WorldWideScience

Sample records for bayesian expectation maximization

  1. Bayesian tracking of multiple point targets using expectation maximization

    DEFF Research Database (Denmark)

    Selvan, Raghavendra

    The range of applications where target tracking is useful has grown well beyond the classical military and radar-based tracking applications. With the increasing enthusiasm in autonomous solutions for vehicular and robotics navigation, much of the maneuverability can be provided based on solutions...... the measurements from sensors to choose the best data association hypothesis, from which the estimates of target trajectories can be obtained. In an ideal world, we could maintain all possible data association hypotheses from observing all measurements, and pick the best hypothesis. But, it turns out the number...... joint density is maximized over the data association variables, or over the target state variables, two EM-based algorithms for tracking multiple point targets are derived, implemented and evaluated. In the first algorithm, the data association variable is integrated out, and the target states...

  2. SYNTHESIZED EXPECTED BAYESIAN METHOD OF PARAMETRIC ESTIMATE

    Institute of Scientific and Technical Information of China (English)

    Ming HAN; Yuanyao DING

    2004-01-01

    This paper develops a new method of parametric estimate, which is named as "synthesized expected Bayesian method". When samples of products are tested and no failure events occur, thedefinition of expected Bayesian estimate is introduced and the estimates of failure probability and failure rate are provided. After some failure information is introduced by making an extra-test, a synthesized expected Bayesian method is defined and used to estimate failure probability, failure rateand some other parameters in exponential distribution and Weibull distribution of populations. Finally,calculations are performed according to practical problems, which show that the synthesized expected Bayesian method is feasible and easy to operate.

  3. Expectation maximization applied to GMTI convoy tracking

    Science.gov (United States)

    Koch, Wolfgang

    2002-08-01

    Collectively moving ground targets are typical of a military ground situation and have to be treated as separate aggregated entities. For a long-range ground surveillance application with airborne GMTI radar we inparticular address the task of track maintenance for ground moving convoys consisting of a small number of individual vehicles. In the proposed approach the identity of the individual vehicles within the convoy is no longer stressed. Their kinematical state vectors are rather treated as internal degrees of freedom characterizing the convoy, which is considered as a collective unit. In this context, the Expectation Maximization technique (EM), originally developed for incomplete data problems in statistical inference and first applied to tracking applications by STREIT et al. seems to be a promising approach. We suggest to embed the EM algorithm into a more traditional Bayesian tracking framework for dealing with false or unwanted sensor returns. The proposed distinction between external and internal data association conflicts (i.e. those among the convoy vehicles) should also enable the application of sequential track extraction techniques introduced by Van Keuk for aircraft formations, providing estimates of the number of the individual convoy vehicles involved. Even with sophisticated signal processing methods (STAP: Space-Time Adaptive Processing), ground moving vehicles can well be masked by the sensor specific clutter notch (Doppler blinding). This physical phenomenon results in interfering fading effects, which can well last over a longer series of sensor updates and therefore will seriously affect the track quality unless properly handled. Moreover, for ground moving convoys the phenomenon of Doppler blindness often superposes the effects induced by the finite resolution capability of the sensor. In many practical cases a separate modeling of resolution phenomena for convoy targets can therefore be omitted, provided the GMTI detection model is used

  4. Why Contextual Preference Reversals Maximize Expected Value

    Science.gov (United States)

    2016-01-01

    Contextual preference reversals occur when a preference for one option over another is reversed by the addition of further options. It has been argued that the occurrence of preference reversals in human behavior shows that people violate the axioms of rational choice and that people are not, therefore, expected value maximizers. In contrast, we demonstrate that if a person is only able to make noisy calculations of expected value and noisy observations of the ordinal relations among option features, then the expected value maximizing choice is influenced by the addition of new options and does give rise to apparent preference reversals. We explore the implications of expected value maximizing choice, conditioned on noisy observations, for a range of contextual preference reversal types—including attraction, compromise, similarity, and phantom effects. These preference reversal types have played a key role in the development of models of human choice. We conclude that experiments demonstrating contextual preference reversals are not evidence for irrationality. They are, however, a consequence of expected value maximization given noisy observations. PMID:27337391

  5. Why contextual preference reversals maximize expected value.

    Science.gov (United States)

    Howes, Andrew; Warren, Paul A; Farmer, George; El-Deredy, Wael; Lewis, Richard L

    2016-07-01

    Contextual preference reversals occur when a preference for one option over another is reversed by the addition of further options. It has been argued that the occurrence of preference reversals in human behavior shows that people violate the axioms of rational choice and that people are not, therefore, expected value maximizers. In contrast, we demonstrate that if a person is only able to make noisy calculations of expected value and noisy observations of the ordinal relations among option features, then the expected value maximizing choice is influenced by the addition of new options and does give rise to apparent preference reversals. We explore the implications of expected value maximizing choice, conditioned on noisy observations, for a range of contextual preference reversal types-including attraction, compromise, similarity, and phantom effects. These preference reversal types have played a key role in the development of models of human choice. We conclude that experiments demonstrating contextual preference reversals are not evidence for irrationality. They are, however, a consequence of expected value maximization given noisy observations. (PsycINFO Database Record PMID:27337391

  6. Applications of expectation maximization algorithm for coherent optical communication

    DEFF Research Database (Denmark)

    Carvalho, L.; Oliveira, J.; Zibar, Darko;

    2014-01-01

    In this invited paper, we present powerful statistical signal processing methods, used by machine learning community, and link them to current problems in optical communication. In particular, we will look into iterative maximum likelihood parameter estimation based on expectation maximization...... algorithm and its application in coherent optical communication systems for linear and nonlinear impairment mitigation. Furthermore, the estimated parameters are used to build the probabilistic model of the system for the synthetic impairment generation....

  7. Image fusion based on expectation maximization algorithm and steerable pyramid

    Institute of Scientific and Technical Information of China (English)

    Gang Liu(刘刚); Zhongliang Jing(敬忠良); Shaoyuan Sun(孙韶媛); Jianxun Li(李建勋); Zhenhua Li(李振华); Henry Leung

    2004-01-01

    In this paper, a novel image fusion method based on the expectation maximization (EM) algorithm and steerable pyramid is proposed. The registered images are first decomposed by using steerable pyramid.The EM algorithm is used to fuse the image components in the low frequency band. The selection method involving the informative importance measure is applied to those in the high frequency band. The final fused image is then computed by taking the inverse transform on the composite coefficient representations.Experimental results show that the proposed method outperforms conventional image fusion methods.

  8. Joint Iterative Carrier Synchronization and Signal Detection Employing Expectation Maximization

    DEFF Research Database (Denmark)

    Zibar, Darko; de Carvalho, Luis Henrique Hecker; Estaran Tolosa, Jose Manuel;

    2014-01-01

    In this paper, joint estimation of carrier frequency, phase, signal means and noise variance, in a maximum likelihood sense, is performed iteratively by employing expectation maximization. The parameter estimation is soft decision driven and allows joint carrier synchronization and data detection...... and nonlinear phase noise, compared to digital phase-locked loop (PLL) followed by hard decisions. Additionally, soft decision driven joint carrier synchronization and detection offers an improvement of 0.5 dB in terms of input power compared to hard decision digital PLL based carrier synchronization...

  9. On the Expectation-Maximization Unfolding with Smoothing

    CERN Document Server

    Volobouev, Igor

    2014-01-01

    Error propagation formulae are derived for the expectation-maximization iterative unfolding algorithm regularized by a smoothing step. The effective number of parameters in the fit to the observed data is defined for unfolding procedures. Based upon this definition, the Akaike information criterion is proposed as a principle for choosing the smoothing parameters in an automatic, data-dependent manner. The performance and the frequentist coverage of the resulting method are investigated using simulated samples. A number of issues of general relevance to all unfolding techniques are discussed, including irreducible bias, uncertainty increase due to a data-dependent choice of regularization strength, and presentation of results.

  10. Parallel Expectation-Maximization Algorithm for Large Databases

    Institute of Scientific and Technical Information of China (English)

    HUANG Hao; SONG Han-tao; LU Yu-chang

    2006-01-01

    A new parallel expectation-maximization (EM) algorithm is proposed for large databases. The purpose of the algorithm is to accelerate the operation of the EM algorithm. As a well-known algorithm for estimation in generic statistical problems, the EM algorithm has been widely used in many domains. But it often requires significant computational resources. So it is needed to develop more elaborate methods to adapt the databases to a large number of records or large dimensionality. The parallel EM algorithm is based on partial E-steps which has the standard convergence guarantee of EM. The algorithm utilizes fully the advantage of parallel computation. It was confirmed that the algorithm obtains about 2.6 speedups in contrast with the standard EM algorithm through its application to large databases. The running time will decrease near linearly when the number of processors increasing.

  11. Generalized expectation-maximization segmentation of brain MR images

    Science.gov (United States)

    Devalkeneer, Arnaud A.; Robe, Pierre A.; Verly, Jacques G.; Phillips, Christophe L. M.

    2006-03-01

    Manual segmentation of medical images is unpractical because it is time consuming, not reproducible, and prone to human error. It is also very difficult to take into account the 3D nature of the images. Thus, semi- or fully-automatic methods are of great interest. Current segmentation algorithms based on an Expectation- Maximization (EM) procedure present some limitations. The algorithm by Ashburner et al., 2005, does not allow multichannel inputs, e.g. two MR images of different contrast, and does not use spatial constraints between adjacent voxels, e.g. Markov random field (MRF) constraints. The solution of Van Leemput et al., 1999, employs a simplified model (mixture coefficients are not estimated and only one Gaussian is used by tissue class, with three for the image background). We have thus implemented an algorithm that combines the features of these two approaches: multichannel inputs, intensity bias correction, multi-Gaussian histogram model, and Markov random field (MRF) constraints. Our proposed method classifies tissues in three iterative main stages by way of a Generalized-EM (GEM) algorithm: (1) estimation of the Gaussian parameters modeling the histogram of the images, (2) correction of image intensity non-uniformity, and (3) modification of prior classification knowledge by MRF techniques. The goal of the GEM algorithm is to maximize the log-likelihood across the classes and voxels. Our segmentation algorithm was validated on synthetic data (with the Dice metric criterion) and real data (by a neurosurgeon) and compared to the original algorithms by Ashburner et al. and Van Leemput et al. Our combined approach leads to more robust and accurate segmentation.

