for either mild cognitive impairment (n=7 or dementia (n=5 were identified. Assuming early therapeutic intervention beginning during the year of dementia detection, Markov model simulations demonstrated 9.8% reduction in cost of dementia care over a ten-year simulation period, primarily through increased duration in mild stages and reduced time in more costly moderate and severe stages. Discussion. Community based dementia screening can reduce healthcare costs associated with caring for demented individuals through earlier detection and treatment, resulting in proportionately reduced time in more costly advanced stages.

  12. Cost Effective System Modeling of Active Micro- Module Solar Tracker

    Directory of Open Access Journals (Sweden)

    Md. Faisal Shuvo

    2014-01-01

    Full Text Available The increasing interests in using renewable energies are coming from solar thermal energy and solar photovoltaic systems to the micro production of electricity. Usually we already have considered the solar tracking topology in large scale applications like power plants and satellite but most of small scale applications don’t have any solar tracker system, mainly because of its high cost and complex circuit design. From that aspect, this paper confab microcontroller based one dimensional active micro-module solar tracking system, in which inexpensive LDR is used to generate reference voltage to operate microcontroller for functioning the tracking system. This system provides a fast response of tracking system to the parameters like change of light intensity as well as temperature variations. This micro-module model of tracking system can be used for small scale applications like portable electronic devices and running vehicles.

  13. Bayesian Semiparametric Modeling of Realized Covariance Matrices

    OpenAIRE

    Jin, Xin; John M Maheu

    2014-01-01

    This paper introduces several new Bayesian nonparametric models suitable for capturing the unknown conditional distribution of realized covariance (RCOV) matrices. Existing dynamic Wishart models are extended to countably infinite mixture models of Wishart and inverse-Wishart distributions. In addition to mixture models with constant weights we propose models with time-varying weights to capture time dependence in the unknown distribution. Each of our models can be combined with returns...

  14. Complex Bayesian models: construction, and sampling strategies

    OpenAIRE

    Huston, Carolyn Marie

    2011-01-01

    Bayesian models are useful tools for realistically modeling processes occurring in the real world. In particular, we consider models for spatio-temporal data where the response vector is compositional, ie. has components that sum-to-one. A unique multivariate conditional hierarchical model (MVCAR) is proposed. Statistical methods for MVCAR models are well developed and we extend these tools for use with a discrete compositional response. We harness the advantages of an MVCAR model when the re...

  15. Bayesian Approach to Neuro-Rough Models for Modelling HIV

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

    This paper proposes a new neuro-rough model for modelling the risk of HIV from demographic data. The model is formulated using Bayesian framework and trained using Markov Chain Monte Carlo method and Metropolis criterion. When the model was tested to estimate the risk of HIV infection given the demographic data it was found to give the accuracy of 62% as opposed to 58% obtained from a Bayesian formulated rough set model trained using Markov chain Monte Carlo method and 62% obtained from a Bayesian formulated multi-layered perceptron (MLP) model trained using hybrid Monte. The proposed model is able to combine the accuracy of the Bayesian MLP model and the transparency of Bayesian rough set model.

  16. Survey of Bayesian Models for Modelling of Stochastic Temporal Processes

    Energy Technology Data Exchange (ETDEWEB)

    Ng, B

    2006-10-12

    This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

  17. Novel anticoagulants for stroke prevention in atrial fibrillation: a systematic review of cost-effectiveness models.

    Directory of Open Access Journals (Sweden)

    Brendan L Limone

    Full Text Available OBJECTIVE: To conduct a systematic review of economic models of newer anticoagulants for stroke prevention in atrial fibrillation (SPAF. PATIENTS AND METHODS: We searched Medline, Embase, NHSEED and HTA databases and the Tuft's Registry from January 1, 2008 through October 10, 2012 to identify economic (Markov or discrete event simulation models of newer agents for SPAF. RESULTS: Eighteen models were identified. Each was based on a lone randomized trial/new agent, and these trials were clinically and methodologically heterogeneous. Dabigatran 150 mg, 110 mg and sequentially-dosed were assessed in 9, 8, and 9 models, rivaroxaban in 4 and apixaban in 4. Warfarin was a first-line comparator in 94% of models. Models were conducted from United States (44%, European (39% and Canadian (17% perspectives. Models typically assumed patients between 65-73 years old at moderate-risk of stroke initiated anticoagulation for/near a lifetime. All models reported cost/quality-adjusted life-year, 22% reported using a societal perspective, but none included indirect costs. Four models reported an incremental cost-effectiveness ratio (ICER for a newer anticoagulant (dabigatran 110 mg (n = 4/150 mg (n = 2; rivaroxaban (n = 1 vs. warfarin above commonly reported willingness-to-pay thresholds. ICERs vs. warfarin ranged from $3,547-$86,000 for dabigatran 150 mg, $20,713-$150,000 for dabigatran 110 mg, $4,084-$21,466 for sequentially-dosed dabigatran and $23,065-$57,470 for rivaroxaban. Apixaban was found economically-dominant to aspirin, and dominant or cost-effective ($11,400-$25,059 vs. warfarin. Indirect comparisons from 3 models suggested conflicting comparative cost-effectiveness results. CONCLUSIONS: Cost-effectiveness models frequently found newer anticoagulants cost-effective, but the lack of head-to-head trials and the heterogeneous characteristics of underlying trials and modeling methods make it difficult to determine the most cost-effective agent.

  18. Modeling the cost effectiveness of injury interventions in lower and middle income countries: opportunities and challenges

    Directory of Open Access Journals (Sweden)

    Hyder Adnan A

    2006-01-01

    Full Text Available Abstract Background This paper estimates the cost-effectiveness of five interventions that could counter injuries in lower and middle income countries(LMICs: better traffic enforcement, erecting speed bumps, promoting helmets for bicycles, promoting helmets for motorcycles, and storing kerosene in child proof containers. Methods We adopt an ingredients based approach to form models of what each intervention would cost in 6 world regions over a 10 year period discounted at both 3% and 6% from both the governmental and societal perspectives. Costs are expressed in local currency converted into US $2001. Each of these interventions has been assessed for effectiveness in a LMIC in limited region, these effectiveness estimates have been used to form models of disability adjusted life years (DALYs averted for various regions, taking account of regional differences in the baseline burden of injury. Results The interventions modeled in this paper have cost effectiveness ratios ranging from US $5 to $ 556 per DALY averted depending on region. Depending on local acceptability thresholds many of them could be judged cost-effective relative to interventions that are already adopted. Enhanced enforcement of traffic regulations is the most cost-effective interventions with an average cost per DALY of $64 Conclusion Injury counter measures appear to be cost-effective based on models. More evaluations of real interventions will help to strengthen the evidence basis.

  19. Bayesian Spatial Modelling with R-INLA

    OpenAIRE

    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...

  20. Bayesian modeling and classification of neural signals

    OpenAIRE

    Lewicki, Michael S.

    1994-01-01

    Signal processing and classification algorithms often have limited applicability resulting from an inaccurate model of the signal's underlying structure. We present here an efficient, Bayesian algorithm for modeling a signal composed of the superposition of brief, Poisson-distributed functions. This methodology is applied to the specific problem of modeling and classifying extracellular neural waveforms which are composed of a superposition of an unknown number of action potentials CAPs). ...

  1. Distributed Bayesian Networks for User Modeling

    DEFF Research Database (Denmark)

    Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang;

    2006-01-01

    The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used by such...... adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... mechanism efficiently combines distributed learner models without the need to exchange internal structure of local Bayesian networks, nor local evidence between the involved platforms....

  2. Constrained bayesian inference of project performance models

    OpenAIRE

    Sunmola, Funlade

    2013-01-01

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

  3. Cost effectiveness of vaccination against pandemic influenza in European countries : mathematical modelling analysis

    NARCIS (Netherlands)

    Lugner, A.K.; van Boven, Michiel; de Vries, Robin; Postma, M.J.; Wallinga, J.

    2012-01-01

    Objective To investigate whether a single optimal vaccination strategy exists across countries to deal with a future influenza pandemic by comparing the cost effectiveness of different strategies in various pandemic scenarios for three European countries. Design Economic and epidemic modelling study

  4. Bayesian Network Based XP Process Modelling

    Directory of Open Access Journals (Sweden)

    Mohamed Abouelela

    2010-07-01

    Full Text Available A Bayesian Network based mathematical model has been used for modelling Extreme Programmingsoftware development process. The model is capable of predicting the expected finish time and theexpected defect rate for each XP release. Therefore, it can be used to determine the success/failure of anyXP Project. The model takes into account the effect of three XP practices, namely: Pair Programming,Test Driven Development and Onsite Customer practices. The model’s predictions were validated againsttwo case studies. Results show the precision of our model especially in predicting the project finish time.

  5. A Bayesian Modelling of Wildfires in Portugal

    OpenAIRE

    Silva, Giovani L.; Soares, Paulo; Marques, Susete; Dias, Inês M.; Oliveira, Manuela M.; Borges, Guilherme J.

    2015-01-01

    In the last decade wildfires became a serious problem in Portugal due to different issues such as climatic characteristics and nature of Portuguese forest. In order to analyse wildfire data, we employ beta regression for modelling the proportion of burned forest area, under a Bayesian perspective. Our main goal is to find out fire risk factors that influence the proportion of area burned and what may make a forest type susceptible or resistant to fire. Then, we analyse wildfire...

  6. Market Segmentation Using Bayesian Model Based Clustering

    OpenAIRE

    Van Hattum, P.

    2009-01-01

    This dissertation deals with two basic problems in marketing, that are market segmentation, which is the grouping of persons who share common aspects, and market targeting, which is focusing your marketing efforts on one or more attractive market segments. For the grouping of persons who share common aspects a Bayesian model based clustering approach is proposed such that it can be applied to data sets that are specifically used for market segmentation. The cluster algorithm can handle very l...

  7. Centralized Bayesian reliability modelling with sensor networks

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Sečkárová, Vladimíra

    2013-01-01

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

  8. Bayesian mixture models for Poisson astronomical images

    OpenAIRE

    Guglielmetti, Fabrizia; Fischer, Rainer; Dose, Volker

    2012-01-01

    Astronomical images in the Poisson regime are typically characterized by a spatially varying cosmic background, large variety of source morphologies and intensities, data incompleteness, steep gradients in the data, and few photon counts per pixel. The Background-Source separation technique is developed with the aim to detect faint and extended sources in astronomical images characterized by Poisson statistics. The technique employs Bayesian mixture models to reliably detect the background as...

  9. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay

    2014-01-01

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

  10. Cost effectiveness of vaccination against pandemic influenza in European countries: mathematical modelling analysis

    OpenAIRE

    Lugner, A.K.; van Boven, Michiel; de Vries, Robin; Postma, M. J.; Wallinga, J.

    2012-01-01

    Objective To investigate whether a single optimal vaccination strategy exists across countries to deal with a future influenza pandemic by comparing the cost effectiveness of different strategies in various pandemic scenarios for three European countries. Design Economic and epidemic modelling study. Settings General populations in Germany, the Netherlands, and the United Kingdom. Data sources Country specific patterns of social contact and demographic data. Model An age structured susceptibl...

  11. EFFICIENT AND COST EFFECTIVE MODEL FOR AN ECO-FRIENDLY SOLAR COLONY

    OpenAIRE

    Abhijit Kundu; Soumyajit Nath; Saheli Nag; Saikat Bhattacharyya; Bap Sadhukhan; M. Ray Kanjilal

    2013-01-01

    A simple and successful design is developed which has the objective to put together a cost effective model, scaled down both in size and energy required for an average residential home driven through Solar Panels. It also deals with the autonomous illumination of streets of a model colony through solar panels to meet the requirements and attain the maximum efficiency of the available energy. The Photovoltaic system along with an inverter and intensity control circuit counts for...

  12. Cost-Effectiveness of a Community Pharmacist-Led Sleep Apnea Screening Program - A Markov Model.

    Directory of Open Access Journals (Sweden)

    Clémence Perraudin

    Full Text Available Despite the high prevalence and major public health ramifications, obstructive sleep apnea syndrome (OSAS remains underdiagnosed. In many developed countries, because community pharmacists (CP are easily accessible, they have been developing additional clinical services that integrate the services of and collaborate with other healthcare providers (general practitioners (GPs, nurses, etc.. Alternative strategies for primary care screening programs for OSAS involving the CP are discussed.To estimate the quality of life, costs, and cost-effectiveness of three screening strategies among patients who are at risk of having moderate to severe OSAS in primary care.Markov decision model.Published data.Hypothetical cohort of 50-year-old male patients with symptoms highly evocative of OSAS.The 5 years after initial evaluation for OSAS.Societal.Screening strategy with CP (CP-GP collaboration, screening strategy without CP (GP alone and no screening.Quality of life, survival and costs for each screening strategy.Under almost all modeled conditions, the involvement of CPs in OSAS screening was cost effective. The maximal incremental cost for "screening strategy with CP" was about 455€ per QALY gained.Our results were robust but primarily sensitive to the treatment costs by continuous positive airway pressure, and the costs of untreated OSAS. The probabilistic sensitivity analysis showed that the "screening strategy with CP" was dominant in 80% of cases. It was more effective and less costly in 47% of cases, and within the cost-effective range (maximum incremental cost effectiveness ratio at €6186.67/QALY in 33% of cases.CP involvement in OSAS screening is a cost-effective strategy. This proposal is consistent with the trend in Europe and the United States to extend the practices and responsibilities of the pharmacist in primary care.

  13. Bayesian Kinematic Finite Fault Source Models (Invited)

    Science.gov (United States)

    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.

  14. Bayesian Estimation of a Mixture Model

    OpenAIRE

    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...

  15. Bayesian mixture models for partially verified data

    DEFF Research Database (Denmark)

    Kostoulas, Polychronis; Browne, William J.; Nielsen, Søren Saxmose;

    2013-01-01

    , where a perfect reference test does not exist. However, their discriminatory ability diminishes with increasing overlap of the distributions and with increasing number of latent infection stages to be discriminated. We provide a method that uses partially verified data, with known infection status for......Bayesian mixture models can be used to discriminate between the distributions of continuous test responses for different infection stages. These models are particularly useful in case of chronic infections with a long latent period, like Mycobacterium avium subsp. paratuberculosis (MAP) infection...

  16. EFFICIENT AND COST EFFECTIVE MODEL FOR AN ECO-FRIENDLY SOLAR COLONY

    Directory of Open Access Journals (Sweden)

    Abhijit Kundu

    2013-02-01

    Full Text Available A simple and successful design is developed which has the objective to put together a cost effective model, scaled down both in size and energy required for an average residential home driven through Solar Panels. It also deals with the autonomous illumination of streets of a model colony through solar panels to meet the requirements and attain the maximum efficiency of the available energy. The Photovoltaic system along with an inverter and intensity control circuit counts for the basic design. The effort deals with the efficient, cost effective and needful implementation of Photovoltaic systems which would be useful primarily in rural and remote parts of India for both social and economic development of the people.

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

    Directory of Open Access Journals (Sweden)

    Joakim Ramsberg

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

  18. Different approaches to modelling the cost-effectiveness of schistosomiasis control

    Directory of Open Access Journals (Sweden)

    Guyatt Helen

    1998-01-01

    Full Text Available This paper reviews three different approaches to modelling the cost-effectiveness of schistosomiasis control. Although these approaches vary in their assessment of costs, the major focus of the paper is on the evaluation of effectiveness. The first model presented is a static economic model which assesses effectiveness in terms of the proportion of cases cured. This model is important in highlighting that the optimal choice of chemotherapy regime depends critically on the level of budget constraint, the unit costs of screening and treatment, the rates of compliance with screening and chemotherapy and the prevalence of infection. The limitations of this approach is that it models the cost-effectiveness of only one cycle of treatment, and effectiveness reflects only the immediate impact of treatment. The second model presented is a prevalence-based dynamic model which links prevalence rates from one year to the next, and assesses effectiveness as the proportion of cases prevented. This model was important as it introduced the concept of measuring the long-term impact of control by using a transmission model which can assess reduction in infection through time, but is limited to assessing the impact only on the prevalence of infection. The third approach presented is a theoretical framework which describes the dynamic relationships between infection and morbidity, and which assesses effectiveness in terms of case-years prevented of infection and morbidity. The use of this model in assessing the cost-effectiveness of age-targeted treatment in controlling Schistosoma mansoni is explored in detail, with respect to varying frequencies of treatment and the interaction between drug price and drug efficacy.

  19. Structuring and validating a cost-effectiveness model of primary asthma prevention amongst children

    Directory of Open Access Journals (Sweden)

    Ramos G Feljandro P

    2011-11-01

    Full Text Available Abstract Background Given the rising number of asthma cases and the increasing costs of health care, prevention may be the best cure. Decisions regarding the implementation of prevention programmes in general and choosing between unifaceted and multifaceted strategies in particular are urgently needed. Existing trials on the primary prevention of asthma are, however, insufficient on their own to inform the decision of stakeholders regarding the cost-effectiveness of such prevention strategies. Decision analytic modelling synthesises available data for the cost-effectiveness evaluation of strategies in an explicit manner. Published reports on model development should provide the detail and transparency required to increase the acceptability of cost-effectiveness modelling. But, detail on the explicit steps and the involvement of experts in structuring a model is often unevenly reported. In this paper, we describe a procedure to structure and validate a model for the primary prevention of asthma in children. Methods An expert panel was convened for round-table discussions to frame the cost-effectiveness research question and to select and structure a model. The model's structural validity, which indicates how well a model reflects the reality, was determined through descriptive and parallel validation. Descriptive validation was performed with the experts. Parallel validation qualitatively compared similarity between other published models with different decision problems. Results The multidisciplinary input of experts helped to develop a decision-tree structure which compares the current situation with screening and prevention. The prevention was further divided between multifaceted and unifaceted approaches to analyse the differences. The clinical outcome was diagnosis of asthma. No similar model was found in the literature discussing the same decision problem. Structural validity in terms of descriptive validity was achieved with the experts

  20. A Nonparametric Bayesian Model for Nested Clustering.

    Science.gov (United States)

    Lee, Juhee; Müller, Peter; Zhu, Yitan; Ji, Yuan

    2016-01-01

    We propose a nonparametric Bayesian model for clustering where clusters of experimental units are determined by a shared pattern of clustering another set of experimental units. The proposed model is motivated by the analysis of protein activation data, where we cluster proteins such that all proteins in one cluster give rise to the same clustering of patients. That is, we define clusters of proteins by the way that patients group with respect to the corresponding protein activations. This is in contrast to (almost) all currently available models that use shared parameters in the sampling model to define clusters. This includes in particular model based clustering, Dirichlet process mixtures, product partition models, and more. We show results for two typical biostatistical inference problems that give rise to clustering. PMID:26519174

  1. 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.

  2. The cost-effectiveness of the Olweus Bullying Prevention Program: Results from a modelling study.

    Science.gov (United States)

    Beckman, Linda; Svensson, Mikael

    2015-12-01

    Exposure to bullying affects around 3-5 percent of adolescents in secondary school and is related to various mental health problems. Many different anti-bullying programmes are currently available, but economic evaluations are lacking. The aim of this study is to identify the cost effectiveness of the Olweus Bullying Prevention Program (OBPP). We constructed a decision-tree model for a Swedish secondary school, using a public payer perspective, and retrieved data on costs and effects from the published literature. Probabilistic sensitivity analysis to reflect the uncertainty in the model was conducted. The base-case analysis showed that using the OBPP to reduce the number of victims of bullying costs 131,250 Swedish kronor (€14,470) per victim spared. Compared to a relevant threshold of the societal value of bullying reduction, this indicates that the programme is cost-effective. Using a relevant willingness-to-pay threshold shows that the OBPP is a cost-effective intervention. PMID:26433734

  3. Cost-effectiveness of new pneumococcal conjugate vaccines in Turkey: a decision analytical model

    Directory of Open Access Journals (Sweden)

    Bakır Mustafa

    2012-11-01

    Full Text Available Abstract Background Streptococcus pneumoniae infections, which place a considerable burden on healthcare resources, can be reduced in a cost-effective manner using a 7-valent pneumococcal conjugate vaccine (PCV-7. We compare the cost effectiveness of a 13-valent PCV (PCV-13 and a 10-valent pneumococcal non-typeable Haemophilus influenzae protein D conjugate vaccine (PHiD-CV with that of PCV-7 in Turkey. Methods A cost-utility analysis was conducted and a decision analytical model was used to estimate the proportion of the Turkish population Results PCV-13 and PHiD-CV are projected to have a substantial impact on pneumococcal disease in Turkey versus PCV-7, with 2,223 and 3,156 quality-adjusted life years (QALYs and 2,146 and 2,081 life years, respectively, being saved under a 3+1 schedule. Projections of direct medical costs showed that a PHiD-CV vaccination programme would provide the greatest cost savings, offering additional savings of US$11,718,813 versus PCV-7 and US$8,235,010 versus PCV-13. Probabilistic sensitivity analysis showed that PHiD-CV dominated PCV-13 in terms of QALYs gained and cost savings in 58.3% of simulations. Conclusion Under the modeled conditions, PHiD-CV would provide the most cost-effective intervention for reducing pneumococcal disease in Turkish children.

  4. Bayesian Discovery of Linear Acyclic Causal Models

    CERN Document Server

    Hoyer, Patrik O

    2012-01-01

    Methods for automated discovery of causal relationships from non-interventional data have received much attention recently. A widely used and well understood model family is given by linear acyclic causal models (recursive structural equation models). For Gaussian data both constraint-based methods (Spirtes et al., 1993; Pearl, 2000) (which output a single equivalence class) and Bayesian score-based methods (Geiger and Heckerman, 1994) (which assign relative scores to the equivalence classes) are available. On the contrary, all current methods able to utilize non-Gaussianity in the data (Shimizu et al., 2006; Hoyer et al., 2008) always return only a single graph or a single equivalence class, and so are fundamentally unable to express the degree of certainty attached to that output. In this paper we develop a Bayesian score-based approach able to take advantage of non-Gaussianity when estimating linear acyclic causal models, and we empirically demonstrate that, at least on very modest size networks, its accur...

  5. Adversarial life testing: A Bayesian negotiation model

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

    Jones, Matt; Love, Bradley C

    2011-08-01

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

  7. Assessing the cost-effectiveness of electric vehicles in European countries using integrated modeling

    International Nuclear Information System (INIS)

    Electric vehicles (EVs) are considered alternatives to internal combustion engines due to their energy efficiency and contribution to CO2 mitigation. The adoption of EVs depends on consumer preferences, including cost, social status and driving habits, although it is agreed that current and expected costs play a major role. We use a partial equilibrium model that minimizes total energy system costs to assess whether EVs can be a cost-effective option for the consumers of each EU27 member state up to 2050, focusing on the impact of different vehicle investment costs and CO2 mitigation targets. We found that for an EU-wide greenhouse gas emission reduction cap of 40% and 70% by 2050 vis-à-vis 1990 emissions, battery electric vehicles (BEVs) are cost-effective in the EU only by 2030 and only if their costs are 30% lower than currently expected. At the EU level, vehicle costs and the capability to deliver both short- and long-distance mobility are the main drivers of BEV deployment. Other drivers include each state’s national mobility patterns and the cost-effectiveness of alternative mitigation options, both in the transport sector, such as plug-in hybrid electric vehicles (PHEVs) or biofuels, and in other sectors, such as renewable electricity. - Highlights: • Electric vehicles were assessed through the minimization of the total energy systems costs. • EU climate policy targets could act as a major driver for PHEV adoption. • Battery EV is an option before 2030 if costs will drop by 30% from expected costs. • EV deployment varies per country depending on each energy system configuration. • Incentives at the country level should consider specific cost-effectiveness factors

  8. The cost-effectiveness of testing strategies for type 2 diabetes: a modelling study.

    Science.gov (United States)

    Gillett, Mike; Brennan, Alan; Watson, Penny; Khunti, Kamlesh; Davies, Melanie; Mostafa, Samiul; Gray, Laura J

    2015-01-01

    BACKGROUND An estimated 850,000 people have diabetes without knowing it and as many as 7 million more are at high risk of developing it. Within the NHS Health Checks programme, blood glucose testing can be undertaken using a fasting plasma glucose (FPG) or a glycated haemoglobin (HbA1c) test but the relative cost-effectiveness of these is unknown. OBJECTIVES To estimate and compare the cost-effectiveness of screening for type 2 diabetes using a HbA1c test versus a FPG test. In addition, to compare the use of a random capillary glucose (RCG) test versus a non-invasive risk score to prioritise individuals who should undertake a HbA1c or FPG test. DESIGN Cost-effectiveness analysis using the Sheffield Type 2 Diabetes Model to model lifetime incidence of complications, costs and health benefits of screening. SETTING England; population in the 40-74-years age range eligible for a NHS health check. DATA SOURCES The Leicester Ethnic Atherosclerosis and Diabetes Risk (LEADER) data set was used to analyse prevalence and screening outcomes for a multiethnic population. Alternative prevalence rates were obtained from the literature or through personal communication. METHODS (1) Modelling of screening pathways to determine the cost per case detected followed by long-term modelling of glucose progression and complications associated with hyperglycaemia; and (2) calculation of the costs and health-related quality of life arising from complications and calculation of overall cost per quality-adjusted life-year (QALY), net monetary benefit and the likelihood of cost-effectiveness. RESULTS Based on the LEADER data set from a multiethnic population, the results indicate that screening using a HbA1c test is more cost-effective than using a FPG. For National Institute for Health and Care Excellence (NICE)-recommended screening strategies, HbA1c leads to a cost saving of £12 and a QALY gain of 0.0220 per person when a risk score is used as a prescreen. With no prescreen, the cost

  9. 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.

  10. Impact and cost-effectiveness of current and future tuberculosis diagnostics: the contribution of modelling.

    Science.gov (United States)

    Dowdy, D W; Houben, R; Cohen, T; Pai, M; Cobelens, F; Vassall, A; Menzies, N A; Gomez, G B; Langley, I; Squire, S B; White, R

    2014-09-01

    The landscape of diagnostic testing for tuberculosis (TB) is changing rapidly, and stakeholders need urgent guidance on how to develop, deploy and optimize TB diagnostics in a way that maximizes impact and makes best use of available resources. When decisions must be made with only incomplete or preliminary data available, modelling is a useful tool for providing such guidance. Following a meeting of modelers and other key stakeholders organized by the TB Modelling and Analysis Consortium, we propose a conceptual framework for positioning models of TB diagnostics. We use that framework to describe modelling priorities in four key areas: Xpert(®) MTB/RIF scale-up, target product profiles for novel assays, drug susceptibility testing to support new drug regimens, and the improvement of future TB diagnostic models. If we are to maximize the impact and cost-effectiveness of TB diagnostics, these modelling priorities should figure prominently as targets for future research. PMID:25189546

  11. The Bayesian Modelling Of Inflation Rate In Romania

    OpenAIRE

    Mihaela Simionescu

    2014-01-01

    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 estim...

  12. A tutorial introduction to Bayesian models of cognitive development

    OpenAIRE

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

    2010-01-01

    We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the what, the how, and the why of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for developmentalists. We emphasize a qualitative understanding of Bayesian inference, but also include information about additional resources for those interested in...

  13. Merging Digital Surface Models Implementing Bayesian Approaches

    Science.gov (United States)

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

    2016-06-01

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

  14. Cost-effectiveness of interventions to promote physical activity: a modelling study.

    Directory of Open Access Journals (Sweden)

    Linda J Cobiac

    2009-07-01

    Full Text Available BACKGROUND: Physical inactivity is a key risk factor for chronic disease, but a growing number of people are not achieving the recommended levels of physical activity necessary for good health. Australians are no exception; despite Australia's image as a sporting nation, with success at the elite level, the majority of Australians do not get enough physical activity. There are many options for intervention, from individually tailored advice, such as counselling from a general practitioner, to population-wide approaches, such as mass media campaigns, but the most cost-effective mix of interventions is unknown. In this study we evaluate the cost-effectiveness of interventions to promote physical activity. METHODS AND FINDINGS: From evidence of intervention efficacy in the physical activity literature and evaluation of the health sector costs of intervention and disease treatment, we model the cost impacts and health outcomes of six physical activity interventions, over the lifetime of the Australian population. We then determine cost-effectiveness of each intervention against current practice for physical activity intervention in Australia and derive the optimal pathway for implementation. Based on current evidence of intervention effectiveness, the intervention programs that encourage use of pedometers (Dominant and mass media-based community campaigns (Dominant are the most cost-effective strategies to implement and are very likely to be cost-saving. The internet-based intervention program (AUS$3,000/DALY, the GP physical activity prescription program (AUS$12,000/DALY, and the program to encourage more active transport (AUS$20,000/DALY, although less likely to be cost-saving, have a high probability of being under a AUS$50,000 per DALY threshold. GP referral to an exercise physiologist (AUS$79,000/DALY is the least cost-effective option if high time and travel costs for patients in screening and consulting an exercise physiologist are considered

  15. Bayesian Models of Graphs, Arrays and Other Exchangeable Random Structures.

    Science.gov (United States)

    Orbanz, Peter; Roy, Daniel M

    2015-02-01

    The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and many other parametric and nonparametric Bayesian models fall within the remit of this framework; many problems arising in modern data analysis do not. This article provides an introduction to Bayesian models of graphs, matrices, and other data that can be modeled by random structures. We describe results in probability theory that generalize de Finetti's theorem to such data and discuss their relevance to nonparametric Bayesian modeling. With the basic ideas in place, we survey example models available in the literature; applications of such models include collaborative filtering, link prediction, and graph and network analysis. We also highlight connections to recent developments in graph theory and probability, and sketch the more general mathematical foundation of Bayesian methods for other types of data beyond sequences and arrays. PMID:26353253

  16. Modeling the cost effectiveness of malaria control interventions in the highlands of western Kenya.

    Directory of Open Access Journals (Sweden)

    Erin M Stuckey

    Full Text Available INTRODUCTION: Tools that allow for in silico optimization of available malaria control strategies can assist the decision-making process for prioritizing interventions. The OpenMalaria stochastic simulation modeling platform can be applied to simulate the impact of interventions singly and in combination as implemented in Rachuonyo South District, western Kenya, to support this goal. METHODS: Combinations of malaria interventions were simulated using a previously-published, validated model of malaria epidemiology and control in the study area. An economic model of the costs of case management and malaria control interventions in Kenya was applied to simulation results and cost-effectiveness of each intervention combination compared to the corresponding simulated outputs of a scenario without interventions. Uncertainty was evaluated by varying health system and intervention delivery parameters. RESULTS: The intervention strategy with the greatest simulated health impact employed long lasting insecticide treated net (LLIN use by 80% of the population, 90% of households covered by indoor residual spraying (IRS with deployment starting in April, and intermittent screen and treat (IST of school children using Artemether lumefantrine (AL with 80% coverage twice per term. However, the current malaria control strategy in the study area including LLIN use of 56% and IRS coverage of 70% was the most cost effective at reducing disability-adjusted life years (DALYs over a five year period. CONCLUSIONS: All the simulated intervention combinations can be considered cost effective in the context of available resources for health in Kenya. Increasing coverage of vector control interventions has a larger simulated impact compared to adding IST to the current implementation strategy, suggesting that transmission in the study area is not at a level to warrant replacing vector control to a school-based screen and treat program. These results have the potential to

  17. Modeling Social Annotation: a Bayesian Approach

    CERN Document Server

    Plangprasopchok, Anon

    2008-01-01

    Collaborative tagging systems, such as del.icio.us, CiteULike, and others, allow users to annotate objects, e.g., Web pages or scientific papers, with descriptive labels called tags. The social annotations, contributed by thousands of users, can potentially be used to infer categorical knowledge, classify documents or recommend new relevant information. Traditional text inference methods do not make best use of socially-generated data, since they do not take into account variations in individual users' perspectives and vocabulary. In a previous work, we introduced a simple probabilistic model that takes interests of individual annotators into account in order to find hidden topics of annotated objects. Unfortunately, our proposed approach had a number of shortcomings, including overfitting, local maxima and the requirement to specify values for some parameters. In this paper we address these shortcomings in two ways. First, we extend the model to a fully Bayesian framework. Second, we describe an infinite ver...

  18. Improving randomness characterization through Bayesian model selection

    CERN Document Server

    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...

  19. A conceptual model to estimate cost effectiveness of the indoor environment improvements

    Energy Technology Data Exchange (ETDEWEB)

    Seppanen, Olli; Fisk, William J.

    2003-06-01

    Macroeconomic analyses indicate a high cost to society of a deteriorated indoor climate. The few example calculations performed to date indicate that measures taken to improve IEQ are highly cost-effective when health and productivity benefits are considered. We believe that cost-benefit analyses of building designs and operations should routinely incorporate health and productivity impacts. As an initial step, we developed a conceptual model that shows the links between improvements in IEQ and the financial gains from reductions in medical care and sick leave, improved work performance, lower employee turn over, and reduced maintenance due to fewer complaints.

  20. EPICE-HIV: An Epidemiologic Cost-Effectiveness Model for HIV Treatment.

    Science.gov (United States)

    Vandewalle, Björn; Llibre, Josep M; Parienti, Jean-Jacques; Ustianowski, Andrew; Camacho, Ricardo; Smith, Colette; Miners, Alec; Ferreira, Diana; Félix, Jorge

    2016-01-01

    The goal of this research was to establish a new and innovative framework for cost-effectiveness modeling of HIV-1 treatment, simultaneously considering both clinical and epidemiological outcomes. EPICE-HIV is a multi-paradigm model based on a within-host micro-simulation model for the disease progression of HIV-1 infected individuals and an agent-based sexual contact network (SCN) model for the transmission of HIV-1 infection. It includes HIV-1 viral dynamics, CD4+ T cell infection rates, and pharmacokinetics/pharmacodynamics modeling. Disease progression of HIV-1 infected individuals is driven by the interdependent changes in CD4+ T cell count, changes in plasma HIV-1 RNA, accumulation of resistance mutations and adherence to treatment. The two parts of the model are joined through a per-sexual-act and viral load dependent probability of disease transmission in HIV-discordant couples. Internal validity of the disease progression part of the model is assessed and external validity is demonstrated in comparison to the outcomes observed in the STaR randomized controlled clinical trial. We found that overall adherence to treatment and the resulting pattern of treatment interruptions are key drivers of HIV-1 treatment outcomes. Our model, though largely independent of efficacy data from RCT, was accurate in producing 96-week outcomes, qualitatively and quantitatively comparable to the ones observed in the STaR trial. We demonstrate that multi-paradigm micro-simulation modeling is a promising tool to generate evidence about optimal policy strategies in HIV-1 treatment, including treatment efficacy, HIV-1 transmission, and cost-effectiveness analysis. PMID:26870960

  1. Bayesian mixture models for Poisson astronomical images

    CERN Document Server

    Guglielmetti, Fabrizia; Dose, Volker

    2012-01-01

    Astronomical images in the Poisson regime are typically characterized by a spatially varying cosmic background, large variety of source morphologies and intensities, data incompleteness, steep gradients in the data, and few photon counts per pixel. The Background-Source separation technique is developed with the aim to detect faint and extended sources in astronomical images characterized by Poisson statistics. The technique employs Bayesian mixture models to reliably detect the background as well as the sources with their respective uncertainties. Background estimation and source detection is achieved in a single algorithm. A large variety of source morphologies is revealed. The technique is applied in the X-ray part of the electromagnetic spectrum on ROSAT and Chandra data sets and it is under a feasibility study for the forthcoming eROSITA mission.

  2. Cost-effectiveness analysis of rotavirus vaccination among Libyan children using a simple economic model

    Directory of Open Access Journals (Sweden)

    Salem Alkoshi

    2014-12-01

    Full Text Available Background: Rotavirus infection is a major cause of childhood diarrhea in Libya. The objective of this study is to evaluate the cost-effectiveness of rotavirus vaccination in that country. Methods: We used a published decision tree model that has been adapted to the Libyan situation to analyze a birth cohort of 160,000 children. The evaluation of diarrhea events in three public hospitals helped to estimate the rotavirus burden. The economic analysis was done from two perspectives: health care provider and societal. Univariate sensitivity analyses were conducted to assess uncertainty in some values of the variables selected. Results: The three hospitals received 545 diarrhea patients aged≤5 with 311 (57% rotavirus positive test results during a 9-month period. The societal cost for treatment of a case of rotavirus diarrhea was estimated at US$ 661/event. The incremental cost-effectiveness ratio with a vaccine price of US$ 27 per course was US$ 8,972 per quality-adjusted life year gained from the health care perspective. From a societal perspective, the analysis shows cost savings of around US$ 16 per child. Conclusion: The model shows that rotavirus vaccination could be economically a very attractive intervention in Libya.

  3. A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION

    Science.gov (United States)

    We present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is usefu...

  4. A new approach for Bayesian model averaging

    Institute of Scientific and Technical Information of China (English)

    TIAN XiangJun; XIE ZhengHui; WANG AiHui; YANG XiaoChun

    2012-01-01

    Bayesian model averaging (BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weights and variances of the individual competing models in the ensemble.Two methods,namely the Expectation-Maximization (EM) and the Markov Chain Monte Carlo (MCMC) algorithms,are widely used for BMA model training.Both methods have their own respective strengths and weaknesses.In this paper,we first modify the BMA log-likelihood function with the aim of removing the additional limitation that requires that the BMA weights add to one,and then use a limited memory quasi-Newtonian algorithm for solving the nonlinear optimization problem,thereby formulating a new approach for BMA (referred to as BMA-BFGS).Several groups of multi-model soil moisture simulation experiments from three land surface models show that the performance of BMA-BFGS is similar to the MCMC method in terms of simulation accuracy,and that both are superior to the EM algorithm.On the other hand,the computational cost of the BMA-BFGS algorithm is substantially less than for MCMC and is almost equivalent to that for EM.

  5. Quantifying Multiscale Habitat Structural Complexity: A Cost-Effective Framework for Underwater 3D Modelling

    Directory of Open Access Journals (Sweden)

    Renata Ferrari

    2016-02-01

    Full Text Available Coral reef habitat structural complexity influences key ecological processes, ecosystem biodiversity, and resilience. Measuring structural complexity underwater is not trivial and researchers have been searching for accurate and cost-effective methods that can be applied across spatial extents for over 50 years. This study integrated a set of existing multi-view, image-processing algorithms, to accurately compute metrics of structural complexity (e.g., ratio of surface to planar area underwater solely from images. This framework resulted in accurate, high-speed 3D habitat reconstructions at scales ranging from small corals to reef-scapes (10s km2. Structural complexity was accurately quantified from both contemporary and historical image datasets across three spatial scales: (i branching coral colony (Acropora spp.; (ii reef area (400 m2; and (iii reef transect (2 km. At small scales, our method delivered models with <1 mm error over 90% of the surface area, while the accuracy at transect scale was 85.3% ± 6% (CI. Advantages are: no need for an a priori requirement for image size or resolution, no invasive techniques, cost-effectiveness, and utilization of existing imagery taken from off-the-shelf cameras (both monocular or stereo. This remote sensing method can be integrated to reef monitoring and improve our knowledge of key aspects of coral reef dynamics, from reef accretion to habitat provisioning and productivity, by measuring and up-scaling estimates of structural complexity.