  12. The Noisy Expectation-Maximization Algorithm for Multiplicative Noise Injection

    Science.gov (United States)

    Osoba, Osonde; Kosko, Bart

    2016-03-01

    We generalize the noisy expectation-maximization (NEM) algorithm to allow arbitrary modes of noise injection besides just adding noise to the data. The noise must still satisfy a NEM positivity condition. This generalization includes the important special case of multiplicative noise injection. A generalized NEM theorem shows that all measurable modes of injecting noise will speed the average convergence of the EM algorithm if the noise satisfies a generalized NEM positivity condition. This noise-benefit condition has a simple quadratic form for Gaussian and Cauchy mixture models in the case of multiplicative noise injection. Simulations show a multiplicative-noise EM speed-up of more than 27% in a simple Gaussian mixture model. Injecting blind noise only slowed convergence. A related theorem gives a sufficient condition for an average EM noise benefit for arbitrary modes of noise injection if the data model comes from the general exponential family of probability density functions. A final theorem shows that injected noise slows EM convergence on average if the NEM inequalities reverse and the noise satisfies a negativity condition.

  13. Blood detection in wireless capsule endoscopy using expectation maximization clustering

    Science.gov (United States)

    Hwang, Sae; Oh, JungHwan; Cox, Jay; Tang, Shou Jiang; Tibbals, Harry F.

    2006-03-01

    Wireless Capsule Endoscopy (WCE) is a relatively new technology (FDA approved in 2002) allowing doctors to view most of the small intestine. Other endoscopies such as colonoscopy, upper gastrointestinal endoscopy, push enteroscopy, and intraoperative enteroscopy could be used to visualize up to the stomach, duodenum, colon, and terminal ileum, but there existed no method to view most of the small intestine without surgery. With the miniaturization of wireless and camera technologies came the ability to view the entire gestational track with little effort. A tiny disposable video capsule is swallowed, transmitting two images per second to a small data receiver worn by the patient on a belt. During an approximately 8-hour course, over 55,000 images are recorded to a worn device and then downloaded to a computer for later examination. Typically, a medical clinician spends more than two hours to analyze a WCE video. Research has been attempted to automatically find abnormal regions (especially bleeding) to reduce the time needed to analyze the videos. The manufacturers also provide the software tool to detect the bleeding called Suspected Blood Indicator (SBI), but its accuracy is not high enough to replace human examination. It was reported that the sensitivity and the specificity of SBI were about 72% and 85%, respectively. To address this problem, we propose a technique to detect the bleeding regions automatically utilizing the Expectation Maximization (EM) clustering algorithm. Our experimental results indicate that the proposed bleeding detection method achieves 92% and 98% of sensitivity and specificity, respectively.

  14. Nonlinear Impairment Compensation Using Expectation Maximization for PDM 16-QAM Systems

    DEFF Research Database (Denmark)

    Zibar, Darko; Winther, Ole; Franceschi, Niccolo;

    2012-01-01

    We show experimentally that by using non-linear signal processing based algorithm, expectation maximization, nonlinear system tolerance can be increased by 2 dB. Expectation maximization is also effective in combating I/Q modulator nonlinearities and laser linewidth....

  15. Single-Trial Extraction of Pure Somatosensory Evoked Potential Based on Expectation Maximization Approach.

    Science.gov (United States)

    Chen, Wei; Chang, Chunqi; Hu, Yong

    2016-01-01

    It is of great importance for intraoperative monitoring to accurately extract somatosensory evoked potentials (SEPs) and track its changes fast. Currently, multi-trial averaging is widely adopted for SEP signal extraction. However, because of the loss of variations related to SEP features across different trials, the estimated SEPs in such a way are not suitable for the purpose of real-time monitoring of every single trial of SEP. In order to handle this issue, a number of single-trial SEP extraction approaches have been developed in the literature, such as ARX and SOBI, but most of them have their performance limited due to not sufficient utilization of multi-trial and multi-condition structures of the signals. In this paper, a novel Bayesian model of SEP signals is proposed to make systemic use of multi-trial and multi-condition priors and other structural information in the signal by integrating both a cortical source propagation model and a SEP basis components model, and an Expectation Maximization (EM) algorithm is developed for single-trial SEP estimation under this model. Numerical simulations demonstrate that the developed method can provide reasonably good single-trial estimations of SEP as long as signal-to-noise ratio (SNR) of the measurements is no worse than -25 dB. The effectiveness of the proposed method is further verified by its application to real SEP measurements of a number of different subjects during spinal surgeries. It is observed that using the proposed approach the main SEP features (i.e., latencies) can be reliably estimated at single-trial basis, and thus the variation of latencies in different trials can be traced, which provides a solid support for surgical intraoperative monitoring. PMID:26742104

  16. A Local Scalable Distributed Expectation Maximization Algorithm for Large Peer-to-Peer Networks

    Data.gov (United States)

    National Aeronautics and Space Administration — This paper describes a local and distributed expectation maximization algorithm for learning parameters of Gaussian mixture models (GMM) in large peer-to-peer (P2P)...

  17. Parameter estimation via conditional expectation: a Bayesian inversion

    KAUST Repository

    Matthies, Hermann G.

    2016-08-11

    When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp. functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations of the response of the real system. In a probabilistic setting, Bayes’s theory is the proper mathematical background for this identification process. The possibility of being able to compute a conditional expectation turns out to be crucial for this purpose. We show how this theoretical background can be used in an actual numerical procedure, and shortly discuss various numerical approximations.

  18. Estimating Rigid Transformation Between Two Range Maps Using Expectation Maximization Algorithm

    CERN Document Server

    Zeng, Shuqing

    2012-01-01

    We address the problem of estimating a rigid transformation between two point sets, which is a key module for target tracking system using Light Detection And Ranging (LiDAR). A fast implementation of Expectation-maximization (EM) algorithm is presented whose complexity is O(N) with $N$ the number of scan points.

  19. Nonlinear impairment compensation using expectation maximization for dispersion managed and unmanaged PDM 16-QAM transmission

    DEFF Research Database (Denmark)

    Zibar, Darko; Winther, Ole; Franceschi, Niccolo;

    2012-01-01

    In this paper, we show numerically and experimentally that expectation maximization (EM) algorithm is a powerful tool in combating system impairments such as fibre nonlinearities, inphase and quadrature (I/Q) modulator imperfections and laser linewidth. The EM algorithm is an iterative algorithm ...

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

    OpenAIRE

    Cogley, Timothy W.; Sargent, Thomas J.

    2005-01-01

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

  1. Estimating expected value of sample information for incomplete data models using Bayesian approximation.

    Science.gov (United States)

    Kharroubi, Samer A; Brennan, Alan; Strong, Mark

    2011-01-01

    Expected value of sample information (EVSI) involves simulating data collection, Bayesian updating, and reexamining decisions. Bayesian updating in incomplete data models typically requires Markov chain Monte Carlo (MCMC). This article describes a revision to a form of Bayesian Laplace approximation for EVSI computation to support decisions in incomplete data models. The authors develop the approximation, setting out the mathematics for the likelihood and log posterior density function, which are necessary for the method. They compare the accuracy of EVSI estimates in a case study cost-effectiveness model using first- and second-order versions of their approximation formula and traditional Monte Carlo. Computational efficiency gains depend on the complexity of the net benefit functions, the number of inner-level Monte Carlo samples used, and the requirement or otherwise for MCMC methods to produce the posterior distributions. This methodology provides a new and valuable approach for EVSI computation in health economic decision models and potential wider benefits in many fields requiring Bayesian approximation. PMID:21512189

  2. PEM-PCA: A Parallel Expectation-Maximization PCA Face Recognition Architecture

    Directory of Open Access Journals (Sweden)

    Kanokmon Rujirakul

    2014-01-01

    Full Text Available Principal component analysis or PCA has been traditionally used as one of the feature extraction techniques in face recognition systems yielding high accuracy when requiring a small number of features. However, the covariance matrix and eigenvalue decomposition stages cause high computational complexity, especially for a large database. Thus, this research presents an alternative approach utilizing an Expectation-Maximization algorithm to reduce the determinant matrix manipulation resulting in the reduction of the stages’ complexity. To improve the computational time, a novel parallel architecture was employed to utilize the benefits of parallelization of matrix computation during feature extraction and classification stages including parallel preprocessing, and their combinations, so-called a Parallel Expectation-Maximization PCA architecture. Comparing to a traditional PCA and its derivatives, the results indicate lower complexity with an insignificant difference in recognition precision leading to high speed face recognition systems, that is, the speed-up over nine and three times over PCA and Parallel PCA.

  3. A Batch Rival Penalized Expectation-Maximization Algorithm for Gaussian Mixture Clustering with Automatic Model Selection

    Directory of Open Access Journals (Sweden)

    Jiechang Wen

    2012-01-01

    Full Text Available Within the learning framework of maximum weighted likelihood (MWL proposed by Cheung, 2004 and 2005, this paper will develop a batch Rival Penalized Expectation-Maximization (RPEM algorithm for density mixture clustering provided that all observations are available before the learning process. Compared to the adaptive RPEM algorithm in Cheung, 2004 and 2005, this batch RPEM need not assign the learning rate analogous to the Expectation-Maximization (EM algorithm (Dempster et al., 1977, but still preserves the capability of automatic model selection. Further, the convergence speed of this batch RPEM is faster than the EM and the adaptive RPEM in general. The experiments show the superior performance of the proposed algorithm on the synthetic data and color image segmentation.

  4. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

    OpenAIRE

    Dengfu Zhao; Zhiping Chen; Qihong Duan

    2010-01-01

    In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transi...

  5. Detection of Moroccan Coastal Upwelling in SST images using the Expectation-Maximization

    OpenAIRE

    Tamim, Ayoub; Minaoui, Khalid; Daoudi, Khalid; Atillah, Abderrahman; Aboutajdine, Driss

    2014-01-01

    International audience This paper proposes an unsupervised algorithm for automatic detection and segmentation of upwelling region in Moroccan Atlantic coast using the Sea Surface Temperature (SST) satellite images. This has been done by exploring the Expectation-Maximization algorithm. The good number of clus- ters that best reproduces the shape of upwelling areas is selected by using the two popular Davies-Bouldin and Dunn indices. Area opening technique is developed that is used to remov...

  6. Application of Expectation Maximization Method for Purchase Decision-Making Support in Welding Branch

    Directory of Open Access Journals (Sweden)

    Kujawińska Agnieszka

    2016-06-01

    Full Text Available The article presents a study of applying the proposed method of cluster analysis to support purchasing decisions in the welding industry. The authors analyze the usefulness of the non-hierarchical method, Expectation Maximization (EM, in the selection of material (212 combinations of flux and wire melt for the SAW (Submerged Arc Welding method process. The proposed approach to cluster analysis is proved as useful in supporting purchase decisions.

  7. A VARIATIONAL EXPECTATION-MAXIMIZATION METHOD FOR THE INVERSE BLACK BODY RADIATION PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Jiantao Cheng; Tie Zhou

    2008-01-01

    The inverse black body radiation problem, which is to reconstruct the area tempera-ture distribution from the measurement of power spectrum distribution, is a well-known ill-posed problem. In this paper, a variational expectation-maximization (EM) method is developed and its convergence is studied. Numerical experiments demonstrate that the variational EM method is more efficient and accurate than the traditional methods, in-cluding the Tikhonov regularization method, the Landweber method and the conjugate gradient method.