  6. Bayesian Model Selection for LISA Pathfinder

    CERN Document Server

    Karnesis, Nikolaos; Sopuerta, Carlos F; Gibert, Ferran; Armano, Michele; Audley, Heather; Congedo, Giuseppe; Diepholz, Ingo; Ferraioli, Luigi; Hewitson, Martin; Hueller, Mauro; Korsakova, Natalia; Plagnol, Eric; Vitale, and Stefano

    2013-01-01

    The main goal of the LISA Pathfinder (LPF) mission is to fully characterize the acceleration noise models and to test key technologies for future space-based gravitational-wave observatories similar to the LISA/eLISA concept. The Data Analysis (DA) team has developed complex three-dimensional models of the LISA Technology Package (LTP) experiment on-board LPF. These models are used for simulations, but more importantly, they will be used for parameter estimation purposes during flight operations. One of the tasks of the DA team is to identify the physical effects that contribute significantly to the properties of the instrument noise. A way of approaching to this problem is to recover the essential parameters of the LTP which describe the data. Thus, we want to define the simplest model that efficiently explains the observations. To do so, adopting a Bayesian framework, one has to estimate the so-called Bayes Factor between two competing models. In our analysis, we use three main different methods to estimate...

  7. Bayesian Model Averaging in the Instrumental Variable Regression Model

    OpenAIRE

    Gary Koop; Robert Leon Gonzalez; Rodney Strachan

    2011-01-01

    This paper considers the instrumental variable regression model when there is uncertainly about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainly can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very fl...

  8. EVENT MODEL: A ROBUST BAYESIAN TOOL FOR CHRONOLOGICAL MODELING

    OpenAIRE

    Lanos, Philippe; Philippe, Anne

    2015-01-01

    We propose a new modeling approach for combining dates through the Event model by using hierarchical Bayesian statistics. The Event model aims to estimate the date of a context (unit of stratification) from individual dates assumed to be contemporaneous and which are affected by errors of different types: laboratory and calibration curve errors and also irreducible errors related to contaminations, taphonomic disturbances, etc, hence the possible presence of outliers. The Event model has a hi...

  9. A model to estimate the cost effectiveness of the indoorenvironment improvements in office work

    Energy Technology Data Exchange (ETDEWEB)

    Seppanen, Olli; Fisk, William J.

    2004-06-01

    Deteriorated indoor climate is commonly related to increases in sick building syndrome symptoms, respiratory illnesses, sick leave, reduced comfort and losses in productivity. The cost of deteriorated indoor climate for the society is high. Some calculations show that the cost is higher than the heating energy costs of the same buildings. Also building-level calculations have shown that many measures taken to improve indoor air quality and climate are cost-effective when the potential monetary savings resulting from an improved indoor climate are included as benefits gained. As an initial step towards systemizing these building level calculations we have developed a conceptual model to estimate the cost-effectiveness of various measures. The model shows the links between the improvements in the indoor environment and the following potential financial benefits: reduced medical care cost, reduced sick leave, better performance of work, lower turn over of employees, and lower cost of building maintenance due to fewer complaints about indoor air quality and climate. The pathways to these potential benefits from changes in building technology and practices go via several human responses to the indoor environment such as infectious diseases, allergies and asthma, sick building syndrome symptoms, perceived air quality, and thermal environment. The model also includes the annual cost of investments, operation costs, and cost savings of improved indoor climate. The conceptual model illustrates how various factors are linked to each other. SBS symptoms are probably the most commonly assessed health responses in IEQ studies and have been linked to several characteristics of buildings and IEQ. While the available evidence indicates that SBS symptoms can affect these outcomes and suspects that such a linkage exists, at present we can not quantify the relationships sufficiently for cost-benefit modeling. New research and analyses of existing data to quantify the financial

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

    Science.gov (United States)

    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.

  11. Bayesian estimation of parameters in a regional hydrological model

    OpenAIRE

    Engeland, K.; Gottschalk, L.

    2002-01-01

    This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC) analysis. The Bayesian method requires formulation of a likelihood funct...

  12. Bayesian estimation of parameters in a regional hydrological model

    OpenAIRE

    Engeland, K.; Gottschalk, L.

    2002-01-01

    This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC) analysis. The Bayesian method requires formulation of ...

  13. Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

    OpenAIRE

    Sugita, Katsuhiro

    2006-01-01

    This paper considers a vector autoregressive model or a vector error correction model with multiple structural breaks in any subset of parameters, using a Bayesian approach with Markov chain Monte Carlo simulation technique. The number of structural breaks is determined as a sort of model selection by the posterior odds. For a cointegrated model, cointegrating rank is also allowed to change with breaks. Bayesian approach by Strachan (Journal of Business and Economic Statistics 21 (2003) 185) ...

  14. Bayesian Test of Significance for Conditional Independence: The Multinomial Model

    Science.gov (United States)

    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}).

  15. Bayesian Nonparametrics in Topic Modeling: A Brief Tutorial

    OpenAIRE

    Spangher, Alexander

    2015-01-01

    Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet Processes (HDP), remain prohibitively slow. One promising path forward is to exploit the submodularity inherent in Indian Buffet Process (IBP) to derive near-optimal solutions in polynomial time. In this work, I will present a brief tutorial on Bayesian nonparame...

  16. Two-Stage Bayesian Model Averaging in Endogenous Variable Models.

    Science.gov (United States)

    Lenkoski, Alex; Eicher, Theo S; Raftery, Adrian E

    2014-01-01

    Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Prior in the endogenous variable model, we are able to efficiently combine established methods for addressing model uncertainty in regression models with the classic technique of 2SLS. To assess the validity of instruments in the 2SBMA context, we develop Bayesian tests of the identification restriction that are based on model averaged posterior predictive p-values. A simulation study showed that 2SBMA has the ability to recover structure in both the instrument and covariate set, and substantially improves the sharpness of resulting coefficient estimates in comparison to 2SLS using the full specification in an automatic fashion. Due to the increased parsimony of the 2SBMA estimate, the Bayesian Sargan test had a power of 50 percent in detecting a violation of the exogeneity assumption, while the method based on 2SLS using the full specification had negligible power. We apply our approach to the problem of development accounting, and find support not only for institutions, but also for geography and integration as development determinants, once both model uncertainty and endogeneity have been jointly addressed. PMID:24223471

  17. Bayesian model reduction and empirical Bayes for group (DCM) studies.

    Science.gov (United States)

    Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter

    2016-03-01

    This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570

  18. Sampling Techniques in Bayesian Finite Element Model Updating

    CERN Document Server

    Boulkaibet, I; Mthembu, L; Friswell, M I; Adhikari, S

    2011-01-01

    Recent papers in the field of Finite Element Model (FEM) updating have highlighted the benefits of Bayesian techniques. The Bayesian approaches are designed to deal with the uncertainties associated with complex systems, which is the main problem in the development and updating of FEMs. This paper highlights the complexities and challenges of implementing any Bayesian method when the analysis involves a complicated structural dynamic model. In such systems an analytical Bayesian formulation might not be available in an analytic form; therefore this leads to the use of numerical methods, i.e. sampling methods. The main challenge then is to determine an efficient sampling of the model parameter space. In this paper, three sampling techniques, the Metropolis-Hastings (MH) algorithm, Slice Sampling and the Hybrid Monte Carlo (HMC) technique, are tested by updating a structural beam model. The efficiency and limitations of each technique is investigated when the FEM updating problem is implemented using the Bayesi...

  19. Cost effectiveness of the 1993 model energy code in New Jersey

    Energy Technology Data Exchange (ETDEWEB)

    Lucas, R.G.

    1995-09-01

    This is an analysis of cost effectiveness the Council of American Building Officials` 1993 Model Energy Code (MEC) building thermal-envelope requirements for single-family houses and multifamily housing units in New Jersey. Goal was to compare the cost effectiveness of the 1993 MEC to the alternate allowed in the 1993 Building Officials & Code Administrators (BOCA) National Energy Conservation Code -- American Society of Heating, Refrigerating, and Air-Conditioning Engineers (ASHRAE) Standard 90A-1980 -- based on a comparison of the costs and benefits associated with complying with each. This comparison was performed for Camden, New Brunswick; Somerville, and Sparta. The analysis was done for two different scenarios: a ``move-up`` home buyer purchasing a single-family house and a ``first-time`` financially limited home buyer purchasing a multifamily unit. For the single-family home buyer, compliance with the 1993 MEC was estimated to increase first costs by $1028 to $1564, resulting in an incremental down payment increase of $206 to $313 (at 20% down). The time when the homeowner realizes net cash savings (net positive cash flow) for houses built in accordance with the 1993 MEC was from 1 to 5 years. The home buyer who paid 20% down had recovered increases in down payments and mortgage payments in energy cost savings by the end of the fifth year or sooner and thereafter will save more money each year. For the multifamily unit home buyer first costs were estimated to increase by $121 to $223, resulting in an incremental down payment increase of $12 to $22 (at 10% down). The time when the homeowner realizes net cash savings (net positive cash flow) for houses built in accordance with the 1993 MEC was 1 to 3 years.

  20. Efficient Nonparametric Bayesian Modelling with Sparse Gaussian Process Approximations

    OpenAIRE

    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...

  1. Modelling biogeochemical cycles in forest ecosystems: a Bayesian approach

    OpenAIRE

    Bagnara, Maurizio

    2015-01-01

    Forest models are tools for explaining and predicting the dynamics of forest ecosystems. They simulate forest behavior by integrating information on the underlying processes in trees, soil and atmosphere. Bayesian calibration is the application of probability theory to parameter estimation. It is a method, applicable to all models, that quantifies output uncertainty and identifies key parameters and variables. This study aims at testing the Bayesian procedure for calibration to different t...

  2. Varying efficacy of Helicobacter pylori eradication regimens: cost effectiveness study using a decision analysis model

    OpenAIRE

    Duggan, A E; Tolley, K.; Hawkey, C. J.; Logan, R F A

    1998-01-01

    Objective: To determine how small differences in the efficacy and cost of two antibiotic regimens to eradicate Helicobacter pylori can affect the overall cost effectiveness of H pylori eradication in duodenal ulcer disease.

  3. Bayesian Inference and Optimal Design in the Sparse Linear Model

    OpenAIRE

    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...

  4. A Bayesian observer model constrained by efficient coding can explain 'anti-Bayesian' percepts.

    Science.gov (United States)

    Wei, Xue-Xin; Stocker, Alan A

    2015-10-01

    Bayesian observer models provide a principled account of the fact that our perception of the world rarely matches physical reality. The standard explanation is that our percepts are biased toward our prior beliefs. However, reported psychophysical data suggest that this view may be simplistic. We propose a new model formulation based on efficient coding that is fully specified for any given natural stimulus distribution. The model makes two new and seemingly anti-Bayesian predictions. First, it predicts that perception is often biased away from an observer's prior beliefs. Second, it predicts that stimulus uncertainty differentially affects perceptual bias depending on whether the uncertainty is induced by internal or external noise. We found that both model predictions match reported perceptual biases in perceived visual orientation and spatial frequency, and were able to explain data that have not been explained before. The model is general and should prove applicable to other perceptual variables and tasks. PMID:26343249

  5. Modelling of JET diagnostics using Bayesian Graphical Models

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

  6. Bayesian model discrimination for glucose-insulin homeostasis

    DEFF Research Database (Denmark)

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

    the reformulation of existing deterministic models as stochastic state space models which properly accounts for both measurement and process variability. The analysis is further enhanced by Bayesian model discrimination techniques and model averaged parameter estimation which fully accounts for model as well......In this paper we analyse a set of experimental data on a number of healthy and diabetic patients and discuss a variety of models for describing the physiological processes involved in glucose absorption and insulin secretion within the human body. We adopt a Bayesian approach which facilitates...

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

    Directory of Open Access Journals (Sweden)

    Liangdong Hu

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

  8. Modeling the Cost Effectiveness of Neuroimaging-Based Treatment of Acute Wake-Up Stroke.

    Directory of Open Access Journals (Sweden)

    Ankur Pandya

    Full Text Available Thrombolytic treatment (tissue-type plasminogen activator [tPA] is only recommended for acute ischemic stroke patients with stroke onset time 4.5 hours, 46.3% experienced a good stroke outcome. Lifetime discounted QALYs and costs were 5.312 and $88,247 for the no treatment strategy and 5.342 and $90,869 for the MRI-based strategy, resulting in an ICER of $88,000/QALY. Results were sensitive to variations in patient- and provider-specific factors such as sleep duration, hospital travel and door-to-needle times, as well as onset probability distribution, MRI specificity, and mRS utility values.Our model-based findings suggest that an MRI-based treatment strategy for this population could be cost-effective and quantifies the impact that patient- and provider-specific factors, such as sleep duration, hospital travel and door-to-needle times, could have on the optimal decision for wake-up stroke patients.

  9. Hellinger Distance and Bayesian Non-Parametrics: Hierarchical Models for Robust and Efficient Bayesian Inference

    OpenAIRE

    Wu, Yuefeng; Hooker, Giles

    2013-01-01

    This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a candidate and a parametric density. By incorporating a prior over the parameters of the second density, we arrive at a hierarchical model in which a non-parametric model is placed between parameters and the data. The parameters of the family can then be estimate...

  10. Analysis of Gumbel Model for Software Reliability Using Bayesian Paradigm

    Directory of Open Access Journals (Sweden)

    Raj Kumar

    2012-12-01

    Full Text Available In this paper, we have illustrated the suitability of Gumbel Model for software reliability data. The model parameters are estimated using likelihood based inferential procedure: classical as well as Bayesian. The quasi Newton-Raphson algorithm is applied to obtain the maximum likelihood estimates and associated probability intervals. The Bayesian estimates of the parameters of Gumbel model are obtained using Markov Chain Monte Carlo(MCMC simulation method in OpenBUGS(established software for Bayesian analysis using Markov Chain Monte Carlo methods. The R functions are developed to study the statistical properties, model validation and comparison tools of the model and the output analysis of MCMC samples generated from OpenBUGS. Details of applying MCMC to parameter estimation for the Gumbel model are elaborated and a real software reliability data set is considered to illustrate the methods of inference discussed in this paper.

  11. Lack of Confidence in Approximate Bayesian Computation Model Choice

    OpenAIRE

    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...

  12. On the Bayesian Nonparametric Generalization of IRT-Type Models

    Science.gov (United States)

    San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel

    2011-01-01

    We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…

  13. Bayesian inference model for fatigue life of laminated composites

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  14. The Albufera Initiative for Biodiversity: a cost effective model for integrating science and volunteer participation in coastal protected area management

    NARCIS (Netherlands)

    Riddiford, N.J.; Veraart, J.A.; Férriz, I.; Owens, N.W.; Royo, L.; Honey, M.R.

    2014-01-01

    This paper puts forward a multi-disciplinary field project, set up in 1989 at the Parc Natural de s’Albufera in Mallorca, Balearic Islands, Spain, as an example of a cost effective model for integrating science and volunteer participation in a coastal protected area. Outcomes include the provision o

  15. Modelling LGD for unsecured retail loans using Bayesian methods

    OpenAIRE

    Katarzyna Bijak; Thomas, Lyn C

    2015-01-01

    Loss Given Default (LGD) is the loss borne by the bank when a customer defaults on a loan. LGD for unsecured retail loans is often found difficult to model. In the frequentist (non-Bayesian) two-step approach, two separate regression models are estimated independently, which can be considered potentially problematic when trying to combine them to make predictions about LGD. The result is a point estimate of LGD for each loan. Alternatively, LGD can be modelled using Bayesian methods. In the B...

  16. A Bayesian Matrix Factorization Model for Relational Data

    CERN Document Server

    Singh, Ajit P

    2012-01-01

    Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metropolis-Hastings is impractically slow, and so we develop a block Metropolis- Hastings sampler which uses the gradient and Hessian of the likelihood to dynamically tune the proposal. We demonstrate that a predictive model of brain response to stimuli can be improved by augmenting it with side information about the stimuli.

  17. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil

    2015-02-01

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

  18. Cost-effectiveness model comparing olanzapine and other oral atypical antipsychotics in the treatment of schizophrenia in the United States

    Directory of Open Access Journals (Sweden)

    Smolen Lee J

    2009-04-01

    Full Text Available Abstract Background Schizophrenia is often a persistent and costly illness that requires continued treatment with antipsychotics. Differences among antipsychotics on efficacy, safety, tolerability, adherence, and cost have cost-effectiveness implications for treating schizophrenia. This study compares the cost-effectiveness of oral olanzapine, oral risperidone (at generic cost, primary comparator, quetiapine, ziprasidone, and aripiprazole in the treatment of patients with schizophrenia from the perspective of third-party payers in the U.S. health care system. Methods A 1-year microsimulation economic decision model, with quarterly cycles, was developed to simulate the dynamic nature of usual care of schizophrenia patients who switch, continue, discontinue, and restart their medications. The model captures clinical and cost parameters including adherence levels, relapse with and without hospitalization, quality-adjusted life years (QALYs, treatment discontinuation by reason, treatment-emergent adverse events, suicide, health care resource utilization, and direct medical care costs. Published medical literature and a clinical expert panel were used to develop baseline model assumptions. Key model outcomes included mean annual total direct cost per treatment, cost per stable patient, and incremental cost-effectiveness values per QALY gained. Results The results of the microsimulation model indicated that olanzapine had the lowest mean annual direct health care cost ($8,544 followed by generic risperidone ($9,080. In addition, olanzapine resulted in more QALYs than risperidone (0.733 vs. 0.719. The base case and multiple sensitivity analyses found olanzapine to be the dominant choice in terms of incremental cost-effectiveness per QALY gained. Conclusion The utilization of olanzapine is predicted in this model to result in better clinical outcomes and lower total direct health care costs compared to generic risperidone, quetiapine, ziprasidone, and

  19. Cost-effectiveness of face-to-face smoking cessation interventions: A dynamic modeling study

    NARCIS (Netherlands)

    T.L. Feenstra (Talitha); H.H. Hamberg-Van Reenen (Heleen); R.T. Hoogenveen (Rudolf); M.P.M.H. Rutten-van Mölken (Maureen)

    2005-01-01

    textabstractObjectives: To estimate the cost-effectiveness of five face-to-face smoking cessation interventions (i.e., minimal counseling by a general practitioner (GP) with, or without nicotine replacement therapy (NRT), intensive counseling with NRT, or bupropion, and telephone counseling) in term

  20. From intermediate to final behavioral endpoints; Modeling cognitions in (cost-)effectiveness analyses in health promotion

    NARCIS (Netherlands)

    Prenger, Rilana

    2012-01-01

    Cost-effectiveness analyses (CEAs) are considered an increasingly important tool in health promotion and psychology. In health promotion adequate effectiveness data of innovative interventions are often lacking. In case of many promising interventions the available data are inadequate for CEAs due t

  1. 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.

  2. Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

    KAUST Repository

    Liang, Faming

    2013-06-01

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

  3. COST-EFFECTIVE WIRE-HARNESS MODEL BY USING POLYMER OPTICAL FIBER

    Directory of Open Access Journals (Sweden)

    Mohammad Syuhaimi Ab-Rahman

    2013-01-01

    Full Text Available In the past decade automotive industries faced the exponential increase of in-vehicle electronic devices. The hydraulic systems are replacing with sophisticate electronic systems. Market demands for exploiting new in-vehicle technologies such as multimedia systems, internet access, GPS, Mobile communication, internal private network; engine, body and power train intelligent control and monitoring systems are increasing daily. These new needs make the wire-harness as physical pathway for power and data more complex. The amount of different data types’ transmission in vehicle networking requires higher bandwidth and subsequently applying expensive and advanced equipment. Also more functions and facilities lead to raise the number of Electronic Control Units (ECU. The high cost of manufacturing and implementing all mentioned equipment and systems only can be justified to luxury vehicle’s high prices. This study presents a conceptual model of in-vehicle networking which would lead to apply considerable portion of these advanced systems in non-luxury vehicles. In this context, Polymer Optical Fibers (POF exploited to achieve high speed bandwidth and cost-effective solution to transfer huge amount of data and one ECU to control and manage body/cabin electronic devices. Regarding to technical specification of POFs and using visible light as data carrier, they can meet all new needs of implementing modern expected technologies for non-luxury cars at inexpensive solution. In addition, POFs are easy-to-use, reliable and flexible in compare with silica base optical fibers. This study suggests three red, blue and green lights for transferring video/audio, communication data network such as internet/vehicle internal network and body/cabin command lines respectively. Moreover, this concept model claims for reducing wire-harness with integration of command lines into multiplexed POF line. By command lines integration also it is possible to merge

  4. Cost-effective conservation of an endangered frog under uncertainty.

    Science.gov (United States)

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

    2016-04-01

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

  5. 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

  6. Research & development and growth: A Bayesian model averaging analysis

    Czech Academy of Sciences Publication Activity Database

    Horváth, Roman

    2011-01-01

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

  7. 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

  8. Comparing Bayesian models for multisensory cue combination without mandatory integration

    OpenAIRE

    Beierholm, Ulrik R.; Shams, Ladan; Kording, Konrad P; Ma, Wei Ji

    2009-01-01

    Bayesian models of multisensory perception traditionally address the problem of estimating an underlying variable that is assumed to be the cause of the two sensory signals. The brain, however, has to solve a more general problem: it also has to establish which signals come from the same source and should be integrated, and which ones do not and should be segregated. In the last couple of years, a few models have been proposed to solve this problem in a Bayesian fashion. One of these ha...

  9. Bayesian model mixing for cold rolling mills: Test results

    Czech Academy of Sciences Publication Activity Database

    Ettler, P.; Puchr, I.; Dedecius, Kamil

    Slovensko: Slovak University of Technology, 2013, s. 359-364. ISBN 978-1-4799-0926-1. [19th International Conference on Process Control . Štrbské Pleso (SK), 18.06.2013-21.06.2013] R&D Projects: GA MŠk(CZ) 7D09008; GA MŠk 7D12004 Keywords : Bayesian statistics * model mixing * process control Subject RIV: BC - Control Systems Theory http://library.utia.cas.cz/separaty/2013/AS/dedecius-bayesian model mixing for cold rolling mills test results.pdf

  10. Bayesian Model Comparison With the g-Prior

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Cemgil, Ali Taylan;

    2014-01-01

    Model comparison and selection is an important problem in many model-based signal processing applications. Often, very simple information criteria such as the Akaike information criterion or the Bayesian information criterion are used despite their shortcomings. Compared to these methods, Djuric’...

  11. Bayesian Estimation of the DINA Model with Gibbs Sampling

    Science.gov (United States)

    Culpepper, Steven Andrew

    2015-01-01

    A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…

  12. Cost-effectiveness modeling of colorectal cancer: Computed tomography colonography vs colonoscopy or fecal occult blood tests

    International Nuclear Information System (INIS)

    Objectives: To assess the cost-effectiveness of three colorectal-cancer (CRC) screening strategies in France: fecal-occult-blood tests (FOBT), computed-tomography-colonography (CTC) and optical-colonoscopy (OC). Methods: Ten-year simulation modeling was used to assess a virtual asymptomatic, average-risk population 50–74 years old. Negative OC was repeated 10 years later, and OC positive for advanced or non-advanced adenoma 3 or 5 years later, respectively. FOBT was repeated biennially. Negative CTC was repeated 5 years later. Positive CTC and FOBT led to triennial OC. Total cost and CRC rate after 10 years for each screening strategy and 0–100% adherence rates with 10% increments were computed. Transition probabilities were programmed using distribution ranges to account for uncertainty parameters. Direct medical costs were estimated using the French national health insurance prices. Probabilistic sensitivity analyses used 5000 Monte Carlo simulations generating model outcomes and standard deviations. Results: For a given adherence rate, CTC screening was always the most effective but not the most cost-effective. FOBT was the least effective but most cost-effective strategy. OC was of intermediate efficacy and the least cost-effective strategy. Without screening, treatment of 123 CRC per 10,000 individuals would cost €3,444,000. For 60% adherence, the respective costs of preventing and treating, respectively 49 and 74 FOBT-detected, 73 and 50 CTC-detected and 63 and 60 OC-detected CRC would be €2,810,000, €6,450,000 and €9,340,000. Conclusion: Simulation modeling helped to identify what would be the most effective (CTC) and cost-effective screening (FOBT) strategy in the setting of mass CRC screening in France.

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

    Directory of Open Access Journals (Sweden)

    Pulkki-Brännström Anni-Maria

    2012-04-01

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

  14. Cost-effectiveness of changes in alcohol taxation in Denmark: a modelling study

    OpenAIRE

    Holm, Astrid Ledgaard; Veerman, Lennert; Cobiac, Linda; Ekholm, Ola; Diderichsen, Finn

    2014-01-01

    Introduction Excessive alcohol consumption is a public health problem in many countries including Denmark, where 6% of the burden of disease is due to alcohol consumption, according to the new estimates from the Global Burden of Disease 2010 study. Pricing policies, including tax increases, have been shown to effectively decrease the level of alcohol consumption. Methods We analysed the cost-effectiveness of three different scenarios of changed taxation of alcoholic beverages in Denmark (20% ...

  15. Modelling Agricultural Diffuse Pollution: CAP – WFD Interactions and Cost Effectiveness of Measures

    OpenAIRE

    Mouratiadou, Ioanna; Topp, Cairistiona; Moran, Dominic

    2008-01-01

    Within the context of the Water Framework Directive (WFD) and the Common Agricultural Policy (CAP), the design of effective and sustainable agricultural and water resources management policies presents multiple challenges. This paper presents a methodological framework that will be used to identify synergies and trade-offs between the CAP and the WFD in relation to their economic and water resources environmental effects, and to assess the cost-effectiveness of measures to control water pollu...

  16. A model-based economic analysis of pre-pandemic influenza vaccination cost-effectiveness

    OpenAIRE

    Halder, Nilimesh; Joel K Kelso; George J Milne

    2014-01-01

    Background A vaccine matched to a newly emerged pandemic influenza virus would require a production time of at least 6 months with current proven techniques, and so could only be used reactively after the peak of the pandemic. A pre-pandemic vaccine, although probably having lower efficacy, could be produced and used pre-emptively. While several previous studies have investigated the cost effectiveness of pre-emptive vaccination strategies, they have not been directly compared to realistic re...

  17. Cost effectiveness of first-line oral therapies for pulmonary arterial hypertension: A modelling study

    OpenAIRE

    Coyle, K.; Coyle, D.; Blouin, J.; Lee, K; Jabr, MF; Tran, K.; Mielniczuk, L; Swiston, J; Innes, M.

    2016-01-01

    Background: In recent years, a significant number of costly oral therapies have become available for the treatment of pulmonary arterial hypertension (PAH). Funding decisions for these therapies requires weighing up their effectiveness and costs. Objective: The aim of this study was to assess the cost effectiveness of monotherapy with oral PAH-specific therapies versus supportive care as initial therapy for patients with functional class (FC) II and III PAH in Canada. Methods: A cost-utility ...

  18. Cost Effectiveness of First-Line Oral Therapies for Pulmonary Arterial Hypertension: A Modelling Study

    OpenAIRE

    Coyle, Kathryn; Coyle, Doug; Blouin, Julie; Lee, Karen; Jabr, Mohammed F.; Tran, Khai; Mielniczuk, Lisa; Swiston, John; Innes, Mike

    2016-01-01

    Background In recent years, a significant number of costly oral therapies have become available for the treatment of pulmonary arterial hypertension (PAH). Funding decisions for these therapies requires weighing up their effectiveness and costs. Objective The aim of this study was to assess the cost effectiveness of monotherapy with oral PAH-specific therapies versus supportive care as initial therapy for patients with functional class (FC) II and III PAH in Canada. Methods A cost-utility ana...

  19. Bayesian Joint Modelling for Object Localisation in Weakly Labelled Images.

    Science.gov (United States)

    Shi, Zhiyuan; Hospedales, Timothy M; Xiang, Tao

    2015-10-01

    We address the problem of localisation of objects as bounding boxes in images and videos with weak labels. This weakly supervised object localisation problem has been tackled in the past using discriminative models where each object class is localised independently from other classes. In this paper, a novel framework based on Bayesian joint topic modelling is proposed, which differs significantly from the existing ones in that: (1) All foreground object classes are modelled jointly in a single generative model that encodes multiple object co-existence so that "explaining away" inference can resolve ambiguity and lead to better learning and localisation. (2) Image backgrounds are shared across classes to better learn varying surroundings and "push out" objects of interest. (3) Our model can be learned with a mixture of weakly labelled and unlabelled data, allowing the large volume of unlabelled images on the Internet to be exploited for learning. Moreover, the Bayesian formulation enables the exploitation of various types of prior knowledge to compensate for the limited supervision offered by weakly labelled data, as well as Bayesian domain adaptation for transfer learning. Extensive experiments on the PASCAL VOC, ImageNet and YouTube-Object videos datasets demonstrate the effectiveness of our Bayesian joint model for weakly supervised object localisation. PMID:26340253

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

    Directory of Open Access Journals (Sweden)

    Guillaume Bal

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

  1. Modelling Cost Effectiveness in Neovascular Age-Related Macular Degeneration: The Impact of Using Contrast Sensitivity vs. Visual Acuity.

    OpenAIRE

    Butt, T.; Patel, P. J.; Tufail, A; Rubin, G. S.

    2014-01-01

    Background The cost utility of treatments of age-related macular degeneration (AMD) is commonly assessed using health state transition models defined by levels of visual acuity. However, there is evidence that another measure of visual function, contrast sensitivity, may be better associated with utility than visual acuity. This paper investigates the difference in cost effectiveness resulting from models based on visual acuity and contrast sensitivity using the example of bevacizumab (Avasti...

  2. Spatial and spatio-temporal bayesian models with R - INLA

    CERN Document Server

    Blangiardo, Marta

    2015-01-01

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

  3. Modeling error distributions of growth curve models through Bayesian methods.

    Science.gov (United States)

    Zhang, Zhiyong

    2016-06-01

    Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided. PMID:26019004

  4. Asymptotically minimax Bayesian predictive densities for multinomial models

    CERN Document Server

    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.

  5. 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.

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

    Science.gov (United States)

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

    2016-08-01

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

  7. Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

    Science.gov (United States)

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

    2010-12-01

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

  8. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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

    2000-01-01

    We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...

  9. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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

    We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...

  10. Bayesian nonparametric estimation of hazard rate in monotone Aalen model

    Czech Academy of Sciences Publication Activity Database

    Timková, Jana

    2014-01-01

    Roč. 50, č. 6 (2014), s. 849-868. ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf

  11. An Inhomogeneous Bayesian Texture Model for Spatially Varying Parameter Estimation

    OpenAIRE

    Dharmagunawardhana, Chathurika; Mahmoodi, Sasan; Bennett, Michael; Niranjan, Mahesan

    2014-01-01

    In statistical model based texture feature extraction, features based on spatially varying parameters achieve higher discriminative performances compared to spatially constant parameters. In this paper we formulate a novel Bayesian framework which achieves texture characterization by spatially varying parameters based on Gaussian Markov random fields. The parameter estimation is carried out by Metropolis-Hastings algorithm. The distributions of estimated spatially varying paramete...

  12. Cost-effectiveness of enhanced syphilis screening among HIV-positive men who have sex with men: a microsimulation model.

    Directory of Open Access Journals (Sweden)

    Ashleigh R Tuite

    Full Text Available Syphilis co-infection risk has increased substantially among HIV-infected men who have sex with men (MSM. Frequent screening for syphilis and treatment of men who test positive might be a practical means of controlling the risk of infection and disease sequelae in this population.We evaluated the cost-effectiveness of strategies that increased the frequency and population coverage of syphilis screening in HIV-infected MSM receiving HIV care, relative to current standard of care.We developed a state-transition microsimulation model of syphilis natural history and medical care in HIV-infected MSM receiving care for HIV. We performed Monte Carlo simulations using input data derived from a large observational cohort in Ontario, Canada, and from published biomedical literature. Simulations compared usual care (57% of the population screened annually to different combinations of more frequent (3- or 6-monthly screening and higher coverage (100% screened. We estimated expected disease-specific outcomes, quality-adjusted survival, costs, and cost-effectiveness associated with each strategy from the perspective of a public health care payer.Usual care was more costly and less effective than strategies with more frequent or higher coverage screening. Higher coverage strategies (with screening frequency of 3 or 6 months were expected to be cost-effective based on usually cited willingness-to-pay thresholds. These findings were robust in the face of probabilistic sensitivity analyses, alternate cost-effectiveness thresholds, and alternate assumptions about duration of risk, program characteristics, and management of underlying HIV.We project that higher coverage and more frequent syphilis screening of HIV-infected MSM would be a highly cost-effective health intervention, with many potentially viable screening strategies projected to both save costs and improve health when compared to usual care. The baseline requirement for regular blood testing in this

  13. Research on Bayesian Network Based User's Interest Model

    Institute of Scientific and Technical Information of China (English)

    ZHANG Weifeng; XU Baowen; CUI Zifeng; XU Lei

    2007-01-01

    It has very realistic significance for improving the quality of users' accessing information to filter and selectively retrieve the large number of information on the Internet. On the basis of analyzing the existing users' interest models and some basic questions of users' interest (representation, derivation and identification of users' interest), a Bayesian network based users' interest model is given. In this model, the users' interest reduction algorithm based on Markov Blanket model is used to reduce the interest noise, and then users' interested and not interested documents are used to train the Bayesian network. Compared to the simple model, this model has the following advantages like small space requirements, simple reasoning method and high recognition rate. The experiment result shows this model can more appropriately reflect the user's interest, and has higher performance and good usability.

  14. Bayesian estimation of parameters in a regional hydrological model

    Directory of Open Access Journals (Sweden)

    K. Engeland

    2002-01-01

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

  15. A Bayesian Markov geostatistical model for estimation of hydrogeological properties

    International Nuclear Information System (INIS)

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

  16. Theoretical Basis in Regression Model Based Selection of the Most Cost Effective Parameters of Hard Rock Surface Mining

    OpenAIRE

    Antipas T. S. Massawe; Karim R. Baruti; Paul S. M. Gongo

    2011-01-01

    What determines selection of the most cost effective parameters of hard rock surface mining is consideration of all alternative variants of mine design and the conflicting effect of their parameters on cost. Consideration could be realized based on the mathematical model of the cumulative influence of rockmass and mine design variables on the overall cost per ton of the hard rock drilled, blasted, hauled and primary crushed. Available works on the topic mostly dwelt on four processes of hard ...

  17. Bayesian and maximin optimal designs for heteroscedastic regression models

    OpenAIRE

    Dette, Holger; Haines, Linda M.; Imhof, Lorens A.

    2003-01-01

    The problem of constructing standardized maximin D-optimal designs for weighted polynomial regression models is addressed. In particular it is shown that, by following the broad approach to the construction of maximin designs introduced recently by Dette, Haines and Imhof (2003), such designs can be obtained as weak limits of the corresponding Bayesian Φq-optimal designs. The approach is illustrated for two specific weighted polynomial models and also for a particular growth model.

  18. Bayesian modeling growth curves for quail assuming skewness in errors

    Directory of Open Access Journals (Sweden)

    Robson Marcelo Rossi

    2014-06-01

    Full Text Available Bayesian modeling growth curves for quail assuming skewness in errors - To assume normal distributions in the data analysis is common in different areas of the knowledge. However we can make use of the other distributions that are capable to model the skewness parameter in the situations that is needed to model data with tails heavier than the normal. This article intend to present alternatives to the assumption of the normality in the errors, adding asymmetric distributions. A Bayesian approach is proposed to fit nonlinear models when the errors are not normal, thus, the distributions t, skew-normal and skew-t are adopted. The methodology is intended to apply to different growth curves to the quail body weights. It was found that the Gompertz model assuming skew-normal errors and skew-t errors, respectively for male and female, were the best fitted to the data.

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

    Science.gov (United States)

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

  20. A Bayesian nonlinear mixed-effects disease progression model

    Science.gov (United States)

    Kim, Seongho; Jang, Hyejeong; Wu, Dongfeng; Abrams, Judith

    2016-01-01

    A nonlinear mixed-effects approach is developed for disease progression models that incorporate variation in age in a Bayesian framework. We further generalize the probability model for sensitivity to depend on age at diagnosis, time spent in the preclinical state and sojourn time. The developed models are then applied to the Johns Hopkins Lung Project data and the Health Insurance Plan for Greater New York data using Bayesian Markov chain Monte Carlo and are compared with the estimation method that does not consider random-effects from age. Using the developed models, we obtain not only age-specific individual-level distributions, but also population-level distributions of sensitivity, sojourn time and transition probability. PMID:26798562

  1. Non-stationarity in GARCH models: A Bayesian analysis

    OpenAIRE

    Kleibergen, Frank; Dijk, Herman

    1993-01-01

    textabstractFirst, the non-stationarity properties of the conditional variances in the GARCH(1,1) model are analysed using the concept of infinite persistence of shocks. Given a time sequence of probabilities for increasing/decreasing conditional variances, a theoretical formula for quasi-strict non-stationarity is defined. The resulting conditions for the GARCH(1,1) model are shown to differ from the weak stationarity conditions mainly used in the literature. Bayesian statistical analysis us...

  2. A New Bayesian Unit Root Test in Stochastic Volatility Models

    OpenAIRE

    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 ...

  3. Bayesian Modelling in Machine Learning: A Tutorial Review

    OpenAIRE

    Seeger, Matthias

    2006-01-01

    Many facets of Bayesian Modelling are firmly established in Machine Learning and give rise to state-of-the-art solutions to application problems. The sheer number of techniques, ideas and models which have been proposed, and the terminology, can be bewildering. With this tutorial review, we aim to give a wide high-level overview over this important field, concentrating on central ideas and methods, and on their interconnections. The reader will gain a basic understanding of the topics and the...

  4. Performance and prediction: Bayesian modelling of fallible choice in chess

    OpenAIRE

    Haworth, Guy McCrossan; Regan, Ken; Di Fatta, Giuseppe

    2010-01-01

    Evaluating agents in decision-making applications requires assessing their skill and predicting their behaviour. Both are well developed in Poker-like situations, but less so in more complex game and model domains. This paper addresses both tasks by using Bayesian inference in a benchmark space of reference agents. The concepts are explained and demonstrated using the game of chess but the model applies generically to any domain with quantifiable options and fallible choice. Demonstration ...

  5. Bayesian modeling and prediction of solar particles flux

    International Nuclear Information System (INIS)

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

  6. Bayesian modeling and prediction of solar particles flux

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Kalová, J.

    18/56/, 7/8 (2010), s. 228-230. ISSN 1210-7085 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : mathematical models * solar activity * solar flares * solar flux * solar particles Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2010/AS/dedecius-bayesian modeling and prediction of solar particles flux.pdf

  7. Hierarchical Bayesian Modeling of Hitting Performance in Baseball

    OpenAIRE

    Jensen, Shane T.; McShane, Blake; Wyner, Abraham J.

    2009-01-01

    We have developed a sophisticated statistical model for predicting the hitting performance of Major League baseball players. The Bayesian paradigm provides a principled method for balancing past performance with crucial covariates, such as player age and position. We share information across time and across players by using mixture distributions to control shrinkage for improved accuracy. We compare the performance of our model to current sabermetric methods on a held-out seaso...

  8. Bayesian estimation of a DSGE model with inventories

    OpenAIRE

    Foerster, Marcel

    2011-01-01

    This paper introduces inventories in an otherwise standard Dynamic Stochastic General Equilibrium Model (DSGE) of the business cycle. Firms accumulate inventories to facilitate sales, but face a cost of doing so in terms of costly storage of intermediate goods. The paper's main contribution is to present a DSGE model with inventories that is estimated using Bayesian methods. Based on US data we show that accounting for inventory dynamics has a significant impact on parameter estimates and imp...