  8. Wobbling and LSF-based maximum likelihood expectation maximization reconstruction for wobbling PET

    Science.gov (United States)

    Kim, Hang-Keun; Son, Young-Don; Kwon, Dae-Hyuk; Joo, Yohan; Cho, Zang-Hee

    2016-04-01

    Positron emission tomography (PET) is a widely used imaging modality; however, the PET spatial resolution is not yet satisfactory for precise anatomical localization of molecular activities. Detector size is the most important factor because it determines the intrinsic resolution, which is approximately half of the detector size and determines the ultimate PET resolution. Detector size, however, cannot be made too small because both the decreased detection efficiency and the increased septal penetration effect degrade the image quality. A wobbling and line spread function (LSF)-based maximum likelihood expectation maximization (WL-MLEM) algorithm, which combined the MLEM iterative reconstruction algorithm with wobbled sampling and LSF-based deconvolution using the system matrix, was proposed for improving the spatial resolution of PET without reducing the scintillator or detector size. The new algorithm was evaluated using a simulation, and its performance was compared with that of the existing algorithms, such as conventional MLEM and LSF-based MLEM. Simulations demonstrated that the WL-MLEM algorithm yielded higher spatial resolution and image quality than the existing algorithms. The WL-MLEM algorithm with wobbling PET yielded substantially improved resolution compared with conventional algorithms with stationary PET. The algorithm can be easily extended to other iterative reconstruction algorithms, such as maximum a priori (MAP) and ordered subset expectation maximization (OSEM). The WL-MLEM algorithm with wobbling PET may offer improvements in both sensitivity and resolution, the two most sought-after features in PET design.

  9. Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

    Science.gov (United States)

    Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

    2016-08-01

    Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

  10. Expectation Maximization and the retrieval of the atmospheric extinction coefficients by inversion of Raman lidar data

    CERN Document Server

    Garbarino, Sara; Massone, Anna Maria; Sannino, Alessia; Boselli, Antonella; Wang, Xuan; Spinelli, Nicola; Piana, Michele

    2016-01-01

    We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill--posed inverse problem that needs regularization, and we propose to use the Expectation--Maximization (EM) algorithm to provide stable solutions. Indeed, EM is an iterative algorithm that imposes a positivity constraint on the solution, and provides regularization if iterations are stopped early enough. We describe the algorithm and propose a stopping criterion inspired by a statistical principle. We then discuss its properties concerning the spatial resolution. Finally, we validate the proposed approach by using both synthetic data and experimental measurements; we compare the reconstructions obtained by EM with those obtained by the Tikhonov method, by the Levenberg-Marquardt method, as well as those obtained by combining data smoothing and numerical derivation.

  11. Expectation maximization and the retrieval of the atmospheric extinction coefficients by inversion of Raman lidar data

    Science.gov (United States)

    Garbarino, Sara; Sorrentino, Alberto; Massone, Anna Maria; Sannino, Alessia; Boselli, Antonella; Wang, Xuan; Spinelli, Nicola; Piana, Michele

    2016-09-01

    We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill--posed inverse problem that needs regularization, and we propose to use the Expectation--Maximization (EM) algorithm to provide stable solutions. Indeed, EM is an iterative algorithm that imposes a positivity constraint on the solution, and provides regularization if iterations are stopped early enough. We describe the algorithm and propose a stopping criterion inspired by a statistical principle. We then discuss its properties concerning the spatial resolution. Finally, we validate the proposed approach by using both synthetic data and experimental measurements; we compare the reconstructions obtained by EM with those obtained by the Tikhonov method, by the Levenberg-Marquardt method, as well as those obtained by combining data smoothing and numerical derivation.

  12. Fitting a mixture model by expectation maximization to discover motifs in biopolymers

    Energy Technology Data Exchange (ETDEWEB)

    Bailey, T.L.; Elkan, C. [Univ. of California, La Jolla, CA (United States)

    1994-12-31

    The algorithm described in this paper discovers one or more motifs in a collection of DNA or protein sequences by using the technique of expectation maximization to fit a two-component finite mixture model to the set of sequences. Multiple motifs are found by fitting a mixture model to the data, probabilistically erasing the occurrences of the motif thus found, and repeating the process to find successive motifs. The algorithm requires only a set of unaligned sequences and a number specifying the width of the motifs as input. It returns a model of each motif and a threshold which together can be used as a Bayes-optimal classifier for searching for occurrences of the motif in other databases. The algorithm estimates how many times each motif occurs in each sequence in the dataset and outputs an alignment of the occurrences of the motif. The algorithm is capable of discovering several different motifs with differing numbers of occurrences in a single dataset.

  13. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

    Directory of Open Access Journals (Sweden)

    Qihong Duan

    2010-01-01

    Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

  14. Maximum Simulated Likelihood and Expectation-Maximization Methods to Estimate Random Coefficients Logit with Panel Data

    DEFF Research Database (Denmark)

    Cherchi, Elisabetta; Guevara, Cristian

    2012-01-01

    a series of Monte Carlo experiments, evidence suggested four main conclusions: (a) efficiency increased when the true variance-covariance matrix became diagonal, (b) EM was more robust to the curse of dimensionality in regard to efficiency and estimation time, (c) EM did not recover the true scale...... simulated likelihood (MSL) method is compared with the alternative expectation- maximization (EM) method, which does not require simulation. Previous literature had shown that for cross-sectional data, MSL outperforms the EM method in the ability to recover the true parameters and estimation time and that...... EM has more difficulty in recovering the true scale of the coefficients. In this paper, the analysis is extended from cross-sectional data to the less volatile case of panel data to explore the effect on the relative performance of the methods with several realizations of the random coefficients. In...

  15. Expected Power-Utility Maximization Under Incomplete Information and with Cox-Process Observations

    International Nuclear Information System (INIS)

    We consider the problem of maximization of expected terminal power utility (risk sensitive criterion). The underlying market model is a regime-switching diffusion model where the regime is determined by an unobservable factor process forming a finite state Markov process. The main novelty is due to the fact that prices are observed and the portfolio is rebalanced only at random times corresponding to a Cox process where the intensity is driven by the unobserved Markovian factor process as well. This leads to a more realistic modeling for many practical situations, like in markets with liquidity restrictions; on the other hand it considerably complicates the problem to the point that traditional methodologies cannot be directly applied. The approach presented here is specific to the power-utility. For log-utilities a different approach is presented in Fujimoto et al. (Preprint, 2012).

  16. Bayesian assessment of the expected data impact on prediction confidence in optimal sampling design

    Science.gov (United States)

    Leube, P. C.; Geiges, A.; Nowak, W.

    2012-02-01

    Incorporating hydro(geo)logical data, such as head and tracer data, into stochastic models of (subsurface) flow and transport helps to reduce prediction uncertainty. Because of financial limitations for investigation campaigns, information needs toward modeling or prediction goals should be satisfied efficiently and rationally. Optimal design techniques find the best one among a set of investigation strategies. They optimize the expected impact of data on prediction confidence or related objectives prior to data collection. We introduce a new optimal design method, called PreDIA(gnosis) (Preposterior Data Impact Assessor). PreDIA derives the relevant probability distributions and measures of data utility within a fully Bayesian, generalized, flexible, and accurate framework. It extends the bootstrap filter (BF) and related frameworks to optimal design by marginalizing utility measures over the yet unknown data values. PreDIA is a strictly formal information-processing scheme free of linearizations. It works with arbitrary simulation tools, provides full flexibility concerning measurement types (linear, nonlinear, direct, indirect), allows for any desired task-driven formulations, and can account for various sources of uncertainty (e.g., heterogeneity, geostatistical assumptions, boundary conditions, measurement values, model structure uncertainty, a large class of model errors) via Bayesian geostatistics and model averaging. Existing methods fail to simultaneously provide these crucial advantages, which our method buys at relatively higher-computational costs. We demonstrate the applicability and advantages of PreDIA over conventional linearized methods in a synthetic example of subsurface transport. In the example, we show that informative data is often invisible for linearized methods that confuse zero correlation with statistical independence. Hence, PreDIA will often lead to substantially better sampling designs. Finally, we extend our example to specifically

  17. An online expectation maximization algorithm for exploring general structure in massive networks

    Science.gov (United States)

    Chai, Bianfang; Jia, Caiyan; Yu, Jian

    2015-11-01

    Mixture model and stochastic block model (SBM) for structure discovery employ a broad and flexible definition of vertex classes such that they are able to explore a wide variety of structure. Compared to the existing algorithms based on the SBM (their time complexities are O(mc2) , where m and c are the number of edges and clusters), the algorithms of mixture model are capable of dealing with networks with a large number of communities more efficiently due to their O(mc) time complexity. However, the algorithms of mixture model using expectation maximization (EM) technique are still too slow to deal with real million-node networks, since they compute hidden variables on the entire network in each iteration. In this paper, an online variational EM algorithm is designed to improve the efficiency of the EM algorithms. In each iteration, our online algorithm samples a node and estimates its cluster memberships only by its adjacency links, and model parameters are then estimated by the memberships of the sampled node and old model parameters obtained in the previous iteration. The provided online algorithm updates model parameters subsequently by the links of a new sampled node and explores the general structure of massive and growing networks with millions of nodes and hundreds of clusters in hours. Compared to the relevant algorithms on synthetic and real networks, the proposed online algorithm costs less with little or no degradation of accuracy. Results illustrate that the presented algorithm offers a good trade-off between precision and efficiency.

  18. An iterative reconstruction method of complex images using expectation maximization for radial parallel MRI

    Science.gov (United States)

    Choi, Joonsung; Kim, Dongchan; Oh, Changhyun; Han, Yeji; Park, HyunWook

    2013-05-01

    In MRI (magnetic resonance imaging), signal sampling along a radial k-space trajectory is preferred in certain applications due to its distinct advantages such as robustness to motion, and the radial sampling can be beneficial for reconstruction algorithms such as parallel MRI (pMRI) due to the incoherency. For radial MRI, the image is usually reconstructed from projection data using analytic methods such as filtered back-projection or Fourier reconstruction after gridding. However, the quality of the reconstructed image from these analytic methods can be degraded when the number of acquired projection views is insufficient. In this paper, we propose a novel reconstruction method based on the expectation maximization (EM) method, where the EM algorithm is remodeled for MRI so that complex images can be reconstructed. Then, to optimize the proposed method for radial pMRI, a reconstruction method that uses coil sensitivity information of multichannel RF coils is formulated. Experiment results from synthetic and in vivo data show that the proposed method introduces better reconstructed images than the analytic methods, even from highly subsampled data, and provides monotonic convergence properties compared to the conjugate gradient based reconstruction method.