  9. Methodologies used in cost-effectiveness models for evaluating treatments in major depressive disorder: a systematic review

    Directory of Open Access Journals (Sweden)

    Zimovetz Evelina A

    2012-02-01

    Full Text Available Abstract Background Decision makers in many jurisdictions use cost-effectiveness estimates as an aid for selecting interventions with an appropriate balance between health benefits and costs. This systematic literature review aims to provide an overview of published cost-effectiveness models in major depressive disorder (MDD with a focus on the methods employed. Key components of the identified models are discussed and any challenges in developing models are highlighted. Methods A systematic literature search was performed to identify all primary model-based economic evaluations of MDD interventions indexed in MEDLINE, the Cochrane Library, EMBASE, EconLit, and PsycINFO between January 2000 and May 2010. Results A total of 37 studies were included in the review. These studies predominantly evaluated antidepressant medications. The analyses were performed across a broad set of countries. The majority of models were decision-trees; eight were Markov models. Most models had a time horizon of less than 1 year. The majority of analyses took a payer perspective. Clinical input data were obtained from pooled placebo-controlled comparative trials, single head-to-head trials, or meta-analyses. The majority of studies (24 of 37 used treatment success or symptom-free days as main outcomes, 14 studies incorporated health state utilities, and 2 used disability-adjusted life-years. A few models (14 of 37 incorporated probabilities and costs associated with suicide and/or suicide attempts. Two models examined the cost-effectiveness of second-line treatment in patients who had failed to respond to initial therapy. Resource use data used in the models were obtained mostly from expert opinion. All studies, with the exception of one, explored parameter uncertainty. Conclusions The review identified several model input data gaps, including utility values in partial responders, efficacy of second-line treatments, and resource utilisation estimates obtained from

  10. Markov Model of Wind Power Time Series UsingBayesian Inference of Transition Matrix

    OpenAIRE

    Chen, Peiyuan; Berthelsen, Kasper Klitgaard; Bak-Jensen, Birgitte; Chen, Zhe

    2009-01-01

    This paper proposes to use Bayesian inference of transition matrix when developing a discrete Markov model of a wind speed/power time series and 95% credible interval for the model verification. The Dirichlet distribution is used as a conjugate prior for the transition matrix. Three discrete Markov models are compared, i.e. the basic Markov model, the Bayesian Markov model and the birth-and-death Markov model. The proposed Bayesian Markov model shows the best accuracy in modeling the autocorr...

  11. The cost-effectiveness of neonatal screening for Cystic Fibrosis: an analysis of alternative scenarios using a decision model

    Directory of Open Access Journals (Sweden)

    Tu Karen

    2005-08-01

    Full Text Available Abstract Background The use of neonatal screening for cystic fibrosis is widely debated in the United Kingdom and elsewhere, but the evidence available to inform policy is limited. This paper explores the cost-effectiveness of adding screening for cystic fibrosis to an existing routine neonatal screening programme for congenital hypothyroidism and phenylketonuria, under alternative scenarios and assumptions. Methods The study is based on a decision model comparing screening to no screening in terms of a number of outcome measures, including diagnosis of cystic fibrosis, life-time treatment costs, life years and QALYs gained. The setting is a hypothetical UK health region without an existing neonatal screening programme for cystic fibrosis. Results Under initial assumptions, neonatal screening (using an immunoreactive trypsin/DNA two stage screening protocol costs £5,387 per infant diagnosed, or £1.83 per infant screened (1998 costs. Neonatal screening for cystic fibrosis produces an incremental cost-effectiveness of £6,864 per QALY gained, in our base case scenario (an assumed benefit of a 6 month delay in the emergence of symptoms. A difference of 11 months or more in the emergence of symptoms (and mean survival means neonatal screening is both less costly and produces better outcomes than no screening. Conclusion Neonatal screening is expensive as a method of diagnosis. Neonatal screening may be a cost-effective intervention if the hypothesised delays in the onset of symptoms are confirmed. Implementing both antenatal and neonatal screening would undermine potential economic benefits, since a reduction in the birth incidence of cystic fibrosis would reduce the cost-effectiveness of neonatal screening.

  12. Bayesian point event modeling in spatial and environmental epidemiology.

    Science.gov (United States)

    Lawson, Andrew B

    2012-10-01

    This paper reviews the current state of point event modeling in spatial epidemiology from a Bayesian perspective. Point event (or case event) data arise when geo-coded addresses of disease events are available. Often, this level of spatial resolution would not be accessible due to medical confidentiality constraints. However, for the examination of small spatial scales, it is important to be capable of examining point process data directly. Models for such data are usually formulated based on point process theory. In addition, special conditioning arguments can lead to simpler Bernoulli likelihoods and logistic spatial models. Goodness-of-fit diagnostics and Bayesian residuals are also considered. Applications within putative health hazard risk assessment, cluster detection, and linkage to environmental risk fields (misalignment) are considered. PMID:23035034

  13. A global economic model to assess the cost-effectiveness of new treatments for advanced breast cancer in Canada.

    Science.gov (United States)

    Beauchemin, C; Letarte, N; Mathurin, K; Yelle, L; Lachaine, J

    2016-06-01

    Objective Considering the increasing number of treatment options for metastatic breast cancer (MBC), it is important to develop high-quality methods to assess the cost-effectiveness of new anti-cancer drugs. This study aims to develop a global economic model that could be used as a benchmark for the economic evaluation of new therapies for MBC. Methods The Global Pharmacoeconomics of Metastatic Breast Cancer (GPMBC) model is a Markov model that was constructed to estimate the incremental cost per quality-adjusted life years (QALY) of new treatments for MBC from a Canadian healthcare system perspective over a lifetime horizon. Specific parameters included in the model are cost of drug treatment, survival outcomes, and incidence of treatment-related adverse events (AEs). Global parameters are patient characteristics, health states utilities, disutilities, and costs associated with treatment-related AEs, as well as costs associated with drug administration, medical follow-up, and end-of-life care. The GPMBC model was tested and validated in a specific context, by assessing the cost-effectiveness of lapatinib plus letrozole compared with other widely used first-line therapies for post-menopausal women with hormone receptor-positive (HR+) and epidermal growth factor receptor 2-positive (HER2+) MBC. Results When tested, the GPMBC model led to incremental cost-utility ratios of CA$131 811 per QALY, CA$56 211 per QALY, and CA$102 477 per QALY for the comparison of lapatinib plus letrozole vs letrozole alone, trastuzumab plus anastrozole, and anastrozole alone, respectively. Results of the model testing were quite similar to those obtained by Delea et al., who also assessed the cost-effectiveness of lapatinib in combination with letrozole in HR+/HER2 + MBC in Canada, thus suggesting that the GPMBC model can replicate results of well-conducted economic evaluations. Conclusions The GPMBC model can be very valuable as it allows a quick and valid assessment of the cost-effectiveness

  14. Cost Effectiveness of the Instrumentalism in Occupational Therapy (IOT) Conceptual Model as a Guide for Intervention with Adolescents with Emotional and Behavioral Disorders (EBD)

    Science.gov (United States)

    Ikiugu, Moses N.; Anderson, Lynne

    2007-01-01

    The purpose of this paper was to demonstrate the cost-effectiveness of using the Instrumentalism in Occupational Therapy (IOT) conceptual practice model as a guide for intervention to assist teenagers with emotional and behavioral disorders (EBD) transition successfully into adulthood. The cost effectiveness analysis was based on a project…

  15. Bayesian hierarchical modelling of weak lensing - the golden goal

    CERN Document Server

    Heavens, Alan; Jaffe, Andrew; Hoffmann, Till; Kiessling, Alina; Wandelt, Benjamin

    2016-01-01

    To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into component steps. Starting with a catalogue of shear estimates in tomographic bins, we build a model that allows us to sample simultaneously from the the underlying tomographic shear fields and the relevant power spectra (E-mode, B-mode, and E-B, for auto- and cross-power spectra). The procedure deals easily with masked data and intrinsic alignments. Using Gibbs sampling and messenger fields, we show with simulated data that the large (over 67000-)dimensional parameter space can be efficiently sampled and the full joint posterior probability density function for the parameters can feasibly be obtained. The method correctly recovers the underlying shear fields and all of the power spectra, including at levels well below the shot noise.

  16. A localization model to localize multiple sources using Bayesian inference

    Science.gov (United States)

    Dunham, Joshua Rolv

    Accurate localization of a sound source in a room setting is important in both psychoacoustics and architectural acoustics. Binaural models have been proposed to explain how the brain processes and utilizes the interaural time differences (ITDs) and interaural level differences (ILDs) of sound waves arriving at the ears of a listener in determining source location. Recent work shows that applying Bayesian methods to this problem is proving fruitful. In this thesis, pink noise samples are convolved with head-related transfer functions (HRTFs) and compared to combinations of one and two anechoic speech signals convolved with different HRTFs or binaural room impulse responses (BRIRs) to simulate room positions. Through exhaustive calculation of Bayesian posterior probabilities and using a maximal likelihood approach, model selection will determine the number of sources present, and parameter estimation will result in azimuthal direction of the source(s).

  17. Bayesian Inference and Forecasting in the Stationary Bilinear Model

    OpenAIRE

    Roberto Leon-Gonzalez; Fuyu Yang

    2014-01-01

    A stationary bilinear (SB) model can be used to describe processes with a time-varying degree of persistence that depends on past shocks. An example of such a process is inflation. This study develops methods for Bayesian inference, model comparison, and forecasting in the SB model. Using monthly U.K. inflation data, we find that the SB model outperforms the random walk and first order autoregressive AR(1) models in terms of root mean squared forecast errors for both the one-step-ahead and th...

  18. Bayesian Age-Period-Cohort Modeling and Prediction - BAMP

    Directory of Open Access Journals (Sweden)

    Volker J. Schmid

    2007-10-01

    Full Text Available The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.

  19. Introduction to Hierarchical Bayesian Modeling for Ecological Data

    CERN Document Server

    Parent, Eric

    2012-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Dongfeng Gu

    2015-08-01

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

  1. Bayesian analysis of recursive SVAR models with overidentifying restrictions

    OpenAIRE

    Kociecki, Andrzej; Rubaszek, Michał; Ca' Zorzi, Michele

    2012-01-01

    The paper provides a novel Bayesian methodological framework to estimate structural VAR (SVAR) models with recursive identification schemes that allows for the inclusion of over-identifying restrictions. The proposed framework enables the researcher to (i) elicit the prior on the non-zero contemporaneous relations between economic variables and to (ii) derive an analytical expression for the posterior distribution and marginal data density. We illustrate our methodological framework by estima...

  2. Differential gene co-expression networks via Bayesian biclustering models

    OpenAIRE

    Gao, Chuan; Zhao, Shiwen; McDowell, Ian C.; Brown, Christopher D.; Barbara E Engelhardt

    2014-01-01

    Identifying latent structure in large data matrices is essential for exploring biological processes. Here, we consider recovering gene co-expression networks from gene expression data, where each network encodes relationships between genes that are locally co-regulated by shared biological mechanisms. To do this, we develop a Bayesian statistical model for biclustering to infer subsets of co-regulated genes whose covariation may be observed in only a subset of the samples. Our biclustering me...

  3. Bayesian parsimonious covariance estimation for hierarchical linear mixed models

    OpenAIRE

    Frühwirth-Schnatter, Sylvia; Tüchler, Regina

    2004-01-01

    We considered a non-centered parameterization of the standard random-effects model, which is based on the Cholesky decomposition of the variance-covariance matrix. The regression type structure of the non-centered parameterization allows to choose a simple, conditionally conjugate normal prior on the Cholesky factor. Based on the non-centered parameterization, we search for a parsimonious variance-covariance matrix by identifying the non-zero elements of the Cholesky factors using Bayesian va...

  4. Diffusion Estimation Of State-Space Models: Bayesian Formulation

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil

    Reims: IEEE, 2014. ISBN 978-1-4799-3693-9. [The 24th IEEE International Workshop on Machine Learning for Signal Processing (MLSP2014). Reims (FR), 21.09.2014-24.09.2014] R&D Projects: GA ČR(CZ) GP14-06678P Keywords : distributed estimation * state-space models * Bayesian estimation Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2014/AS/dedecius-0431804.pdf

  5. Bayesian Methods for Neural Networks and Related Models

    OpenAIRE

    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.

  6. Bayesian network models in brain functional connectivity analysis

    OpenAIRE

    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...

  7. Bayesian Models of Learning and Reasoning with Relations

    OpenAIRE

    Chen, Dawn

    2014-01-01

    How do humans acquire relational concepts such as larger, which are essential for analogical inference and other forms of high-level reasoning? Are they necessarily innate, or can they be learned from non-relational inputs? Using comparative relations as a model domain, we show that structured relations can be learned from unstructured inputs of realistic complexity, applying bottom-up Bayesian learning mechanisms that make minimal assumptions about innate representations. First, we introduce...

  8. Bayesian regression model for seasonal forecast of precipitation over Korea

    Science.gov (United States)

    Jo, Seongil; Lim, Yaeji; Lee, Jaeyong; Kang, Hyun-Suk; Oh, Hee-Seok

    2012-08-01

    In this paper, we apply three different Bayesian methods to the seasonal forecasting of the precipitation in a region around Korea (32.5°N-42.5°N, 122.5°E-132.5°E). We focus on the precipitation of summer season (June-July-August; JJA) for the period of 1979-2007 using the precipitation produced by the Global Data Assimilation and Prediction System (GDAPS) as predictors. Through cross-validation, we demonstrate improvement for seasonal forecast of precipitation in terms of root mean squared error (RMSE) and linear error in probability space score (LEPS). The proposed methods yield RMSE of 1.09 and LEPS of 0.31 between the predicted and observed precipitations, while the prediction using GDAPS output only produces RMSE of 1.20 and LEPS of 0.33 for CPC Merged Analyzed Precipitation (CMAP) data. For station-measured precipitation data, the RMSE and LEPS of the proposed Bayesian methods are 0.53 and 0.29, while GDAPS output is 0.66 and 0.33, respectively. The methods seem to capture the spatial pattern of the observed precipitation. The Bayesian paradigm incorporates the model uncertainty as an integral part of modeling in a natural way. We provide a probabilistic forecast integrating model uncertainty.

  9. Statistical modelling of railway track geometry degradation using hierarchical Bayesian models

    OpenAIRE

    Andrade, António Ramos; Teixeira, P. Fonseca

    2015-01-01

    Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated c...

  10. The comparative cost-effectiveness of an equity-focused approach to child survival, health, and nutrition: a modelling approach.

    Science.gov (United States)

    Carrera, Carlos; Azrack, Adeline; Begkoyian, Genevieve; Pfaffmann, Jerome; Ribaira, Eric; O'Connell, Thomas; Doughty, Patricia; Aung, Kyaw Myint; Prieto, Lorena; Rasanathan, Kumanan; Sharkey, Alyssa; Chopra, Mickey; Knippenberg, Rudolf

    2012-10-13

    Progress on child mortality and undernutrition has seen widening inequities and a concentration of child deaths and undernutrition in the most deprived communities, threatening the achievement of the Millennium Development Goals. Conversely, a series of recent process and technological innovations have provided effective and efficient options to reach the most deprived populations. These trends raise the possibility that the perceived trade-off between equity and efficiency no longer applies for child health--that prioritising services for the poorest and most marginalised is now more effective and cost effective than mainstream approaches. We tested this hypothesis with a mathematical-modelling approach by comparing the cost-effectiveness in terms of child deaths and stunting events averted between two approaches (from 2011-15 in 14 countries and one province): an equity-focused approach that prioritises the most deprived communities, and a mainstream approach that is representative of current strategies. We combined some existing models, notably the Marginal Budgeting for Bottlenecks Toolkit and the Lives Saved Tool, to do our analysis. We showed that, with the same level of investment, disproportionately higher effects are possible by prioritising the poorest and most marginalised populations, for averting both child mortality and stunting. Our results suggest that an equity-focused approach could result in sharper decreases in child mortality and stunting and higher cost-effectiveness than mainstream approaches, while reducing inequities in effective intervention coverage, health outcomes, and out-of-pocket spending between the most and least deprived groups and geographic areas within countries. Our findings should be interpreted with caution due to uncertainties around some of the model parameters and baseline data. Further research is needed to address some of these gaps in the evidence base. Strategies for improving child nutrition and survival, however

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

    Energy Technology Data Exchange (ETDEWEB)

    Szydlowski, Marek [Jagiellonian University, Astronomical Observatory, Krakow (Poland); Jagiellonian University, Mark Kac Complex Systems Research Centre, Krakow (Poland); Krawiec, Adam [Jagiellonian University, Institute of Economics, Finance and Management, Krakow (Poland); Jagiellonian University, Mark Kac Complex Systems Research Centre, Krakow (Poland); Kurek, Aleksandra [Jagiellonian University, Astronomical Observatory, Krakow (Poland); Kamionka, Michal [University of Wroclaw, Astronomical Institute, Wroclaw (Poland)

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Szydłowski, Marek, E-mail: marek.szydlowski@uj.edu.pl [Astronomical Observatory, Jagiellonian University, Orla 171, 30-244, Kraków (Poland); Mark Kac Complex Systems Research Centre, Jagiellonian University, Reymonta 4, 30-059, Kraków (Poland); Krawiec, Adam, E-mail: adam.krawiec@uj.edu.pl [Institute of Economics, Finance and Management, Jagiellonian University, Łojasiewicza 4, 30-348, Kraków (Poland); Mark Kac Complex Systems Research Centre, Jagiellonian University, Reymonta 4, 30-059, Kraków (Poland); Kurek, Aleksandra, E-mail: alex@oa.uj.edu.pl [Astronomical Observatory, Jagiellonian University, Orla 171, 30-244, Kraków (Poland); Kamionka, Michał, E-mail: kamionka@astro.uni.wroc.pl [Astronomical Institute, University of Wrocław, ul. Kopernika 11, 51-622, Wrocław (Poland)

    2015-01-14

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

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

    International Nuclear Information System (INIS)

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

  14. Dissecting Magnetar Variability with Bayesian Hierarchical Models

    Science.gov (United States)

    Huppenkothen, Daniela; Brewer, Brendon J.; Hogg, David W.; Murray, Iain; Frean, Marcus; Elenbaas, Chris; Watts, Anna L.; Levin, Yuri; van der Horst, Alexander J.; Kouveliotou, Chryssa

    2015-09-01

    Neutron stars are a prime laboratory for testing physical processes under conditions of strong gravity, high density, and extreme magnetic fields. Among the zoo of neutron star phenomena, magnetars stand out for their bursting behavior, ranging from extremely bright, rare giant flares to numerous, less energetic recurrent bursts. The exact trigger and emission mechanisms for these bursts are not known; favored models involve either a crust fracture and subsequent energy release into the magnetosphere, or explosive reconnection of magnetic field lines. In the absence of a predictive model, understanding the physical processes responsible for magnetar burst variability is difficult. Here, we develop an empirical model that decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. The cascades of spikes that we model might be formed by avalanches of reconnection, or crust rupture aftershocks. Using Markov Chain Monte Carlo sampling augmented with reversible jumps between models with different numbers of parameters, we characterize the posterior distributions of the model parameters and the number of components per burst. We relate these model parameters to physical quantities in the system, and show for the first time that the variability within a burst does not conform to predictions from ideas of self-organized criticality. We also examine how well the properties of the spikes fit the predictions of simplified cascade models for the different trigger mechanisms.

  15. Dissecting magnetar variability with Bayesian hierarchical models

    CERN Document Server

    Huppenkothen, D; Hogg, D W; Murray, I; Frean, M; Elenbaas, C; Watts, A L; Levin, Y; van der Horst, A J; Kouveliotou, C

    2015-01-01

    Neutron stars are a prime laboratory for testing physical processes under conditions of strong gravity, high density, and extreme magnetic fields. Among the zoo of neutron star phenomena, magnetars stand out for their bursting behaviour, ranging from extremely bright, rare giant flares to numerous, less energetic recurrent bursts. The exact trigger and emission mechanisms for these bursts are not known; favoured models involve either a crust fracture and subsequent energy release into the magnetosphere, or explosive reconnection of magnetic field lines. In the absence of a predictive model, understanding the physical processes responsible for magnetar burst variability is difficult. Here, we develop an empirical model that decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. The cascades of spikes that we model might be formed by avalanches of reconnection, or crust rupture afte...

  16. Farmed deer: A veterinary model for chronic mycobacterial diseases that is accessible, appropriate and cost-effective

    Directory of Open Access Journals (Sweden)

    Frank Griffin

    2014-01-01

    Full Text Available Although most studies in immunology have used inbred mice as the experimental model to study fundamental immune mechanisms they have been proven to be limited in their ability to chart complex functional immune pathways, such as are seen in outbred populations of humans or animals. Translation of the findings from inbred mouse studies into practical solutions in therapeutics or the clinic has been remarkably unproductive compared with many other areas of clinical practice in human and veterinary medicine. Access to an unlimited array of mouse strains and an increasing number of genetically modified strains continues to sustain their paramount position in immunology research. Since the mouse studies have provided little more than the dictionary and glossary of immunology, another approach will be required to write the classic exposition of functional immunity. Domestic animals such as ruminants and swine present worthwhile alternatives as models for immunological research into infectious diseases, which may be more informative and cost effective. The original constraint on large animal research through a lack of reagents has been superseded by new molecular technologies and robotics that allow research to progress from gene discovery to systems biology, seamlessly. The current review attempts to highlight how exotic animals such as deer can leverage off the knowledge of ruminant genomics to provide cost-effective models for research into complex, chronic infections. The unique opportunity they provide relates to their diversity and polymorphic genotypes and the integrity of their phenotype for a range of infectious diseases.

  17. Dynamic model based on Bayesian method for energy security assessment

    International Nuclear Information System (INIS)

    Highlights: • Methodology for dynamic indicator model construction and forecasting of indicators. • Application of dynamic indicator model for energy system development scenarios. • Expert judgement involvement using Bayesian method. - Abstract: The methodology for the dynamic indicator model construction and forecasting of indicators for the assessment of energy security level is presented in this article. An indicator is a special index, which provides numerical values to important factors for the investigated area. In real life, models of different processes take into account various factors that are time-dependent and dependent on each other. Thus, it is advisable to construct a dynamic model in order to describe these dependences. The energy security indicators are used as factors in the dynamic model. Usually, the values of indicators are obtained from statistical data. The developed dynamic model enables to forecast indicators’ variation taking into account changes in system configuration. The energy system development is usually based on a new object construction. Since the parameters of changes of the new system are not exactly known, information about their influences on indicators could not be involved in the model by deterministic methods. Thus, dynamic indicators’ model based on historical data is adjusted by probabilistic model with the influence of new factors on indicators using the Bayesian method

  18. A Bayesian Network View on Nested Effects Models

    Directory of Open Access Journals (Sweden)

    Fröhlich Holger

    2009-01-01

    Full Text Available Nested effects models (NEMs are a class of probabilistic models that were designed to reconstruct a hidden signalling structure from a large set of observable effects caused by active interventions into the signalling pathway. We give a more flexible formulation of NEMs in the language of Bayesian networks. Our framework constitutes a natural generalization of the original NEM model, since it explicitly states the assumptions that are tacitly underlying the original version. Our approach gives rise to new learning methods for NEMs, which have been implemented in the /Bioconductor package nem. We validate these methods in a simulation study and apply them to a synthetic lethality dataset in yeast.

  19. Probe Error Modeling Research Based on Bayesian Network

    Institute of Scientific and Technical Information of China (English)

    Wu Huaiqiang; Xing Zilong; Zhang Jian; Yan Yan

    2015-01-01

    Probe calibration is carried out under specific conditions; most of the error caused by the change of speed parameter has not been corrected. In order to reduce the measuring error influence on measurement accuracy, this article analyzes the relationship between speed parameter and probe error, and use Bayesian network to establish the model of probe error. Model takes account of prior knowledge and sample data, with the updating of data, which can reflect the change of the errors of the probe and constantly revised modeling results.

  20. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuška, Ivo

    2016-02-23

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

  1. Bayesian inference and model comparison for metallic fatigue data

    Science.gov (United States)

    Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl

    2016-06-01

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

  2. A Bayesian Model for Discovering Typological Implications

    CERN Document Server

    Daumé, Hal

    2009-01-01

    A standard form of analysis for linguistic typology is the universal implication. These implications state facts about the range of extant languages, such as ``if objects come after verbs, then adjectives come after nouns.'' Such implications are typically discovered by painstaking hand analysis over a small sample of languages. We propose a computational model for assisting at this process. Our model is able to discover both well-known implications as well as some novel implications that deserve further study. Moreover, through a careful application of hierarchical analysis, we are able to cope with the well-known sampling problem: languages are not independent.

  3. DPpackage: Bayesian Semi- and Nonparametric Modeling in R

    Directory of Open Access Journals (Sweden)

    Alejandro Jara

    2011-04-01

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

  4. KNET: Integrating Hypermedia and Bayesian Modeling

    OpenAIRE

    Chavez, R. Martin; Cooper, Gregory F.

    2013-01-01

    KNET is a general-purpose shell for constructing expert systems based on belief networks and decision networks. Such networks serve as graphical representations for decision models, in which the knowledge engineer must define clearly the alternatives, states, preferences, and relationships that constitute a decision basis. KNET contains a knowledge-engineering core written in Object Pascal and an interface that tightly integrates HyperCard, a hypertext authoring tool for the Apple Macintosh c...

  5. An Assessment of the Expected Cost-Effectiveness of Quadrivalent Influenza Vaccines in Ontario, Canada Using a Static Model.

    Directory of Open Access Journals (Sweden)

    Ayman Chit

    Full Text Available Ontario, Canada, immunizes against influenza using a trivalent inactivated influenza vaccine (IIV3 under a Universal Influenza Immunization Program (UIIP. The UIIP offers IIV3 free-of-charge to all Ontarians over 6 months of age. A newly approved quadrivalent inactivated influenza vaccine (IIV4 offers wider protection against influenza B disease. We explored the expected cost-utility and budget impact of replacing IIV3 with IIV4, within the context of Ontario's UIIP, using a probabilistic and static cost-utility model. Wherever possible, epidemiological and cost data were obtained from Ontario sources. Canadian or U.S. sources were used when Ontario data were not available. Vaccine efficacy for IIV3 was obtained from the literature. IIV4 efficacy was derived from meta-analysis of strain-specific vaccine efficacy. Conservatively, herd protection was not considered. In the base case, we used IIV3 and IIV4 prices of $5.5/dose and $7/dose, respectively. We conducted a sensitivity analysis on the price of IIV4, as well as standard univariate and multivariate statistical uncertainty analyses. Over a typical influenza season, relative to IIV3, IIV4 is expected to avert an additional 2,516 influenza cases, 1,683 influenza-associated medical visits, 27 influenza-associated hospitalizations, and 5 influenza-associated deaths. From a societal perspective, IIV4 would generate 76 more Quality Adjusted Life Years (QALYs and a net societal budget impact of $4,784,112. The incremental cost effectiveness ratio for this comparison was $63,773/QALY. IIV4 remains cost-effective up to a 53% price premium over IIV3. A probabilistic sensitivity analysis showed that IIV4 was cost-effective with a probability of 65% for a threshold of $100,000/QALY gained. IIV4 is expected to achieve reductions in influenza-related morbidity and mortality compared to IIV3. Despite not accounting for herd protection, IIV4 is still expected to be a cost-effective alternative to IIV3 up to

  6. Is computer aided detection (CAD cost effective in screening mammography? A model based on the CADET II study

    Directory of Open Access Journals (Sweden)

    Wallis Matthew G

    2011-01-01

    Full Text Available Abstract Background Single reading with computer aided detection (CAD is an alternative to double reading for detecting cancer in screening mammograms. The aim of this study is to investigate whether the use of a single reader with CAD is more cost-effective than double reading. Methods Based on data from the CADET II study, the cost-effectiveness of single reading with CAD versus double reading was measured in terms of cost per cancer detected. Cost (Pound (£, year 2007/08 of single reading with CAD versus double reading was estimated assuming a health and social service perspective and a 7 year time horizon. As the equipment cost varies according to the unit size a separate analysis was conducted for high, average and low volume screening units. One-way sensitivity analyses were performed by varying the reading time, equipment and assessment cost, recall rate and reader qualification. Results CAD is cost increasing for all sizes of screening unit. The introduction of CAD is cost-increasing compared to double reading because the cost of CAD equipment, staff training and the higher assessment cost associated with CAD are greater than the saving in reading costs. The introduction of single reading with CAD, in place of double reading, would produce an additional cost of £227 and £253 per 1,000 women screened in high and average volume units respectively. In low volume screening units, the high cost of purchasing the equipment will results in an additional cost of £590 per 1,000 women screened. One-way sensitivity analysis showed that the factors having the greatest effect on the cost-effectiveness of CAD with single reading compared with double reading were the reading time and the reader's professional qualification (radiologist versus advanced practitioner. Conclusions Without improvements in CAD effectiveness (e.g. a decrease in the recall rate CAD is unlikely to be a cost effective alternative to double reading for mammography screening

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

    Science.gov (United States)

    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

  8. Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

    Science.gov (United States)

    Hack, C Eric

    2006-04-17

    Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach. PMID:16466842

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

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-07-01

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

  10. Cost-effective choices of marine fuels in a carbon-constrained world: results from a global energy model.

    Science.gov (United States)

    Taljegard, Maria; Brynolf, Selma; Grahn, Maria; Andersson, Karin; Johnson, Hannes

    2014-11-01

    The regionalized Global Energy Transition model has been modified to include a more detailed shipping sector in order to assess what marine fuels and propulsion technologies might be cost-effective by 2050 when achieving an atmospheric CO2 concentration of 400 or 500 ppm by the year 2100. The robustness of the results was examined in a Monte Carlo analysis, varying uncertain parameters and technology options, including the amount of primary energy resources, the availability of carbon capture and storage (CCS) technologies, and costs of different technologies and fuels. The four main findings are (i) it is cost-effective to start the phase out of fuel oil from the shipping sector in the next decade; (ii) natural gas-based fuels (liquefied natural gas and methanol) are the most probable substitutes during the study period; (iii) availability of CCS, the CO2 target, the liquefied natural gas tank cost and potential oil resources affect marine fuel choices significantly; and (iv) biofuels rarely play a major role in the shipping sector, due to limited supply and competition for bioenergy from other energy sectors. PMID:25286282

  11. A 'cost-effective' probabilistic model to select the dominant factors affecting the variation of the component failure rate

    International Nuclear Information System (INIS)

    Within the framework of a Probabilistic Safety Assessment (PSA), the component failure rate λ is a key parameter in the sense that the study of its behavior gives the essential information for estimating the current values as well as the trends in the failure probabilities of interest. Since there is an infinite variety of possible underlying factors which might cause changes in λ (e.g. operating time, maintenance practices, component environment, etc.), an 'importance ranking' process of these factors is considered most desirable to prioritize research efforts. To be 'cost-effective', the modeling effort must be small, i.e. essentially involving no estimation of additional parameters other than λ. In this paper, using a multivariate data analysis technique and various statistical measures, such a 'cost-effective' screening process has been developed. Dominant factors affecting the failure rate of any components of interest can easily be identified and the appropriateness of current research plans (e.g. on the necessity of performing aging studies) can be validated. (author)

  12. Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

    Directory of Open Access Journals (Sweden)

    Piotr Białowolski

    2012-03-01

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

  13. Bayesian joint modeling of longitudinal and spatial survival AIDS data.

    Science.gov (United States)

    Martins, Rui; Silva, Giovani L; Andreozzi, Valeska

    2016-08-30

    Joint analysis of longitudinal and survival data has received increasing attention in the recent years, especially for analyzing cancer and AIDS data. As both repeated measurements (longitudinal) and time-to-event (survival) outcomes are observed in an individual, a joint modeling is more appropriate because it takes into account the dependence between the two types of responses, which are often analyzed separately. We propose a Bayesian hierarchical model for jointly modeling longitudinal and survival data considering functional time and spatial frailty effects, respectively. That is, the proposed model deals with non-linear longitudinal effects and spatial survival effects accounting for the unobserved heterogeneity among individuals living in the same region. This joint approach is applied to a cohort study of patients with HIV/AIDS in Brazil during the years 2002-2006. Our Bayesian joint model presents considerable improvements in the estimation of survival times of the Brazilian HIV/AIDS patients when compared with those obtained through a separate survival model and shows that the spatial risk of death is the same across the different Brazilian states. Copyright © 2016 John Wiley & Sons, Ltd. PMID:26990773

  14. A Cost-Effective Model for Increasing Access to Mental Health Care at the Primary Care Level in Nigeria.

    Science.gov (United States)

    Omigbodun, Olayinka O.

    2001-09-01

    BACKGROUND: Although effective treatment modalities for mental health problems currently exist in Nigeria, they remain irrelevant to the 70% of Nigeria's 120 million people who have no access to modern mental health care services. The nation's Health Ministry has adopted mental health as the 9th component of Primary Health Care (PHC) but ten years later, very little has been done to put this policy into practice. Mental Health is part of the training curriculum of PHC workers, but this appears to be money down the drain. AIMS OF THE STUDY: To review the weaknesses and problems with existing mode of mental health training for PHC workers with a view to developing a cost-effective model for integration. METHODS: A review and analysis of current training methods and their impact on the provision of mental health services in PHC in a rural and an urban local government area in Nigeria were done. An analysis of tested approaches for integrating mental health into PHC was carried out and a cost-effective model for the Nigerian situation based on these approaches and the local circumstances was derived. RESULTS: Virtually no mental health services are being provided at the PHC levels in the two local government areas studied. Current training is not effective and virtually none of what was learnt appears to be used by PHC workers in the field. Two models for integrating mental health into PHC emerged from the literature. Enhancement, which refers to the training of PHC personnel to carry out mental health care independently is not effective on its own and needs to be accompanied by supervision of PHC staff. Linkage, which occurs when mental health professionals leave their hospital bases to provide mental health care in PHC settings, requires a large number of skilled staff who are unavailable in Nigeria. In view of past experiences in Nigeria and other countries, a mixed enhancement-linkage model for mental health in PHC appears to be the most cost-effective approach for

  15. Modeling operational risks of the nuclear industry with Bayesian networks

    International Nuclear Information System (INIS)

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

  16. Finite element modelling approaches for well-ordered porous metallic materials for orthopaedic applications: cost effectiveness and geometrical considerations.

    Science.gov (United States)

    Quevedo González, Fernando José; Nuño, Natalia

    2016-06-01

    The mechanical properties of well-ordered porous materials are related to their geometrical parameters at the mesoscale. Finite element (FE) analysis is a powerful tool to design well-ordered porous materials by analysing the mechanical behaviour. However, FE models are often computationally expensive. This article aims to develop a cost-effective FE model to simulate well-ordered porous metallic materials for orthopaedic applications. Solid and beam FE modelling approaches are compared, using finite size and infinite media models considering cubic unit cell geometry. The model is then applied to compare two unit cell geometries: cubic and diamond. Models having finite size provide similar results than the infinite media model approach for large sample sizes. In addition, these finite size models also capture the influence of the boundary conditions on the mechanical response for small sample sizes. The beam FE modelling approach showed little computational cost and similar results to the solid FE modelling approach. Diamond unit cell geometry appeared to be more suitable for orthopaedic applications than the cubic unit cell geometry. PMID:26260268

  17. Two-stage Bayesian models-application to ZEDB project

    Energy Technology Data Exchange (ETDEWEB)

    Bunea, C. [George Washington University, School of Applied Science, 1776 G Street, NW, Suite 108, Washington, DC 20052 (United States)]. E-mail: cornel@gwu.edu; Charitos, T. [Institute of Information and Computing Sciences, Padualaan 14, de Uithof, 3508 TB, Utrecht (Netherlands)]. E-mail: theodore@cs.uu.nl; Cooke, R.M. [Delft University of Technology, EWI Faculty, Mekelweg 4, 2628 CD, Delft (Netherlands)]. E-mail: r.m.cooke@ewi.tudelft.n1; Becker, G. [RISA, Krumme Str., Berlin 10627 (Germany)]. E-mail: guenter.becker@risa.de

    2005-12-01

    A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Poern and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds.

  18. Two-stage Bayesian models-application to ZEDB project

    International Nuclear Information System (INIS)

    A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Poern and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds

  19. Quantum-Like Bayesian Networks for Modeling Decision Making.

    Science.gov (United States)

    Moreira, Catarina; Wichert, Andreas

    2016-01-01

    In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios. PMID:26858669

  20. Development of a cyber security risk model using Bayesian networks

    International Nuclear Information System (INIS)

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

  1. Cost-Effectiveness of Interventions to Promote Physical Activity: A Modelling Study

    OpenAIRE

    Linda J Cobiac; Vos, Theo; Barendregt, Jan J

    2009-01-01

    Linda Cobiac and colleagues model the costs and health outcomes associated with interventions to improve physical activity in the population, and identify specific interventions that are likely to be cost-saving.

  2. A numerical model for cost effective mitigation of CO₂ in the EU with stochastic carbon sink

    OpenAIRE

    Gren, Ing-Marie; Munnich, Miriam; Carlsson, Mattias; Elofsson, Katarina

    2009-01-01

    This paper presents a model for the analysis of the potential of carbon sinks in the EU Emissions Trading Scheme (ETS) under conditions of stochastic carbon sequestration by forest land. A partial equilibrium model is developed which takes into account both the ETS and national commitments. Chance constraint programming is used to analyze the role of stochastic carbon sinks for national and EU-wide costs as well as carbon allowance price. The results show that the inclusion of the carbon sink...

  3. BAYESIAN ESTIMATION IN SHARED COMPOUND POISSON FRAILTY MODELS

    Directory of Open Access Journals (Sweden)

    David D. Hanagal

    2015-06-01

    Full Text Available In this paper, we study the compound Poisson distribution as the shared frailty distribution and two different baseline distributions namely Pareto and linear failure rate distributions for modeling survival data. We are using the Markov Chain Monte Carlo (MCMC technique to estimate parameters of the proposed models by introducing the Bayesian estimation procedure. In the present study, a simulation is done to compare the true values of parameters with the estimated values. We try to fit the proposed models to a real life bivariate survival data set of McGrilchrist and Aisbett (1991 related to kidney infection. Also, we present a comparison study for the same data by using model selection criterion, and suggest a better frailty model out of two proposed frailty models.

  4. Experimental validation of a Bayesian model of visual acuity.

    LENUS (Irish Health Repository)

    Dalimier, Eugénie

    2009-01-01

    Based on standard procedures used in optometry clinics, we compare measurements of visual acuity for 10 subjects (11 eyes tested) in the presence of natural ocular aberrations and different degrees of induced defocus, with the predictions given by a Bayesian model customized with aberrometric data of the eye. The absolute predictions of the model, without any adjustment, show good agreement with the experimental data, in terms of correlation and absolute error. The efficiency of the model is discussed in comparison with image quality metrics and other customized visual process models. An analysis of the importance and customization of each stage of the model is also given; it stresses the potential high predictive power from precise modeling of ocular and neural transfer functions.