  19. The indexing ambiguity in serial femtosecond crystallography (SFX resolved using an expectation maximization algorithm

    Directory of Open Access Journals (Sweden)

    Haiguang Liu

    2014-11-01

    Full Text Available Crystallographic auto-indexing algorithms provide crystal orientations and unit-cell parameters and assign Miller indices based on the geometric relations between the Bragg peaks observed in diffraction patterns. However, if the Bravais symmetry is higher than the space-group symmetry, there will be multiple indexing options that are geometrically equivalent, and hence many ways to merge diffraction intensities from protein nanocrystals. Structure factor magnitudes from full reflections are required to resolve this ambiguity but only partial reflections are available from each XFEL shot, which must be merged to obtain full reflections from these `stills'. To resolve this chicken-and-egg problem, an expectation maximization algorithm is described that iteratively constructs a model from the intensities recorded in the diffraction patterns as the indexing ambiguity is being resolved. The reconstructed model is then used to guide the resolution of the indexing ambiguity as feedback for the next iteration. Using both simulated and experimental data collected at an X-ray laser for photosystem I in the P63 space group (which supports a merohedral twinning indexing ambiguity, the method is validated.

  20. An iterative reconstruction method of complex images using expectation maximization for radial parallel MRI

    International Nuclear Information System (INIS)

    In MRI (magnetic resonance imaging), signal sampling along a radial k-space trajectory is preferred in certain applications due to its distinct advantages such as robustness to motion, and the radial sampling can be beneficial for reconstruction algorithms such as parallel MRI (pMRI) due to the incoherency. For radial MRI, the image is usually reconstructed from projection data using analytic methods such as filtered back-projection or Fourier reconstruction after gridding. However, the quality of the reconstructed image from these analytic methods can be degraded when the number of acquired projection views is insufficient. In this paper, we propose a novel reconstruction method based on the expectation maximization (EM) method, where the EM algorithm is remodeled for MRI so that complex images can be reconstructed. Then, to optimize the proposed method for radial pMRI, a reconstruction method that uses coil sensitivity information of multichannel RF coils is formulated. Experiment results from synthetic and in vivo data show that the proposed method introduces better reconstructed images than the analytic methods, even from highly subsampled data, and provides monotonic convergence properties compared to the conjugate gradient based reconstruction method. (paper)

  1. Speckle reduction for medical ultrasound images with an expectation-maximization framework

    Institute of Scientific and Technical Information of China (English)

    HOU Tao; WANG Yuanyuan; GUO Yi

    2011-01-01

    In view of inherent speckle noise in medical images, a speckle reduction method was proposed based on an expectation-maximization (EM) framework. First, the real component of the in-phase/quadrature (I/Q) ultrasound image is extracted. Then, it is used to blindly estimate the point spread function (PSF) of the imaging system. Finally, based on the EM framework, an iterative algorithm alternating between the Wiener Filter and the anisotropic diffusion (AD) is exploited to produce despeckled images. The comparison experiment is carried out on both simulated and in vivo ultrasound images. It is shown that, with respect to the I/Q image, the proposed method averagely improves the speckle-signal-to-noise ratio (S-SNR) and the edge preservation index (β) of images by the factor of 1.94 and 7.52. Meanwhile, it averagely reduces the normalized mean-squared error (NMSE) by the factor of 3.95. The simulation and in vivo results indicates that the proposed method has a better overall performance than exited ones.

  2. Numerical estimation of adsorption energy distributions from adsorption isotherm data with the expectation-maximization method

    Energy Technology Data Exchange (ETDEWEB)

    Stanley, B.J.; Guiochon, G. [Tennessee Univ., Knoxville, TN (United States). Dept. of Chemistry]|[Oak Ridge National Lab., TN (United States)

    1993-08-01

    The expectation-maximization (EM) method of parameter estimation is used to calculate adsorption energy distributions of molecular probes from their adsorption isotherms. EM does not require prior knowledge of the distribution function or the isotherm, requires no smoothing of the isotherm data, and converges with high stability towards the maximum-likelihood estimate. The method is therefore robust and accurate at high iteration numbers. The EM algorithm is tested with simulated energy distributions corresponding to unimodal Gaussian, bimodal Gaussian, Poisson distributions, and the distributions resulting from Misra isotherms. Theoretical isotherms are generated from these distributions using the Langmuir model, and then chromatographic band profiles are computed using the ideal model of chromatography. Noise is then introduced in the theoretical band profiles comparable to those observed experimentally. The isotherm is then calculated using the elution-by-characteristic points method. The energy distribution given by the EM method is compared to the original one. Results are contrasted to those obtained with the House and Jaycock algorithm HILDA, and shown to be superior in terms of robustness, accuracy, and information theory. The effect of undersampling of the high-pressure/low-energy region of the adsorption is reported and discussed for the EM algorithm, as well as the effect of signal-to-noise ratio on the degree of heterogeneity that may be estimated experimentally.

  3. Expecting the unexpected: applying the Develop-Distort Dilemma to maximize positive market impacts in health.

    Science.gov (United States)

    Peters, David H; Paina, Ligia; Bennett, Sara

    2012-10-01

    Although health interventions start with good intentions to develop services for disadvantaged populations, they often distort the health market, making the delivery or financing of services difficult once the intervention is over: a condition called the 'Develop-Distort Dilemma' (DDD). In this paper, we describe how to examine whether a proposed intervention may develop or distort the health market. Our goal is to produce a tool that facilitates meaningful and systematic dialogue for practitioners and researchers to ensure that well-intentioned health interventions lead to productive health systems while reducing the undesirable distortions of such efforts. We apply the DDD tool to plan for development rather than distortions in health markets, using intervention research being conducted under the Future Health Systems consortium in Bangladesh, China and Uganda. Through a review of research proposals and interviews with principal investigators, we use the DDD tool to systematically understand how a project fits within the broader health market system, and to identify gaps in planning for sustainability. We found that while current stakeholders and funding sources for activities were easily identified, future ones were not. The implication is that the projects could raise community expectations that future services will be available and paid for, despite this actually being uncertain. Each project addressed the 'rules' of the health market system differently. The China research assesses changes in the formal financing rules, whereas Bangladesh and Uganda's projects involve influencing community level providers, where informal rules are more important. In each case, we recognize the importance of building trust between providers, communities and government officials. Each project could both develop and distort local health markets. Anyone intervening in the health market must recognize the main market perturbations, whether positive or negative, and manage them so

  4. Recursive expectation-maximization clustering: A method for identifying buffering mechanisms composed of phenomic modules

    Science.gov (United States)

    Guo, Jingyu; Tian, Dehua; McKinney, Brett A.; Hartman, John L.

    2010-06-01

    Interactions between genetic and/or environmental factors are ubiquitous, affecting the phenotypes of organisms in complex ways. Knowledge about such interactions is becoming rate-limiting for our understanding of human disease and other biological phenomena. Phenomics refers to the integrative analysis of how all genes contribute to phenotype variation, entailing genome and organism level information. A systems biology view of gene interactions is critical for phenomics. Unfortunately the problem is intractable in humans; however, it can be addressed in simpler genetic model systems. Our research group has focused on the concept of genetic buffering of phenotypic variation, in studies employing the single-cell eukaryotic organism, S. cerevisiae. We have developed a methodology, quantitative high throughput cellular phenotyping (Q-HTCP), for high-resolution measurements of gene-gene and gene-environment interactions on a genome-wide scale. Q-HTCP is being applied to the complete set of S. cerevisiae gene deletion strains, a unique resource for systematically mapping gene interactions. Genetic buffering is the idea that comprehensive and quantitative knowledge about how genes interact with respect to phenotypes will lead to an appreciation of how genes and pathways are functionally connected at a systems level to maintain homeostasis. However, extracting biologically useful information from Q-HTCP data is challenging, due to the multidimensional and nonlinear nature of gene interactions, together with a relative lack of prior biological information. Here we describe a new approach for mining quantitative genetic interaction data called recursive expectation-maximization clustering (REMc). We developed REMc to help discover phenomic modules, defined as sets of genes with similar patterns of interaction across a series of genetic or environmental perturbations. Such modules are reflective of buffering mechanisms, i.e., genes that play a related role in the maintenance

  5. Bayesian Filtering for Phase Noise Characterization and Carrier Synchronization of up to 192 Gb/s PDM 64-QAM

    DEFF Research Database (Denmark)

    Zibar, Darko; Carvalho, L.; Piels, Molly;

    2014-01-01

    We show that phase noise estimation based on Bayesian filtering outperforms conventional time-domain approaches in the presence of moderate measurement noise. Additionally, carrier synchronization based on Bayesian filtering, in combination with expectation maximization, is demonstrated for the f...

  6. A Bayesian Analysis of GPS Guidance System in Precision Agriculture: The Role of Expectations

    OpenAIRE

    Khanal, Aditya R; Mishra, Ashok K.; Lambert, Dayton M.; Paudel, Krishna P.

    2013-01-01

    Farmer’s post adoption responses about technology are important in continuation and diffusion of a technology in precision agriculture. We studied farmer’s frequency of application decisions of GPS guidance system, after adoption. Using a Cotton grower’s precision farming survey in the U.S. and Bayesian approaches, our study suggests that ‘meeting expectation’ plays an important positive role. Farmer’s income level, farm size, and farming occupation are other important factors in modeling GPS...

  7. Trend analysis of the power law process using Expectation-Maximization algorithm for data censored by inspection intervals

    Energy Technology Data Exchange (ETDEWEB)

    Taghipour, Sharareh, E-mail: sharareh@mie.utoronto.ca [Department of Mechanical and Industrial Engineering, University of Toronto, 5 King' s College Rd., Toronto, Ont., M5S 3G8 (Canada); Banjevic, Dragan [Department of Mechanical and Industrial Engineering, University of Toronto, 5 King' s College Rd., Toronto, Ont., M5S 3G8 (Canada)

    2011-10-15

    Trend analysis is a common statistical method used to investigate the operation and changes of a repairable system over time. This method takes historical failure data of a system or a group of similar systems and determines whether the recurrent failures exhibit an increasing or decreasing trend. Most trend analysis methods proposed in the literature assume that the failure times are known, so the failure data is statistically complete; however, in many situations, such as hidden failures, failure times are subject to censoring. In this paper we assume that the failure process of a group of similar independent repairable units follows a non-homogenous Poisson process with a power law intensity function. Moreover, the failure data are subject to left, interval and right censoring. The paper proposes using the likelihood ratio test to check for trends in the failure data. It uses the Expectation-Maximization (EM) algorithm to find the parameters, which maximize the data likelihood in the case of null and alternative hypotheses. A recursive procedure is used to solve the main technical problem of calculating the expected values in the Expectation step. The proposed method is applied to a hospital's maintenance data for trend analysis of the components of a general infusion pump.