  5. Assessing global vegetation activity using spatio-temporal Bayesian modelling

    Science.gov (United States)

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

    2016-04-01

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

  6. Non-parametric Bayesian modeling of cervical mucus symptom

    OpenAIRE

    Bin, Riccardo De; Scarpa, Bruno

    2014-01-01

    The analysis of the cervical mucus symptom is useful to identify the period of maximum fertility of a woman. In this paper we analyze the daily evolution of the cervical mucus symptom during the menstrual cycle, based on the data collected in two retrospective studies, in which the mucus symptom is treated as an ordinal variable. To produce our statistical model, we follow a non-parametric Bayesian approach. In particular, we use the idea of non-parametric mixtures of rounded continuous kerne...

  7. Bayesian statistic methods and theri application in probabilistic simulation models

    Directory of Open Access Journals (Sweden)

    Sergio Iannazzo

    2007-03-01

    Full Text Available Bayesian statistic methods are facing a rapidly growing level of interest and acceptance in the field of health economics. The reasons of this success are probably to be found on the theoretical fundaments of the discipline that make these techniques more appealing to decision analysis. To this point should be added the modern IT progress that has developed different flexible and powerful statistical software framework. Among them probably one of the most noticeably is the BUGS language project and its standalone application for MS Windows WinBUGS. Scope of this paper is to introduce the subject and to show some interesting applications of WinBUGS in developing complex economical models based on Markov chains. The advantages of this approach reside on the elegance of the code produced and in its capability to easily develop probabilistic simulations. Moreover an example of the integration of bayesian inference models in a Markov model is shown. This last feature let the analyst conduce statistical analyses on the available sources of evidence and exploit them directly as inputs in the economic model.

  8. Bayesian calibration of power plant models for accurate performance prediction

    International Nuclear Information System (INIS)

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

  9. Modelling the impact and cost-effectiveness of the HIV intervention programme amongst commercial sex workers in Ahmedabad, Gujarat, India

    Directory of Open Access Journals (Sweden)

    Foss Anna M

    2007-08-01

    Full Text Available Abstract Background Ahmedabad is an industrial city in Gujarat, India. In 2003, the HIV prevalence among commercial sex workers (CSWs in Ahmedabad reached 13.0%. In response, the Jyoti Sangh HIV prevention programme for CSWs was initiated, which involves outreach, peer education, condom distribution, and free STD clinics. Two surveys were performed among CSWs in 1999 and 2003. This study estimates the cost-effectiveness of the Jyoti Sangh HIV prevention programme. Methods A dynamic mathematical model was used with survey and intervention-specific data from Ahmedabad to estimate the HIV impact of the Jyoti Sangh project for the 51 months between the two CSW surveys. Uncertainty analysis was used to obtain different model fits to the HIV/STI epidemiological data, producing a range for the HIV impact of the project. Financial and economic costs of the intervention were estimated from the provider's perspective for the same time period. The cost per HIV-infection averted was estimated. Results Over 51 months, projections suggest that the intervention averted 624 and 5,131 HIV cases among the CSWs and their clients, respectively. This equates to a 54% and 51% decrease in the HIV infections that would have occurred among the CSWs and clients without the intervention. In the absence of intervention, the model predicts that the HIV prevalence amongst the CSWs in 2003 would have been 26%, almost twice that with the intervention. Cost per HIV infection averted, excluding and including peer educator economic costs, was USD 59 and USD 98 respectively. Conclusion This study demonstrated that targeted CSW interventions in India can be cost-effective, and highlights the importance of replicating this effort in other similar settings.

  10. One-Stage and Bayesian Two-Stage Optimal Designs for Mixture Models

    OpenAIRE

    Lin, Hefang

    1999-01-01

    In this research, Bayesian two-stage D-D optimal designs for mixture experiments with or without process variables under model uncertainty are developed. A Bayesian optimality criterion is used in the first stage to minimize the determinant of the posterior variances of the parameters. The second stage design is then generated according to an optimality procedure that collaborates with the improved model from first stage data. Our results show that the Bayesian two-stage D-D optimal design...

  11. Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model

    Directory of Open Access Journals (Sweden)

    Qi Yuan(Alan

    2010-01-01

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

  12. Efficient multilevel brain tumor segmentation with integrated bayesian model classification.

    Science.gov (United States)

    Corso, J J; Sharon, E; Dube, S; El-Saden, S; Sinha, U; Yuille, A

    2008-05-01

    We present a new method for automatic segmentation of heterogeneous image data that takes a step toward bridging the gap between bottom-up affinity-based segmentation methods and top-down generative model based approaches. The main contribution of the paper is a Bayesian formulation for incorporating soft model assignments into the calculation of affinities, which are conventionally model free. We integrate the resulting model-aware affinities into the multilevel segmentation by weighted aggregation algorithm, and apply the technique to the task of detecting and segmenting brain tumor and edema in multichannel magnetic resonance (MR) volumes. The computationally efficient method runs orders of magnitude faster than current state-of-the-art techniques giving comparable or improved results. Our quantitative results indicate the benefit of incorporating model-aware affinities into the segmentation process for the difficult case of glioblastoma multiforme brain tumor. PMID:18450536

  13. Modelling the cost-effectiveness of mitigation methods for multiple pollutants at farm scale.

    Science.gov (United States)

    Gooday, R D; Anthony, S G; Chadwick, D R; Newell-Price, P; Harris, D; Duethmann, D; Fish, R; Collins, A L; Winter, M

    2014-01-15

    Reductions in agricultural pollution are essential for meeting nationally and internationally agreed policy targets for losses to both air and water. Numerous studies quantify the impact of relevant mitigation methods by field experimentation or computer modelling. The majority of these studies have addressed individual methods and frequently also individual pollutants. This paper presents a conceptual model for the synthesis of the evidence base to calculate the impact of multiple methods addressing multiple pollutants in order to identify least cost solutions for multiple policy objectives. The model is implemented as a farm scale decision support tool that quantifies baseline pollutant losses for identifiable sources, areas and pathways and incorporates a genetic algorithm based multi-objective procedure for determining optimal suites of mitigation methods. The tool is generic as baseline losses can be replaced with measured data and the default library of mitigation methods can be edited and expanded. The tool is demonstrated through application to two contrasting farm systems, using survey data on agricultural practices typical of England and Wales. These examples show how the tool could be used to help target the adoption of mitigation options for the control of diffuse pollution from agriculture. The feedback from workshops where Farmscoper was demonstrated is included to highlight the potential role of Farmscoper as part of the farm advisory process. PMID:23706481

  14. The perioperative surgical home: An innovative, patient-centred and cost-effective perioperative care model.

    Science.gov (United States)

    Desebbe, Olivier; Lanz, Thomas; Kain, Zeev; Cannesson, Maxime

    2016-02-01

    Contrary to the intraoperative period, the current perioperative environment is known to be fragmented and expensive. One of the potential solutions to this problem is the newly proposed perioperative surgical home (PSH) model of care. The PSH is a patient-centred micro healthcare system, which begins at the time the decision for surgery is made, is continuous through the perioperative period and concludes 30 days after discharge from the hospital. The model is based on multidisciplinary involvement: coordination of care, consistent application of best evidence/best practice protocols, full transparency with continuous monitoring and reporting of safety, quality, and cost data to optimize and decrease variation in care practices. To reduce said variation in care, the entire continuum of the perioperative process must evolve into a unique care environment handled by one perioperative team and coordinated by a leader. Anaesthesiologists are ideally positioned to lead this new model and thus significantly contribute to the highest standards in transitional medicine. The unique characteristics that place Anaesthesiologists in this framework include their systematic role in hospitals (as coordinators between patients/medical staff and institutions), the culture of safety and health care metrics innate to the specialty, and a significant role in the preoperative evaluation and counselling process, making them ideal leaders in perioperative medicine. PMID:26613678

  15. Emulation: A fast stochastic Bayesian method to eliminate model space

    Science.gov (United States)

    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

  16. Bayesian Dose-Response Modeling in Sparse Data

    Science.gov (United States)

    Kim, Steven B.

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

  17. Perceptual decision making: Drift-diffusion model is equivalent to a Bayesian model

    Directory of Open Access Journals (Sweden)

    Sebastian Bitzer

    2014-02-01

    Full Text Available Behavioural data obtained with perceptual decision making experiments are typically analysed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence towards a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses.

  18. MATHEMATICAL RISK ANALYSIS: VIA NICHOLAS RISK MODEL AND BAYESIAN ANALYSIS

    Directory of Open Access Journals (Sweden)

    Anass BAYAGA

    2010-07-01

    Full Text Available The objective of this second part of a two-phased study was to explorethe predictive power of quantitative risk analysis (QRA method andprocess within Higher Education Institution (HEI. The method and process investigated the use impact analysis via Nicholas risk model and Bayesian analysis, with a sample of hundred (100 risk analysts in a historically black South African University in the greater Eastern Cape Province.The first findings supported and confirmed previous literature (KingIII report, 2009: Nicholas and Steyn, 2008: Stoney, 2007: COSA, 2004 that there was a direct relationship between risk factor, its likelihood and impact, certiris paribus. The second finding in relation to either controlling the likelihood or the impact of occurrence of risk (Nicholas risk model was that to have a brighter risk reward, it was important to control the likelihood ofoccurrence of risks as compared with its impact so to have a direct effect on entire University. On the Bayesian analysis, thus third finding, the impact of risk should be predicted along three aspects. These aspects included the human impact (decisions made, the property impact (students and infrastructural based and the business impact. Lastly, the study revealed that although in most business cases, where as business cycles considerably vary dependingon the industry and or the institution, this study revealed that, most impacts in HEI (University was within the period of one academic.The recommendation was that application of quantitative risk analysisshould be related to current legislative framework that affects HEI.

  19. Bayesian predictive modeling for genomic based personalized treatment selection.

    Science.gov (United States)

    Ma, Junsheng; Stingo, Francesco C; Hobbs, Brian P

    2016-06-01

    Efforts to personalize medicine in oncology have been limited by reductive characterizations of the intrinsically complex underlying biological phenomena. Future advances in personalized medicine will rely on molecular signatures that derive from synthesis of multifarious interdependent molecular quantities requiring robust quantitative methods. However, highly parameterized statistical models when applied in these settings often require a prohibitively large database and are sensitive to proper characterizations of the treatment-by-covariate interactions, which in practice are difficult to specify and may be limited by generalized linear models. In this article, we present a Bayesian predictive framework that enables the integration of a high-dimensional set of genomic features with clinical responses and treatment histories of historical patients, providing a probabilistic basis for using the clinical and molecular information to personalize therapy for future patients. Our work represents one of the first attempts to define personalized treatment assignment rules based on large-scale genomic data. We use actual gene expression data acquired from The Cancer Genome Atlas in the settings of leukemia and glioma to explore the statistical properties of our proposed Bayesian approach for personalizing treatment selection. The method is shown to yield considerable improvements in predictive accuracy when compared to penalized regression approaches. PMID:26575856

  20. Accounting for Heterogeneity in Relative Treatment Effects for Use in Cost-Effectiveness Models and Value-of-Information Analyses.

    Science.gov (United States)

    Welton, Nicky J; Soares, Marta O; Palmer, Stephen; Ades, Anthony E; Harrison, David; Shankar-Hari, Manu; Rowan, Kathy M

    2015-07-01

    Cost-effectiveness analysis (CEA) models are routinely used to inform health care policy. Key model inputs include relative effectiveness of competing treatments, typically informed by meta-analysis. Heterogeneity is ubiquitous in meta-analysis, and random effects models are usually used when there is variability in effects across studies. In the absence of observed treatment effect modifiers, various summaries from the random effects distribution (random effects mean, predictive distribution, random effects distribution, or study-specific estimate [shrunken or independent of other studies]) can be used depending on the relationship between the setting for the decision (population characteristics, treatment definitions, and other contextual factors) and the included studies. If covariates have been measured that could potentially explain the heterogeneity, then these can be included in a meta-regression model. We describe how covariates can be included in a network meta-analysis model and how the output from such an analysis can be used in a CEA model. We outline a model selection procedure to help choose between competing models and stress the importance of clinical input. We illustrate the approach with a health technology assessment of intravenous immunoglobulin for the management of adult patients with severe sepsis in an intensive care setting, which exemplifies how risk of bias information can be incorporated into CEA models. We show that the results of the CEA and value-of-information analyses are sensitive to the model and highlight the importance of sensitivity analyses when conducting CEA in the presence of heterogeneity. The methods presented extend naturally to heterogeneity in other model inputs, such as baseline risk. PMID:25712447

  1. Development of a Bayesian Belief Network Runway Incursion Model

    Science.gov (United States)

    Green, Lawrence L.

    2014-01-01

    In a previous paper, a statistical analysis of runway incursion (RI) events was conducted to ascertain their relevance to the top ten Technical Challenges (TC) of the National Aeronautics and Space Administration (NASA) Aviation Safety Program (AvSP). The study revealed connections to perhaps several of the AvSP top ten TC. That data also identified several primary causes and contributing factors for RI events that served as the basis for developing a system-level Bayesian Belief Network (BBN) model for RI events. The system-level BBN model will allow NASA to generically model the causes of RI events and to assess the effectiveness of technology products being developed under NASA funding. These products are intended to reduce the frequency of RI events in particular, and to improve runway safety in general. The development, structure and assessment of that BBN for RI events by a Subject Matter Expert panel are documented in this paper.

  2. Bayesian reduced-order models for multiscale dynamical systems

    CERN Document Server

    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...

  3. Extended Bayesian Information Criteria for Gaussian Graphical Models

    CERN Document Server

    Foygel, Rina

    2010-01-01

    Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization objectives for algorithms searching through sets of graphs or for selection of tuning parameters of other methods such as the graphical lasso, which is a likelihood penalization technique. In this paper we establish the consistency of an extended Bayesian information criterion for Gaussian graphical models in a scenario where both the number of variables p and the sample size n grow. Compared to earlier work on the regression case, our treatment allows for growth in the number of non-zero parameters in the true model, which is necessary in order to cover connected graphs. We demonstrate the performance of this criterion on simulated data when used in conjunction with the graphical lasso, and verify that the criterion indeed performs better than either cross-validation or the ordi...

  4. A Bayesian approach to the modelling of alpha Cen A

    CERN Document Server

    Bazot, M; Christensen-Dalsgaard, J

    2012-01-01

    Determining the physical characteristics of a star is an inverse problem consisting in estimating the parameters of models for the stellar structure and evolution, knowing certain observable quantities. We use a Bayesian approach to solve this problem for alpha Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov Chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition,... We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, either using two or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The resul...

  5. Advances in Bayesian Model Based Clustering Using Particle Learning

    Energy Technology Data Exchange (ETDEWEB)

    Merl, D M

    2009-11-19

    Recent work by Carvalho, Johannes, Lopes and Polson and Carvalho, Lopes, Polson and Taddy introduced a sequential Monte Carlo (SMC) alternative to traditional iterative Monte Carlo strategies (e.g. MCMC and EM) for Bayesian inference for a large class of dynamic models. The basis of SMC techniques involves representing the underlying inference problem as one of state space estimation, thus giving way to inference via particle filtering. The key insight of Carvalho et al was to construct the sequence of filtering distributions so as to make use of the posterior predictive distribution of the observable, a distribution usually only accessible in certain Bayesian settings. Access to this distribution allows a reversal of the usual propagate and resample steps characteristic of many SMC methods, thereby alleviating to a large extent many problems associated with particle degeneration. Furthermore, Carvalho et al point out that for many conjugate models the posterior distribution of the static variables can be parametrized in terms of [recursively defined] sufficient statistics of the previously observed data. For models where such sufficient statistics exist, particle learning as it is being called, is especially well suited for the analysis of streaming data do to the relative invariance of its algorithmic complexity with the number of data observations. Through a particle learning approach, a statistical model can be fit to data as the data is arriving, allowing at any instant during the observation process direct quantification of uncertainty surrounding underlying model parameters. Here we describe the use of a particle learning approach for fitting a standard Bayesian semiparametric mixture model as described in Carvalho, Lopes, Polson and Taddy. In Section 2 we briefly review the previously presented particle learning algorithm for the case of a Dirichlet process mixture of multivariate normals. In Section 3 we describe several novel extensions to the original

  6. Using Bayesian model averaging to estimate terrestrial evapotranspiration in China

    Science.gov (United States)

    Chen, Yang; Yuan, Wenping; Xia, Jiangzhou; Fisher, Joshua B.; Dong, Wenjie; Zhang, Xiaotong; Liang, Shunlin; Ye, Aizhong; Cai, Wenwen; Feng, Jinming

    2015-09-01

    Evapotranspiration (ET) is critical to terrestrial ecosystems as it links the water, carbon, and surface energy exchanges. Numerous ET models were developed for the ET estimations, but there are large model uncertainties. In this study, a Bayesian Model Averaging (BMA) method was used to merge eight satellite-based models, including five empirical and three process-based models, for improving the accuracy of ET estimates. At twenty-three eddy covariance flux towers, we examined the model performance on all possible combinations of eight models and found that an ensemble with four models (BMA_Best) showed the best model performance. The BMA_Best method can outperform the best of eight models, and the Kling-Gupta efficiency (KGE) value increased by 4% compared with the model with the highest KGE, and decreased RMSE by 4%. Although the correlation coefficient of BMA_Best is less than the best single model, the bias of BMA_Best is the smallest compared with the eight models. Moreover, based on the water balance principle over the river basin scale, the validation indicated the BMA_Best estimates can explain 86% variations. In general, the results showed BMA estimates will be very useful for future studies to characterize the regional water availability over long-time series.

  7. Semi-parametric Bayesian Partially Identified Models based on Support Function

    OpenAIRE

    Liao, Yuan; De Simoni, Anna

    2012-01-01

    We provide a comprehensive semi-parametric study of Bayesian partially identified econometric models. While the existing literature on Bayesian partial identification has mostly focused on the structural parameter, our primary focus is on Bayesian credible sets (BCS's) of the unknown identified set and the posterior distribution of its support function. We construct a (two-sided) BCS based on the support function of the identified set. We prove the Bernstein-von Mises theorem for the posterio...

  8. A Bayesian analysis of two probability models describing thunderstorm activity at Cape Kennedy, Florida

    Science.gov (United States)

    Williford, W. O.; Hsieh, P.; Carter, M. C.

    1974-01-01

    A Bayesian analysis of the two discrete probability models, the negative binomial and the modified negative binomial distributions, which have been used to describe thunderstorm activity at Cape Kennedy, Florida, is presented. The Bayesian approach with beta prior distributions is compared to the classical approach which uses a moment method of estimation or a maximum-likelihood method. The accuracy and simplicity of the Bayesian method is demonstrated.

  9. Road network safety evaluation using Bayesian hierarchical joint model.

    Science.gov (United States)

    Wang, Jie; Huang, Helai

    2016-05-01

    Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. PMID:26945109

  10. Modelling of population dynamics of red king crab using Bayesian approach

    Directory of Open Access Journals (Sweden)

    Bakanev Sergey ...

    2012-10-01

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

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

    Science.gov (United States)

    Levy, Roy

    2014-01-01

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

  12. Inversion of hierarchical Bayesian models using Gaussian processes.

    Science.gov (United States)

    Lomakina, Ekaterina I; Paliwal, Saee; Diaconescu, Andreea O; Brodersen, Kay H; Aponte, Eduardo A; Buhmann, Joachim M; Stephan, Klaas E

    2015-09-01

    Over the past decade, computational approaches to neuroimaging have increasingly made use of hierarchical Bayesian models (HBMs), either for inferring on physiological mechanisms underlying fMRI data (e.g., dynamic causal modelling, DCM) or for deriving computational trajectories (from behavioural data) which serve as regressors in general linear models. However, an unresolved problem is that standard methods for inverting the hierarchical Bayesian model are either very slow, e.g. Markov Chain Monte Carlo Methods (MCMC), or are vulnerable to local minima in non-convex optimisation problems, such as variational Bayes (VB). This article considers Gaussian process optimisation (GPO) as an alternative approach for global optimisation of sufficiently smooth and efficiently evaluable objective functions. GPO avoids being trapped in local extrema and can be computationally much more efficient than MCMC. Here, we examine the benefits of GPO for inverting HBMs commonly used in neuroimaging, including DCM for fMRI and the Hierarchical Gaussian Filter (HGF). Importantly, to achieve computational efficiency despite high-dimensional optimisation problems, we introduce a novel combination of GPO and local gradient-based search methods. The utility of this GPO implementation for DCM and HGF is evaluated against MCMC and VB, using both synthetic data from simulations and empirical data. Our results demonstrate that GPO provides parameter estimates with equivalent or better accuracy than the other techniques, but at a fraction of the computational cost required for MCMC. We anticipate that GPO will prove useful for robust and efficient inversion of high-dimensional and nonlinear models of neuroimaging data. PMID:26048619

  13. Modeling Land-Use Decision Behavior with Bayesian Belief Networks

    Directory of Open Access Journals (Sweden)

    Inge Aalders

    2008-06-01

    Full Text Available The ability to incorporate and manage the different drivers of land-use change in a modeling process is one of the key challenges because they are complex and are both quantitative and qualitative in nature. This paper uses Bayesian belief networks (BBN to incorporate characteristics of land managers in the modeling process and to enhance our understanding of land-use change based on the limited and disparate sources of information. One of the two models based on spatial data represented land managers in the form of a quantitative variable, the area of individual holdings, whereas the other model included qualitative data from a survey of land managers. Random samples from the spatial data provided evidence of the relationship between the different variables, which I used to develop the BBN structure. The model was tested for four different posterior probability distributions, and results showed that the trained and learned models are better at predicting land use than the uniform and random models. The inference from the model demonstrated the constraints that biophysical characteristics impose on land managers; for older land managers without heirs, there is a higher probability of the land use being arable agriculture. The results show the benefits of incorporating a more complex notion of land managers in land-use models, and of using different empirical data sources in the modeling process. Future research should focus on incorporating more complex social processes into the modeling structure, as well as incorporating spatio-temporal dynamics in a BBN.

  14. Results from evaluations of models and cost-effectiveness tools to support introduction decisions for new vaccines need critical appraisal

    Directory of Open Access Journals (Sweden)

    Moorthy Vasee

    2011-05-01

    Full Text Available Abstract The World Health Organization (WHO recommends that the cost-effectiveness (CE of introducing new vaccines be considered before such a programme is implemented. However, in low- and middle-income countries (LMICs, it is often challenging to perform and interpret the results of model-based economic appraisals of vaccines that benefit from locally relevant data. As a result, WHO embarked on a series of consultations to assess economic analytical tools to support vaccine introduction decisions for pneumococcal, rotavirus and human papillomavirus vaccines. The objectives of these assessments are to provide decision makers with a menu of existing CE tools for vaccines and their characteristics rather than to endorse the use of a single tool. The outcome will provide policy makers in LMICs with information about the feasibility of applying these models to inform their own decision making. We argue that if models and CE analyses are used to inform decisions, they ought to be critically appraised beforehand, including a transparent evaluation of their structure, assumptions and data sources (in isolation or in comparison to similar tools, so that decision makers can use them while being fully aware of their robustness and limitations.

  15. Bayesian Degree-Corrected Stochastic Block Models for Community Detection

    CERN Document Server

    Peng, Lijun

    2013-01-01

    Community detection in networks has drawn much attention in diverse fields, especially social sciences. Given its significance, there has been a large body of literature among which many are not statistically based. In this paper, we propose a novel stochastic blockmodel based on a logistic regression setup with node correction terms to better address this problem. We follow a Bayesian approach that explicitly captures the community behavior via prior specification. We then adopt a data augmentation strategy with latent Polya-Gamma variables to obtain posterior samples. We conduct inference based on a canonically mapped centroid estimator that formally addresses label non-identifiability. We demonstrate the novel proposed model and estimation on real-world as well as simulated benchmark networks and show that the proposed model and estimator are more flexible, representative, and yield smaller error rates when compared to the MAP estimator from classical degree-corrected stochastic blockmodels.

  16. 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

  17. a Simplified Bayesian Network Model Applied in Crop or Animal Disease Diagnosis

    Science.gov (United States)

    Yu, Helong; Chen, Guifen; Liu, Dayou

    Bayesian network is a powerful tool to represent and deal with uncertain knowledge. There exists much uncertainty in crop or animal disease. The construction of Bayesian network need much data and knowledge. But when data is scarce, some methods should be adopted to construct an effective Bayesian network. This paper introduces a disease diagnosis model based on Bayesian network, which is two-layered and obeys noisy-or assumption. Based on the two-layered structure, the relationship between nodes is obtained by domain knowledge. Based on the noisy-model, the conditional probability table is elicited by three methods, which are parameter learning, domain expert and the existing certainty factor model. In order to implement this model, a Bayesian network tool is developed. Finally, an example about cow disease diagnosis was implemented, which proved that the model discussed in this paper is an effective tool for some simple disease diagnosis in crop or animal field.

  18. Cost-effective control of plant disease when epidemiological knowledge is incomplete: modelling Bahia bark scaling of citrus.

    Directory of Open Access Journals (Sweden)

    Nik J Cunniffe

    2014-08-01

    Full Text Available A spatially-explicit, stochastic model is developed for Bahia bark scaling, a threat to citrus production in north-eastern Brazil, and is used to assess epidemiological principles underlying the cost-effectiveness of disease control strategies. The model is fitted via Markov chain Monte Carlo with data augmentation to snapshots of disease spread derived from a previously-reported multi-year experiment. Goodness-of-fit tests strongly supported the fit of the model, even though the detailed etiology of the disease is unknown and was not explicitly included in the model. Key epidemiological parameters including the infection rate, incubation period and scale of dispersal are estimated from the spread data. This allows us to scale-up the experimental results to predict the effect of the level of initial inoculum on disease progression in a typically-sized citrus grove. The efficacies of two cultural control measures are assessed: altering the spacing of host plants, and roguing symptomatic trees. Reducing planting density can slow disease spread significantly if the distance between hosts is sufficiently large. However, low density groves have fewer plants per hectare. The optimum density of productive plants is therefore recovered at an intermediate host spacing. Roguing, even when detection of symptomatic plants is imperfect, can lead to very effective control. However, scouting for disease symptoms incurs a cost. We use the model to balance the cost of scouting against the number of plants lost to disease, and show how to determine a roguing schedule that optimises profit. The trade-offs underlying the two optima we identify-the optimal host spacing and the optimal roguing schedule-are applicable to many pathosystems. Our work demonstrates how a carefully parameterised mathematical model can be used to find these optima. It also illustrates how mathematical models can be used in even this most challenging of situations in which the underlying

  19. Modelling of Traffic Flow with Bayesian Autoregressive Model with Variable Partial Forgetting

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Nagy, Ivan; Hofman, Radek

    Praha : ČVUT v Praze, 2011, s. 1-11. [CTU Workshop 2011. Praha (CZ), 01.02.2011-01.02.2011] Grant ostatní: ČVUT v Praze(CZ) SGS 10/099/OHK3/1T/16 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian modelling * traffic modelling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/AS/dedecius-modelling of traffic flow with bayesian autoregressive model with variable partial forgetting.pdf

  20. Bayesian network models for error detection in radiotherapy plans

    Science.gov (United States)

    Kalet, Alan M.; Gennari, John H.; Ford, Eric C.; Phillips, Mark H.

    2015-04-01

    The purpose of this study is to design and develop a probabilistic network for detecting errors in radiotherapy plans for use at the time of initial plan verification. Our group has initiated a multi-pronged approach to reduce these errors. We report on our development of Bayesian models of radiotherapy plans. Bayesian networks consist of joint probability distributions that define the probability of one event, given some set of other known information. Using the networks, we find the probability of obtaining certain radiotherapy parameters, given a set of initial clinical information. A low probability in a propagated network then corresponds to potential errors to be flagged for investigation. To build our networks we first interviewed medical physicists and other domain experts to identify the relevant radiotherapy concepts and their associated interdependencies and to construct a network topology. Next, to populate the network’s conditional probability tables, we used the Hugin Expert software to learn parameter distributions from a subset of de-identified data derived from a radiation oncology based clinical information database system. These data represent 4990 unique prescription cases over a 5 year period. Under test case scenarios with approximately 1.5% introduced error rates, network performance produced areas under the ROC curve of 0.88, 0.98, and 0.89 for the lung, brain and female breast cancer error detection networks, respectively. Comparison of the brain network to human experts performance (AUC of 0.90 ± 0.01) shows the Bayes network model performs better than domain experts under the same test conditions. Our results demonstrate the feasibility and effectiveness of comprehensive probabilistic models as part of decision support systems for improved detection of errors in initial radiotherapy plan verification procedures.

  1. Cost effectiveness of community-based therapeutic care for children with severe acute malnutrition in Zambia: decision tree model

    OpenAIRE

    Bachmann Max O

    2009-01-01

    Abstract Background Children aged under five years with severe acute malnutrition (SAM) in Africa and Asia have high mortality rates without effective treatment. Primary care-based treatment of SAM can have good outcomes but its cost effectiveness is largely unknown. Method This study estimated the cost effectiveness of community-based therapeutic care (CTC) for children with severe acute malnutrition in government primary health care centres in Lusaka, Zambia, compared to no care. A decision...

  2. Bayesian modeling of ChIP-chip data using latent variables.

    KAUST Repository

    Wu, Mingqi

    2009-10-26

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

  3. Bayesian modeling of ChIP-chip data using latent variables

    Directory of Open Access Journals (Sweden)

    Tian Yanan

    2009-10-01

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

  4. Bayesian modeling and significant features exploration in wavelet power spectra

    Directory of Open Access Journals (Sweden)

    D. V. Divine

    2007-01-01

    Full Text Available This study proposes and justifies a Bayesian approach to modeling wavelet coefficients and finding statistically significant features in wavelet power spectra. The approach utilizes ideas elaborated in scale-space smoothing methods and wavelet data analysis. We treat each scale of the discrete wavelet decomposition as a sequence of independent random variables and then apply Bayes' rule for constructing the posterior distribution of the smoothed wavelet coefficients. Samples drawn from the posterior are subsequently used for finding the estimate of the true wavelet spectrum at each scale. The method offers two different significance testing procedures for wavelet spectra. A traditional approach assesses the statistical significance against a red noise background. The second procedure tests for homoscedasticity of the wavelet power assessing whether the spectrum derivative significantly differs from zero at each particular point of the spectrum. Case studies with simulated data and climatic time-series prove the method to be a potentially useful tool in data analysis.

  5. Designing and testing inflationary models with Bayesian networks

    CERN Document Server

    Price, Layne C; Frazer, Jonathan; Easther, Richard

    2015-01-01

    Even simple inflationary scenarios have many free parameters. Beyond the variables appearing in the inflationary action, these include dynamical initial conditions, the number of fields, and couplings to other sectors. These quantities are often ignored but cosmological observables can depend on the unknown parameters. We use Bayesian networks to account for a large set of inflationary parameters, deriving generative models for the primordial spectra that are conditioned on a hierarchical set of prior probabilities describing the initial conditions, reheating physics, and other free parameters. We use $N_f$--quadratic inflation as an illustrative example, finding that the number of $e$-folds $N_*$ between horizon exit for the pivot scale and the end of inflation is typically the most important parameter, even when the number of fields, their masses and initial conditions are unknown, along with possible conditional dependencies between these parameters.

  6. Designing and testing inflationary models with Bayesian networks

    Energy Technology Data Exchange (ETDEWEB)

    Price, Layne C. [Carnegie Mellon Univ., Pittsburgh, PA (United States). Dept. of Physics; Auckland Univ. (New Zealand). Dept. of Physics; Peiris, Hiranya V. [Univ. College London (United Kingdom). Dept. of Physics and Astronomy; Frazer, Jonathan [DESY Hamburg (Germany). Theory Group; Univ. of the Basque Country, Bilbao (Spain). Dept. of Theoretical Physics; Basque Foundation for Science, Bilbao (Spain). IKERBASQUE; Easther, Richard [Auckland Univ. (New Zealand). Dept. of Physics

    2015-11-15

    Even simple inflationary scenarios have many free parameters. Beyond the variables appearing in the inflationary action, these include dynamical initial conditions, the number of fields, and couplings to other sectors. These quantities are often ignored but cosmological observables can depend on the unknown parameters. We use Bayesian networks to account for a large set of inflationary parameters, deriving generative models for the primordial spectra that are conditioned on a hierarchical set of prior probabilities describing the initial conditions, reheating physics, and other free parameters. We use N{sub f}-quadratic inflation as an illustrative example, finding that the number of e-folds N{sub *} between horizon exit for the pivot scale and the end of inflation is typically the most important parameter, even when the number of fields, their masses and initial conditions are unknown, along with possible conditional dependencies between these parameters.

  7. A unified Bayesian hierarchical model for MRI tissue classification.

    Science.gov (United States)

    Feng, Dai; Liang, Dong; Tierney, Luke

    2014-04-15

    Various works have used magnetic resonance imaging (MRI) tissue classification extensively to study a number of neurological and psychiatric disorders. Various noise characteristics and other artifacts make this classification a challenging task. Instead of splitting the procedure into different steps, we extend a previous work to develop a unified Bayesian hierarchical model, which addresses both the partial volume effect and intensity non-uniformity, the two major acquisition artifacts, simultaneously. We adopted a normal mixture model with the means and variances depending on the tissue types of voxels to model the observed intensity values. We modeled the relationship among the components of the index vector of tissue types by a hidden Markov model, which captures the spatial similarity of voxels. Furthermore, we addressed the partial volume effect by construction of a higher resolution image in which each voxel is divided into subvoxels. Finally, We achieved the bias field correction by using a Gaussian Markov random field model with a band precision matrix designed in light of image filtering. Sparse matrix methods and parallel computations based on conditional independence are exploited to improve the speed of the Markov chain Monte Carlo simulation. The unified model provides more accurate tissue classification results for both simulated and real data sets. PMID:24738112

  8. Hunting down the best model of inflation with Bayesian evidence

    International Nuclear Information System (INIS)

    We present the first calculation of the Bayesian evidence for different prototypical single field inflationary scenarios, including representative classes of small field and large field models. This approach allows us to compare inflationary models in a well-defined statistical way and to determine the current 'best model of inflation'. The calculation is performed numerically by interfacing the inflationary code FieldInf with MultiNest. We find that small field models are currently preferred, while large field models having a self-interacting potential of power p>4 are strongly disfavored. The class of small field models as a whole has posterior odds of approximately 3 ratio 1 when compared with the large field class. The methodology and results presented in this article are an additional step toward the construction of a full numerical pipeline to constrain the physics of the early Universe with astrophysical observations. More accurate data (such as the Planck data) and the techniques introduced here should allow us to identify conclusively the best inflationary model.

  9. Bayesian modeling of animal- and herd-level prevalences.

    Science.gov (United States)

    Branscum, A J; Gardner, I A; Johnson, W O

    2004-12-15

    We reviewed Bayesian approaches for animal-level and herd-level prevalence estimation based on cross-sectional sampling designs and demonstrated fitting of these models using the WinBUGS software. We considered estimation of infection prevalence based on use of a single diagnostic test applied to a single herd with binomial and hypergeometric sampling. We then considered multiple herds under binomial sampling with the primary goal of estimating the prevalence distribution and the proportion of infected herds. A new model is presented that can be used to estimate the herd-level prevalence in a region, including the posterior probability that all herds are non-infected. Using this model, inferences for the distribution of prevalences, mean prevalence in the region, and predicted prevalence of herds in the region (including the predicted probability of zero prevalence) are also available. In the models presented, both animal- and herd-level prevalences are modeled as mixture distributions to allow for zero infection prevalences. (If mixture models for the prevalences were not used, prevalence estimates might be artificially inflated, especially in herds and regions with low or zero prevalence.) Finally, we considered estimation of animal-level prevalence based on pooled samples. PMID:15579338

  10. Bayesian calibration of the Community Land Model using surrogates

    Energy Technology Data Exchange (ETDEWEB)

    Ray, Jaideep [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hou, Zhangshuan [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Huang, Maoyi [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2014-02-01

    We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.

  11. Ensemble bayesian model averaging using markov chain Monte Carlo sampling

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Diks, Cees G H [NON LANL; Clark, Martyn P [NON LANL

    2008-01-01

    Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.

  12. A Bayesian model of category-specific emotional brain responses.

    Science.gov (United States)

    Wager, Tor D; Kang, Jian; Johnson, Timothy D; Nichols, Thomas E; Satpute, Ajay B; Barrett, Lisa Feldman

    2015-04-01

    Understanding emotion is critical for a science of healthy and disordered brain function, but the neurophysiological basis of emotional experience is still poorly understood. We analyzed human brain activity patterns from 148 studies of emotion categories (2159 total participants) using a novel hierarchical Bayesian model. The model allowed us to classify which of five categories--fear, anger, disgust, sadness, or happiness--is engaged by a study with 66% accuracy (43-86% across categories). Analyses of the activity patterns encoded in the model revealed that each emotion category is associated with unique, prototypical patterns of activity across multiple brain systems including the cortex, thalamus, amygdala, and other structures. The results indicate that emotion categories are not contained within any one region or system, but are represented as configurations across multiple brain networks. The model provides a precise summary of the prototypical patterns for each emotion category, and demonstrates that a sufficient characterization of emotion categories relies on (a) differential patterns of involvement in neocortical systems that differ between humans and other species, and (b) distinctive patterns of cortical-subcortical interactions. Thus, these findings are incompatible with several contemporary theories of emotion, including those that emphasize emotion-dedicated brain systems and those that propose emotion is localized primarily in subcortical activity. They are consistent with componential and constructionist views, which propose that emotions are differentiated by a combination of perceptual, mnemonic, prospective, and motivational elements. Such brain-based models of emotion provide a foundation for new translational and clinical approaches. PMID:25853490

  13. Bayesian Belief Networks Approach for Modeling Irrigation Behavior

    Science.gov (United States)

    Andriyas, S.; McKee, M.

    2012-12-01

    Canal operators need information to manage water deliveries to irrigators. Short-term irrigation demand forecasts can potentially valuable information for a canal operator who must manage an on-demand system. Such forecasts could be generated by using information about the decision-making processes of irrigators. Bayesian models of irrigation behavior can provide insight into the likely criteria which farmers use to make irrigation decisions. This paper develops a Bayesian belief network (BBN) to learn irrigation decision-making behavior of farmers and utilizes the resulting model to make forecasts of future irrigation decisions based on factor interaction and posterior probabilities. Models for studying irrigation behavior have been rarely explored in the past. The model discussed here was built from a combination of data about biotic, climatic, and edaphic conditions under which observed irrigation decisions were made. The paper includes a case study using data collected from the Canal B region of the Sevier River, near Delta, Utah. Alfalfa, barley and corn are the main crops of the location. The model has been tested with a portion of the data to affirm the model predictive capabilities. Irrigation rules were deduced in the process of learning and verified in the testing phase. It was found that most of the farmers used consistent rules throughout all years and across different types of crops. Soil moisture stress, which indicates the level of water available to the plant in the soil profile, was found to be one of the most significant likely driving forces for irrigation. Irrigations appeared to be triggered by a farmer's perception of soil stress, or by a perception of combined factors such as information about a neighbor irrigating or an apparent preference to irrigate on a weekend. Soil stress resulted in irrigation probabilities of 94.4% for alfalfa. With additional factors like weekend and irrigating when a neighbor irrigates, alfalfa irrigation

  14. Confronting different models of community structure to species-abundance data: a Bayesian model comparison

    NARCIS (Netherlands)

    Etienne, R.S.; Olff, H.