  8. Expectation maximization classification and Laplacian based thickness measurement for cerebral cortex thickness estimation

    Science.gov (United States)

    Holden, Mark; Moreno-Vallecillo, Rafael; Harris, Anthony; Gomes, Lavier J.; Diep, Than-Mei; Bourgeat, Pierrick T.; Ourselin, Sébastien

    2007-03-01

    We describe a new framework for measuring cortical thickness from MR human brain images. This involves the integration of a method of tissue classification with one to estimate thickness in 3D. We have determined an additional boundary detection step to facilitate this. The classification stage utlizes the Expectation Maximisation (EM) algorithm to classify voxels associated with the tissue types that interface with cortical grey matter (GM, WM and CSF). This uses a Gaussian mixture and the EM algorithm to estimate the position and and width of the Gaussians that model the intensity distributions of the GM, WM and CSF tissue classes. The boundary detection stage uses the GM, WM and CSF classifications and finds connected components, fills holes and then applies a geodesic distance transform to determine the GM/WM interface. Finally the thickness of the cortical grey matter is estimated by solving Laplace's equation and determining the streamlines that connect the inner and outer boundaries. The contribution of this work is the adaptation of the classification and thickness measurement steps, neither requiring manual initialisation, and also the validation strategy. The resultant algorithm is fully automatic and avoids the computational expense associated with preserving the cortical surface topology. We have devised a validation strategy that indicates the cortical segmentation of a gold standard brain atlas has a similarity index of 0.91, thickness estimation has subvoxel accuracy evaluated using a synthetic image and precision of the combined segmentation and thickness measurement of 1.54mm using three clinical images.

  9. Application of an expectation maximization method to the reconstruction of X-ray-tube spectra from transmission data

    Energy Technology Data Exchange (ETDEWEB)

    Endrizzi, M., E-mail: m.endrizzi@ucl.ac.uk [Dipartimento di Fisica, Università di Siena, Via Roma 56, 53100 Siena (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Delogu, P. [Istituto Nazionale di Fisica Nucleare, Sezione di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Dipartimento di Fisica “E. Fermi”, Università di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Oliva, P. [Dipartimento di Chimica e Farmacia, Università di Sassari, via Vienna 2, 07100 Sassari (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Cagliari, s.p. per Monserrato-Sestu Km 0.700, 09042 Monserrato (Italy)

    2014-12-01

    An expectation maximization method is applied to the reconstruction of X-ray tube spectra from transmission measurements in the energy range 7–40 keV. A semiconductor single-photon counting detector, ionization chambers and a scintillator-based detector are used for the experimental measurement of the transmission. The number of iterations required to reach an approximate solution is estimated on the basis of the measurement error, according to the discrepancy principle. The effectiveness of the stopping rule is studied on simulated data and validated with experiments. The quality of the reconstruction depends on the information available on the source itself and the possibility to add this knowledge to the solution process is investigated. The method can produce good approximations provided that the amount of noise in the data can be estimated. - Highlights: • An expectation maximization method was used together with the discrepancy principle. • The discrepancy principle is a suitable criterion for stopping the iteration. • The method can be applied to a variety of detectors/experimental conditions. • The minimum information required is the amount of noise that affects the data. • Improved results are achieved by inserting more information when available.

  10. Application of an expectation maximization method to the reconstruction of X-ray-tube spectra from transmission data

    International Nuclear Information System (INIS)

    An expectation maximization method is applied to the reconstruction of X-ray tube spectra from transmission measurements in the energy range 7–40 keV. A semiconductor single-photon counting detector, ionization chambers and a scintillator-based detector are used for the experimental measurement of the transmission. The number of iterations required to reach an approximate solution is estimated on the basis of the measurement error, according to the discrepancy principle. The effectiveness of the stopping rule is studied on simulated data and validated with experiments. The quality of the reconstruction depends on the information available on the source itself and the possibility to add this knowledge to the solution process is investigated. The method can produce good approximations provided that the amount of noise in the data can be estimated. - Highlights: • An expectation maximization method was used together with the discrepancy principle. • The discrepancy principle is a suitable criterion for stopping the iteration. • The method can be applied to a variety of detectors/experimental conditions. • The minimum information required is the amount of noise that affects the data. • Improved results are achieved by inserting more information when available

  11. Patch-based augmentation of Expectation-Maximization for brain MRI tissue segmentation at arbitrary age after premature birth.

    Science.gov (United States)

    Liu, Mengyuan; Kitsch, Averi; Miller, Steven; Chau, Vann; Poskitt, Kenneth; Rousseau, Francois; Shaw, Dennis; Studholme, Colin

    2016-02-15

    Accurate automated tissue segmentation of premature neonatal magnetic resonance images is a crucial task for quantification of brain injury and its impact on early postnatal growth and later cognitive development. In such studies it is common for scans to be acquired shortly after birth or later during the hospital stay and therefore occur at arbitrary gestational ages during a period of rapid developmental change. It is important to be able to segment any of these scans with comparable accuracy. Previous work on brain tissue segmentation in premature neonates has focused on segmentation at specific ages. Here we look at solving the more general problem using adaptations of age specific atlas based methods and evaluate this using a unique manually traced database of high resolution images spanning 20 gestational weeks of development. We examine the complimentary strengths of age specific atlas-based Expectation-Maximization approaches and patch-based methods for this problem and explore the development of two new hybrid techniques, patch-based augmentation of Expectation-Maximization with weighted fusion and a spatial variability constrained patch search. The former approach seeks to combine the advantages of both atlas- and patch-based methods by learning from the performance of the two techniques across the brain anatomy at different developmental ages, while the latter technique aims to use anatomical variability maps learnt from atlas training data to locally constrain the patch-based search range. The proposed approaches were evaluated using leave-one-out cross-validation. Compared with the conventional age specific atlas-based segmentation and direct patch based segmentation, both new approaches demonstrate improved accuracy in the automated labeling of cortical gray matter, white matter, ventricles and sulcal cortical-spinal fluid regions, while maintaining comparable results in deep gray matter. PMID:26702777

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

    KAUST Repository

    Long, Quan

    2013-06-01

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

  13. Iterative three-dimensional expectation maximization restoration of single photon emission computed tomography images: Application in striatal imaging

    International Nuclear Information System (INIS)

    Single photon emission computed tomography imaging suffers from poor spatial resolution and high statistical noise. Consequently, the contrast of small structures is reduced, the visual detection of defects is limited and precise quantification is difficult. To improve the contrast, it is possible to include the spatially variant point spread function of the detection system into the iterative reconstruction algorithm. This kind of method is well known to be effective, but time consuming. We have developed a faster method to account for the spatial resolution loss in three dimensions, based on a postreconstruction restoration method. The method uses two steps. First, a noncorrected iterative ordered subsets expectation maximization (OSEM) reconstruction is performed and, in the second step, a three-dimensional (3D) iterative maximum likelihood expectation maximization (ML-EM) a posteriori spatial restoration of the reconstructed volume is done. In this paper, we compare to the standard OSEM-3D method, in three studies (two in simulation and one from experimental data). In the two first studies, contrast, noise, and visual detection of defects are studied. In the third study, a quantitative analysis is performed from data obtained with an anthropomorphic striatal phantom filled with 123-I. From the simulations, we demonstrate that contrast as a function of noise and lesion detectability are very similar for both OSEM-3D and OSEM-R methods. In the experimental study, we obtained very similar values of activity-quantification ratios for different regions in the brain. The advantage of OSEM-R compared to OSEM-3D is a substantial gain of processing time. This gain depends on several factors. In a typical situation, for a 128x128 acquisition of 120 projections, OSEM-R is 13 or 25 times faster than OSEM-3D, depending on the calculation method used in the iterative restoration. In this paper, the OSEM-R method is tested with the approximation of depth independent

  14. Direct reconstruction of the source intensity distribution of a clinical linear accelerator using a maximum likelihood expectation maximization algorithm

    Science.gov (United States)

    Papaconstadopoulos, P.; Levesque, I. R.; Maglieri, R.; Seuntjens, J.

    2016-02-01

    Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size (0.5× 0.5 cm2). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect.

  15. Hemodynamic segmentation of brain perfusion images with delay and dispersion effects using an expectation-maximization algorithm.

    Directory of Open Access Journals (Sweden)

    Chia-Feng Lu

    Full Text Available Automatic identification of various perfusion compartments from dynamic susceptibility contrast magnetic resonance brain images can assist in clinical diagnosis and treatment of cerebrovascular diseases. The principle of segmentation methods was based on the clustering of bolus transit-time profiles to discern areas of different tissues. However, the cerebrovascular diseases may result in a delayed and dispersed local perfusion and therefore alter the hemodynamic signal profiles. Assessing the accuracy of the segmentation technique under delayed/dispersed circumstance is critical to accurately evaluate the severity of the vascular disease. In this study, we improved the segmentation method of expectation-maximization algorithm by using the results of hierarchical clustering on whitened perfusion data as initial parameters for a mixture of multivariate Gaussians model. In addition, Monte Carlo simulations were conducted to evaluate the performance of proposed method under different levels of delay, dispersion, and noise of signal profiles in tissue segmentation. The proposed method was used to classify brain tissue types using perfusion data from five normal participants, a patient with unilateral stenosis of the internal carotid artery, and a patient with moyamoya disease. Our results showed that the normal, delayed or dispersed hemodynamics can be well differentiated for patients, and therefore the local arterial input function for impaired tissues can be recognized to minimize the error when estimating the cerebral blood flow. Furthermore, the tissue in the risk of infarct and the tissue with or without the complementary blood supply from the communicating arteries can be identified.

  16. Multi-Dimensional Features Reduction of Consistency Subset Evaluator on Unsupervised Expectation Maximization Classifier for Imaging Surveillance Application

    Directory of Open Access Journals (Sweden)

    Chue-Poh TAN

    2008-02-01

    Full Text Available This paper presents the application of multi dimensional feature reduction ofConsistency Subset Evaluator (CSE and Principal Component Analysis (PCAand Unsupervised Expectation Maximization (UEM classifier for imagingsurveillance system. Recently, research in image processing has raised muchinterest in the security surveillance systems community. Weapon detection is oneof the greatest challenges facing by the community recently. In order toovercome this issue, application of the UEM classifier is performed to focus onthe need of detecting dangerous weapons. However, CSE and PCA are used toexplore the usefulness of each feature and reduce the multi dimensional featuresto simplified features with no underlying hidden structure. In this paper, we takeadvantage of the simplified features and classifier to categorize images objectwith the hope to detect dangerous weapons effectively. In order to validate theeffectiveness of the UEM classifier, several classifiers are used to compare theoverall accuracy of the system with the compliment from the features reduction ofCSE and PCA. These unsupervised classifiers include Farthest First, DensitybasedClustering and k-Means methods. The final outcome of this researchclearly indicates that UEM has the ability in improving the classification accuracyusing the extracted features from the multi-dimensional feature reduction of CSE.Besides, it is also shown that PCA is able to speed-up the computational timewith the reduced dimensionality of the features compromising the slight decreaseof accuracy.