    2005-01-01

    Species abundances are undoubtedly the most widely available macroecological data, but can we use them to distinguish among several models of community structure? Here we present a Bayesian analysis of species-abundance data that yields a full joint probability distribution of each model's parameter

  15. Confronting different models of community structure to species-abundance data : a Bayesian model comparison

    NARCIS (Netherlands)

    Etienne, RS; Olff, H

    2005-01-01

    Species abundances are undoubtedly the most widely available macroecological data, but can we use them to distinguish among several models of community structure? Here we present a Bayesian analysis of species-abundance data that yields a full joint probability distribution of each model's parameter

  16. Calibration of Uncertainty Analysis of the SWAT Model Using Genetic Algorithms and Bayesian Model Averaging

    Science.gov (United States)

    In this paper, the Genetic Algorithms (GA) and Bayesian model averaging (BMA) were combined to simultaneously conduct calibration and uncertainty analysis for the Soil and Water Assessment Tool (SWAT). In this hybrid method, several SWAT models with different structures are first selected; next GA i...

  17. Optimizing the Amount of Models Taken into Consideration During Model Selection in Bayesian Networks

    OpenAIRE

    Castelo, J.R.; Siebes, Arno

    1999-01-01

    Graphical model selection from data embodies several difficulties. Among them, it is specially challenging the size of the sample space of models on which one should carry out model selection, even considering only a modest amount of variables. This becomes more severe when one works on those graphical models where some variables may be responses to other. This is the case of Bayesian Networks that are modeled by acyclic digraphs. In this paper we try to reduce the amount of models taken into...

  18. Comparative Cost-Effectiveness of Conservative or Intensive Blood Pressure Treatment Guidelines in Adults Aged 35-74 Years: The Cardiovascular Disease Policy Model.

    Science.gov (United States)

    Moise, Nathalie; Huang, Chen; Rodgers, Anthony; Kohli-Lynch, Ciaran N; Tzong, Keane Y; Coxson, Pamela G; Bibbins-Domingo, Kirsten; Goldman, Lee; Moran, Andrew E

    2016-07-01

    The population health effect and cost-effectiveness of implementing intensive blood pressure goals in high-cardiovascular disease (CVD) risk adults have not been described. Using the CVD Policy Model, CVD events, treatment costs, quality-adjusted life years, and drug and monitoring costs were simulated over 2016 to 2026 for hypertensive patients aged 35 to 74 years. We projected the effectiveness and costs of hypertension treatment according to the 2003 Joint National Committee (JNC)-7 or 2014 JNC8 guidelines, and then for adults aged ≥50 years, we assessed the cost-effectiveness of adding an intensive goal of systolic blood pressure willingness-to-pay threshold of $50 000 per quality-adjusted life years gained, JNC8+intensive had the highest probability of cost-effectiveness in women (82%) and JNC7+intensive the highest probability of cost-effectiveness in men (100%). Assuming higher drug and monitoring costs, adding intensive goals for high-risk patients remained consistently cost-effective in men, but not always in women. Among patients aged 35 to 74 years, adding intensive blood pressure goals for high-risk groups to current national hypertension treatment guidelines prevents additional CVD deaths while saving costs provided that medication costs are controlled. PMID:27181996

  19. MitraClip therapy in mitral regurgitation: a Markov model for the cost-effectiveness of a new therapeutic option.

    Science.gov (United States)

    Guerin, Patrice; Bourguignon, Sandrine; Jamet, Nicolas; Marque, Sébastien

    2016-07-01

    Introduction Mitral regurgitation is a heart condition resulting from blood flowing from the left ventricle towards the left atrium, increasing the risk of heart failure and mortality. While surgery can greatly reduce these risks, some patients are not eligible, resulting in medication being their only therapeutic alternative. The MitraClip (Abbot Vascular) is a medical device that is percutaneously implanted and designed to eliminate leaking of the mitral valve. Methods The efficacy of the MitraClip strategy vs medical management was assessed using a 4-state Markov model based on the mitral regurgitation grade (mitral regurgitation grade 0, I/II, and III/IV, and death). At each 1-month cycle, patients were or were not hospitalized. The model analyzed a fictional population of 1000 patients over a 5-year period from a national Health Insurance perspective. The primary end-point was the number of deaths avoided. Data from the EVEREST II High Risk Study patients were used along with a literature review. Results At 5 years, among the 1000 patients, 276 deaths were found to be avoidable with the MitraClip strategy. The incremental cost-effectiveness ratio (ICER) was €93,363 per death avoided. The annual ICER was calculated to take into consideration excess costs resulting from the MitraClip over the first year (€29,984 vs €8557 for the reference strategy) and the reduction of costs in following years (€3122 for MitraClip vs €8557 for reference strategy). Thus, the mean ICER was calculated to be €20,720 per death avoided. Conclusion The MitraClip is a novel alternative therapy for mitral insufficiency in patients ineligible for surgery that may offer a medico-economic advantage. PMID:26909557

  20. Improving the cost-effectiveness of a healthcare system for depressive disorders by implementing telemedicine: a health economic modeling study

    Science.gov (United States)

    Lokkerbol, Joran; Adema, Dirk; Cuijpers, Pim; Reynolds, Charles F.; Schulz, Richard; Weehuizen, Rifka; Smit, Filip

    2014-01-01

    Objective Depressive disorders are important causes of disease burden and are associated with substantial economic costs. Therefore, it is important to design a health care system that can effectively manage depression at sustainable costs. This paper computes the benefit-to-costs ratio of the current Dutch health care system for depression, and investigates whether offering more online preventive interventions improves the cost-effectiveness overall. Methods A health economic (Markov) model was used to synthesize clinical and economic evidence and to compute population-level costs and effects of interventions. The model compares a base-case scenario without preventive telemedicine and alternative scenarios with preventive telemedicine. The central outcome is the benefit-to-cost ratio, also known as return-on-investment (ROI). Results In terms of ROI, a health care system with preventive telemedicine for depressive disorders offers better value for money than a health care system without internet-based prevention. Overall, the ROI increases from €1.45 ($1.72) in the base-case scenario to €1.76 ($2.09) in the alternative scenario where preventive telemedicine is offered. In a scenario where the costs of offering preventive telemedicine are balanced by cutting back on the expenditure for curative interventions, ROI increases to €1.77 ($2.10), while keeping the health care budget constant. Conclusion In order for a health care system for depressive disorders to remain economically sustainable, its cost-benefit ratio needs to be improved. Offering preventive telemedicine at a large scale is likely to introduce such an improvement. PMID:23759290

  1. Forecasting unconventional resource productivity - A spatial Bayesian model

    Science.gov (United States)

    Montgomery, J.; O'sullivan, F.

    2015-12-01

    Today's low prices mean that unconventional oil and gas development requires ever greater efficiency and better development decision-making. Inter and intra-field variability in well productivity, which is a major contemporary driver of uncertainty regarding resource size and its economics is driven by factors including geological conditions, well and completion design (which companies vary as they seek to optimize their performance), and uncertainty about the nature of fracture propagation. Geological conditions are often not be well understood early on in development campaigns, but nevertheless critical assessments and decisions must be made regarding the value of drilling an area and the placement of wells. In these situations, location provides a reasonable proxy for geology and the "rock quality." We propose a spatial Bayesian model for forecasting acreage quality, which improves decision-making by leveraging available production data and provides a framework for statistically studying the influence of different parameters on well productivity. Our approach consists of subdividing a field into sections and forming prior distributions for productivity in each section based on knowledge about the overall field. Production data from wells is used to update these estimates in a Bayesian fashion, improving model accuracy far more rapidly and with less sensitivity to outliers than a model that simply establishes an "average" productivity in each section. Additionally, forecasts using this model capture the importance of uncertainty—either due to a lack of information or for areas that demonstrate greater geological risk. We demonstrate the forecasting utility of this method using public data and also provide examples of how information from this model can be combined with knowledge about a field's geology or changes in technology to better quantify development risk. This approach represents an important shift in the way that production data is used to guide

  2. Bayesian Analysis of Marginal Log-Linear Graphical Models for Three Way Contingency Tables

    OpenAIRE

    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...

  3. Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables

    OpenAIRE

    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...

  4. Assessing fit in Bayesian models for spatial processes

    KAUST Repository

    Jun, M.

    2014-09-16

    © 2014 John Wiley & Sons, Ltd. Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models\\' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.

  5. A Danish cost-effectiveness model of escitalopram in comparison with citalopram and venlafaxine as first-line treatments for major depressive disorder in primary care

    DEFF Research Database (Denmark)

    Sørensen, Jan; Stage, Kurt B; Damsbo, Niels;

    2007-01-01

    The objective of this study was to model the cost-effectiveness of escitalopram in comparison with generic citalopram and venlafaxine in primary care treatment of major depressive disorder (baseline scores 22-40 on the Montgomery-Asberg Depression Rating Scale, MADRS) in Denmark. A three......,778 healthcare, DKK 87,786 societal). Remission rates and costs were similar for escitalopram and venlafaxine. Robustness of the findings was verified in multivariate sensitivity analyses. For patients in primary care, escitalopram appears to be a cost-effective alternative to (generic) citalopram, with greater...

  6. Bayesian network model of crowd emotion and negative behavior

    Science.gov (United States)

    Ramli, Nurulhuda; Ghani, Noraida Abdul; Hatta, Zulkarnain Ahmad; Hashim, Intan Hashimah Mohd; Sulong, Jasni; Mahudin, Nor Diana Mohd; Rahman, Shukran Abd; Saad, Zarina Mat

    2014-12-01

    The effects of overcrowding have become a major concern for event organizers. One aspect of this concern has been the idea that overcrowding can enhance the occurrence of serious incidents during events. As one of the largest Muslim religious gathering attended by pilgrims from all over the world, Hajj has become extremely overcrowded with many incidents being reported. The purpose of this study is to analyze the nature of human emotion and negative behavior resulting from overcrowding during Hajj events from data gathered in Malaysian Hajj Experience Survey in 2013. The sample comprised of 147 Malaysian pilgrims (70 males and 77 females). Utilizing a probabilistic model called Bayesian network, this paper models the dependence structure between different emotions and negative behaviors of pilgrims in the crowd. The model included the following variables of emotion: negative, negative comfortable, positive, positive comfortable and positive spiritual and variables of negative behaviors; aggressive and hazardous acts. The study demonstrated that emotions of negative, negative comfortable, positive spiritual and positive emotion have a direct influence on aggressive behavior whereas emotion of negative comfortable, positive spiritual and positive have a direct influence on hazardous acts behavior. The sensitivity analysis showed that a low level of negative and negative comfortable emotions leads to a lower level of aggressive and hazardous behavior. Findings of the study can be further improved to identify the exact cause and risk factors of crowd-related incidents in preventing crowd disasters during the mass gathering events.

  7. A Bayesian Semiparametric Model for Radiation Dose-Response Estimation.

    Science.gov (United States)

    Furukawa, Kyoji; Misumi, Munechika; Cologne, John B; Cullings, Harry M

    2016-06-01

    In evaluating the risk of exposure to health hazards, characterizing the dose-response relationship and estimating acceptable exposure levels are the primary goals. In analyses of health risks associated with exposure to ionizing radiation, while there is a clear agreement that moderate to high radiation doses cause harmful effects in humans, little has been known about the possible biological effects at low doses, for example, below 0.1 Gy, which is the dose range relevant to most radiation exposures of concern today. A conventional approach to radiation dose-response estimation based on simple parametric forms, such as the linear nonthreshold model, can be misleading in evaluating the risk and, in particular, its uncertainty at low doses. As an alternative approach, we consider a Bayesian semiparametric model that has a connected piece-wise-linear dose-response function with prior distributions having an autoregressive structure among the random slope coefficients defined over closely spaced dose categories. With a simulation study and application to analysis of cancer incidence data among Japanese atomic bomb survivors, we show that this approach can produce smooth and flexible dose-response estimation while reasonably handling the risk uncertainty at low doses and elsewhere. With relatively few assumptions and modeling options to be made by the analyst, the method can be particularly useful in assessing risks associated with low-dose radiation exposures. PMID:26581473

  8. Bayesian inverse modeling at the hydrological surface-subsurface interface

    Science.gov (United States)

    Cucchi, K.; Rubin, Y.

    2014-12-01

    In systems where surface and subsurface hydrological domains are highly connected, modeling surface and subsurface flow jointly is essential to accurately represent the physical processes and come up with reliable predictions of flows in river systems or stream-aquifer exchange. The flow quantification at the interface merging the two hydrosystem components is a function of both surface and subsurface spatially distributed parameters. In the present study, we apply inverse modeling techniques to a synthetic catchment with connected surface and subsurface hydrosystems. The model is physically-based and implemented with the Gridded Surface Subsurface Hydrologic Analysis software. On the basis of hydrograph measurement at the catchment outlet, we estimate parameters such as saturated hydraulic conductivity, overland and channel roughness coefficients. We compare maximum likelihood estimates (ML) with the parameter distributions obtained using the Bayesian statistical framework for spatially random fields provided by the Method of Anchored Distributions (MAD). While ML estimates maximize the probability of observing the data and capture the global trend of the target variables, MAD focuses on obtaining a probability distribution for the random unknown parameters and the anchors are designed to capture local features. We check the consistency between the two approaches and evaluate the additional information provided by MAD on parameter distributions. We also assess the contribution of adding new types of measurements such as water table depth or soil conductivity to the reduction of parameter uncertainty.

  9. Bayesian parametrization of coarse-grain dissipative dynamics models

    Science.gov (United States)

    Dequidt, Alain; Solano Canchaya, Jose G.

    2015-08-01

    We introduce a new bottom-up method for the optimization of dissipative coarse-grain models. The method is based on Bayesian optimization of the likelihood to reproduce a coarse-grained reference trajectory obtained from analysis of a higher resolution molecular dynamics trajectory. This new method is related to force matching techniques, but using the total force on each grain averaged on a coarse time step instead of instantaneous forces. It has the advantage of not being limited to pairwise short-range interactions in the coarse-grain model and also yields an estimation of the friction parameter controlling the dynamics. The theory supporting the method is exposed in a practical perspective, with an analytical solution for the optimal set of parameters. The method was first validated by using it on a system with a known optimum. The new method was then tested on a simple system: n-pentane. The local molecular structure of the optimized model is in excellent agreement with the reference system. An extension of the method allows to get also an excellent agreement for the equilibrium density. As for the dynamic properties, they are also very satisfactory, but more sensitive to the choice of the coarse-grain representation. The quality of the final force field depends on the definition of the coarse grain degrees of freedom and interactions. We consider this method as a serious alternative to other methods like iterative Boltzmann inversion, force matching, and Green-Kubo formulae.

  10. Cosmological parameter estimation and Bayesian model comparison using VSA data

    CERN Document Server

    Slosar, A; Cleary, K; Davies, R D; Davis, R J; Dickinson, C; Genova-Santos, R; Grainge, K; Gutíerrez, C M; Hafez, Y A; Hobson, M P; Jones, M E; Kneissl, R; Lancaster, K; Lasenby, A; Leahy, J P; Maisinger, K; Marshall, P J; Pooley, G G; Rebolo, R; Rubiño-Martín, J A; Rusholme, B A; Saunders, R D E; Savage, R; Scott, P F; Molina, P J S; Taylor, A C; Titterington, D; Waldram, E M; Watson, R A; Wilkinson, A; Slosar, Anze; Carreira, Pedro; Cleary, Kieran; Davies, Rod D.; Davis, Richard J.; Dickinson, Clive; Genova-Santos, Ricardo; Grainge, Keith; Gutierrez, Carlos M.; Hafez, Yaser A.; Hobson, Michael P.; Jones, Michael E.; Kneissl, Rudiger; Lancaster, Katy; Lasenby, Anthony; Maisinger, Klaus; Marshall, Phil J.; Pooley, Guy G.; Rebolo, Rafael; Rubino-Martin, Jose Alberto; Rusholme, Ben; Saunders, Richard D. E.; Savage, Richard; Scott, Paul F.; Molina, Pedro J. Sosa; Taylor, Angela C.; Titterington, David; Waldram, Elizabeth; Watson, Robert A.; Wilkinson, Althea

    2003-01-01

    We constrain the basic comological parameters using the first observations by the Very Small Array (VSA) in its extended configuration, together with existing cosmic microwave background data and other cosmological observations. We estimate cosmological parameters for four different models of increasing complexity. In each case, careful consideration is given to implied priors and the Bayesian evidence is calculated in order to perform model selection. We find that the data are most convincingly explained by a simple flat Lambda-CDM cosmology without tensor modes. In this case, combining just the VSA and COBE data sets yields the 68 per cent confidence intervals Omega_b h^2=0.034 (+0.007, -0.007), Omega_dm h^2 = 0.18 (+0.06, -0.04), h=0.72 (+0.15,-0.13), n_s=1.07 (+0.06,-0.06) and sigma_8=1.17 (+0.25, -0.20). The most general model considered includes spatial curvature, tensor modes, massive neutrinos and a parameterised equation of state for the dark energy. In this case, by combining all recent cosmological...

  11. Modelling the 5-year cost effectiveness of tiotropium, salmeterol and ipratropium for the treatment of chronic obstructive pulmonary disease in Spain

    NARCIS (Netherlands)

    M.P.M.H. Rutten-van Mölken (Maureen); J.B. Oostenbrink (Jan); M. Miravitlles; B.U. Monz (Brigitta)

    2007-01-01

    textabstractOur objective was to assess the 5-year cost effectiveness of bronchodilator therapy with tiotropium, salmeterol or ipratropium for chronic obstructive pulmonary disease (COPD) from the perspective of the Spanish National Health System (NHS). A probabilistic Markov model was designed wher

  12. Bayesian Diagnostic Network: A Powerful Model for Representation and Reasoning of Engineering Diagnostic Knowledge

    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.

  13. An update of "Cost-effectiveness of rotavirus vaccination in the Netherlands : the results of a Consensus Rotavirus Vaccine model"

    NARCIS (Netherlands)

    Tu, Hong Anh T.; Rozenbaum, Mark H.; de Boer, Pieter T.; Noort, Albert C.; Postma, Maarten J.

    2013-01-01

    Background: To update a cost-effectiveness analysis of rotavirus vaccination in the Netherlands previously published in 2011.Methods: The rotavirus burden of disease and the indirect protection of older children and young adults (herd protection) were updated.Results: When updated data was used, rou

  14. Bayesian Influence Measures for Joint Models for Longitudinal and Survival Data

    OpenAIRE

    Zhu, Hongtu; Ibrahim, Joseph G.; Chi, Yueh-Yun; Tang, Niansheng

    2012-01-01

    This article develops a variety of influence measures for carrying out perturbation (or sensitivity) analysis to joint models of longitudinal and survival data (JMLS) in Bayesian analysis. A perturbation model is introduced to characterize individual and global perturbations to the three components of a Bayesian model, including the data points, the prior distribution, and the sampling distribution. Local influence measures are proposed to quantify the degree of these perturbations to the JML...

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

    CERN Document Server

    Gustafson, Paul

    2015-01-01

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

  16. Macroscopic Models of Clique Tree Growth for Bayesian Networks

    Data.gov (United States)

    National Aeronautics and Space Administration — In clique tree clustering, inference consists of propagation in a clique tree compiled from a Bayesian network. In this paper, we develop an analytical approach to...

  17. Nitrate source apportionment in a subtropical watershed using Bayesian model

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Liping; Han, Jiangpei; Xue, Jianlong; Zeng, Lingzao [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Shi, Jiachun, E-mail: jcshi@zju.edu.cn [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Wu, Laosheng, E-mail: laowu@zju.edu.cn [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Jiang, Yonghai [State Key Laboratory of Environmental Criteria and Risk Assessment, Chinese Research Academy of Environmental Sciences, Beijing, 100012 (China)

    2013-10-01

    Nitrate (NO{sub 3}{sup −}) pollution in aquatic system is a worldwide problem. The temporal distribution pattern and sources of nitrate are of great concern for water quality. The nitrogen (N) cycling processes in a subtropical watershed located in Changxing County, Zhejiang Province, China were greatly influenced by the temporal variations of precipitation and temperature during the study period (September 2011 to July 2012). The highest NO{sub 3}{sup −} concentration in water was in May (wet season, mean ± SD = 17.45 ± 9.50 mg L{sup −1}) and the lowest concentration occurred in December (dry season, mean ± SD = 10.54 ± 6.28 mg L{sup −1}). Nevertheless, no water sample in the study area exceeds the WHO drinking water limit of 50 mg L{sup −1} NO{sub 3}{sup −}. Four sources of NO{sub 3}{sup −} (atmospheric deposition, AD; soil N, SN; synthetic fertilizer, SF; manure and sewage, M and S) were identified using both hydrochemical characteristics [Cl{sup −}, NO{sub 3}{sup −}, HCO{sub 3}{sup −}, SO{sub 4}{sup 2−}, Ca{sup 2+}, K{sup +}, Mg{sup 2+}, Na{sup +}, dissolved oxygen (DO)] and dual isotope approach (δ{sup 15}N–NO{sub 3}{sup −} and δ{sup 18}O–NO{sub 3}{sup −}). Both chemical and isotopic characteristics indicated that denitrification was not the main N cycling process in the study area. Using a Bayesian model (stable isotope analysis in R, SIAR), the contribution of each source was apportioned. Source apportionment results showed that source contributions differed significantly between the dry and wet season, AD and M and S contributed more in December than in May. In contrast, SN and SF contributed more NO{sub 3}{sup −} to water in May than that in December. M and S and SF were the major contributors in December and May, respectively. Moreover, the shortcomings and uncertainties of SIAR were discussed to provide implications for future works. With the assessment of temporal variation and sources of NO{sub 3}{sup −}, better

  18. Nitrate source apportionment in a subtropical watershed using Bayesian model

    International Nuclear Information System (INIS)

    Nitrate (NO3−) pollution in aquatic system is a worldwide problem. The temporal distribution pattern and sources of nitrate are of great concern for water quality. The nitrogen (N) cycling processes in a subtropical watershed located in Changxing County, Zhejiang Province, China were greatly influenced by the temporal variations of precipitation and temperature during the study period (September 2011 to July 2012). The highest NO3− concentration in water was in May (wet season, mean ± SD = 17.45 ± 9.50 mg L−1) and the lowest concentration occurred in December (dry season, mean ± SD = 10.54 ± 6.28 mg L−1). Nevertheless, no water sample in the study area exceeds the WHO drinking water limit of 50 mg L−1 NO3−. Four sources of NO3− (atmospheric deposition, AD; soil N, SN; synthetic fertilizer, SF; manure and sewage, M and S) were identified using both hydrochemical characteristics [Cl−, NO3−, HCO3−, SO42−, Ca2+, K+, Mg2+, Na+, dissolved oxygen (DO)] and dual isotope approach (δ15N–NO3− and δ18O–NO3−). Both chemical and isotopic characteristics indicated that denitrification was not the main N cycling process in the study area. Using a Bayesian model (stable isotope analysis in R, SIAR), the contribution of each source was apportioned. Source apportionment results showed that source contributions differed significantly between the dry and wet season, AD and M and S contributed more in December than in May. In contrast, SN and SF contributed more NO3− to water in May than that in December. M and S and SF were the major contributors in December and May, respectively. Moreover, the shortcomings and uncertainties of SIAR were discussed to provide implications for future works. With the assessment of temporal variation and sources of NO3−, better agricultural management practices and sewage disposal programs can be implemented to sustain water quality in subtropical watersheds. - Highlights: • Nitrate concentration in water displayed

  19. Bayesian auxiliary variable models for binary and multinomial regression

    OpenAIRE

    Holmes, C C; HELD, L.

    2006-01-01

    In this paper we discuss auxiliary variable approaches to Bayesian binary and multinomial regression. These approaches are ideally suited to automated Markov chain Monte Carlo simulation. In the first part we describe a simple technique using joint updating that improves the performance of the conventional probit regression algorithm. In the second part we discuss auxiliary variable methods for inference in Bayesian logistic regression, including covariate set uncertainty. Fina...

  20. Modelling the Impact and Cost-Effectiveness of Biomarker Tests as Compared with Pathogen-Specific Diagnostics in the Management of Undifferentiated Fever in Remote Tropical Settings.

    Directory of Open Access Journals (Sweden)

    Yoel Lubell

    Full Text Available Malaria accounts for a small fraction of febrile cases in increasingly large areas of the malaria endemic world. Point-of-care tests to improve the management of non-malarial fevers appropriate for primary care are few, consisting of either diagnostic tests for specific pathogens or testing for biomarkers of host response that indicate whether antibiotics might be required. The impact and cost-effectiveness of these approaches are relatively unexplored and methods to do so are not well-developed.We model the ability of dengue and scrub typhus rapid tests to inform antibiotic treatment, as compared with testing for elevated C-Reactive Protein (CRP, a biomarker of host-inflammation. Using data on causes of fever in rural Laos, we estimate the proportion of outpatients that would be correctly classified as requiring an antibiotic and the likely cost-effectiveness of the approaches.Use of either pathogen-specific test slightly increased the proportion of patients correctly classified as requiring antibiotics. CRP testing was consistently superior to the pathogen-specific tests, despite heterogeneity in causes of fever. All testing strategies are likely to result in higher average costs, but only the scrub typhus and CRP tests are likely to be cost-effective when considering direct health benefits, with median cost per disability adjusted life year averted of approximately $48 USD and $94 USD, respectively.Testing for viral infections is unlikely to be cost-effective when considering only direct health benefits to patients. Testing for prevalent bacterial pathogens can be cost-effective, having the benefit of informing not only whether treatment is required, but also as to the most appropriate antibiotic; this advantage, however, varies widely in response to heterogeneity in causes of fever. Testing for biomarkers of host inflammation is likely to be consistently cost-effective despite high heterogeneity, and can also offer substantial reductions in

  1. Applications of Bayesian Model Selection to Cosmological Parameters

    CERN Document Server

    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...

  2. A flexible bayesian model for testing for transmission ratio distortion.

    Science.gov (United States)

    Casellas, Joaquim; Manunza, Arianna; Mercader, Anna; Quintanilla, Raquel; Amills, Marcel

    2014-12-01

    Current statistical approaches to investigate the nature and magnitude of transmission ratio distortion (TRD) are scarce and restricted to the most common experimental designs such as F2 populations and backcrosses. In this article, we describe a new Bayesian approach to check TRD within a given biallelic genetic marker in a diploid species, providing a highly flexible framework that can accommodate any kind of population structure. This model relies on the genotype of each offspring and thus integrates all available information from either the parents' genotypes or population-specific allele frequencies and yields TRD estimates that can be corroborated by the calculation of a Bayes factor (BF). This approach has been evaluated on simulated data sets with appealing statistical performance. As a proof of concept, we have also tested TRD in a porcine population with five half-sib families and 352 offspring. All boars and piglets were genotyped with the Porcine SNP60 BeadChip, whereas genotypes from the sows were not available. The SNP-by-SNP screening of the pig genome revealed 84 SNPs with decisive evidences of TRD (BF > 100) after accounting for multiple testing. Many of these regions contained genes related to biological processes (e.g., nucleosome assembly and co-organization, DNA conformation and packaging, and DNA complex assembly) that are critically associated with embryonic viability. The implementation of this method, which overcomes many of the limitations of previous approaches, should contribute to fostering research on TRD in both model and nonmodel organisms. PMID:25271302

  3. A Bayesian model of context-sensitive value attribution

    Science.gov (United States)

    Rigoli, Francesco; Friston, Karl J; Martinelli, Cristina; Selaković, Mirjana; Shergill, Sukhwinder S; Dolan, Raymond J

    2016-01-01

    Substantial evidence indicates that incentive value depends on an anticipation of rewards within a given context. However, the computations underlying this context sensitivity remain unknown. To address this question, we introduce a normative (Bayesian) account of how rewards map to incentive values. This assumes that the brain inverts a model of how rewards are generated. Key features of our account include (i) an influence of prior beliefs about the context in which rewards are delivered (weighted by their reliability in a Bayes-optimal fashion), (ii) the notion that incentive values correspond to precision-weighted prediction errors, (iii) and contextual information unfolding at different hierarchical levels. This formulation implies that incentive value is intrinsically context-dependent. We provide empirical support for this model by showing that incentive value is influenced by context variability and by hierarchically nested contexts. The perspective we introduce generates new empirical predictions that might help explaining psychopathologies, such as addiction. DOI: http://dx.doi.org/10.7554/eLife.16127.001 PMID:27328323

  4. Errata: A survey of Bayesian predictive methods for model assessment, selection and comparison

    Directory of Open Access Journals (Sweden)

    Aki Vehtari

    2014-03-01

    Full Text Available Errata for “A survey of Bayesian predictive methods for model assessment, selection and comparison” by A. Vehtari and J. Ojanen, Statistics Surveys, 6 (2012, 142–228. doi:10.1214/12-SS102.

  5. Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models

    International Nuclear Information System (INIS)

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

  6. Bayesian Safety Risk Modeling of Human-Flightdeck Automation Interaction

    Science.gov (United States)

    Ancel, Ersin; Shih, Ann T.

    2015-01-01

    Usage of automatic systems in airliners has increased fuel efficiency, added extra capabilities, enhanced safety and reliability, as well as provide improved passenger comfort since its introduction in the late 80's. However, original automation benefits, including reduced flight crew workload, human errors or training requirements, were not achieved as originally expected. Instead, automation introduced new failure modes, redistributed, and sometimes increased workload, brought in new cognitive and attention demands, and increased training requirements. Modern airliners have numerous flight modes, providing more flexibility (and inherently more complexity) to the flight crew. However, the price to pay for the increased flexibility is the need for increased mode awareness, as well as the need to supervise, understand, and predict automated system behavior. Also, over-reliance on automation is linked to manual flight skill degradation and complacency in commercial pilots. As a result, recent accidents involving human errors are often caused by the interactions between humans and the automated systems (e.g., the breakdown in man-machine coordination), deteriorated manual flying skills, and/or loss of situational awareness due to heavy dependence on automated systems. This paper describes the development of the increased complexity and reliance on automation baseline model, named FLAP for FLightdeck Automation Problems. The model development process starts with a comprehensive literature review followed by the construction of a framework comprised of high-level causal factors leading to an automation-related flight anomaly. The framework was then converted into a Bayesian Belief Network (BBN) using the Hugin Software v7.8. The effects of automation on flight crew are incorporated into the model, including flight skill degradation, increased cognitive demand and training requirements along with their interactions. Besides flight crew deficiencies, automation system

  7. The Lumiere Project: Bayesian User Modeling for Inferring the Goals and Needs of Software Users

    OpenAIRE

    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...

  8. Bayesian modelling of clusters of galaxies from multi-frequency pointed Sunyaev--Zel'dovich observations

    OpenAIRE

    Feroz, F.; Hobson, M. P.; Zwart, J T L; Saunders, R. D. E.; Grainge, K. J. B.

    2008-01-01

    We present a Bayesian approach to modelling galaxy clusters using multi-frequency pointed observations from telescopes that exploit the Sunyaev--Zel'dovich effect. We use the recently developed MultiNest technique (Feroz, Hobson & Bridges, 2008) to explore the high-dimensional parameter spaces and also to calculate the Bayesian evidence. This permits robust parameter estimation as well as model comparison. Tests on simulated Arcminute Microkelvin Imager observations of a cluster, in the prese...

  9. Food Reconstruction Using Isotopic Transferred Signals (FRUITS): A Bayesian Model for Diet Reconstruction

    OpenAIRE

    Fernandes, Ricardo; Millard, Andrew R.; Brabec, Marek; Nadeau, Marie-Josée; Grootes, Pieter

    2014-01-01

    Human and animal diet reconstruction studies that rely on tissue chemical signatures aim at providing estimates on the relative intake of potential food groups. However, several sources of uncertainty need to be considered when handling data. Bayesian mixing models provide a natural platform to handle diverse sources of uncertainty while allowing the user to contribute with prior expert information. The Bayesian mixing model FRUITS (Food Reconstruction Using Isotopic Transferred Signals) was ...

  10. Operational risk modelling and organizational learning in structured finance operations: a Bayesian network approach

    OpenAIRE

    Andrew Sanford; Imad Moosa

    2015-01-01

    This paper describes the development of a tool, based on a Bayesian network model, that provides posteriori predictions of operational risk events, aggregate operational loss distributions, and Operational Value-at-Risk, for a structured finance operations unit located within one of Australia's major banks. The Bayesian network, based on a previously developed causal framework, has been designed to model the smaller and more frequent, attritional operational loss events. Given the limited ava...

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

    OpenAIRE

    Song Joon J; Conlon Erin M; Liu Anna

    2007-01-01

    Abstract Background With the growing abundance of microarray data, statistical methods are increasingly needed to integrate results across studies. Two common approaches for meta-analysis of microarrays include either combining gene expression measures across studies or combining summaries such as p-values, probabilities or ranks. Here, we compare two Bayesian meta-analysis models that are analogous to these methods. Results Two Bayesian meta-analysis models for microarray data have recently ...

  12. A Bayesian hierarchical model for reconstructing relative sea level: from raw data to rates of change

    OpenAIRE

    Cahill, N.; Kemp, A. C.; Horton, B. P.; Parnell, A.C.

    2015-01-01

    We present a holistic Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with fully quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical (δ13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) A Bayesian transfer function for the calibration of foraminifera into tidal elevation,...

  13. A Bayesian hierarchical model for reconstructing relative sea level: from raw data to rates of change

    OpenAIRE

    Cahill, Niamh; Kemp, Andrew C.; Horton, Benjamin P.; Andrew C Parnell

    2016-01-01

    We present a Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical (δ13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) a new Bayesian transfer (B-TF) function for the calibration of biological indicators into tidal elevation, which is fl...

  14. Modelling the impact and cost-effectiveness of the HIV intervention programme amongst commercial sex workers in Ahmedabad, Gujarat, India.

    OpenAIRE

    Foss Anna M; Vadhvana Jagdish; Vannela Gangadhar; Watts Charlotte; Vickerman Peter; Guinness Lorna; Fung Isaac; Malodia Laxman; Gandhi Meena; Jani Gaurang

    2007-01-01

    Abstract Background Ahmedabad is an industrial city in Gujarat, India. In 2003, the HIV prevalence among commercial sex workers (CSWs) in Ahmedabad reached 13.0%. In response, the Jyoti Sangh HIV prevention programme for CSWs was initiated, which involves outreach, peer education, condom distribution, and free STD clinics. Two surveys were performed among CSWs in 1999 and 2003. This study estimates the cost-effectiveness of the Jyoti Sangh HIV prevention programme. Methods A dynamic mathemati...

  15. Bayesian network as a modelling tool for risk management in agriculture

    DEFF Research Database (Denmark)

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

    this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be efficiently used to estimate conditional probabilities, which are the core elements in Bayesian network...... models. We further show how the Bayesian network model RiBay is used for stochastic simulation of farm income, and we demonstrate how RiBay can be used to simulate risk management at the farm level. It is concluded that the key strength of a Bayesian network is the transparency of assumptions, and that......The importance of risk management increases as farmers become more exposed to risk. But risk management is a difficult topic because income risk is the result of the complex interaction of multiple risk factors combined with the effect of an increasing array of possible risk management tools. In...

  16. ESTIMATE OF THE HYPSOMETRIC RELATIONSHIP WITH NONLINEAR MODELS FITTED BY EMPIRICAL BAYESIAN METHODS

    Directory of Open Access Journals (Sweden)

    Monica Fabiana Bento Moreira

    2015-09-01

    Full Text Available In this paper we propose a Bayesian approach to solve the inference problem with restriction on parameters, regarding to nonlinear models used to represent the hypsometric relationship in clones of Eucalyptus sp. The Bayesian estimates are calculated using Monte Carlo Markov Chain (MCMC method. The proposed method was applied to different groups of actual data from which two were selected to show the results. These results were compared to the results achieved by the minimum square method, highlighting the superiority of the Bayesian approach, since this approach always generate the biologically consistent results for hipsometric relationship.

  17. The effectiveness and cost effectiveness of dark chocolate consumption as prevention therapy in people at high risk of cardiovascular disease: best case scenario analysis using a Markov model

    OpenAIRE

    Zomer, Ella; Owen, Alice; Magliano, Dianna J; Liew, Danny; Reid, Christopher M.

    2012-01-01

    Objective To model the long term effectiveness and cost effectiveness of daily dark chocolate consumption in a population with metabolic syndrome at high risk of cardiovascular disease. Design Best case scenario analysis using a Markov model. Setting Australian Diabetes, Obesity and Lifestyle study. Participants 2013 people with hypertension who met the criteria for metabolic syndrome, with no history of cardiovascular disease and not receiving antihypertensive therapy. Main outcome measures ...

  18. Long-Term Cost-Effectiveness Analysis of Nebivolol Compared with Standard Care in Elderly Patients with Heart Failure: An Individual Patient-Based Simulation Model

    OpenAIRE

    Guiqing Yao; Nick Freemantle; Marcus Flather; Puvan Tharmanathan; Andrew Coats; Poole-Wilson, Philip A.

    2008-01-01

    Background and objective: The SENIORS trial demonstrated that nebivolol is effective in the treatment of heart failure in elderly patients (e.g. >=70 years). This analysis evaluates the cost effectiveness of nebivolol compared with standard treatment. Methods: An individual patient-simulation model based on a Markov modelling framework was developed to compare costs and outcomes for nebivolol and standard care in patients with heart failure starting treatment at the age of 70 years. Health st...

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

    International Nuclear Information System (INIS)

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

  20. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

    Science.gov (United States)

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

    2012-12-01

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

  1. Bayesian Proteoform Modeling Improves Protein Quantification of Global Proteomic Measurements

    Energy Technology Data Exchange (ETDEWEB)

    Webb-Robertson, Bobbie-Jo M.; Matzke, Melissa M.; Datta, Susmita; Payne, Samuel H.; Kang, Jiyun; Bramer, Lisa M.; Nicora, Carrie D.; Shukla, Anil K.; Metz, Thomas O.; Rodland, Karin D.; Smith, Richard D.; Tardiff, Mark F.; McDermott, Jason E.; Pounds, Joel G.; Waters, Katrina M.

    2014-12-01

    As the capability of mass spectrometry-based proteomics has matured, tens of thousands of peptides can be measured simultaneously, which has the benefit of offering a systems view of protein expression. However, a major challenge is that with an increase in throughput, protein quantification estimation from the native measured peptides has become a computational task. A limitation to existing computationally-driven protein quantification methods is that most ignore protein variation, such as alternate splicing of the RNA transcript and post-translational modifications or other possible proteoforms, which will affect a significant fraction of the proteome. The consequence of this assumption is that statistical inference at the protein level, and consequently downstream analyses, such as network and pathway modeling, have only limited power for biomarker discovery. Here, we describe a Bayesian model (BP-Quant) that uses statistically derived peptides signatures to identify peptides that are outside the dominant pattern, or the existence of multiple over-expressed patterns to improve relative protein abundance estimates. It is a research-driven approach that utilizes the objectives of the experiment, defined in the context of a standard statistical hypothesis, to identify a set of peptides exhibiting similar statistical behavior relating to a protein. This approach infers that changes in relative protein abundance can be used as a surrogate for changes in function, without necessarily taking into account the effect of differential post-translational modifications, processing, or splicing in altering protein function. We verify the approach using a dilution study from mouse plasma samples and demonstrate that BP-Quant achieves similar accuracy as the current state-of-the-art methods at proteoform identification with significantly better specificity. BP-Quant is available as a MatLab ® and R packages at https://github.com/PNNL-Comp-Mass-Spec/BP-Quant.