  17. Expectation-maximization algorithms for learning a finite mixture of univariate survival time distributions from partially specified class values

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Youngrok [Iowa State Univ., Ames, IA (United States)

    2013-05-15

    Heterogeneity exists on a data set when samples from di erent classes are merged into the data set. Finite mixture models can be used to represent a survival time distribution on heterogeneous patient group by the proportions of each class and by the survival time distribution within each class as well. The heterogeneous data set cannot be explicitly decomposed to homogeneous subgroups unless all the samples are precisely labeled by their origin classes; such impossibility of decomposition is a barrier to overcome for estimating nite mixture models. The expectation-maximization (EM) algorithm has been used to obtain maximum likelihood estimates of nite mixture models by soft-decomposition of heterogeneous samples without labels for a subset or the entire set of data. In medical surveillance databases we can find partially labeled data, that is, while not completely unlabeled there is only imprecise information about class values. In this study we propose new EM algorithms that take advantages of using such partial labels, and thus incorporate more information than traditional EM algorithms. We particularly propose four variants of the EM algorithm named EM-OCML, EM-PCML, EM-HCML and EM-CPCML, each of which assumes a specific mechanism of missing class values. We conducted a simulation study on exponential survival trees with five classes and showed that the advantages of incorporating substantial amount of partially labeled data can be highly signi cant. We also showed model selection based on AIC values fairly works to select the best proposed algorithm on each specific data set. A case study on a real-world data set of gastric cancer provided by Surveillance, Epidemiology and End Results (SEER) program showed a superiority of EM-CPCML to not only the other proposed EM algorithms but also conventional supervised, unsupervised and semi-supervised learning algorithms.

  18. Comparison of ordered subsets expectation maximization and Chang's attenuation correction method in quantitative cardiac SPET: a phantom study.

    Science.gov (United States)

    Dey, D; Slomka, P J; Hahn, L J; Kloiber, R

    1998-12-01

    Photon attenuation is one of the primary causes of artifacts in cardiac single photon emission tomography (SPET). Several attenuation correction algorithms have been proposed. The aim of this study was to compare the effect of using the ordered subsets expectation maximization (OSEM) reconstruction algorithm and Chang's non-uniform attenuation correction method on quantitative cardiac SPET. We performed SPET scans of an anthropomorphic phantom simulating normal and abnormal myocardial studies. Attenuation maps of the phantom were obtained from computed tomographic images. The SPET projection data were corrected for attenuation using OSEM reconstruction, as well as Chang's method. For each defect scan and attenuation correction method, we calculated three quantitative parameters: average radial maximum (ARM) ratio of the defect-to-normal area, maximum defect contrast (MDC) and defect volume, using automated three-dimensional quantitation. The differences between the two methods were less than 4% for defect-to-normal ARM ratio, 19% for MDC and 13% for defect volume. These differences are within the range of estimated statistical variation of SPET. The calculation times of the two methods were comparable. For all SPET studies, OSEM attenuation correction gave a more correct activity distribution, with respect to both the homogeneity of the radiotracer and the shape of the cardiac insert. The difference in uniformity between OSEM and Chang's method was quantified by segmental analysis and found to be less than 8% for the normal study. In conclusion, OSEM and Chang's attenuation correction are quantitatively equivalent, with comparable calculation times. OSEM reconstruction gives a more correct activity distribution and is therefore preferred.

  19. Hybrid metaheuristic approaches to the expectation maximization for estimation of the hidden Markov model for signal modeling.

    Science.gov (United States)

    Huda, Shamsul; Yearwood, John; Togneri, Roberto

    2014-10-01

    The expectation maximization (EM) is the standard training algorithm for hidden Markov model (HMM). However, EM faces a local convergence problem in HMM estimation. This paper attempts to overcome this problem of EM and proposes hybrid metaheuristic approaches to EM for HMM. In our earlier research, a hybrid of a constraint-based evolutionary learning approach to EM (CEL-EM) improved HMM estimation. In this paper, we propose a hybrid simulated annealing stochastic version of EM (SASEM) that combines simulated annealing (SA) with EM. The novelty of our approach is that we develop a mathematical reformulation of HMM estimation by introducing a stochastic step between the EM steps and combine SA with EM to provide better control over the acceptance of stochastic and EM steps for better HMM estimation. We also extend our earlier work and propose a second hybrid which is a combination of an EA and the proposed SASEM, (EA-SASEM). The proposed EA-SASEM uses the best constraint-based EA strategies from CEL-EM and stochastic reformulation of HMM. The complementary properties of EA and SA and stochastic reformulation of HMM of SASEM provide EA-SASEM with sufficient potential to find better estimation for HMM. To the best of our knowledge, this type of hybridization and mathematical reformulation have not been explored in the context of EM and HMM training. The proposed approaches have been evaluated through comprehensive experiments to justify their effectiveness in signal modeling using the speech corpus: TIMIT. Experimental results show that proposed approaches obtain higher recognition accuracies than the EM algorithm and CEL-EM as well. PMID:24686310

  20. Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction

    Science.gov (United States)

    Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib

    2016-08-01

    Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate K i as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting K i images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit K i bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source software for tomographic image reconstruction platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced K i target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D versus the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10-20 sub-iterations. Moreover, systematic reduction in K i % bias and improved TBR were

  1. Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction.

    Science.gov (United States)

    Karakatsanis, Nicolas A; Casey, Michael E; Lodge, Martin A; Rahmim, Arman; Zaidi, Habib

    2016-08-01

    Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate K i as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting K i images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit K i bias of sPatlak analysis at regions with non-negligible (18)F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source software for tomographic image reconstruction platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published (18)F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced K i target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D versus the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10-20 sub-iterations. Moreover, systematic reduction in K i % bias and improved TBR were

  2. Generation of a statistical shape model with probabilistic point correspondences and the expectation maximization- iterative closest point algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Hufnagel, Heike [Institut National de Recherche en Informatique et en Automatique (INRIA), Asclepios Project, Sophia Antipolis (France); University Medical Center Hamburg-Eppendorf, Department of Medical Informatics, Hamburg (Germany); Pennec, Xavier; Ayache, Nicholas [Institut National de Recherche en Informatique et en Automatique (INRIA), Asclepios Project, Sophia Antipolis (France); Ehrhardt, Jan; Handels, Heinz [University Medical Center Hamburg-Eppendorf, Department of Medical Informatics, Hamburg (Germany)

    2008-03-15

    Identification of point correspondences between shapes is required for statistical analysis of organ shapes differences. Since manual identification of landmarks is not a feasible option in 3D, several methods were developed to automatically find one-to-one correspondences on shape surfaces. For unstructured point sets, however, one-to-one correspondences do not exist but correspondence probabilities can be determined. A method was developed to compute a statistical shape model based on shapes which are represented by unstructured point sets with arbitrary point numbers. A fundamental problem when computing statistical shape models is the determination of correspondences between the points of the shape observations of the training data set. In the absence of landmarks, exact correspondences can only be determined between continuous surfaces, not between unstructured point sets. To overcome this problem, we introduce correspondence probabilities instead of exact correspondences. The correspondence probabilities are found by aligning the observation shapes with the affine expectation maximization-iterative closest points (EM-ICP) registration algorithm. In a second step, the correspondence probabilities are used as input to compute a mean shape (represented once again by an unstructured point set). Both steps are unified in a single optimization criterion which depe nds on the two parameters 'registration transformation' and 'mean shape'. In a last step, a variability model which best represents the variability in the training data set is computed. Experiments on synthetic data sets and in vivo brain structure data sets (MRI) are then designed to evaluate the performance of our algorithm. The new method was applied to brain MRI data sets, and the estimated point correspondences were compared to a statistical shape model built on exact correspondences. Based on established measures of 'generalization ability' and &apos

  3. Generation of a statistical shape model with probabilistic point correspondences and the expectation maximization- iterative closest point algorithm

    International Nuclear Information System (INIS)

    Identification of point correspondences between shapes is required for statistical analysis of organ shapes differences. Since manual identification of landmarks is not a feasible option in 3D, several methods were developed to automatically find one-to-one correspondences on shape surfaces. For unstructured point sets, however, one-to-one correspondences do not exist but correspondence probabilities can be determined. A method was developed to compute a statistical shape model based on shapes which are represented by unstructured point sets with arbitrary point numbers. A fundamental problem when computing statistical shape models is the determination of correspondences between the points of the shape observations of the training data set. In the absence of landmarks, exact correspondences can only be determined between continuous surfaces, not between unstructured point sets. To overcome this problem, we introduce correspondence probabilities instead of exact correspondences. The correspondence probabilities are found by aligning the observation shapes with the affine expectation maximization-iterative closest points (EM-ICP) registration algorithm. In a second step, the correspondence probabilities are used as input to compute a mean shape (represented once again by an unstructured point set). Both steps are unified in a single optimization criterion which depe nds on the two parameters 'registration transformation' and 'mean shape'. In a last step, a variability model which best represents the variability in the training data set is computed. Experiments on synthetic data sets and in vivo brain structure data sets (MRI) are then designed to evaluate the performance of our algorithm. The new method was applied to brain MRI data sets, and the estimated point correspondences were compared to a statistical shape model built on exact correspondences. Based on established measures of ''generalization ability'' and ''specificity'', the estimates were very satisfactory

  4. Clinical evaluation of iterative reconstruction (ordered-subset expectation maximization) in dynamic positron emission tomography: quantitative effects on kinetic modeling with N-13 ammonia in healthy subjects

    DEFF Research Database (Denmark)

    Hove, Jens D; Rasmussen, Rune; Freiberg, Jacob;

    2008-01-01

    BACKGROUND: The purpose of this study was to investigate the quantitative properties of ordered-subset expectation maximization (OSEM) on kinetic modeling with nitrogen 13 ammonia compared with filtered backprojection (FBP) in healthy subjects. METHODS AND RESULTS: Cardiac N-13 ammonia positron e...

  5. A Bayesian Approach to Interactive Retrieval

    Science.gov (United States)

    Tague, Jean M.

    1973-01-01

    A probabilistic model for interactive retrieval is presented. Bayesian statistical decision theory principles are applied: use of prior and sample information about the relationship of document descriptions to query relevance; maximization of expected value of a utility function, to the problem of optimally restructuring search strategies in an…

  6. Deriving the largest expected number of elementary particles in the standard model from the maximal compact subgroup H of the exceptional Lie group E7(-5)

    International Nuclear Information System (INIS)

    The maximal number of elementary particles which could be expected to be found within a modestly extended energy scale of the standard model was found using various methods to be N = 69. In particular using E-infinity theory the present Author found the exact transfinite expectation value to be =α-baro/2≅69 where α-baro=137.082039325 is the exact inverse fine structure constant. In the present work we show among other things how to derive the exact integer value 69 from the exceptional Lie symmetry groups hierarchy. It is found that the relevant number is given by dim H = 69 where H is the maximal compact subspace of E7(-5) so that N = dim H = 69 while dim E7 = 133

  7. Non-linear spatio-temporal filtering of dynamic PET data using a 4-dimensional Gaussian filter and expectation-maximization deconvolution

    OpenAIRE

    Floberg, J M; Holden, J.E.