  2. Bayesian data analysis

    CERN Document Server

    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

  3. Bayesian Network Based Fault Prognosis via Bond Graph Modeling of High-Speed Railway Traction Device

    Directory of Open Access Journals (Sweden)

    Yunkai Wu

    2015-01-01

    component-level faults accurately for a high-speed railway traction system, a fault prognosis approach via Bayesian network and bond graph modeling techniques is proposed. The inherent structure of a railway traction system is represented by bond graph model, based on which a multilayer Bayesian network is developed for fault propagation analysis and fault prediction. For complete and incomplete data sets, two different parameter learning algorithms such as Bayesian estimation and expectation maximization (EM algorithm are adopted to determine the conditional probability table of the Bayesian network. The proposed prognosis approach using Pearl’s polytree propagation algorithm for joint probability reasoning can predict the failure probabilities of leaf nodes based on the current status of root nodes. Verification results in a high-speed railway traction simulation system can demonstrate the effectiveness of the proposed approach.

  4. Bayesian log-periodic model for financial crashes

    DEFF Research Database (Denmark)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

    2014-01-01

    This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...... part of the study, we analyze a well-known example of financial bubble – the S&P 500 1987 crash – to show the usefulness of the three methods under consideration and crashes of Merval-94, Bovespa-97, IPCMX-94, Hang Seng-97 using the simplest method. The novelty of this research is that the Bayesian...

  5. Bayesian inference in partially identified models: Is the shape of the posterior distribution useful?

    OpenAIRE

    Gustafson, Paul

    2014-01-01

    Partially identified models are characterized by the distribution of observables being compatible with a set of values for the target parameter, rather than a single value. This set is often referred to as an identification region. From a non-Bayesian point of view, the identification region is the object revealed to the investigator in the limit of increasing sample size. Conversely, a Bayesian analysis provides the identification region plus the limiting posterior distribution over this reg...

  6. Bayesian inference of BWR model parameters by Markov chain Monte Carlo

    International Nuclear Information System (INIS)

    In this paper, the Markov chain Monte Carlo approach to Bayesian inference is applied for estimating the parameters of a reduced-order model of the dynamics of a boiling water reactor system. A Bayesian updating strategy is devised to progressively refine the estimates, as newly measured data become available. Finally, the technique is used for detecting parameter changes during the system lifetime, e.g. due to component degradation

  7. Model Data Fusion: developing Bayesian inversion to constrain equilibrium and mode structure

    OpenAIRE

    Hole, M. J.; von Nessi, G.; Bertram, J; J. Svensson; Appel, L. C.; Blackwell, B. D.; Dewar, R L; Howard, J

    2010-01-01

    Recently, a new probabilistic "data fusion" framework based on Bayesian principles has been developed on JET and W7-AS. The Bayesian analysis framework folds in uncertainties and inter-dependencies in the diagnostic data and signal forward-models, together with prior knowledge of the state of the plasma, to yield predictions of internal magnetic structure. A feature of the framework, known as MINERVA (J. Svensson, A. Werner, Plasma Physics and Controlled Fusion 50, 085022, 2008), is the infer...

  8. Bayesian forecasting and scalable multivariate volatility analysis using simultaneous graphical dynamic models

    OpenAIRE

    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...

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

    Directory of Open Access Journals (Sweden)

    Mihaela Simionescu

    2014-12-01

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

  10. Identification of Evidence for Key Parameters in Decision-Analytic Models of Cost Effectiveness: A Description of Sources and a Recommended Minimum Search Requirement.

    Science.gov (United States)

    Paisley, Suzy

    2016-06-01

    This paper proposes recommendations for a minimum level of searching for data for key parameters in decision-analytic models of cost effectiveness and describes sources of evidence relevant to each parameter type. Key parameters are defined as treatment effects, adverse effects, costs, resource use, health state utility values (HSUVs) and baseline risk of events. The recommended minimum requirement for treatment effects is comprehensive searching according to available methodological guidance. For other parameter types, the minimum is the searching of one bibliographic database plus, where appropriate, specialist sources and non-research-based and non-standard format sources. The recommendations draw on the search methods literature and on existing analyses of how evidence is used to support decision-analytic models. They take account of the range of research and non-research-based sources of evidence used in cost-effectiveness models and of the need for efficient searching. Consideration is given to what constitutes best evidence for the different parameter types in terms of design and scientific quality and to making transparent the judgments that underpin the selection of evidence from the options available. Methodological issues are discussed, including the differences between decision-analytic models of cost effectiveness and systematic reviews when searching and selecting evidence and comprehensive versus sufficient searching. Areas are highlighted where further methodological research is required. PMID:26861793

  11. Bayesian estimation of regularization parameters for deformable surface models

    Energy Technology Data Exchange (ETDEWEB)

    Cunningham, G.S.; Lehovich, A.; Hanson, K.M.

    1999-02-20

    In this article the authors build on their past attempts to reconstruct a 3D, time-varying bolus of radiotracer from first-pass data obtained by the dynamic SPECT imager, FASTSPECT, built by the University of Arizona. The object imaged is a CardioWest total artificial heart. The bolus is entirely contained in one ventricle and its associated inlet and outlet tubes. The model for the radiotracer distribution at a given time is a closed surface parameterized by 482 vertices that are connected to make 960 triangles, with nonuniform intensity variations of radiotracer allowed inside the surface on a voxel-to-voxel basis. The total curvature of the surface is minimized through the use of a weighted prior in the Bayesian framework, as is the weighted norm of the gradient of the voxellated grid. MAP estimates for the vertices, interior intensity voxels and background count level are produced. The strength of the priors, or hyperparameters, are determined by maximizing the probability of the data given the hyperparameters, called the evidence. The evidence is calculated by first assuming that the posterior is approximately normal in the values of the vertices and voxels, and then by evaluating the integral of the multi-dimensional normal distribution. This integral (which requires evaluating the determinant of a covariance matrix) is computed by applying a recent algorithm from Bai et. al. that calculates the needed determinant efficiently. They demonstrate that the radiotracer is highly inhomogeneous in early time frames, as suspected in earlier reconstruction attempts that assumed a uniform intensity of radiotracer within the closed surface, and that the optimal choice of hyperparameters is substantially different for different time frames.

  12. Bayesian estimation of regularization parameters for deformable surface models

    International Nuclear Information System (INIS)

    In this article the authors build on their past attempts to reconstruct a 3D, time-varying bolus of radiotracer from first-pass data obtained by the dynamic SPECT imager, FASTSPECT, built by the University of Arizona. The object imaged is a CardioWest total artificial heart. The bolus is entirely contained in one ventricle and its associated inlet and outlet tubes. The model for the radiotracer distribution at a given time is a closed surface parameterized by 482 vertices that are connected to make 960 triangles, with nonuniform intensity variations of radiotracer allowed inside the surface on a voxel-to-voxel basis. The total curvature of the surface is minimized through the use of a weighted prior in the Bayesian framework, as is the weighted norm of the gradient of the voxellated grid. MAP estimates for the vertices, interior intensity voxels and background count level are produced. The strength of the priors, or hyperparameters, are determined by maximizing the probability of the data given the hyperparameters, called the evidence. The evidence is calculated by first assuming that the posterior is approximately normal in the values of the vertices and voxels, and then by evaluating the integral of the multi-dimensional normal distribution. This integral (which requires evaluating the determinant of a covariance matrix) is computed by applying a recent algorithm from Bai et. al. that calculates the needed determinant efficiently. They demonstrate that the radiotracer is highly inhomogeneous in early time frames, as suspected in earlier reconstruction attempts that assumed a uniform intensity of radiotracer within the closed surface, and that the optimal choice of hyperparameters is substantially different for different time frames

  13. Mapping the Obesity in Iran by Bayesian Spatial Model

    Directory of Open Access Journals (Sweden)

    Maryam Farhadian

    2013-06-01

    Full Text Available Background: One of the methods used in the analysis of data related to diseases, and their underlying reasons is drawing geographical map. Mapping diseases is a valuable tool to determine the regions of high rate of infliction requiring therapeutic interventions. The objective of this study was to investigate obesity pattern in Iran by drawing geographical maps based on Bayesian spatial model to recognize the pattern of the understudy symptom more carefully.Methods: The data of this study consisted of the number of obese people in provinces of Iran in terms of sex based on the reports of non-contagious disease's risks in 30 provinces by the Iran MSRT disease center in 2007. The analysis of data was carried out by software R and Open BUGS. In addition, the data required for the adjacency matrix were produced by Geo bugs software.Results: The greatest percentage of obese people in all age ranges (15-64 is 17.8 for men in Mazandaran and the lowest is 4.9 in Sistan and Baluchestan. For women the highest and lowest are 29.9 and 11.9 in Mazandaran and Hormozgan, respectively. Mazandaran was considered the province of the greatest odds ratio of obesity for men and women.Conclusion: Recognizing the geographical distribution and the regions of high risk of obesity is the prerequisite of decision making in management and planning for health system of the country. The results can be applied in allocating correct resources between different regions of Iran.

  14. Which European Model for Elderly Care? Equity and Cost-Effectiveness in Home Based Care in Three European Countries

    OpenAIRE

    Francesca Bettio; Giovanni Solinas

    2009-01-01

    Long term care for the elderly is growing apace in developed economies. As growth is forcing change in existing production and delivery systems of elderly care services, the question arises as to how different systems compare in terms of cost-effectiveness, equity or quality. Based on an in depth survey carried out in Denmark, Ireland and Italy – the GALCA survey – this articles compares prevailing arrangements of home based long-term care in these three countries, focussing on the overall co...

  15. Cost-effectiveness of tenofovir gel in urban South Africa: model projections of HIV impact and threshold product prices

    OpenAIRE

    Terris-Prestholt, Fern; Foss, Anna M; Cox, Andrew P; Heise, Lori; Meyer-Rath, Gesine; Delany-Moretlwe, Sinead; Mertenskoetter, Thomas; Rees, Helen; Vickerman, Peter; Watts, Charlotte H

    2014-01-01

    Background There is urgent need for effective HIV prevention methods that women can initiate. The CAPRISA 004 trial showed that a tenofovir-based vaginal microbicide had significant impact on HIV incidence among women. This study uses the trial findings to estimate the population-level impact of the gel on HIV and HSV-2 transmission, and price thresholds at which widespread product introduction would be as cost-effective as male circumcision in urban South Africa. Methods The estimated ‘per s...

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

    KAUST Repository

    Jin, Ick Hoon

    2014-03-01

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

  17. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel

    2012-01-01

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

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

    KAUST Repository

    Mo, Qianxing

    2010-01-29

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

  19. Cost-Effectiveness of Apixaban versus Warfarin in Chinese Patients with Non-Valvular Atrial Fibrillation: A Real-Life and Modelling Analyses

    Science.gov (United States)

    Li, Xue; Tse, Vicki C.; Lau, Wallis C. Y.; Cheung, Bernard M. Y.; Lip, Gregory Y. H.; Wong, Ian C. K.; Chan, Esther W.

    2016-01-01

    Objectives Many of the cost-effectiveness analyses of apixaban against warfarin focused on Western populations but Asian evidence remains less clear. The present study aims to evaluate the cost-effectiveness of apixaban against warfarin in Chinese patients with non-valvular atrial fibrillation (NVAF) from a public institutional perspective in Hong Kong. Methods We used a Markov model incorporating 12 health state transitions, and simulated the disease progression of NVAF in 1,000 hypothetical patients treated with apixaban/warfarin. Risks of clinical events were based on the ARISTOTLE trial and were adjusted with local International Normalized Ratio control, defined as the time in therapeutic range. Real-life input for the model, including patients’ demographics and clinical profiles, post-event treatment patterns, and healthcare costs, were determined by a retrospective cohort of 40,569 incident patients retrieved from a Hong Kong-wide electronic medical database. Main outcome measurements included numbers of thromboembolic and bleeding events, life years, quality-adjusted life years (QALYs) and direct healthcare cost. When comparing apixaban and warfarin, treatment with incremental cost-effectiveness ratio (ICER) less than one local GDP per capita (USD 33,534 in 2014) was defined to be cost-effective. Results In the lifetime simulation, fewer numbers of events were estimated for the apixaban group, resulting in reduced event-related direct medical costs. The estimated ICER of apixaban was USD 7,057 per QALY at base-case analysis and ranged from USD 1,061 to 14,867 per QALY under the 116 tested scenarios in deterministic sensitivity analysis. While in probabilistic sensitivity analysis, the probability of apixaban being the cost-effective alternative to warfarin was 96% and 98% at a willingness to pay threshold of USD 33,534 and 100,602 per QALY, respectively. Conclusions Apixaban is likely to be a cost-effective alternative to warfarin for stroke prophylaxis in

  20. A population-based Bayesian approach to the minimal model of glucose and insulin homeostasis

    DEFF Research Database (Denmark)

    Andersen, Kim Emil; Højbjerre, Malene

    2005-01-01

    for a whole population. Traditionally it has been analysed in a deterministic set-up with only error terms on the measurements. In this work we adopt a Bayesian graphical model to describe the coupled minimal model that accounts for both measurement and process variability, and the model is extended...... to a population-based model. The estimation of the parameters are efficiently implemented in a Bayesian approach where posterior inference is made through the use of Markov chain Monte Carlo techniques. Hereby we obtain a powerful and flexible modelling framework for regularizing the ill-posed estimation problem...

  1. B2Z: R Package for Bayesian Two-Zone Models

    Directory of Open Access Journals (Sweden)

    João Vitor Dias Monteiro

    2011-08-01

    Full Text Available A primary issue in industrial hygiene is the estimation of a worker's exposure to chemical, physical and biological agents. Mathematical modeling is increasingly being used as a method for assessing occupational exposures. However, predicting exposure in real settings is constrained by lack of quantitative knowledge of exposure determinants. Recently, Zhang, Banerjee, Yang, Lungu, and Ramachandran (2009 proposed Bayesian hierarchical models for estimating parameters and exposure concentrations for the two-zone differential equation models and for predicting concentrations in a zone near and far away from the source of contamination.Bayesian estimation, however, can often require substantial amounts of user-defined code and tuning. In this paper, we introduce a statistical software package, B2Z, built upon the R statistical computing platform that implements a Bayesian model for estimating model parameters and exposure concentrations in two-zone models. We discuss the algorithms behind our package and illustrate its use with simulated and real data examples.

  2. EXONEST: Bayesian model selection applied to the detection and characterization of exoplanets via photometric variations

    Energy Technology Data Exchange (ETDEWEB)

    Placek, Ben; Knuth, Kevin H. [Physics Department, University at Albany (SUNY), Albany, NY 12222 (United States); Angerhausen, Daniel, E-mail: bplacek@albany.edu, E-mail: kknuth@albany.edu, E-mail: daniel.angerhausen@gmail.com [Department of Physics, Applied Physics, and Astronomy, Rensselear Polytechnic Institute, Troy, NY 12180 (United States)

    2014-11-10

    EXONEST is an algorithm dedicated to detecting and characterizing the photometric signatures of exoplanets, which include reflection and thermal emission, Doppler boosting, and ellipsoidal variations. Using Bayesian inference, we can test between competing models that describe the data as well as estimate model parameters. We demonstrate this approach by testing circular versus eccentric planetary orbital models, as well as testing for the presence or absence of four photometric effects. In addition to using Bayesian model selection, a unique aspect of EXONEST is the potential capability to distinguish between reflective and thermal contributions to the light curve. A case study is presented using Kepler data recorded from the transiting planet KOI-13b. By considering only the nontransiting portions of the light curve, we demonstrate that it is possible to estimate the photometrically relevant model parameters of KOI-13b. Furthermore, Bayesian model testing confirms that the orbit of KOI-13b has a detectable eccentricity.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-05-23

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

  4. Cost effectiveness analysis of population-based serology screening and 13C-Urea breath test for Helicobacter pylori to prevent gastric cancer: A markov model

    Institute of Scientific and Technical Information of China (English)

    Feng Xie; Nan Luo; Hin-Peng Lee

    2008-01-01

    AIM: To compare the costs and effectiveness of no screening and no eradication therapy, the populationbased Hdlicobacter pylori (H pylori) serology screening with eradication therapy and 13C-Urea breath test (UBT)with eradication therapy.METHODS: A tarkov model simulation was carried out in all 237900 Chinese males with age between 35 and 44 from the perspective of the public healthcare provider in Singapore. The main outcome measures were the costs, number of gastric cancer cases prevented, life years saved, and quality-adjusted life years (QALYs)gained from screening age to death. The uncertainty surrounding the cost-effectiveness ratio was addressed by one-way sensitivity analyses.RESULTS: Compared to no screening, the incremental cost-effectiveness ratio (ICER) was $16166 per life year saved or $13571 per QALY gained for the serology screening, and $38792 per life year saved and $32525 per QALY gained for the UBT. The ICER was $477079 per life year saved or $390337 per QALY gained for the UBT compared to the serology screening. The costeffectiveness of serology screening over the UBT was robust to most parameters in the model.CONCLUSION: The population-based serology screening for H pylori was more cost-effective than the UBT in prevention of gastric cancer in Singapore Chinese males.

  5. Bayesian network modeling method based on case reasoning for emergency decision-making

    Directory of Open Access Journals (Sweden)

    XU Lei

    2013-06-01

    Full Text Available Bayesian network has the abilities of probability expression, uncertainty management and multi-information fusion.It can support emergency decision-making, which can improve the efficiency of decision-making.Emergency decision-making is highly time sensitive, which requires shortening the Bayesian Network modeling time as far as possible.Traditional Bayesian network modeling methods are clearly unable to meet that requirement.Thus, a Bayesian network modeling method based on case reasoning for emergency decision-making is proposed.The method can obtain optional cases through case matching by the functions of similarity degree and deviation degree.Then,new Bayesian network can be built through case adjustment by case merging and pruning.An example is presented to illustrate and test the proposed method.The result shows that the method does not have a huge search space or need sample data.The only requirement is the collection of expert knowledge and historical case models.Compared with traditional methods, the proposed method can reuse historical case models, which can reduce the modeling time and improve the efficiency.

  6. Water safety plans for small systems: a model for applying HACCP concepts for cost-effective monitoring in developing countries.

    Science.gov (United States)

    Howard, G

    2003-01-01

    The development of water safety plans (WSPs) for small systems should be based on a thorough understanding of the relationships between risk factors and contamination events. This can be achieved through the use of well-designed assessments of water quality that provide better evidence to support the identification of control measures, performance limits, monitoring parameters and verification procedures. Training of community operators is critical to the success of the WSP and the understanding gained from the assessments provides a sound basis for addressing these needs. The WSP approach provides for more effective control of water quality and the use of targeted assessments is cost-effective in improving the design of WSPs. PMID:12639032

  7. A Bayesian Surrogate Model for Rapid Time Series Analysis and Application to Exoplanet Observations

    CERN Document Server

    Ford, Eric B; Veras, Dimitri

    2011-01-01

    We present a Bayesian surrogate model for the analysis of periodic or quasi-periodic time series data. We describe a computationally efficient implementation that enables Bayesian model comparison. We apply this model to simulated and real exoplanet observations. We discuss the results and demonstrate some of the challenges for applying our surrogate model to realistic exoplanet data sets. In particular, we find that analyses of real world data should pay careful attention to the effects of uneven spacing of observations and the choice of prior for the "jitter" parameter.

  8. Cost-effectiveness of dronedarone and standard of care compared with standard of care alone: US results of an ATHENA lifetime model

    Directory of Open Access Journals (Sweden)

    Reynolds MR

    2013-01-01

    Full Text Available Matthew R Reynolds,1 Jonas Nilsson,2 Örjan Åkerborg,2 Mehul Jhaveri,3 Peter Lindgren2,41Beth Israel Deaconess Medical Center, VA Boston Healthcare System, Boston, MA, USA; 2OptumInsight, Stockholm, Sweden; 3sanofi-aventis Inc, Bridgewater, NJ, USA; 4Institute of Environmental Medicine, Karolinska Institute, Stockholm, SwedenBackground: The first antiarrhythmic drug to demonstrate a reduced rate of cardiovascular hospitalization in atrial fibrillation/flutter (AF/AFL patients was dronedarone in a placebo-controlled, double-blind, parallel arm Trial to assess the efficacy of dronedarone 400 mg bid for the prevention of cardiovascular Hospitalization or death from any cause in patiENts with Atrial fibrillation/atrial flutter (ATHENA trial. The potential cost-effectiveness of dronedarone in this patient population has not been reported in a US context. This study assesses the cost-effectiveness of dronedarone from a US health care payers’ perspective.Methods and results: ATHENA patient data were applied to a patient-level health state transition model. Probabilities of health state transitions were derived from ATHENA and published data. Associated costs used in the model (2010 values were obtained from published sources when trial data were not available. The base-case model assumed that patients were treated with dronedarone for the duration of ATHENA (mean 21 months and were followed over a lifetime. Cost-effectiveness, from the payers' perspective, was determined using a Monte Carlo microsimulation (1 million fictitious patients. Dronedarone plus standard care provided 0.13 life years gained (LYG, and 0.11 quality-adjusted life years (QALYs, over standard care alone; cost/QALY was $19,520 and cost/LYG was $16,930. Compared to lower risk patients, patients at higher risk of stroke (Congestive heart failure, history of Hypertension, Age ≥ 75 years, Diabetes mellitus, and past history of Stroke or transient ischemic attack (CHADS2 scores 3

  9. Model selection on solid ground: Rigorous comparison of nine ways to evaluate Bayesian model evidence

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    Moritz eBoos

    2016-05-01

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

  11. Bayesian modelling of the emission spectrum of the JET Li-BES system

    CERN Document Server

    Kwak, Sehyun; Brix, M; Ghim, Y -c; Contributors, JET

    2015-01-01

    A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy (Li-BES) system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The p...

  12. Long-term Cost-Effectiveness of Diagnostic Tests for Assessing Stable Chest Pain: Modeled Analysis of Anatomical and Functional Strategies.

    Science.gov (United States)

    Bertoldi, Eduardo G; Stella, Steffan F; Rohde, Luis E; Polanczyk, Carisi A

    2016-05-01

    Several tests exist for diagnosing coronary artery disease, with varying accuracy and cost. We sought to provide cost-effectiveness information to aid physicians and decision-makers in selecting the most appropriate testing strategy. We used the state-transitions (Markov) model from the Brazilian public health system perspective with a lifetime horizon. Diagnostic strategies were based on exercise electrocardiography (Ex-ECG), stress echocardiography (ECHO), single-photon emission computed tomography (SPECT), computed tomography coronary angiography (CTA), or stress cardiac magnetic resonance imaging (C-MRI) as the initial test. Systematic review provided input data for test accuracy and long-term prognosis. Cost data were derived from the Brazilian public health system. Diagnostic test strategy had a small but measurable impact in quality-adjusted life-years gained. Switching from Ex-ECG to CTA-based strategies improved outcomes at an incremental cost-effectiveness ratio of 3100 international dollars per quality-adjusted life-year. ECHO-based strategies resulted in cost and effectiveness almost identical to CTA, and SPECT-based strategies were dominated because of their much higher cost. Strategies based on stress C-MRI were most effective, but the incremental cost-effectiveness ratio vs CTA was higher than the proposed willingness-to-pay threshold. Invasive strategies were dominant in the high pretest probability setting. Sensitivity analysis showed that results were sensitive to costs of CTA, ECHO, and C-MRI. Coronary CT is cost-effective for the diagnosis of coronary artery disease and should be included in the Brazilian public health system. Stress ECHO has a similar performance and is an acceptable alternative for most patients, but invasive strategies should be reserved for patients at high risk. PMID:27080921

  13. Regionalization of Parameters of the Continuous Rainfall-Runoff model Based on Bayesian Generalized Linear Model

    Science.gov (United States)

    Kim, Tae-Jeong; Kim, Ki-Young; Shin, Dong-Hoon; Kwon, Hyun-Han

    2015-04-01

    It has been widely acknowledged that the appropriate simulation of natural streamflow at ungauged sites is one of the fundamental challenges to hydrology community. In particular, the key to reliable runoff simulation in ungauged basins is a reliable rainfall-runoff model and a parameter estimation. In general, parameter estimation in rainfall-runoff models is a complex issue due to an insufficient hydrologic data. This study aims to regionalize the parameters of the continuous rainfall-runoff model in conjunction with Bayesian statistical techniques to facilitate uncertainty analysis. First, this study uses the Bayesian Markov Chain Monte Carlo scheme for the Sacramento rainfall-runoff model that has been widely used around the world. The Sacramento model is calibrated against daily runoff observation, and thirteen parameters of the model are optimized as well as posterior distributor distributions for each parameter are derived. Second, we applied Bayesian generalized linear regression model to set of the parameters with basin characteristics (e.g. area and slope), to obtain a functional relationship between pairs of variables. The proposed model was validated in two gauged watersheds in accordance with the efficiency criteria such as the Nash-Sutcliffe efficiency, coefficient of efficiency, index of agreement and coefficient of correlation. The future study will be further focused on uncertainty analysis to fully incorporate propagation of the uncertainty into the regionalization framework. KEYWORDS: Ungauge, Parameter, Sacramento, Generalized linear model, Regionalization Acknowledgement This research was supported by a Grant (13SCIPA01) from Smart Civil Infrastructure Research Program funded by the Ministry of Land, Infrastructure and Transport (MOLIT) of Korea government and the Korea Agency for Infrastructure Technology Advancement (KAIA).

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

    Directory of Open Access Journals (Sweden)

    J. P. Werner

    2015-03-01

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

  15. Semiparametric Bayesian inference on skew-normal joint modeling of multivariate longitudinal and survival data.

    Science.gov (United States)

    Tang, An-Min; Tang, Nian-Sheng

    2015-02-28

    We propose a semiparametric multivariate skew-normal joint model for multivariate longitudinal and multivariate survival data. One main feature of the posited model is that we relax the commonly used normality assumption for random effects and within-subject error by using a centered Dirichlet process prior to specify the random effects distribution and using a multivariate skew-normal distribution to specify the within-subject error distribution and model trajectory functions of longitudinal responses semiparametrically. A Bayesian approach is proposed to simultaneously obtain Bayesian estimates of unknown parameters, random effects and nonparametric functions by combining the Gibbs sampler and the Metropolis-Hastings algorithm. Particularly, a Bayesian local influence approach is developed to assess the effect of minor perturbations to within-subject measurement error and random effects. Several simulation studies and an example are presented to illustrate the proposed methodologies. PMID:25404574

  16. Bayesian model selection applied to artificial neural networks used for water resources modeling

    Science.gov (United States)

    Kingston, Greer B.; Maier, Holger R.; Lambert, Martin F.

    2008-04-01

    Artificial neural networks (ANNs) have proven to be extremely valuable tools in the field of water resources engineering. However, one of the most difficult tasks in developing an ANN is determining the optimum level of complexity required to model a given problem, as there is no formal systematic model selection method. This paper presents a Bayesian model selection (BMS) method for ANNs that provides an objective approach for comparing models of varying complexity in order to select the most appropriate ANN structure. The approach uses Markov Chain Monte Carlo posterior simulations to estimate the evidence in favor of competing models and, in this study, three known methods for doing this are compared in terms of their suitability for being incorporated into the proposed BMS framework for ANNs. However, it is acknowledged that it can be particularly difficult to accurately estimate the evidence of ANN models. Therefore, the proposed BMS approach for ANNs incorporates a further check of the evidence results by inspecting the marginal posterior distributions of the hidden-to-output layer weights, which unambiguously indicate any redundancies in the hidden layer nodes. The fact that this check is available is one of the greatest advantages of the proposed approach over conventional model selection methods, which do not provide such a test and instead rely on the modeler's subjective choice of selection criterion. The advantages of a total Bayesian approach to ANN development, including training and model selection, are demonstrated on two synthetic and one real world water resources case study.

  17. Human papillomavirus vaccine introduction in low-income and middle-income countries: guidance on the use of cost-effectiveness models

    Directory of Open Access Journals (Sweden)

    Praditsitthikorn Naiyana

    2011-05-01

    Full Text Available Abstract Background The World Health Organization (WHO recommends that the cost effectiveness of introducing human papillomavirus (HPV vaccination is considered before such a strategy is implemented. However, developing countries often lack the technical capacity to perform and interpret results of economic appraisals of vaccines. To provide information about the feasibility of using such models in a developing country setting, we evaluated models of HPV vaccination in terms of their capacity, requirements, limitations and comparability. Methods A literature review identified six HPV vaccination models suitable for low-income and middle-income country use and representative of the literature in terms of provenance and model structure. Each model was adapted by its developers using standardised data sets representative of two hypothetical developing countries (a low-income country with no screening and a middle-income country with limited screening. Model predictions before and after vaccination of adolescent girls were compared in terms of HPV prevalence and cervical cancer incidence, as was the incremental cost-effectiveness ratio of vaccination under different scenarios. Results None of the models perfectly reproduced the standardised data set provided to the model developers. However, they agreed that large decreases in type 16/18 HPV prevalence and cervical cancer incidence are likely to occur following vaccination. Apart from the Thai model (in which vaccine and non-vaccine HPV types were combined, vaccine-type HPV prevalence dropped by 75% to 100%, and vaccine-type cervical cancer incidence dropped by 80% to 100% across the models (averaging over age groups. The most influential factors affecting cost effectiveness were the discount rate, duration of vaccine protection, vaccine price and HPV prevalence. Demographic change, access to treatment and data resolution were found to be key issues to consider for models in developing countries

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

    CERN Document Server

    Lee, Sik-Yum

    2012-01-01

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

  19. Featuring Multiple Local Optima to Assist the User in the Interpretation of Induced Bayesian Network Models

    DEFF Research Database (Denmark)

    Dalgaard, Jens; Pena, Jose; Kocka, Tomas

    2004-01-01

    We propose a method to assist the user in the interpretation of the best Bayesian network model indu- ced from data. The method consists in extracting relevant features from the model (e.g. edges, directed paths and Markov blankets) and, then, assessing the con¯dence in them by studying multiple...

  20. Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Cemgil, Ali Taylan;

    2010-01-01

    a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment...

  1. Bayesian prediction of spatial count data using generalized linear mixed models

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge

    2002-01-01

    Spatial weed count data are modeled and predicted using a generalized linear mixed model combined with a Bayesian approach and Markov chain Monte Carlo. Informative priors for a data set with sparse sampling are elicited using a previously collected data set with extensive sampling. Furthermore, ...

  2. Probabilistic Modelling of Fatigue Life of Composite Laminates Using Bayesian Inference

    DEFF Research Database (Denmark)

    Dimitrov, Nikolay Krasimirov; Kiureghian, Armen Der

    2014-01-01

    . Model parameters are estimated by Bayesian inference. The reference data used consists of constant-amplitude fatigue test results for a multi-directional laminate subjected to seven different load ratios. The paper describes the modelling techniques and the parameter estimation procedure, supported by...

  3. An Explanation of the Effectiveness of Latent Semantic Indexing by Means of a Bayesian Regression Model.

    Science.gov (United States)

    Story, Roger E.

    1996-01-01

    Discussion of the use of Latent Semantic Indexing to determine relevancy in information retrieval focuses on statistical regression and Bayesian methods. Topics include keyword searching; a multiple regression model; how the regression model can aid search methods; and limitations of this approach, including complexity, linearity, and…

  4. A Bayesian Multi-Level Factor Analytic Model of Consumer Price Sensitivities across Categories

    Science.gov (United States)

    Duvvuri, Sri Devi; Gruca, Thomas S.

    2010-01-01

    Identifying price sensitive consumers is an important problem in marketing. We develop a Bayesian multi-level factor analytic model of the covariation among household-level price sensitivities across product categories that are substitutes. Based on a multivariate probit model of category incidence, this framework also allows the researcher to…

  5. Markov Model of Wind Power Time Series UsingBayesian Inference of Transition Matrix

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Berthelsen, Kasper Klitgaard; Bak-Jensen, Birgitte;

    2009-01-01

    This paper proposes to use Bayesian inference of transition matrix when developing a discrete Markov model of a wind speed/power time series and 95% credible interval for the model verification. The Dirichlet distribution is used as a conjugate prior for the transition matrix. Three discrete Markov...

  6. Modelling the presence of disease under spatial misalignment using Bayesian latent Gaussian models.

    Science.gov (United States)

    Barber, Xavier; Conesa, David; Lladosa, Silvia; López-Quílez, Antonio

    2016-01-01

    Modelling patterns of the spatial incidence of diseases using local environmental factors has been a growing problem in the last few years. Geostatistical models have become popular lately because they allow estimating and predicting the underlying disease risk and relating it with possible risk factors. Our approach to these models is based on the fact that the presence/absence of a disease can be expressed with a hierarchical Bayesian spatial model that incorporates the information provided by the geographical and environmental characteristics of the region of interest. Nevertheless, our main interest here is to tackle the misalignment problem arising when information about possible covariates are partially (or totally) different than those of the observed locations and those in which we want to predict. As a result, we present two different models depending on the fact that there is uncertainty on the covariates or not. In both cases, Bayesian inference on the parameters and prediction of presence/absence in new locations are made by considering the model as a latent Gaussian model, which allows the use of the integrated nested Laplace approximation. In particular, the spatial effect is implemented with the stochastic partial differential equation approach. The methodology is evaluated on the presence of the Fasciola hepatica in Galicia, a North-West region of Spain. PMID:27087038

  7. Individualized Positron Emission Tomography–Based Isotoxic Accelerated Radiation Therapy Is Cost-Effective Compared With Conventional Radiation Therapy: A Model-Based Evaluation

    Energy Technology Data Exchange (ETDEWEB)

    Bongers, Mathilda L., E-mail: ml.bongers@vumc.nl [Department of Epidemiology and Biostatistics, VU University Medical Center, Amsterdam (Netherlands); Coupé, Veerle M.H. [Department of Epidemiology and Biostatistics, VU University Medical Center, Amsterdam (Netherlands); De Ruysscher, Dirk [Radiation Oncology University Hospitals Leuven/KU Leuven, Leuven (Belgium); Department of Radiation Oncology, GROW Research Institute, Maastricht University Medical Center, Maastricht (Netherlands); Oberije, Cary; Lambin, Philippe [Department of Radiation Oncology, GROW Research Institute, Maastricht University Medical Center, Maastricht (Netherlands); Uyl-de Groot, Cornelia A. [Department of Epidemiology and Biostatistics, VU University Medical Center, Amsterdam (Netherlands); Institute for Medical Technology Assessment, Erasmus University Rotterdam, Rotterdam (Netherlands)

    2015-03-15

    Purpose: To evaluate long-term health effects, costs, and cost-effectiveness of positron emission tomography (PET)-based isotoxic accelerated radiation therapy treatment (PET-ART) compared with conventional fixed-dose CT-based radiation therapy treatment (CRT) in non-small cell lung cancer (NSCLC). Methods and Materials: Our analysis uses a validated decision model, based on data of 200 NSCLC patients with inoperable stage I-IIIB. Clinical outcomes, resource use, costs, and utilities were obtained from the Maastro Clinic and the literature. Primary model outcomes were the difference in life-years (LYs), quality-adjusted life-years (QALYs), costs, and the incremental cost-effectiveness and cost/utility ratio (ICER and ICUR) of PET-ART versus CRT. Model outcomes were obtained from averaging the predictions for 50,000 simulated patients. A probabilistic sensitivity analysis and scenario analyses were carried out. Results: The average incremental costs per patient of PET-ART were €569 (95% confidence interval [CI] €−5327-€6936) for 0.42 incremental LYs (95% CI 0.19-0.61) and 0.33 QALYs gained (95% CI 0.13-0.49). The base-case scenario resulted in an ICER of €1360 per LY gained and an ICUR of €1744 per QALY gained. The probabilistic analysis gave a 36% probability that PET-ART improves health outcomes at reduced costs and a 64% probability that PET-ART is more effective at slightly higher costs. Conclusion: On the basis of the available data, individualized PET-ART for NSCLC seems to be cost-effective compared with CRT.

  8. Individualized Positron Emission Tomography–Based Isotoxic Accelerated Radiation Therapy Is Cost-Effective Compared With Conventional Radiation Therapy: A Model-Based Evaluation

    International Nuclear Information System (INIS)

    Purpose: To evaluate long-term health effects, costs, and cost-effectiveness of positron emission tomography (PET)-based isotoxic accelerated radiation therapy treatment (PET-ART) compared with conventional fixed-dose CT-based radiation therapy treatment (CRT) in non-small cell lung cancer (NSCLC). Methods and Materials: Our analysis uses a validated decision model, based on data of 200 NSCLC patients with inoperable stage I-IIIB. Clinical outcomes, resource use, costs, and utilities were obtained from the Maastro Clinic and the literature. Primary model outcomes were the difference in life-years (LYs), quality-adjusted life-years (QALYs), costs, and the incremental cost-effectiveness and cost/utility ratio (ICER and ICUR) of PET-ART versus CRT. Model outcomes were obtained from averaging the predictions for 50,000 simulated patients. A probabilistic sensitivity analysis and scenario analyses were carried out. Results: The average incremental costs per patient of PET-ART were €569 (95% confidence interval [CI] €−5327-€6936) for 0.42 incremental LYs (95% CI 0.19-0.61) and 0.33 QALYs gained (95% CI 0.13-0.49). The base-case scenario resulted in an ICER of €1360 per LY gained and an ICUR of €1744 per QALY gained. The probabilistic analysis gave a 36% probability that PET-ART improves health outcomes at reduced costs and a 64% probability that PET-ART is more effective at slightly higher costs. Conclusion: On the basis of the available data, individualized PET-ART for NSCLC seems to be cost-effective compared with CRT

  9. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2010-01-01

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

  10. Generating Hourly Rainfall Model using Bayesian Time Series Model (A Case Study at Sentral Station, Bondowoso

    Directory of Open Access Journals (Sweden)

    Entin Hidayah

    2011-02-01

    Full Text Available Disaggregation of hourly rainfall data is very important to fulfil the input of continual rainfall-runoff model, when the availability of automatic rainfall records are limited. Continual rainfall-runoff modeling requires rainfall data in form of series of hourly. Such specification can be obtained by temporal disaggregation in single site. The paper attempts to generate single-site rainfall model based upon time series (AR1 model by adjusting and establishing dummy procedure. Estimated with Bayesian Markov Chain Monte Carlo (MCMC the objective variable is hourly rainfall depth. Performance of model has been evaluated by comparison of history data and model prediction. The result shows that the model has a good performance for dry interval periods. The performance of the model good represented by smaller number of MAE by 0.21 respectively.

  11. Improving Local and Regional Flood Quantile Estimates Using a Hierarchical Bayesian GEV Model

    Science.gov (United States)

    Ribeiro Lima, C. H.; Lall, U.; Devineni, N.; Troy, T.

    2013-12-01

    Flood risk management usually relies on local and regional flood frequency analysis, which tends to suffer from lack of data and parameter uncertainties. Here we estimate local and regional Generalized Extreme Value (GEV) distribution parameters in a hierarchical Bayesian framework, which helps reduce uncertainties by pooling more information in the estimation process and provides a simple topology to propagate model and parameter uncertainties to flood quantile estimates. As prior information for the Bayesian model, it is assumed for each site that the GEV location and scale parameters come from independent log-normal distributions, whose mean parameter follows the well known log-log scaling law with the drainage area. The shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the posterior distributions. The model is tested using annual maximum series from 20 streamflow gauges located in an 83.000 km2 basin in southeastern Brazil. The results show a significant improvement of flood quantile estimates over the traditional GEV model, particularly for sites with few data. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles are narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering the parameter uncertainties. In order to evaluate the applicability of the proposed hierarchical Bayesian model for flood frequency regional analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling

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

    Science.gov (United States)

    Balfer, Jenny; Bajorath, Jürgen

    2014-09-22

    Supervised machine learning models are widely used in chemoinformatics, especially for the prediction of new active compounds or targets of known actives. Bayesian classification methods are among the most popular machine learning approaches for the prediction of activity from chemical structure. Much work has focused on predicting structure-activity relationships (SARs) on the basis of experimental training data. By contrast, only a few efforts have thus far been made to rationalize the performance of Bayesian or other supervised machine learning models and better understand why they might succeed or fail. In this study, we introduce an intuitive approach for the visualization and graphical interpretation of naïve Bayesian classification models. Parameters derived during supervised learning are visualized and interactively analyzed to gain insights into model performance and identify features that determine predictions. The methodology is introduced in detail and applied to assess Bayesian modeling efforts and predictions on compound data sets of varying structural complexity. Different classification models and features determining their performance are characterized in detail. A prototypic implementation of the approach is provided. PMID:25137527

  13. Plackett-Luce regression: A new Bayesian model for polychotomous data

    OpenAIRE

    Archambeau, Cedric; Caron, Francois

    2012-01-01

    Multinomial logistic regression is one of the most popular models for modelling the effect of explanatory variables on a subject choice between a set of specified options. This model has found numerous applications in machine learning, psychology or economy. Bayesian inference in this model is non trivial and requires, either to resort to a MetropolisHastings algorithm, or rejection sampling within a Gibbs sampler. In this paper, we propose an alternative model to multinomial logistic regress...

  14. Non-parametric Bayesian graph models reveal community structure in resting state fMRI

    DEFF Research Database (Denmark)

    Andersen, Kasper Winther; Madsen, Kristoffer H.; Siebner, Hartwig Roman;

    2014-01-01

    Modeling of resting state functional magnetic resonance imaging (rs-fMRI) data using network models is of increasing interest. It is often desirable to group nodes into clusters to interpret the communication patterns between nodes. In this study we consider three different nonparametric Bayesian...... models for node clustering in complex networks. In particular, we test their ability to predict unseen data and their ability to reproduce clustering across datasets. The three generative models considered are the Infinite Relational Model (IRM), Bayesian Community Detection (BCD), and the Infinite...... Diagonal Model (IDM). The models define probabilities of generating links within and between clusters and the difference between the models lies in the restrictions they impose upon the between-cluster link probabilities. IRM is the most flexible model with no restrictions on the probabilities of links...

  15. Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

    Science.gov (United States)

    Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

    2015-12-01

    When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

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

    KAUST Repository

    Elsheikh, Ahmed H.

    2014-02-01

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

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

    KAUST Repository

    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.

  18. A Software Risk Analysis Model Using Bayesian Belief Network

    Institute of Scientific and Technical Information of China (English)

    Yong Hu; Juhua Chen; Mei Liu; Yang Yun; Junbiao Tang

    2006-01-01

    The uncertainty during the period of software project development often brings huge risks to contractors and clients. Ifwe can find an effective method to predict the cost and quality of software projects based on facts like the project character and two-side cooperating capability at the beginning of the project, we can reduce the risk.Bayesian Belief Network(BBN) is a good tool for analyzing uncertain consequences, but it is difficult to produce precise network structure and conditional probability table. In this paper, we built up network structure by Delphi method for conditional probability table learning, and learn update probability table and nodes' confidence levels continuously according to the application cases, which made the evaluation network have learning abilities, and evaluate the software development risk of organization more accurately. This paper also introduces EM algorithm, which will enhance the ability to produce hidden nodes caused by variant software projects.

  19. Using Bayesian Model Selection to Characterize Neonatal Eeg Recordings

    Science.gov (United States)

    Mitchell, Timothy J.

    2009-12-01

    The brains of premature infants must undergo significant maturation outside of the womb and are thus particularly susceptible to injury. Electroencephalographic (EEG) recordings are an important diagnostic tool in determining if a newborn's brain is functioning normally or if injury has occurred. However, interpreting the recordings is difficult and requires the skills of a trained electroencephelographer. Because these EEG specialists are rare, an automated interpretation of newborn EEG recordings would increase access to an important diagnostic tool for physicians. To automate this procedure, we employ Bayesian probability theory to compute the posterior probability for the EEG features of interest and use the results in a program designed to mimic EEG specialists. Specifically, we will be identifying waveforms of varying frequency and amplitude, as well as periods of flat recordings where brain activity is minimal.

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

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

    Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes. PMID:27343475

  1. Climate information based streamflow and rainfall forecasts for Huai River basin using hierarchical Bayesian modeling

    OpenAIRE

    Chen, X.; Hao, Z; N. Devineni; U. Lall

    2014-01-01

    A Hierarchal Bayesian model is presented for one season-ahead forecasts of summer rainfall and streamflow using exogenous climate variables for east central China. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multi-level structure with regression coefficients modeled from a common multi-variate normal distribution resul...

  2. Climate information based streamflow and rainfall forecasts for Huai River Basin using Hierarchical Bayesian Modeling

    OpenAIRE

    Chen, X.; Hao, Z; N. Devineni; U. Lall

    2013-01-01

    A Hierarchal Bayesian model for forecasting regional summer rainfall and streamflow season-ahead using exogenous climate variables for East Central China is presented. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multilevel structure with regression coefficients modeled from a common multivariate normal distribution results in partial-po...

  3. Bayesian inference of models and hyper-parameters for robust optic-flow estimation

    OpenAIRE

    Héas, Patrick; Herzet, Cédric; Memin, Etienne

    2012-01-01

    International audience Selecting optimal models and hyper-parameters is crucial for accurate optic-flow estimation. This paper provides a solution to the problem in a generic Bayesian framework. The method is based on a conditional model linking the image intensity function, the unknown velocity field, hyper-parameters and the prior and likelihood motion models. Inference is performed on each of the three-level of this so-defined hierarchical model by maximization of marginalized \\textit{a...

  4. Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data

    OpenAIRE

    Basturk, Nalan; Ceyhan, Pinar; Dijk, Herman

    2014-01-01

    markdownabstract__Abstract__ Time varying patterns in US growth are analyzed using various univariate model structures, starting from a naive model structure where all features change every period to a model where the slow variation in the conditional mean and changes in the conditional variance are specified together with their interaction, including survey data on expected growth in order to strengthen the information in the model. Use is made of a simulation based Bayesian inferential meth...

  5. Modeling and Analysis of Call Center Arrival Data: A Bayesian Approach

    OpenAIRE

    Refik Soyer; M. Murat Tarimcilar

    2008-01-01

    In this paper, we present a modulated Poisson process model to describe and analyze arrival data to a call center. The attractive feature of this model is that it takes into account both covariate and time effects on the call volume intensity, and in so doing, enables us to assess the effectiveness of different advertising strategies along with predicting the arrival patterns. A Bayesian analysis of the model is developed and an extension of the model is presented to describe potential hetero...

  6. A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods

    Science.gov (United States)

    Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich

    2013-01-01

    The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…

  7. Non-parametric Bayesian models of response function in dynamic image sequences

    Czech Academy of Sciences Publication Activity Database

    Tichý, Ondřej; Šmídl, Václav

    -, - (2016). ISSN 1077-3142 R&D Projects: GA ČR GA13-29225S Institutional support: RVO:67985556 Keywords : Response function * Blind source separation * Dynamic medical imaging * Probabilistic models * Bayesian methods Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.540, year: 2014 http://library.utia.cas.cz/separaty/2016/AS/tichy-0456983.pdf

  8. Food Reconstruction Using Isotopic Transferred Signals (FRUITS): A Bayesian Model for Diet Reconstruction

    Czech Academy of Sciences Publication Activity Database

    Fernandes, R.; Millard, A.R.; Brabec, Marek; Nadeau, M.J.; Grootes, P.

    2014-01-01

    Roč. 9, č. 2 (2014), Art. no. e87436. E-ISSN 1932-6203 Institutional support: RVO:67985807 Keywords : ancienit diet reconstruction * stable isotope measurements * mixture model * Bayesian estimation * Dirichlet prior Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 3.234, year: 2014

  9. A Bayesian model for predicting face recognition performance using image quality

    NARCIS (Netherlands)

    Dutta, Abhishek; Veldhuis, Raymond; Spreeuwers, Luuk

    2014-01-01

    Quality of a pair of facial images is a strong indicator of the uncertainty in decision about identity based on that image pair. In this paper, we describe a Bayesian approach to model the relation between image quality (like pose, illumination, noise, sharpness, etc) and corresponding face recognit

  10. Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model

    KAUST Repository

    Mondal, Anirban

    2014-07-03

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

  11. Discriminative variable subsets in Bayesian classification with mixture models, with application in flow cytometry studies.

    Science.gov (United States)

    Lin, Lin; Chan, Cliburn; West, Mike

    2016-01-01

    We discuss the evaluation of subsets of variables for the discriminative evidence they provide in multivariate mixture modeling for classification. The novel development of Bayesian classification analysis presented is partly motivated by problems of design and selection of variables in biomolecular studies, particularly involving widely used assays of large-scale single-cell data generated using flow cytometry technology. For such studies and for mixture modeling generally, we define discriminative analysis that overlays fitted mixture models using a natural measure of concordance between mixture component densities, and define an effective and computationally feasible method for assessing and prioritizing subsets of variables according to their roles in discrimination of one or more mixture components. We relate the new discriminative information measures to Bayesian classification probabilities and error rates, and exemplify their use in Bayesian analysis of Dirichlet process mixture models fitted via Markov chain Monte Carlo methods as well as using a novel Bayesian expectation-maximization algorithm. We present a series of theoretical and simulated data examples to fix concepts and exhibit the utility of the approach, and compare with prior approaches. We demonstrate application in the context of automatic classification and discriminative variable selection in high-throughput systems biology using large flow cytometry datasets. PMID:26040910

  12. RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language.

    Science.gov (United States)

    Höhna, Sebastian; Landis, Michael J; Heath, Tracy A; Boussau, Bastien; Lartillot, Nicolas; Moore, Brian R; Huelsenbeck, John P; Ronquist, Fredrik

    2016-07-01

    Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.]. PMID:27235697

  13. Using Bayesian statistics for modeling PTSD through Latent Growth Mixture Modeling: implementation and discussion

    Directory of Open Access Journals (Sweden)

    Sarah Depaoli

    2015-03-01

    Full Text Available Background: After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here, the risk to develop posttraumatic stress disorder (PTSD is approximately 10% (Breslau & Davis, 1992. Latent Growth Mixture Modeling can be used to classify individuals into distinct groups exhibiting different patterns of PTSD (Galatzer-Levy, 2015. Currently, empirical evidence points to four distinct trajectories of PTSD patterns in those who have experienced burn trauma. These trajectories are labeled as: resilient, recovery, chronic, and delayed onset trajectories (e.g., Bonanno, 2004; Bonanno, Brewin, Kaniasty, & Greca, 2010; Maercker, Gäbler, O'Neil, Schützwohl, & Müller, 2013; Pietrzak et al., 2013. The delayed onset trajectory affects only a small group of individuals, that is, about 4–5% (O'Donnell, Elliott, Lau, & Creamer, 2007. In addition to its low frequency, the later onset of this trajectory may contribute to the fact that these individuals can be easily overlooked by professionals. In this special symposium on Estimating PTSD trajectories (Van de Schoot, 2015a, we illustrate how to properly identify this small group of individuals through the Bayesian estimation framework using previous knowledge through priors (see, e.g., Depaoli & Boyajian, 2014; Van de Schoot, Broere, Perryck, Zondervan-Zwijnenburg, & Van Loey, 2015. Method: We used latent growth mixture modeling (LGMM (Van de Schoot, 2015b to estimate PTSD trajectories across 4 years that followed a traumatic burn. We demonstrate and compare results from traditional (maximum likelihood and Bayesian estimation using priors (see, Depaoli, 2012, 2013. Further, we discuss where priors come from and how to define them in the estimation process. Results: We demonstrate that only the Bayesian approach results in the desired theory-driven solution of PTSD trajectories. Since the priors are chosen subjectively, we also present a sensitivity analysis of the

  14. Climate information based streamflow and rainfall forecasts for Huai River Basin using Hierarchical Bayesian Modeling

    Directory of Open Access Journals (Sweden)

    X. Chen

    2013-09-01

    Full Text Available A Hierarchal Bayesian model for forecasting regional summer rainfall and streamflow season-ahead using exogenous climate variables for East Central China is presented. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multilevel structure with regression coefficients modeled from a common multivariate normal distribution results in partial-pooling of information across multiple stations and better representation of parameter and posterior distribution uncertainty. Covariance structure of the residuals across stations is explicitly modeled. Model performance is tested under leave-10-out cross-validation. Frequentist and Bayesian performance metrics used include Receiver Operating Characteristic, Reduction of Error, Coefficient of Efficiency, Rank Probability Skill Scores, and coverage by posterior credible intervals. The ability of the model to reliably forecast regional summer rainfall and streamflow season-ahead offers potential for developing adaptive water risk management strategies.

  15. Cost effectiveness comparison of dutasteride and finasteride in patients with benign prostatic hyperplasia - the Markov model based on data from Montenegro

    Directory of Open Access Journals (Sweden)

    Dabanović Vera

    2016-01-01

    Full Text Available Background/Aim. Benign prostatic hyperplasia (BPH is one of the most common disease among males aging 50 years and more. The rise of the prevalence of BPH is related to aging, and since duration of life time period has the tendency of rising the prevalence of BPH will rise as costs of BPH treatment will and its influence on health economic budget. Dutasteride is a new drug similar to finasteride, inhibits enzyme testosterone 5-alpha reductase, diminish symptoms of BPH, reduce risk of the complications and increases quality of life in patients with BPH. But, the use of dutasteride is limited by its high costs. The aim of this study was to compare cost effectiveness of dutasteride and finasteride from the perspective of a purchaser of health care service (Republic Institute for Health Insuranse, Montenegro. Меthods. We constructed a Markov model to compare cost effectivenss of dutasteride and finasteride using data from the available pharmacoeconomic literature and data about socioeconomic sphere actual in Montenegro. A time horizon was estimated to be 20 years, with the duration of 1 year per one cycle. The discount rate was 3%. We performed Monte Carlo simulation for virtual cohort of 1,000 patients with BPH. Results. The total costs for one year treatment of BPH with dutasteride were estimated to be 6,458.00 € which was higher comparing with finasteride which were 6,088.56 €. The gain in quality adjusted life years (QALY were higher with dutasteride (11.97 QALY than with finasteride (11.19 QALY. The results of our study indicate that treating BPH with dutasteride comparing to finasteride is a cost effective option since the value of incremental cost-effectiveness ratio (ICER is 1,245.68 €/QALY which is below estimated threshold (1,350.00 € per one gained year of life. Conclusion. Dutasteride is a cost effective option for treating BPH comparing to finasteride. The results of this study provide new information for health care decision

  16. An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit

    Science.gov (United States)

    Wong, Rowena Syn Yin; Ismail, Noor Azina

    2016-01-01

    Background and Objectives There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. Methods This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. Results The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Conclusion Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of

  17. Cost effective solar Inverter

    Directory of Open Access Journals (Sweden)

    Nagarathna M

    2015-06-01

    Full Text Available Solar energy the most efficient, eco-friendly and abundantly available energy source in the nature. It can be converted into electrical energy in cost effective manner. In recent years, the interest in solar energy has risen due to surging oil prices and environmental concern. In many remote or underdeveloped areas, direct access to an electric grid is impossible and a photovoltaic inverter system would make life much simpler and more convenient. With this in mind, it is aimed to design, build, and test a solar panel inverter. This inverter system could be used as backup power during outages, battery charging, or for typical household applications. The main components of this solar system are solar cell, dc to dc boost converters, and inverter. Sine wave push pull inverter topology is used for inverter. In this topology only two MOSFETs are used and isolation requirement between control circuit and power circuit is also less which helps to decrease the cost of solar inverter.

  18. Equifinality of formal (DREAM) and informal (GLUE) bayesian approaches in hydrologic modeling?

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Robinson, Bruce A [Los Alamos National Laboratory; Ter Braak, Cajo J F [NON LANL; Gupta, Hoshin V [NON LANL

    2008-01-01

    In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented using the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.

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

    Directory of Open Access Journals (Sweden)

    Schmidl Daniel

    2012-08-01

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

  20. A Bayesian network approach to knowledge integration and representation of farm irrigation: 2. Model validation

    Science.gov (United States)

    Robertson, D. E.; Wang, Q. J.; Malano, H.; Etchells, T.

    2009-02-01

    For models to be useful, they need to adequately describe the systems they represent. The probabilistic nature of Bayesian network models has traditionally meant that model validation is difficult. In this paper we present a process to validate Inteca-Farm, a Bayesian network model of farm irrigation that we described in the first paper of this series. We assessed three aspects of the quality of model predictions, namely, bias, accuracy, and skill, for the two variables for which validation data are available directly or indirectly. We also examined model predictions for any systematic errors. The validation results show that the bias and accuracy of the two validated variables are within acceptable tolerances and that systematic errors are minimal. This suggests that Inteca-Farm is a plausible representation of farm irrigation system in the Shepparton Irrigation Region of northern Victoria, Australia.

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

    Science.gov (United States)

    Manga, Edna; Awang, Norhashidah

    2016-06-01

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

  2. Bayesian chronological modeling of SunWatch, a fort ancient village in Dayton, Ohio

    OpenAIRE

    Krus, A.M.; Cook, R.; Hamilton, W.D.

    2015-01-01

    Radiocarbon results from houses, pits, and burials at the SunWatch site, Dayton, Ohio, are presented within an interpretative Bayesian statistical framework. The primary model incorporates dates from archaeological features in an unordered phase and uses charcoal outlier modeling (Bronk Ramsey 2009b) to account for issues of wood charcoal 14C dates predating their context. The results of the primary model estimate occupation lasted for 1–245 yr (95% probability), starting in cal AD 1175–1385 ...

  3. A new model test in high energy physics in frequentist and Bayesian statistical formalisms

    OpenAIRE

    Kamenshchikov, Andrey

    2016-01-01

    A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely frequentist and Bayesian, which are widely spread in contemporary HEP searches. A characteristic experimental situation is modeled from general considerations and both the approaches are utilized in order to test a new model. The results are juxtaposed, what de...

  4. Bayesball: A Bayesian hierarchical model for evaluating fielding in major league baseball

    OpenAIRE

    Jensen, Shane T.; Shirley, Kenneth E.; Wyner, Abraham J.

    2008-01-01

    The use of statistical modeling in baseball has received substantial attention recently in both the media and academic community. We focus on a relatively under-explored topic: the use of statistical models for the analysis of fielding based on high-resolution data consisting of on-field location of batted balls. We combine spatial modeling with a hierarchical Bayesian structure in order to evaluate the performance of individual fielders while sharing information between fielders at each posi...

  5. Lessons Learned from a Past Series of Bayesian Model Averaging studies for Soil/Plant Models

    Science.gov (United States)

    Nowak, Wolfgang; Wöhling, Thomas; Schöniger, Anneli

    2015-04-01

    In this study we evaluate the lessons learned about modelling soil/plant systems from analyzing evapotranspiration data, soil moisture and leaf area index. The data were analyzed with advanced tools from the area of Bayesian Model Averaging, model ranking and Bayesian Model Selection. We have generated a large variety of model conceptualizations by sampling random parameter sets from the vegetation components of the CERES, SUCROS, GECROS, and SPASS models and a common model for soil water movement via Monte-Carlo simulations. We used data from a one vegetation period of winter wheat at a field site in Nellingen, Germany. The data set includes soil moisture, actual evapotranspiration (ETa) from an eddy covariance tower, and leaf-area index (LAI). The focus of data analysis was on how one can do model ranking and model selection. Further analysis steps included the predictive reliability of different soil/plant models calibrated on different subsets of the available data. Our main conclusion is that model selection between different competing soil-plant models remains a large challenge, because 1. different data types and their combinations favor different models, because competing models are more or less good in simulating the coupling processes between the various compartments and their states, 2. singular events (such as the evolution of LAI during plant senescence) can dominate an entire time series, and long time series can be represented well by the few data values where the models disagree most, 3. the different data types differ in their discriminating power for model selection, 4. the level of noise present in ETa and LAI data, and the level of systematic model bias through simplifications of the complex system (e.g., assuming a few internally homogeneous soil layers) substantially reduce the confidence in model ranking and model selection, 5. none of the models withstands a hypothesis test against the available data, 6. even the assumed level of measurement

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

    Directory of Open Access Journals (Sweden)

    Deborah Burr

    2012-07-01

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

  7. Distributional Cost-Effectiveness Analysis

    Science.gov (United States)

    Asaria, Miqdad; Griffin, Susan; Cookson, Richard

    2015-01-01

    Distributional cost-effectiveness analysis (DCEA) is a framework for incorporating health inequality concerns into the economic evaluation of health sector interventions. In this tutorial, we describe the technical details of how to conduct DCEA, using an illustrative example comparing alternative ways of implementing the National Health Service (NHS) Bowel Cancer Screening Programme (BCSP). The 2 key stages in DCEA are 1) modeling social distributions of health associated with different interventions, and 2) evaluating social distributions of health with respect to the dual objectives of improving total population health and reducing unfair health inequality. As well as describing the technical methods used, we also identify the data requirements and the social value judgments that have to be made. Finally, we demonstrate the use of sensitivity analyses to explore the impacts of alternative modeling assumptions and social value judgments. PMID:25908564

  8. The Cost-Effectiveness of Syphilis Screening Among Men Who Have Sex With Men: An Exploratory Modeling Analysis.

    Science.gov (United States)

    Chesson, Harrell W; Kidd, Sarah; Bernstein, Kyle T; Fanfair, Robyn Neblett; Gift, Thomas L

    2016-07-01

    We adapted a published model to estimate the costs and benefits of screening men who have sex with men for syphilis, including the benefits of preventing syphilis-attributable human immunodeficiency virus. The cost per quality-adjusted life year gained by screening was model, respectively. PMID:27322043

  9. Maximum likelihood Bayesian model averaging and its predictive analysis for groundwater reactive transport models

    Science.gov (United States)

    Lu, Dan; Ye, Ming; Curtis, Gary P.

    2015-10-01

    While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the

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

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

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

    2015-12-01

    The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way. PMID:26497359

  12. A programme of studies including assessment of diagnostic accuracy of school hearing screening tests and a cost-effectiveness model of school entry hearing screening programmes.

    Science.gov (United States)

    Fortnum, Heather; Ukoumunne, Obioha C; Hyde, Chris; Taylor, Rod S; Ozolins, Mara; Errington, Sam; Zhelev, Zhivko; Pritchard, Clive; Benton, Claire; Moody, Joanne; Cocking, Laura; Watson, Julian; Roberts, Sarah

    2016-01-01

    BACKGROUND Identification of permanent hearing impairment at the earliest possible age is crucial to maximise the development of speech and language. Universal newborn hearing screening identifies the majority of the 1 in 1000 children born with a hearing impairment, but later onset can occur at any time and there is no optimum time for further screening. A universal but non-standardised school entry screening (SES) programme is in place in many parts of the UK but its value is questioned. OBJECTIVES To evaluate the diagnostic accuracy of hearing screening tests and the cost-effectiveness of the SES programme in the UK. DESIGN Systematic review, case-control diagnostic accuracy study, comparison of routinely collected data for services with and without a SES programme, parental questionnaires, observation of practical implementation and cost-effectiveness modelling. SETTING Second- and third-tier audiology services; community. PARTICIPANTS Children aged 4-6 years and their parents. MAIN OUTCOME MEASURES Diagnostic accuracy of two hearing screening devices, referral rate and source, yield, age at referral and cost per quality-adjusted life-year. RESULTS The review of diagnostic accuracy studies concluded that research to date demonstrates marked variability in the design, methodological quality and results. The pure-tone screen (PTS) (Amplivox, Eynsham, UK) and HearCheck (HC) screener (Siemens, Frimley, UK) devices had high sensitivity (PTS ≥ 89%, HC ≥ 83%) and specificity (PTS ≥ 78%, HC ≥ 83%) for identifying hearing impairment. The rate of referral for hearing problems was 36% lower with SES (Nottingham) relative to no SES (Cambridge) [rate ratio 0.64, 95% confidence interval (CI) 0.59 to 0.69; p < 0.001]. The yield of confirmed cases did not differ between areas with and without SES (rate ratio 0.82, 95% CI 0.63 to 1.06; p = 0.12). The mean age of referral did not differ between areas with and without SES for all referrals but children

  13. The use of probabilistic graphical models (PGMs) to develop a cost-effective vaccination strategy against Campylobacter in poultry

    DEFF Research Database (Denmark)

    Garcia Clavero, Ana Belén; Madsen, A.; Vigre, Håkan

    about vaccination needs to be made usually before Campylobacter is introduced in the flock. In fact, there is uncertainty regarding the introduction of Campylobacter into the flock that needs to be taken into account in the decision making process. Probabilistic Graphical Models (PGMs) integrate...... knowledge from diverse sources and can be used as decision support systems under conditions of uncertainty. The relationships between different entities in the model can be designed and conditional probability distributions are used to define the strength of these relationships. Important microbiological...

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

    Science.gov (United States)

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

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

  15. Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

    Science.gov (United States)

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

    A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

  16. Bayesian inference for a wavefront model of the Neolithisation of Europe

    CERN Document Server

    Baggaley, Andrew W; Shukurov, Anvar; Boys, Richard J; Golightly, Andrew

    2012-01-01

    We consider a wavefront model for the spread of Neolithic culture across Europe, and use Bayesian inference techniques to provide estimates for the parameters within this model, as constrained by radiocarbon data from Southern and Western Europe. Our wavefront model allows for both an isotropic background spread (incorporating the effects of local geography), and a localized anisotropic spread associated with major waterways. We introduce an innovative numerical scheme to track the wavefront, allowing us to simulate the times of the first arrival at any site orders of magnitude more efficiently than traditional PDE approaches. We adopt a Bayesian approach to inference and use Gaussian process emulators to facilitate further increases in efficiency in the inference scheme, thereby making Markov chain Monte Carlo methods practical. We allow for uncertainty in the fit of our model, and also infer a parameter specifying the magnitude of this uncertainty. We obtain a magnitude for the background spread of order 1 ...

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

    Directory of Open Access Journals (Sweden)

    Pengpeng Jiao

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Xiongqing Zhang

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

  19. Incorporation of genetic model parameters for cost-effective designs of genetic association studies using DNA pooling

    Directory of Open Access Journals (Sweden)

    Mendell Nancy R

    2007-07-01

    Full Text Available Abstract Background Studies of association methods using DNA pooling of single nucleotide polymorphisms (SNPs have focused primarily on the effects of "machine-error", number of replicates, and the size of the pool. We use the non-centrality parameter (NCP for the analysis of variance test to compute the approximate power for genetic association tests with DNA pooling data on cases and controls. We incorporate genetic model parameters into the computation of the NCP. Parameters involved in the power calculation are disease allele frequency, frequency of the marker SNP allele in coupling with the disease locus, disease prevalence, genotype relative risk, sample size, genetic model, number of pools, number of replicates of each pool, and the proportion of variance of the pooled frequency estimate due to machine variability. We compute power for different settings of number of replicates and total number of genotypings when the genetic model parameters are fixed. Several significance levels are considered, including stringent significance levels (due to the increasing popularity of 100 K and 500 K SNP "chip" data. We use a factorial design with two to four settings of each parameter and multiple regression analysis to assess which parameters most significantly affect power. Results The power can increase substantially as the genotyping number increases. For a fixed number of genotypings, the power is a function of the number of replicates of each pool such that there is a setting with maximum power. The four most significant parameters affecting power for association are: (1 genotype relative risk, (2 genetic model, (3 sample size, and (4 the interaction term between disease and SNP marker allele probabilities. Conclusion For a fixed number of genotypings, there is an optimal number of replicates of each pool that increases as the number of genotypings increases. Power is not substantially reduced when the number of replicates is close to but not

  20. Cost-effectiveness of the mental health and development model for schizophrenia-spectrum and bipolar disorders in rural Kenya

    OpenAIRE

    Menil, Victoria; Knapp, Martin; McDaid, David; Raja, Shoba; Kingori, Joyce; Waruguru, Milka; Kippen Wood, Sarah; Mannarath, Saju; Lund, Crick

    2015-01-01

    Background. The treatment gap for serious mental disorders across low-income countries is estimated to be 89%. The model for Mental Health and Development (MHD) offers community-based care for people with mental disorders in eleven low- and middle-income countries. Methods. In Kenya, using a pre-post design, 117 consecutively enrolled participants with schizophrenia-spectrum and bipolar disorders were followed-up at 10 and 20 months. Comparison outcomes were drawn from the literature. Co...

  1. Bayesian model for strategic level risk assessment in continuing airthworthiness of air transport

    OpenAIRE

    Jayakody-Arachchige, Dhanapala

    2010-01-01

    Continuing airworthiness (CAW) of aircraft is an essential pre-requisite for the safe operation of air transport. Human errors that occur in CAW organizations and processes could undermine the airworthiness and constitute a risk to flight safety. This thesis reports on a generic Bayesian model that has been designed to assess and quantify this risk. The model removes the vagueness inherent in the subjective methods of assessment of risk and its qualitative expression. Instead, relying on a...

  2. A Bayesian Based Functional Mixed-Effects Model for Analysis of LC-MS Data

    OpenAIRE

    Befekadu, Getachew K.; Tadesse, Mahlet G.; Ressom, Habtom W

    2009-01-01

    A Bayesian multilevel functional mixed-effects model with group specific random-effects is presented for analysis of liquid chromatography-mass spectrometry (LC-MS) data. The proposed framework allows alignment of LC-MS spectra with respect to both retention time (RT) and mass-to-charge ratio (m/z). Affine transformations are incorporated within the model to account for any variability along the RT and m/z dimensions. Simultaneous posterior inference of all unknown parameters is accomplished ...

  3. A Bayesian model for predicting face recognition performance using image quality

    OpenAIRE

    Dutta, Abhishek; Veldhuis, Raymond; Spreeuwers, Luuk

    2014-01-01

    Quality of a pair of facial images is a strong indicator of the uncertainty in decision about identity based on that image pair. In this paper, we describe a Bayesian approach to model the relation between image quality (like pose, illumination, noise, sharpness, etc) and corresponding face recognition performance. Experiment results based on the MultiPIE data set show that our model can accurately aggregate verification samples into groups for which the verification performance varies fairly...

  4. Determinants of Low Birth Weight in Malawi: Bayesian Geo-Additive Modelling

    OpenAIRE

    Ngwira, Alfred; Stanley, Christopher C.

    2015-01-01

    Studies on factors of low birth weight in Malawi have neglected the flexible approach of using smooth functions for some covariates in models. Such flexible approach reveals detailed relationship of covariates with the response. The study aimed at investigating risk factors of low birth weight in Malawi by assuming a flexible approach for continuous covariates and geographical random effect. A Bayesian geo-additive model for birth weight in kilograms and size of the child at birth (less than ...

  5. Flexible Bayesian Survival Modeling with Semiparametric Time-Dependent and Shape-Restricted Covariate Effects

    OpenAIRE

    Murray, Thomas A.; Hobbs, Brian P.; Sargent, Daniel J; Carlin, Bradley P.

    2016-01-01

    Presently, there are few options with available software to perform a fully Bayesian analysis of time-to-event data wherein the hazard is estimated semi- or non-parametrically. One option is the piecewise exponential model, which requires an often unrealistic assumption that the hazard is piecewise constant over time. The primary aim of this paper is to construct a tractable semiparametric alternative to the piecewise exponential model that assumes the hazard is continuous, and to provide mod...

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

    Science.gov (United States)

    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.

  7. deBInfer: Bayesian inference for dynamical models of biological systems in R

    OpenAIRE

    Boersch-Supan, Philipp H.; Johnson, Leah R

    2016-01-01

    1. Differential equations (DEs) are commonly used to model the temporal evolution of biological systems, but statistical methods for comparing DE models to data and for parameter inference are relatively poorly developed. This is especially problematic in the context of biological systems where observations are often noisy and only a small number of time points may be available. 2. Bayesian approaches offer a coherent framework for parameter inference that can account for multiple sources of ...

  8. A Note on Bayesian Estimation for the Negative-Binomial Model

    OpenAIRE

    L. Lio, Y.

    2009-01-01

    2000 Mathematics Subject Classification: 62F15. The Negative Binomial model, which is generated by a simple mixture model, has been widely applied in the social, health and economic market prediction. The most commonly used methods were the maximum likelihood estimate (MLE) and the moment method estimate (MME). Bradlow et al. (2002) proposed a Bayesian inference with beta-prime and Pearson Type VI as priors for the negative binomial distribution. It is due to the complicated posterior dens...

  9. A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy

    OpenAIRE

    Hüseyin Taştan; Bekir Aşık

    2014-01-01

    We estimate a canonical small open economy real business-cycle model and its several extensions using a Bayesian approach to explore the effects of different structural shocks on macroeconomic fluctuations in Turkey. Alternative models include several theoretical exogenous shocks, such as those to temporary and permanent productivity, world interest rates, preferences, and domestic spending, as driving forces together with financial frictions. Results indicate that output is mostly driven by ...

  10. A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

    CERN Document Server

    Brochu, Eric; de Freitas, Nando

    2010-01-01

    We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences.

  11. cudaBayesreg: Parallel Implementation of a Bayesian Multilevel Model for fMRI Data Analysis

    Directory of Open Access Journals (Sweden)

    Adelino R. Ferreira da Silva

    2011-10-01

    Full Text Available Graphic processing units (GPUs are rapidly gaining maturity as powerful general parallel computing devices. A key feature in the development of modern GPUs has been the advancement of the programming model and programming tools. Compute Unified Device Architecture (CUDA is a software platform for massively parallel high-performance computing on Nvidia many-core GPUs. In functional magnetic resonance imaging (fMRI, the volume of the data to be processed, and the type of statistical analysis to perform call for high-performance computing strategies. In this work, we present the main features of the R-CUDA package cudaBayesreg which implements in CUDA the core of a Bayesian multilevel model for the analysis of brain fMRI data. The statistical model implements a Gibbs sampler for multilevel/hierarchical linear models with a normal prior. The main contribution for the increased performance comes from the use of separate threads for fitting the linear regression model at each voxel in parallel. The R-CUDA implementation of the Bayesian model proposed here has been able to reduce significantly the run-time processing of Markov chain Monte Carlo (MCMC simulations used in Bayesian fMRI data analyses. Presently, cudaBayesreg is only configured for Linux systems with Nvidia CUDA support.

  12. Cost-effective description of strong correlation: efficient implementations of the perfect quadruples and perfect hextuples models

    CERN Document Server

    Lehtola, Susi; Head-Gordon, Martin

    2016-01-01

    Novel implementations based on dense tensor storage are presented for the singlet-reference perfect quadruples (PQ) [Parkhill, Lawler, and Head-Gordon, J. Chem. Phys. 130, 084101 (2009)] and perfect hextuples (PH) [Parkhill and Head-Gordon, J. Chem. Phys. 133, 024103 (2010)] models. The methods are obtained as block decompositions of conventional coupled-cluster theory that are exact for four electrons in four orbitals (PQ) and six electrons in six orbitals (PH), but that can also be applied to much larger systems. PQ and PH have storage requirements that scale as the square, and as the cube of the number of active electrons, respectively, and exhibit quartic scaling of the computational effort for large systems. Applications of the new implementations are presented for full-valence calculations on linear polyenes (C n H n+2 ), which highlight the excellent computational scaling of the present implementations that can routinely handle active spaces of hundreds of electrons. The accuracy of the models is studi...

  13. A sequential point process model and Bayesian inference for spatial point patterns with linear structures

    DEFF Research Database (Denmark)

    Møller, Jesper; Rasmussen, Jakob Gulddahl

    We introduce a flexible spatial point process model for spatial point patterns exhibiting linear structures, without incorporating a latent line process. The model is given by an underlying sequential point process model, i.e. each new point is generated given the previous points. Under this model...... previous points is such that the dependent cluster point is likely to occur closely to a previous cluster point. We demonstrate the flexibility of the model for producing point patterns with linear structures, and propose to use the model as the likelihood in a Bayesian setting when analyzing a spatial...

  14. Bayesian rules and stochastic models for high accuracy prediction of solar radiation

    International Nuclear Information System (INIS)

    Highlights: • Global radiation prediction and PV energy integration. • Artificial intelligence and stochastic modeling in order to use the time series formalism. • Using Bayesian rules to select models. • MLP and ARMA forecasters are equivalent (nRMSE close to 40.5% for the both). • The hybridization of the three predictors (ARMA, MLP and persistence) induces very good results (nRMSE = 36.6%). - Abstract: It is essential to find solar predictive methods to massively insert renewable energies on the electrical distribution grid. The goal of this study is to find the best methodology allowing predicting with high accuracy the hourly global radiation. The knowledge of this quantity is essential for the grid manager or the private PV producer in order to anticipate fluctuations related to clouds occurrences and to stabilize the injected PV power. In this paper, we test both methodologies: single and hybrid predictors. In the first class, we include the multi-layer perceptron (MLP), auto-regressive and moving average (ARMA), and persistence models. In the second class, we mix these predictors with Bayesian rules to obtain ad hoc models selections, and Bayesian averages of outputs related to single models. If MLP and ARMA are equivalent (nRMSE close to 40.5% for the both), this hybridization allows a nRMSE gain upper than 14% points compared to the persistence estimation (nRMSE = 37% versus 51%)

  15. Design of a cost-effective, hemodynamically adjustable model for resuscitative endovascular balloon occlusion of the aorta (REBOA) simulation.