    2013-01-01

    We introduce a method for denoising dynamic PET data, spatio-temporal expectation-maximization (STEM) filtering, that combines 4-dimensional Gaussian filtering with EM deconvolution. The initial Gaussian filter suppresses noise at a broad range of spatial and temporal frequencies and EM deconvolution quickly restores the frequencies most important to the signal. We aim to demonstrate that STEM filtering can improve variance in both individual time frames and in parametric images without intro...

  8. Maximizing Expected Base Pair Accuracy in RNA Secondary Structure Prediction by Joining Stochastic Context-Free Grammars Method

    Directory of Open Access Journals (Sweden)

    Shahira M. Habashy

    2012-03-01

    Full Text Available The identification of RNA secondary structures has been among the most exciting recent developments in biology and medical science. Prediction of RNA secondary structure is a fundamental problem in computational structural biology. For several decades, free energy minimization has been the most popular method for prediction from a single sequence. It is based on a set of empirical free energy change parameters derived from experiments using a nearest-neighbor model. Accurate prediction of RNA secondary structure from the base sequence is an unsolved computational challenge. The accuracy of predictions made by free energy minimization is limited by the quality of the energy parameters in the underlying free energy model. More recently, stochastic context-free grammars (SCFGs have emerged as an alternative probabilistic methodology for modeling RNA structure. Unlike physics-based methods, which rely on thousands of experimentally -measured thermodynamic parameters, SCFGs use fully-automated statistical learning algorithms to derive model parameters. This paper proposes a new algorithm that computes base pairing pattern for RNA molecule. Complex internal structures in RNA are fully taken into account. It supports the calculation of stochastic context-free grammars (SCFGs, and equilibrium concentrations of duplex structures. This new algorithm is compared with dynamic programming benchmark mfold and algorithms (Tfold, and MaxExpect. The results showed that the proposed algorithm achieved better performance with respect to sensitivity and positive predictive value.

  9. Nonlinear spatio-temporal filtering of dynamic PET data using a four-dimensional Gaussian filter and expectation-maximization deconvolution

    International Nuclear Information System (INIS)

    We introduce a method for denoising dynamic PET data, spatio-temporal expectation-maximization (STEM) filtering, that combines four-dimensional Gaussian filtering with EM deconvolution. The initial Gaussian filter suppresses noise at a broad range of spatial and temporal frequencies and EM deconvolution quickly restores the frequencies most important to the signal. We aim to demonstrate that STEM filtering can improve variance in both individual time frames and in parametric images without introducing significant bias. We evaluate STEM filtering with a dynamic phantom study, and with simulated and human dynamic PET studies of a tracer with reversible binding behaviour, [C-11]raclopride, and a tracer with irreversible binding behaviour, [F-18]FDOPA. STEM filtering is compared to a number of established three and four-dimensional denoising methods. STEM filtering provides substantial improvements in variance in both individual time frames and in parametric images generated with a number of kinetic analysis techniques while introducing little bias. STEM filtering does bias early frames, but this does not affect quantitative parameter estimates. STEM filtering is shown to be superior to the other simple denoising methods studied. STEM filtering is a simple and effective denoising method that could be valuable for a wide range of dynamic PET applications. (paper)

  10. 基于参数探索的期望最大化策略搜索%Expectation-maximization Policy Search with Parameter-based Exploration

    Institute of Scientific and Technical Information of China (English)

    程玉虎; 冯涣婷; 王雪松

    2012-01-01

    针对随机探索易于导致梯度估计方差过大的问题,提出一种基于参数探索的期望最大化(Expectationmaximization,EM)策略搜索方法.首先,将策略定义为控制器参数的一个概率分布.然后,根据定义的概率分布直接在控制器参数空间进行多次采样以收集样本.在每一幕样本的收集过程中,由于选择的动作均是确定的,因此可以减小采样带来的方差,从而减小梯度估计方差.最后,基于收集到的样本,通过最大化期望回报函数的下界来迭代地更新策略参数.为减少采样耗时和降低采样成本,此处利用重要采样技术以重复使用策略更新过程中收集的样本.两个连续空间控制问题的仿真结果表明,与基于动作随机探索的策略搜索强化学习方法相比,本文所提方法不仅学到的策略最优,而且加快了算法收敛速度,具有较好的学习性能.%In order to reduce large variance of gradient estimation resulted from stochastic exploration strategy, a kind of expectation-maximization policy search reinforcement learning with parameter-based exploration is proposed. At first, a probability distribution over the parameters of a controller is used to define a policy. Secondly, samples are collected by directly sampling in the controller parameter space according to the probability distribution for several times. During the sample-collection procedure of each episode, because the selected actions are deterministic, sampling from the defined policy leads to a small variance in the samples, which can reduce the variance of gradient estimation. At last, based on the collected samples, policy parameters are iteratively updated by maximizing the lower bound of the expected return function. In order to reduce the time-consumption and to lower the cost of sampling, an importance sampling technique is used to repeatedly use samples collected from policy update process. Simulation results on two continuous

  11. From Wald to Savage: homo economicus becomes a Bayesian statistician

    OpenAIRE

    Giocoli, Nicola

    2011-01-01

    Bayesian rationality is the paradigm of rational behavior in neoclassical economics. A rational agent in an economic model is one who maximizes her subjective expected utility and consistently revises her beliefs according to Bayes’s rule. The paper raises the question of how, when and why this characterization of rationality came to be endorsed by mainstream economists. Though no definitive answer is provided, it is argued that the question is far from trivial and of great historiographic im...

  12. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis;

    2013-01-01

    computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...

  13. Expectant Mothers Maximizing Opportunities: Maternal Characteristics Moderate Multifactorial Prenatal Stress in the Prediction of Birth Weight in a Sample of Children Adopted at Birth.

    Directory of Open Access Journals (Sweden)

    Line Brotnow

    Full Text Available Mothers' stress in pregnancy is considered an environmental risk factor in child development. Multiple stressors may combine to increase risk, and maternal personal characteristics may offset the effects of stress. This study aimed to test the effect of 1 multifactorial prenatal stress, integrating objective "stressors" and subjective "distress" and 2 the moderating effects of maternal characteristics (perceived social support, self-esteem and specific personality traits on infant birthweight.Hierarchical regression modeling was used to examine cross-sectional data on 403 birth mothers and their newborns from an adoption study.Distress during pregnancy showed a statistically significant association with birthweight (R2 = 0.032, F(2, 398 = 6.782, p = .001. The hierarchical regression model revealed an almost two-fold increase in variance of birthweight predicted by stressors as compared with distress measures (R2Δ = 0.049, F(4, 394 = 5.339, p < .001. Further, maternal characteristics moderated this association (R2Δ = 0.031, F(4, 389 = 3.413, p = .009. Specifically, the expected benefit to birthweight as a function of higher SES was observed only for mothers with lower levels of harm-avoidance and higher levels of perceived social support. Importantly, the results were not better explained by prematurity, pregnancy complications, exposure to drugs, alcohol or environmental toxins.The findings support multidimensional theoretical models of prenatal stress. Although both objective stressors and subjectively measured distress predict birthweight, they should be considered distinct and cumulative components of stress. This study further highlights that jointly considering risk factors and protective factors in pregnancy improves the ability to predict birthweight.

  14. 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.

  15. Image reconstruction of single photon emission computed tomography (SPECT) on a pebble bed reactor (PBR) using expectation maximization and exact inversion algorithms: Comparison study by means of numerical phantom

    Science.gov (United States)

    Razali, Azhani Mohd; Abdullah, Jaafar

    2015-04-01

    Single Photon Emission Computed Tomography (SPECT) is a well-known imaging technique used in medical application, and it is part of medical imaging modalities that made the diagnosis and treatment of disease possible. However, SPECT technique is not only limited to the medical sector. Many works are carried out to adapt the same concept by using high-energy photon emission to diagnose process malfunctions in critical industrial systems such as in chemical reaction engineering research laboratories, as well as in oil and gas, petrochemical and petrochemical refining industries. Motivated by vast applications of SPECT technique, this work attempts to study the application of SPECT on a Pebble Bed Reactor (PBR) using numerical phantom of pebbles inside the PBR core. From the cross-sectional images obtained from SPECT, the behavior of pebbles inside the core can be analyzed for further improvement of the PBR design. As the quality of the reconstructed image is largely dependent on the algorithm used, this work aims to compare two image reconstruction algorithms for SPECT, namely the Expectation Maximization Algorithm and the Exact Inversion Formula. The results obtained from the Exact Inversion Formula showed better image contrast and sharpness, and shorter computational time compared to the Expectation Maximization Algorithm.

  16. 基于无失效数据的加权 E-Bayes 可靠性评估方法%Method for evaluation of weight expected-Bayesian reliability based on zero-failure data

    Institute of Scientific and Technical Information of China (English)

    蔡忠义; 陈云翔; 项华春; 董骁雄

    2015-01-01

    针对无失效数据情况下产品的可靠性评估问题,提出加权最小二乘法结合期望 Bayes(expected-Bayesian,E-Bayes)可靠性评估方法与模型。根据工程经验,构造出产品失效概率的先验分布;运用 Bayes 理论与方法,给出产品失效概率的 E-Bayes 估计;在威布尔分布场合下,采用加权最小二乘法来拟合产品寿命分布参数,给出产品可靠性指标的点估计和区间估计;结合算例分析,探讨模型的稳健性与方法的优越性,表明该方法具有较好的工程应用价值。%Aiming at the problem of product reliability evaluation in condition of zero-failure data,a method combining the weight-least-square method with expected-Bayesian (E-Bayes)reliability evaluation is put for-ward.According to the engineering experience,the prior distribution of product failure probability is construc-ted.Then the E-Bayes estimation of product failure probability is given by using the theory and method of Bayesian.In condition of Weibull distribution,the weight-least-square method is used to seek out the parameter of Weibull distribution,and obtain the reliability indexes’point and interval estimation.At last the robustness of the model and the superiority of the method are discussed by an example which shows the value of the method in engineering application.

  17. Sparse Bayesian learning in ISAR tomography imaging

    Institute of Scientific and Technical Information of China (English)

    SU Wu-ge; WANG Hong-qiang; DENG Bin; WANG Rui-jun; QIN Yu-liang

    2015-01-01

    Inverse synthetic aperture radar (ISAR) imaging can be regarded as a narrow-band version of the computer aided tomography (CT). The traditional CT imaging algorithms for ISAR, including the polar format algorithm (PFA) and the convolution back projection algorithm (CBP), usually suffer from the problem of the high sidelobe and the low resolution. The ISAR tomography image reconstruction within a sparse Bayesian framework is concerned. Firstly, the sparse ISAR tomography imaging model is established in light of the CT imaging theory. Then, by using the compressed sensing (CS) principle, a high resolution ISAR image can be achieved with limited number of pulses. Since the performance of existing CS-based ISAR imaging algorithms is sensitive to the user parameter, this makes the existing algorithms inconvenient to be used in practice. It is well known that the Bayesian formalism of recover algorithm named sparse Bayesian learning (SBL) acts as an effective tool in regression and classification, which uses an efficient expectation maximization procedure to estimate the necessary parameters, and retains a preferable property of thel0-norm diversity measure. Motivated by that, a fully automated ISAR tomography imaging algorithm based on SBL is proposed. Experimental results based on simulated and electromagnetic (EM) data illustrate the effectiveness and the superiority of the proposed algorithm over the existing algorithms.

  18. Entropy Maximization

    Indian Academy of Sciences (India)

    K B Athreya

    2009-09-01

    It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf that satisfy $\\int fh_id_=_i$ for $i=1,2,\\ldots,\\ldots k$ the maximizer of entropy is an $f_0$ that is proportional to $\\exp(\\sum c_i h_i)$ for some choice of $c_i$. An extension of this to a continuum of constraints and many examples are presented.

  19. 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

  20. Bayesian statistics

    OpenAIRE

    Draper, D.

    2001-01-01

    © 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography

  1. Sparse Bayesian Learning for DOA Estimation with Mutual Coupling

    Directory of Open Access Journals (Sweden)

    Jisheng Dai

    2015-10-01

    Full Text Available Sparse Bayesian learning (SBL has given renewed interest to the problem of direction-of-arrival (DOA estimation. It is generally assumed that the measurement matrix in SBL is precisely known. Unfortunately, this assumption may be invalid in practice due to the imperfect manifold caused by unknown or misspecified mutual coupling. This paper describes a modified SBL method for joint estimation of DOAs and mutual coupling coefficients with uniform linear arrays (ULAs. Unlike the existing method that only uses stationary priors, our new approach utilizes a hierarchical form of the Student t prior to enforce the sparsity of the unknown signal more heavily. We also provide a distinct Bayesian inference for the expectation-maximization (EM algorithm, which can update the mutual coupling coefficients more efficiently. Another difference is that our method uses an additional singular value decomposition (SVD to reduce the computational complexity of the signal reconstruction process and the sensitivity to the measurement noise.

  2. Bayesian Thought in Early Modern Detective Stories: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes

    CERN Document Server

    Kadane, Joseph B

    2010-01-01

    This paper reviews the maxims used by three early modern fictional detectives: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes. It find similarities between these maxims and Bayesian thought. Poe's Dupin uses ideas very similar to Bayesian game theory. Sherlock Holmes' statements also show thought patterns justifiable in Bayesian terms.

  3. Bayesian Thought in Early Modern Detective Stories: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes

    OpenAIRE

    Kadane, Joseph B.

    2009-01-01

    This paper reviews the maxims used by three early modern fictional detectives: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes. It find similarities between these maxims and Bayesian thought. Poe's Dupin uses ideas very similar to Bayesian game theory. Sherlock Holmes' statements also show thought patterns justifiable in Bayesian terms.

  4. Expectation-maximization (EM) Algorithm Based on IMM Filtering with Adaptive Noise Covariance%基于期望最大化算法的自适应噪声交互多模型滤波

    Institute of Scientific and Technical Information of China (English)

    雷明; 韩崇昭

    2006-01-01

    A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target.Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally,the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.

  5. Regularized variational Bayesian learning of echo state networks with delay&sum readout.

    Science.gov (United States)

    Shutin, Dmitriy; Zechner, Christoph; Kulkarni, Sanjeev R; Poor, H Vincent

    2012-04-01

    In this work, a variational Bayesian framework for efficient training of echo state networks (ESNs) with automatic regularization and delay&sum (D&S) readout adaptation is proposed. The algorithm uses a classical batch learning of ESNs. By treating the network echo states as fixed basis functions parameterized with delay parameters, we propose a variational Bayesian ESN training scheme. The variational approach allows for a seamless combination of sparse Bayesian learning ideas and a variational Bayesian space-alternating generalized expectation-maximization (VB-SAGE) algorithm for estimating parameters of superimposed signals. While the former method realizes automatic regularization of ESNs, which also determines which echo states and input signals are relevant for "explaining" the desired signal, the latter method provides a basis for joint estimation of D&S readout parameters. The proposed training algorithm can naturally be extended to ESNs with fixed filter neurons. It also generalizes the recently proposed expectation-maximization-based D&S readout adaptation method. The proposed algorithm was tested on synthetic data prediction tasks as well as on dynamic handwritten character recognition. PMID:22168555

  6. 基于期望最大化框架的医学超声图像去斑%Despeckling medical ultrasound images based on an expectation maximization framework

    Institute of Scientific and Technical Information of China (English)

    侯涛; 汪源源; 郭翌

    2011-01-01

    In view of inherent speckle noise in medical images, a de-speckling method was proposed based on an expectation maximization (EM) framework. Firstly, the real part was extracted from the Inphase/Quadrature (I/Q)ultrasound image. Then, the point spread function was blindly estimated from the real image. Lastly, based on the EM framework, an iterative algorithm alternating between Wiener filtering and anisotropic diffusion was exploited to produce de-speckled images. The comparison experiment was carried out on both simulated and in vitro ultrasound images using the proposed method and exited ones, respectively. It was shown that the proposed method averagely improved the speckle-signal-to-noise Ratio (S-SNR) and the edge preservation index (β) of I/Q images by the factor of 1.94 and 7.52. Meanwhile, it averagely reduced the normalized mean-squared error (NMSE) by the factor of 3.95. The simulation and in vitro results indicated that the proposed method had a better overall performance than exited ones.%针对医学超声图像斑点噪声,提出一种基于期望最大化(EM)框架的去斑算法.先从超声I/Q图像中提取实部;然后从该实部图像中"盲估计"出系统的点扩散函数;最后利用EM算法,在维纳滤波和各向异性扩散间进行迭代,从而获得去斑后的超声图像.对不同信噪比的仿真图像和实际图像采用本文方法和现有方法进行比较实验,结果表明,采用本文方法可将超声图像的斑点信噪比和边界保留指数平均提高1.94和7.52倍,归一化均方差平均降低3.95倍,性能指标优于现有方法.

  7. On maximal massive 3D supergravity

    Energy Technology Data Exchange (ETDEWEB)

    Bergshoeff, Eric A; Rosseel, Jan [Centre for Theoretical Physics, University of Groningen, Nijenborgh 4, 9747 AG Groningen (Netherlands); Hohm, Olaf [Center for Theoretical Physics, Massachusetts Institute of Technology, Cambridge, MA 02139 (United States); Townsend, Paul K, E-mail: E.A.Bergshoeff@rug.n, E-mail: ohohm@mit.ed, E-mail: j.rosseel@rug.n, E-mail: P.K.Townsend@damtp.cam.ac.u [Department of Applied Mathematics and Theoretical Physics, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge, CB3 0WA (United Kingdom)

    2010-12-07

    We construct, at the linearized level, the three-dimensional (3D) N=4 supersymmetric 'general massive supergravity' and the maximally supersymmetric N=8 'new massive supergravity'. We also construct the maximally supersymmetric linearized N=7 topologically massive supergravity, although we expect N=6 to be maximal at the nonlinear level.

  8. On Maximal Massive 3D Supergravity

    CERN Document Server

    Bergshoeff, Eric A; Rosseel, Jan; Townsend, Paul K

    2010-01-01

    We construct, at the linearized level, the three-dimensional (3D) N = 4 supersymmetric "general massive supergravity" and the maximally supersymmetric N = 8 "new massive supergravity". We also construct the maximally supersymmetric linearized N = 7 topologically massive supergravity, although we expect N = 6 to be maximal at the non-linear level.

  9. Bayesian programming

    CERN Document Server

    Bessiere, Pierre; Ahuactzin, Juan Manuel; Mekhnacha, Kamel

    2013-01-01

    Probability as an Alternative to Boolean LogicWhile logic is the mathematical foundation of rational reasoning and the fundamental principle of computing, it is restricted to problems where information is both complete and certain. However, many real-world problems, from financial investments to email filtering, are incomplete or uncertain in nature. Probability theory and Bayesian computing together provide an alternative framework to deal with incomplete and uncertain data. Decision-Making Tools and Methods for Incomplete and Uncertain DataEmphasizing probability as an alternative to Boolean

  10. Perception, illusions and Bayesian inference.

    Science.gov (United States)

    Nour, Matthew M; Nour, Joseph M

    2015-01-01

    Descriptive psychopathology makes a distinction between veridical perception and illusory perception. In both cases a perception is tied to a sensory stimulus, but in illusions the perception is of a false object. This article re-examines this distinction in light of new work in theoretical and computational neurobiology, which views all perception as a form of Bayesian statistical inference that combines sensory signals with prior expectations. Bayesian perceptual inference can solve the 'inverse optics' problem of veridical perception and provides a biologically plausible account of a number of illusory phenomena, suggesting that veridical and illusory perceptions are generated by precisely the same inferential mechanisms.

  11. A Bayesian Reflection on Surfaces

    Directory of Open Access Journals (Sweden)

    David R. Wolf

    1999-10-01

    Full Text Available Abstract: The topic of this paper is a novel Bayesian continuous-basis field representation and inference framework. Within this paper several problems are solved: The maximally informative inference of continuous-basis fields, that is where the basis for the field is itself a continuous object and not representable in a finite manner; the tradeoff between accuracy of representation in terms of information learned, and memory or storage capacity in bits; the approximation of probability distributions so that a maximal amount of information about the object being inferred is preserved; an information theoretic justification for multigrid methodology. The maximally informative field inference framework is described in full generality and denoted the Generalized Kalman Filter. The Generalized Kalman Filter allows the update of field knowledge from previous knowledge at any scale, and new data, to new knowledge at any other scale. An application example instance, the inference of continuous surfaces from measurements (for example, camera image data, is presented.

  12. BayesLCA: An R Package for Bayesian Latent Class Analysis

    Directory of Open Access Journals (Sweden)

    Arthur White

    2014-11-01

    Full Text Available The BayesLCA package for R provides tools for performing latent class analysis within a Bayesian setting. Three methods for fitting the model are provided, incorporating an expectation-maximization algorithm, Gibbs sampling and a variational Bayes approximation. The article briefly outlines the methodology behind each of these techniques and discusses some of the technical difficulties associated with them. Methods to remedy these problems are