    Science.gov (United States)

    Keller, Benjamin A; Salcedo, Edgardo S; Williams, Timothy K; Neff, Lucas P; Carden, Anthony J; Li, Yiran; Gotlib, Oren; Tran, Nam K; Galante, Joseph M

    2016-09-01

    Resuscitative endovascular balloon occlusion of the aorta (REBOA) is an adjunct technique for salvaging patients with noncompressible torso hemorrhage. Current REBOA training paradigms require large animals, virtual reality simulators, or human cadavers for acquisition of skills. These training strategies are expensive and resource intensive, which may prevent widespread dissemination of REBOA. We have developed a low-cost, near-physiologic, pulsatile REBOA simulator by connecting an anatomic vascular circuit constructed out of latex and polyvinyl chloride tubing to a commercially available pump. This pulsatile simulator is capable of generating cardiac outputs ranging from 1.7 to 6.8 L/min with corresponding arterial blood pressures of 54 to 226/14 to 121 mmHg. The simulator accommodates a 12 French introducer sheath and a CODA balloon catheter. Upon balloon inflation, the arterial waveform distal to the occlusion flattens, distal pulsation within the simulator is lost, and systolic blood pressures proximal to the balloon catheter increase by up to 62 mmHg. Further development and validation of this simulator will allow for refinement, reduction, and replacement of large animal models, costly virtual reality simulators, and perfused cadavers for training purposes. This will ultimately facilitate the low-cost, high-fidelity REBOA simulation needed for the widespread dissemination of this life-saving technique. PMID:27270855

  16. Bayesian model selection framework for identifying growth patterns in filamentous fungi.

    Science.gov (United States)

    Lin, Xiao; Terejanu, Gabriel; Shrestha, Sajan; Banerjee, Sourav; Chanda, Anindya

    2016-06-01

    This paper describes a rigorous methodology for quantification of model errors in fungal growth models. This is essential to choose the model that best describes the data and guide modeling efforts. Mathematical modeling of growth of filamentous fungi is necessary in fungal biology for gaining systems level understanding on hyphal and colony behaviors in different environments. A critical challenge in the development of these mathematical models arises from the indeterminate nature of their colony architecture, which is a result of processing diverse intracellular signals induced in response to a heterogeneous set of physical and nutritional factors. There exists a practical gap in connecting fungal growth models with measurement data. Here, we address this gap by introducing the first unified computational framework based on Bayesian inference that can quantify individual model errors and rank the statistical models based on their descriptive power against data. We show that this Bayesian model comparison is just a natural formalization of Occam׳s razor. The application of this framework is discussed in comparing three models in the context of synthetic data generated from a known true fungal growth model. This framework of model comparison achieves a trade-off between data fitness and model complexity and the quantified model error not only helps in calibrating and comparing the models, but also in making better predictions and guiding model refinements. PMID:27000772

  17. Field Demonstration of Horizontal Infill Drilling Using Cost-effective Integrated Reservoir Modeling--Mississippian Carbonates, Central Kansas

    Energy Technology Data Exchange (ETDEWEB)

    Saibal Bhattacharya

    2005-08-31

    data constraints afflicting mature Mississippian fields. A publicly accessible databank of representative petrophysical properties and relationships was developed to overcome the paucity of such data that is critical to modeling the storage and flow in these reservoirs. Studies in 3 Mississippian fields demonstrated that traditional reservoir models built by integrating log, core, DST, and production data from existing wells on 40-acre spacings are unable to delineate karst-induced compartments, thus making 3D-seismic data critical to characterize these fields. Special attribute analyses on 3D data were shown to delineate reservoir compartments and predict those with pay porosities. Further testing of these techniques is required to validate their applicability in other Mississippian reservoirs. This study shows that detailed reservoir characterization and simulation on geomodels developed by integrating wireline log, core, petrophysical, production and pressure, and 3D-seismic data enables better evaluation of a candidate field for horizontal infill applications. In addition to reservoir compartmentalization, two factors were found to control the economic viability of a horizontal infill well in a mature Mississippian field: (a) adequate reservoir pressure support, and (b) an average well spacing greater than 40-acres.

  18. Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

    Science.gov (United States)

    Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

    2016-02-01

    A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam. PMID:26931843

  19. A Bayesian Hierarchical Model for Reconstructing Sea Levels: From Raw Data to Rates of Change

    CERN Document Server

    Cahill, Niamh; Horton, Benjamin P; Parnell, Andrew C

    2015-01-01

    We present a holistic Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with fully quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical ({\\delta}13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) A Bayesian transfer function for the calibration of foraminifera into tidal elevation, which is flexible enough to formally accommodate additional proxies (in this case bulk-sediment {\\delta}13C values); (2) A chronology developed from an existing Bchron age-depth model, and (3) An existing errors-in-variables integrated Gaussian process (EIV-IGP) model for estimating rates of sea-level change. We illustrate our approach using a case study of Common Era sea-level variability from New Jersey, U.S.A. We develop a new Bayesian transfer function (B-TF), with and without the {\\delta}13C proxy and compare our results to those from a widely...

  20. Bayesian approach to color-difference models based on threshold and constant-stimuli methods.

    Science.gov (United States)

    Brusola, Fernando; Tortajada, Ignacio; Lengua, Ismael; Jordá, Begoña; Peris, Guillermo

    2015-06-15

    An alternative approach based on statistical Bayesian inference is presented to deal with the development of color-difference models and the precision of parameter estimation. The approach was applied to simulated data and real data, the latter published by selected authors involved with the development of color-difference formulae using traditional methods. Our results show very good agreement between the Bayesian and classical approaches. Among other benefits, our proposed methodology allows one to determine the marginal posterior distribution of each random individual parameter of the color-difference model. In this manner, it is possible to analyze the effect of individual parameters on the statistical significance calculation of a color-difference equation. PMID:26193510

  1. From least squares to multilevel modeling: A graphical introduction to Bayesian inference

    Science.gov (United States)

    Loredo, Thomas J.

    2016-01-01

    This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

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

    KAUST Repository

    Prudencio, Ernesto

    2012-01-01

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

  3. A BAYESIAN ABDUCTION MODEL FOR EXTRACTING THE MOST PROBABLE EVIDENCE TO SUPPORT SENSEMAKING

    Directory of Open Access Journals (Sweden)

    Paul Munya

    2015-01-01

    Full Text Available In this paper, we discuss the development of a Bayesian Abduction Model of Sensemaking Support (BAMSS as a tool for information fusion to support prospective sensemaking. Currently, BAMSS can identify the Most Probable Explanation from a Bayesian Belief Network (BBN and extract the prevalent conditional probability values to help the sensemaking analysts to understand the cause-effect of the adversary information. Actual vignettes from databases of modern insurgencies and asymmetry warfare are used to validate the performance of BAMSS. BAMSS computes the posterior probability of the network edges and performs information fusion using a clustering algorithm. In the model, the friendly force commander uses the adversary information to prospectively make sense of the enemy’s intent. Sensitivity analyses were used to confirm the robustness of BAMSS in generating the Most Probable Explanations from a BBN through abductive inference. The simulation results demonstrate the utility of BAMSS as a computational tool to support sense making.

  4. Bayesian networks modeling for thermal error of numerical control machine tools

    Institute of Scientific and Technical Information of China (English)

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

    2008-01-01

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

  5. Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars Peter

    While stochastic volatility models improve on the option pricing error when compared to the Black-Scholes-Merton model, mispricings remain. This paper uses mixed normal heteroskedasticity models to price options. Our model allows for significant negative skewness and time varying higher order...

  6. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Science.gov (United States)

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J

    2015-10-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

  7. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Directory of Open Access Journals (Sweden)

    Dario Cuevas Rivera

    2015-10-01

    Full Text Available The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena.

  8. Finding the right balance between groundwater model complexity and experimental effort via Bayesian model selection

    Science.gov (United States)

    Schöniger, Anneli; Illman, Walter A.; Wöhling, Thomas; Nowak, Wolfgang

    2015-12-01

    Groundwater modelers face the challenge of how to assign representative parameter values to the studied aquifer. Several approaches are available to parameterize spatial heterogeneity in aquifer parameters. They differ in their conceptualization and complexity, ranging from homogeneous models to heterogeneous random fields. While it is common practice to invest more effort into data collection for models with a finer resolution of heterogeneities, there is a lack of advice which amount of data is required to justify a certain level of model complexity. In this study, we propose to use concepts related to Bayesian model selection to identify this balance. We demonstrate our approach on the characterization of a heterogeneous aquifer via hydraulic tomography in a sandbox experiment (Illman et al., 2010). We consider four increasingly complex parameterizations of hydraulic conductivity: (1) Effective homogeneous medium, (2) geology-based zonation, (3) interpolation by pilot points, and (4) geostatistical random fields. First, we investigate the shift in justified complexity with increasing amount of available data by constructing a model confusion matrix. This matrix indicates the maximum level of complexity that can be justified given a specific experimental setup. Second, we determine which parameterization is most adequate given the observed drawdown data. Third, we test how the different parameterizations perform in a validation setup. The results of our test case indicate that aquifer characterization via hydraulic tomography does not necessarily require (or justify) a geostatistical description. Instead, a zonation-based model might be a more robust choice, but only if the zonation is geologically adequate.

  9. Application of Bayesian model averaging in modeling long-term wind speed distributions

    Energy Technology Data Exchange (ETDEWEB)

    Li, Gong; Shi, Jing [Department of Industrial and Manufacturing Engineering, North Dakota State University, Dept 2485, P.O. Box 6050, Fargo, ND 58108 (United States)

    2010-06-15

    Accurate estimation of wind speed distribution is critical to the assessment of wind energy potential, the site selection of wind farms, and the operations management of wind power conversion systems. This paper proposes a new approach for deriving more reliable and robust wind speed distributions than conventional statistical modeling approach. This approach combines Bayesian model averaging (BMA) and Markov Chain Monte Carlo (MCMC) sampling methods. The derived BMA probability density function (PDF) of the wind speed is an average of the model PDFs included in the model space weighted by their posterior probabilities over the sample data. MCMC method provides an effective way for numerically computing marginal likelihoods, which are essential for obtaining the posterior model probabilities. The approach is applied to multiple sites with high wind power potential in North Dakota. The wind speed data at these sites are the mean hourly wind speeds collected over two years. It is demonstrated that indeed none of the conventional statistical models such as Weibull distribution are universally plausible for all the sites. However, the BMA approach can provide comparative reliability and robustness in describing the long-term wind speed distributions for all sites, while making the traditional model comparison based on goodness-of-fit statistics unnecessary. (author)

  10. Decision-analytic modeling to evaluate the long-term effectiveness and cost-effectiveness of HPV-DNA testing in primary cervical cancer screening in Germany

    Directory of Open Access Journals (Sweden)

    Krämer, Alexander

    2010-01-01

    Full Text Available Background: Persistent infections with high-risk types of human papillomavirus (HPV are associated with the development of cervical neoplasia. Compared to cytology HPV testing is more sensitive in detecting high-grade cervical cancer precursors, but with lower specificity. HPV based primary screening for cervical cancer is currently discussed in Germany. Decisions should be based on a systematic evaluation of the long-term effectiveness and cost-effectiveness of HPV based primary screening. Research questions: What is the long-term clinical effectiveness (reduction in lifetime risk of cervical cancer and death due to cervical cancer, life years gained of HPV testing and what is the cost-effectiveness in Euro per life year gained (LYG of including HPV testing in primary cervical cancer screening in the German health care context? How can the screening program be improved with respect to test combination, age at start and end of screening and screening interval and which recommendations should be made for the German health care context? Methods: A previously published and validated decision-analytic model for the German health care context was extended and adapted to the natural history of HPV infection and cervical cancer in order to evaluate different screening strategies that differ by screening interval, and tests, including cytology alone, HPV testing alone or in combination with cytology, and HPV testing with cytology triage for HPV-positive women. German clinical, epidemiological and economic data were used. In the absence of individual data, screening adherence was modelled independently from screening history. Test accuracy data were retrieved from international meta-analyses. Predicted outcomes included reduction in lifetime-risk for cervical cancer cases and deaths, life expectancy, lifetime costs, and discounted incremental cost-effectiveness ratios (ICER. The perspective of the third party payer and 3% annual discount rate were

  11. Bayesian estimation of small-scale DSGE model of the Ukrainian economy

    OpenAIRE

    Semko, Roman

    2011-01-01

    In this article we try to introduce Bayesian methodology for the estimation of dynamic stochastic general equilibrium model of the Ukrainian economy. The resulting impulse response functions can be used for increasing the efficiency of monetary and fiscal policy interventions. In addition, we showed that technology is one of the most important factors contributing to the stable long-term growth path of the economic system of Ukraine.

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

    OpenAIRE

    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...

  13. Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing

    OpenAIRE

    Bhattacharjee, Arnab; Bhattacharjee, Madhuchhanda

    2007-01-01

    We propose Bayesian inference in hazard regression models where the baseline hazard is unknown, covariate effects are possibly age-varying (non-proportional), and there is multiplicative frailty with arbitrary distribution. Our framework incorporates a wide variety of order restrictions on covariate dependence and duration dependence (ageing). We propose estimation and evaluation of age-varying covariate effects when covariate dependence is monotone rather than proportional. In particular, we...

  14. Statistical performance analysis by loopy belief propagation in Bayesian image modeling

    International Nuclear Information System (INIS)

    The mathematical structures of loopy belief propagation are reviewed for Bayesian image modeling from the standpoint of statistical mechanical informatics. We propose some schemes for evaluating the statistical performance of probabilistic binary image restoration. The schemes are constructed by means of the LBP, which is known as the Bethe approximation in statistical mechanics. We show some results of numerical experiments obtained by using the LBP algorithm as well as the statistical performance analysis for the probabilistic image restorations.

  15. A space-time multivariate Bayesian model to analyse road traffic accidents by severity

    OpenAIRE

    Boulieri, A; Liverani, S; Hoogh, K. de; Blangiardo, M.

    2016-01-01

    The paper investigates the dependences between levels of severity of road traffic accidents, accounting at the same time for spatial and temporal correlations. The study analyses road traffic accidents data at ward level in England over the period 2005–2013. We include in our model multivariate spatially structured and unstructured effects to capture the dependences between severities, within a Bayesian hierarchical formulation. We also include a temporal component to capture the time effects...

  16. A BAYESIAN NETWORKS APPROACH TO MODELING FINANCIAL RISKS OF E-LOGISTICS INVESTMENTS

    OpenAIRE

    CHIEN-WEN SHEN

    2009-01-01

    To evaluate whether the investments of e-logistics systems may increase financial risks, models of Bayesian networks are constructed in this study with the mechanism of structural learning and parameter learning. Empirical findings from the transport and logistics sectors suggest that the e-logistics investments generally do not increase the financial risks of companies except the implementation of computer aided picking systems and radio frequency identification. Meanwhile, only the investme...

  17. Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

    OpenAIRE

    David, David; Hoogerheide, Lennart

    2010-01-01

    textabstractThis note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the Bayesian estimation of the parsimonious and effective GARCH(1,1) model with Student-t innovations. The estimation procedure is fully automatic and thus avoids the tedious task of tuning a MCMC sampling algorithm. The usage of the package is shown in an empirical application to exchange rate logreturns.

  18. Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R

    OpenAIRE

    Ardia, David

    2009-01-01

    This paper presents the R package bayesGARCH which provides functions for the Bayesian estimation of the parsimonious but effective GARCH(1,1) model with Student-t innovations. The estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. The usage of the package is shown in an empirical application to exchange rate log-returns.

  19. Low bitrate object coding of musical audio using bayesian harmonic models

    OpenAIRE

    Vincent, Emmanuel; PLUMBLEY, Mark

    2007-01-01

    This article deals with the decomposition of music signals into pitched sound objects made of harmonic sinusoidal partials for very low bitrate coding purposes. After a brief review of existing methods, we recast this problem in the Bayesian framework. We propose a family of probabilistic signal models combining learnt object priors and various perceptually motivated distortion measures. We design efficient algorithms to infer object parameters and build a coder based on the interpolation of ...

  20. Data-driven and Model-based Verification:a Bayesian Identification Approach

    OpenAIRE

    Haesaert, S Sofie; Hof, van den, S.; Abate, A.

    2015-01-01

    This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to compute the confidence that a physical system driven by external inputs and accessed under noisy measurements, verifies a temporal logic property. A case study is discussed, where we investigate the bounded- and unbounded-time safety of a partly unknown linear ti...

  1. Mixture-based extension of the AR model and its recursive Bayesian identification

    Czech Academy of Sciences Publication Activity Database

    Šmídl, Václav; Quinn, A.

    2005-01-01

    Roč. 53, č. 9 (2005), s. 3530-3542. ISSN 1053-587X R&D Projects: GA AV ČR IBS1075102; GA ČR GA102/03/0049; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : AR model * Bayesian identification * Variational Bayes Subject RIV: BC - Control Systems Theory Impact factor: 1.820, year: 2005

  2. An examination of disparities in cancer incidence in Texas using Bayesian random coefficient models

    OpenAIRE

    Sparks, Corey

    2015-01-01

    Disparities in cancer risk exist between ethnic groups in the United States. These disparities often result from differential access to healthcare, differences in socioeconomic status and differential exposure to carcinogens. This study uses cancer incidence data from the population based Texas Cancer Registry to investigate the disparities in digestive and respiratory cancers from 2000 to 2008. A Bayesian hierarchical regression approach is used. All models are fit using the INLA method of B...

  3. GNU MCSim : bayesian statistical inference for SBML-coded systems biology models

    OpenAIRE

    Bois, Frédéric Y.

    2009-01-01

    International audience Statistical inference about the parameter values of complex models, such as the ones routinely developed in systems biology, is efficiently performed through Bayesian numerical techniques. In that framework, prior information and multiple levels of uncertainty can be seamlessly integrated. GNU MCSim was precisely developed to achieve those aims, in a general non-linear differential context. Starting with version 5.3.0, GNU MCSim reads in and simulates Systems Biology...

  4. Evaluation of Image Registration Spatial Accuracy Using a Bayesian Hierarchical Model

    OpenAIRE

    Liu, Suyu; Yuan, Ying; Castillo, Richard; Guerrero, Thomas; Johnson, Valen E.

    2014-01-01

    To evaluate the utility of automated deformable image registration (DIR) algorithms, it is necessary to evaluate both the registration accuracy of the DIR algorithm itself, as well as the registration accuracy of the human readers from whom the ”gold standard” is obtained. We propose a Bayesian hierarchical model to evaluate the spatial accuracy of human readers and automatic DIR methods based on multiple image registration data generated by human readers and automatic DIR methods. To fully a...

  5. Bayesian network as a modelling tool for risk management in agriculture

    OpenAIRE

    Svend Rasmussen; Madsen, Anders L.; Mogens Lund

    2013-01-01

    The importance of risk management increases as farmers become more exposed to risk. But risk management is a difficult topic because income risk is the result of the complex interaction of multiple risk factors combined with the effect of an increasing array of possible risk management tools. In this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be e...

  6. Phenotypic Bayesian phylodynamics: hierarchical graph models, antigenic clustering and latent liabilities

    OpenAIRE

    Cybis, Gabriela Bettella

    2014-01-01

    Combining models for phenotypic and molecular evolution can lead to powerful inference tools.Under the flexible framework of Bayesian phylogenetics, I develop statistical methods to address phylodynamic problems in this intersection.First, I present a hierarchical phylogeographic method that combines information across multiple datasets to draw inference on a common geographical spread process. Each dataset represents a parallel realization of this geographic process on a different group of ...

  7. A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models

    OpenAIRE

    Cerquetti, Annalisa

    2007-01-01

    We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.

  8. Defining the True Sensitivity of Culture for the Diagnosis of Melioidosis Using Bayesian Latent Class Models

    OpenAIRE

    2010-01-01

    BACKGROUND: Culture remains the diagnostic gold standard for many bacterial infections, and the method against which other tests are often evaluated. Specificity of culture is 100% if the pathogenic organism is not found in healthy subjects, but the sensitivity of culture is more difficult to determine and may be low. Here, we apply Bayesian latent class models (LCMs) to data from patients with a single Gram-negative bacterial infection and define the true sensitivity of culture together with...

  9. On the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression models

    OpenAIRE

    Braess, Dietrich; Dette, Holger

    2004-01-01

    We consider maximin and Bayesian D -optimal designs for nonlinear regression models. The maximin criterion requires the specification of a region for the nonlinear parameters in the model, while the Bayesian optimality criterion assumes that a prior distribution for these parameters is available. It was observed empirically by many authors that an increase of uncertainty in the prior information (i.e. a larger range for the parameter space in the maximin criterion or a larger variance of the ...

  10. A surrogate model enables a Bayesian approach to the inverse problem of scatterometry

    International Nuclear Information System (INIS)

    Scatterometry is an indirect optical method for the determination of photomask geometry parameters from scattered light intensities by solving an inverse problem. The Bayesian approach is a powerful method to solve the inverse problem. In the Bayesian framework estimates of parameters and associated uncertainties are obtained from posterior distributions. The determination the probability distribution is typically based on Markov chain Monte Carlo (MCMC) methods. However, in scatterometry the evaluation of MCMC steps require solutions of partial differential equations that are computationally expensive and application of MCMC methods is thus impractical. In this article we introduce a surrogate model for scatterometry based on polynomial chaos that can be treated by Bayesian inference. We compare the results of the surrogate model with rigorous finite element simulations and demonstrate its convergence. The accuracy reaches a value of lower than one percent for a sufficient fine mesh and the speed up amounts more than two order of magnitudes. Furthermore, we apply the surrogate model to MCMC calculations and we reconstruct geometry parameters of a photomask

  11. Gene function classification using Bayesian models with hierarchy-based priors

    Directory of Open Access Journals (Sweden)

    Neal Radford M

    2006-10-01

    Full Text Available Abstract Background We investigate whether annotation of gene function can be improved using a classification scheme that is aware that functional classes are organized in a hierarchy. The classifiers look at phylogenic descriptors, sequence based attributes, and predicted secondary structure. We discuss three Bayesian models and compare their performance in terms of predictive accuracy. These models are the ordinary multinomial logit (MNL model, a hierarchical model based on a set of nested MNL models, and an MNL model with a prior that introduces correlations between the parameters for classes that are nearby in the hierarchy. We also provide a new scheme for combining different sources of information. We use these models to predict the functional class of Open Reading Frames (ORFs from the E. coli genome. Results The results from all three models show substantial improvement over previous methods, which were based on the C5 decision tree algorithm. The MNL model using a prior based on the hierarchy outperforms both the non-hierarchical MNL model and the nested MNL model. In contrast to previous attempts at combining the three sources of information in this dataset, our new approach to combining data sources produces a higher accuracy rate than applying our models to each data source alone. Conclusion Together, these results show that gene function can be predicted with higher accuracy than previously achieved, using Bayesian models that incorporate suitable prior information.

  12. Bayesian model comparison in nonlinear BOLD fMRI hemodynamics

    DEFF Research Database (Denmark)

    Jacobsen, Danjal Jakup; Hansen, Lars Kai; Madsen, Kristoffer Hougaard

    2008-01-01

    Nonlinear hemodynamic models express the BOLD (blood oxygenation level dependent) signal as a nonlinear, parametric functional of the temporal sequence of local neural activity. Several models have been proposed for both the neural activity and the hemodynamics. We compare two such combined models...

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

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Jin; Yu, Yaming [Department of Statistics, University of California, Irvine, Irvine, CA 92697-1250 (United States); Van Dyk, David A. [Statistics Section, Imperial College London, Huxley Building, South Kensington Campus, London SW7 2AZ (United Kingdom); Kashyap, Vinay L.; Siemiginowska, Aneta; Drake, Jeremy; Ratzlaff, Pete [Smithsonian Astrophysical Observatory, 60 Garden Street, Cambridge, MA 02138 (United States); Connors, Alanna; Meng, Xiao-Li, E-mail: jinx@uci.edu, E-mail: yamingy@ics.uci.edu, E-mail: dvandyk@imperial.ac.uk, E-mail: vkashyap@cfa.harvard.edu, E-mail: asiemiginowska@cfa.harvard.edu, E-mail: jdrake@cfa.harvard.edu, E-mail: pratzlaff@cfa.harvard.edu, E-mail: meng@stat.harvard.edu [Department of Statistics, Harvard University, 1 Oxford Street, Cambridge, MA 02138 (United States)

    2014-10-20

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

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

    International Nuclear Information System (INIS)

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

  15. Joint Segmentation and Deconvolution of Ultrasound Images Using a Hierarchical Bayesian Model Based on Generalized Gaussian Priors.

    Science.gov (United States)

    Zhao, Ningning; Basarab, Adrian; Kouame, Denis; Tourneret, Jean-Yves

    2016-08-01

    This paper proposes a joint segmentation and deconvolution Bayesian method for medical ultrasound (US) images. Contrary to piecewise homogeneous images, US images exhibit heavy characteristic speckle patterns correlated with the tissue structures. The generalized Gaussian distribution (GGD) has been shown to be one of the most relevant distributions for characterizing the speckle in US images. Thus, we propose a GGD-Potts model defined by a label map coupling US image segmentation and deconvolution. The Bayesian estimators of the unknown model parameters, including the US image, the label map, and all the hyperparameters are difficult to be expressed in a closed form. Thus, we investigate a Gibbs sampler to generate samples distributed according to the posterior of interest. These generated samples are finally used to compute the Bayesian estimators of the unknown parameters. The performance of the proposed Bayesian model is compared with the existing approaches via several experiments conducted on realistic synthetic data and in vivo US images. PMID:27187959

  16. An Integrated Hydrologic Bayesian Multi-Model Combination Framework: Confronting Input, parameter and model structural uncertainty in Hydrologic Prediction

    Energy Technology Data Exchange (ETDEWEB)

    Ajami, N K; Duan, Q; Sorooshian, S

    2006-05-05

    This paper presents a new technique--Integrated Bayesian Uncertainty Estimator (IBUNE) to account for the major uncertainties of hydrologic rainfall-runoff predictions explicitly. The uncertainties from the input (forcing) data--mainly the precipitation observations and from the model parameters are reduced through a Monte Carlo Markov Chain (MCMC) scheme named Shuffled Complex Evolution Metropolis (SCEM) algorithm which has been extended to include a precipitation error model. Afterwards, the Bayesian Model Averaging (BMA) scheme is employed to further improve the prediction skill and uncertainty estimation using multiple model output. A series of case studies using three rainfall-runoff models to predict the streamflow in the Leaf River basin, Mississippi are used to examine the necessity and usefulness of this technique. The results suggests that ignoring either input forcings error or model structural uncertainty will lead to unrealistic model simulations and their associated uncertainty bounds which does not consistently capture and represent the real-world behavior of the watershed.

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

    Science.gov (United States)

    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

  18. Combining Bayesian Networks and Agent Based Modeling to develop a decision-support model in Vietnam

    Science.gov (United States)

    Nong, Bao Anh; Ertsen, Maurits; Schoups, Gerrit

    2016-04-01

    Complexity and uncertainty in natural resources management have been focus themes in recent years. Within these debates, with the aim to define an approach feasible for water management practice, we are developing an integrated conceptual modeling framework for simulating decision-making processes of citizens, in our case in the Day river area, Vietnam. The model combines Bayesian Networks (BNs) and Agent-Based Modeling (ABM). BNs are able to combine both qualitative data from consultants / experts / stakeholders, and quantitative data from observations on different phenomena or outcomes from other models. Further strengths of BNs are that the relationship between variables in the system is presented in a graphical interface, and that components of uncertainty are explicitly related to their probabilistic dependencies. A disadvantage is that BNs cannot easily identify the feedback of agents in the system once changes appear. Hence, ABM was adopted to represent the reaction among stakeholders under changes. The modeling framework is developed as an attempt to gain better understanding about citizen's behavior and factors influencing their decisions in order to reduce uncertainty in the implementation of water management policy.

  19. A Hierarchical Bayesian Model to Quantify Uncertainty of Stream Water Temperature Forecasts

    OpenAIRE

    Bal, Guillaume; Rivot, Etienne; Baglinière, Jean-Luc; White, Jonathan; Prévost, Etienne

    2014-01-01

    Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in...

  20. A Bayesian framework for parameter estimation in dynamical models.

    Directory of Open Access Journals (Sweden)

    Flávio Codeço Coelho

    Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.

  1. A Bayesian approach to the semi-analytic model of galaxy formation: methodology

    CERN Document Server

    Lu, Yu; Weinberg, Martin D; Katz, Neal S

    2010-01-01

    We believe that a wide range of physical processes conspire to shape the observed galaxy population but we remain unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multi-dimensional parameterizations of the physical processes of galaxy formation and provides a tool to constrain these underlying physical interactions. Because of the high dimensionality, the parametric problem of galaxy formation may be profitably tackled with a Bayesian-inference based approach, which allows one to constrain theory with data in a statistically rigorous way. In this paper, we develop a generalized SAM using the framework of Bayesian inference. We show that, with a parallel implementation of an advanced Markov-Chain Monte-Carlo algorithm, it is now possible to rigorously sample the posterior distribution of the high-dimensional parameter space of typical SAMs. As an example, we characterize galaxy formation in the current $\\Lambda$CDM cosmology using stellar mass function of galaxies a...

  2. Bayesian Inference in the Time Varying Cointegration Model

    OpenAIRE

    Gary Koop; Roberto Leon-Gonzalez; Rodney Strachan

    2008-01-01

    There are both theoretical and empirical reasons for believing that the pa- rameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit coin- tegration. Time-varying parameter VARs (TVP-VARs) ...

  3. Bayesian Nonstationary Gaussian Process Models via Treed Process Convolutions

    OpenAIRE

    Liang, Waley Wei Jie

    2012-01-01

    Spatial modeling with stationary Gaussian processes (GPs) has been widely used, but the assumption that the correlation structure is independent of spatial location is invalid in many applications. Various nonstationary GP models have been developed to solve this problem, however, many of them become impractical when the sample size is large. To tackle this problem, a more computationally efficient GP model is developed by convolving a smoothing kernel with a latent process. Nonstationarit...

  4. Integrating Anticipatory Competence into a Bayesian Driver Model

    OpenAIRE

    Möbus, Claus; Eilers, Mark

    2011-01-01

    We present a probabilistic model architecture combining a layered model of human driver expertise with a cognitive map and beliefs about the driver-vehicle state to describe the effect of anticipations on driver actions. It implements the sensory-motor system of human drivers with autonomous, goal-based attention allocation and anticipation processes. The model has emergent properties and combines reactive with prospective behavior based on anticipated or imagined percepts obtained from a Bay...

  5. Bayesian Model Selection and Prediction with Empirical Applications

    OpenAIRE

    Phillips, Peter C.B.

    1992-01-01

    This paper builds on some recent work by the author and Werner Ploberger (1991, 1994) on the development of "Bayes models" for time series and on the authors' model selection criterion "PIC." The PIC criterion is used in this paper to determine the lag order, the trend degree, and the presence or absence of a unit root in an autoregression with deterministic trend. A new forecast encompassing test for Bayes models is developed which allows one Bayes model to be compared with another on the ba...

  6. A Pseudo-Bayesian Model for Stock Returns In Financial Crises

    Directory of Open Access Journals (Sweden)

    Eric S. Fung

    2011-12-01

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

  7. A Bayesian Semiparametric Item Response Model with Dirichlet Process Priors

    Science.gov (United States)

    Miyazaki, Kei; Hoshino, Takahiro

    2009-01-01

    In Item Response Theory (IRT), item characteristic curves (ICCs) are illustrated through logistic models or normal ogive models, and the probability that examinees give the correct answer is usually a monotonically increasing function of their ability parameters. However, since only limited patterns of shapes can be obtained from logistic models…

  8. Multiple-response Bayesian calibration of watershed water quality models with significant input and model structure errors

    Science.gov (United States)

    Han, Feng; Zheng, Yi

    2016-02-01

    While watershed water quality (WWQ) models have been widely used to support water quality management, their profound modeling uncertainty remains an unaddressed issue. Data assimilation via Bayesian calibration is a promising solution to the uncertainty, but has been rarely practiced for WWQ modeling. This study applied multiple-response Bayesian calibration (MRBC) to SWAT, a classic WWQ model, using the nitrate pollution in the Newport Bay Watershed (southern California, USA) as the study case. How typical input and model structure errors would impact modeling uncertainty, parameter identification and management decision-making was systematically investigated through both synthetic and real-situation modeling cases. The main study findings include: (1) with an efficient sampling scheme, MRBC is applicable to WWQ modeling in characterizing its parametric and predictive uncertainties; (2) incorporating hydrology responses, which are less susceptible to input and model structure errors than water quality responses, can improve the Bayesian calibration results and benefit potential modeling-based management decisions; and (3) the value of MRBC to modeling-based decision-making essentially depends on pollution severity, management objective and decision maker's risk tolerance.

  9. A Bayesian state-space formulation of dynamic occupancy models.

    Science.gov (United States)

    Royle, J Andrew; Kéry, Marc

    2007-07-01

    Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by non-detection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and WinBUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site

  10. Cost-effectiveness of human papillomavirus vaccine in reducing the risk of cervical cancer in Ireland due to HPV types 16 and 18 using a transmission dynamic model

    DEFF Research Database (Denmark)

    Usher, C.; Tilson, L.; Olsen, J.;

    2008-01-01

    We evaluated the cost-effectiveness of combining a cervical cancer screening programme with a national HPV vaccination programme compared to a screening programme alone to prevent cervical dysplasia and cervical cancer related to HPV types 16 and 18 in the Irish healthcare setting. The incremental...... cost effectiveness of vaccination strategies for 12-year-old females (base-case) and 12-26-year-old catch-up vaccination strategies were examined. The base-case incremental cost-effectiveness ratio was (sic)17,383/LYG. Using a probabilistic sensitivity analysis about the base-case, the 95% CI for cost...... per LYG was ((sic)3400 to E38,400). This suggests that vaccination against HPV types 16 and 18 would be cost-effective from the perspective of the Irish healthcare payer. (C) 2008 Elsevier Ltd. All rights reserved...

  11. Cost-effectiveness analysis of tocilizumab in combination with methotrexate for rheumatoid arthritis: A Markov model based on data from Serbia, country in socioeconomic transition

    Directory of Open Access Journals (Sweden)

    Kostić Marina

    2014-01-01

    Full Text Available Background/Aim. Recent studies have shown that biological treatments for rheumatoid arthritis can change the course of rheumatoid arthritis and improve functional ability of patients with rheumatoid arthritis. In spite of this fact, use of biological therapy is still limited by high prices of these medicines, especially in countries in socioeconomic transition. The aim of our study was to compare costeffectiveness of a combination of tocilizumab and methotrexate with methotrexate alone for rheumatoid arthritis in Serbia, a country in socioeconomic transition. Methods. For the purpose of our study we designed a Markov model using data on therapy efficacy from the available literature, and data on the costs of health states calculated from records of actual patients treated in the Clinical Center Kragujevac, Serbia. The duration of one cycle in our model was set at one month, and the time horizon was 480 months (40 years. The study was done from the social perspective, and all the costs and outcomes were discounted for 3% per year. Results. Treating rheumatoid arthritis with diseasemodifying antirheumatic drugs (DMARDs alone was more cost-effective in comparison with a combination of biologic treatment with tocilizumab and DMARDs. The total costs for treating a patient with DMARDs for one year were on average 261,945.42 RSD, or 2,497.70 Euro and the total costs for treatment with tocilizimab plus DMARDs were on average 1,959,217.44 RSD, or 18,659.20 Euro. However, these results are susceptible to changes in costs and treatment effects of tocilizumab in patients with more severe forms of rheumatoid arthritis. Conclusion. Our results show that the use of tocilizumab for rheumatoid arthrits in economic environment of Serbia is not cost-effective. Use of tocilizumab for treating rheumatoid arthritis can become affordable, if costs of its use become lower. In order to start using expensive biologic medicines in patients in transitional countries

  12. Bayesian Analysis of Geostatistical Models With an Auxiliary Lattice

    KAUST Repository

    Park, Jincheol

    2012-04-01

    The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation: it requires users to invert a large covariance matrix. This is infeasible when the number of observations is large. In this article, we propose an auxiliary lattice-based approach for tackling this difficulty. By introducing an auxiliary lattice to the space of observations and defining a Gaussian Markov random field on the auxiliary lattice, our model completely avoids the requirement of matrix inversion. It is remarkable that the computational complexity of our method is only O(n), where n is the number of observations. Hence, our method can be applied to very large datasets with reasonable computational (CPU) times. The numerical results indicate that our model can approximate Gaussian random fields very well in terms of predictions, even for those with long correlation lengths. For real data examples, our model can generally outperform conventional Gaussian random field models in both prediction errors and CPU times. Supplemental materials for the article are available online. © 2012 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

  13. Occam factors and model independent Bayesian learning of continuous distributions

    International Nuclear Information System (INIS)

    Learning of a smooth but nonparametric probability density can be regularized using methods of quantum field theory. We implement a field theoretic prior numerically, test its efficacy, and show that the data and the phase space factors arising from the integration over the model space determine the free parameter of the theory ('smoothness scale') self-consistently. This persists even for distributions that are atypical in the prior and is a step towards a model independent theory for learning continuous distributions. Finally, we point out that a wrong parametrization of a model family may sometimes be advantageous for small data sets

  14. Albumin versus Crystalloid Therapy in the Management of Hepatorenal Syndrome: A Model for using Meta Analysis in Cost Effectiveness Studies and the Design of Clinical Trials

    OpenAIRE

    Phillips, Kirk T.; Ohsfeldt, Robert; Voigt, Michael

    2003-01-01

    We applied traditional methods of gathering, integrating and summarizing findings of current literature, with new approaches for assessing the cost effectiveness of two treatments for hepatorenal syndrome (HRS). Findings of this cost effectiveness study are used to form a proposal for a multi-center prospective clinical trial, to assess the economic and clinical benefits of albumen versus crystalloid therapy in the care of these patients. Our initial findings suggest that albumin therapy is s...

  15. Using Markov Chain Monte Carlo methods to solve full Bayesian modeling of PWR vessel flaw distributions

    International Nuclear Information System (INIS)

    We present a hierarchical Bayesian method for estimating the density and size distribution of subclad-flaws in French Pressurized Water Reactor (PWR) vessels. This model takes into account in-service inspection (ISI) data, a flaw size-dependent probability of detection (different functions are considered) with a threshold of detection, and a flaw sizing error distribution (different distributions are considered). The resulting model is identified through a Markov Chain Monte Carlo (MCMC) algorithm. The article includes discussion for choosing the prior distribution parameters and an illustrative application is presented highlighting the model's ability to provide good parameter estimates even when a small number of flaws are observed

  16. A new model test in high energy physics in frequentist and Bayesian statistical formalisms

    CERN Document Server

    Kamenshchikov, Andrey

    2016-01-01

    A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely frequentist and Bayesian, which are widely spread in contemporary HEP searches. A characteristic experimental situation is modeled from general considerations and both the approaches are utilized in order to test a new model. The results are juxtaposed, what demonstrates their consistency in this work. An effect of a systematic uncertainty treatment in the statistical analysis is also considered.

  17. Bayesian modeling of multi-state hierarchical systems with multi-level information aggregation

    International Nuclear Information System (INIS)

    Reliability modeling of multi-state hierarchical systems is challenging because of the complex system structures and imbalanced reliability information available at different system levels. This paper proposes a Bayesian multi-level information aggregation approach to model the reliability of multi-level hierarchical systems by utilizing all available reliability information throughout the system. Cascading failure dependency among components and/or sub-systems at the same level is explicitly considered. The proposed methodology can significantly improve the accuracy of system-level reliability modeling. A case study demonstrates the effectiveness of the proposed methodology

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

    Directory of Open Access Journals (Sweden)

    Song Joon J

    2007-03-01

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

  19. Bayesian estimation of a shift point in a two-phase regression model

    OpenAIRE

    Jadamus-Hacura, Maria

    1997-01-01

    The purpose of this paper is to carry out the Bayesian analysis of a two-phase regression model with an unknown break point. Essentially, there are two problems associated with a changing linear model. Firstly, one will want to be able to detect a break point, and secondly, assuming that a change has occurred, to be able to estimate it as well as other parameters of the model. Much of the classical testing procedure for the parameter constancy (as the Chow test, CUSUM, CUSUMSQ,...

  20. PyMC: Bayesian Stochastic Modelling in Python

    OpenAIRE

    Anand Patil; David Huard; Fonnesbeck, Christopher J.

    2010-01-01

    This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques.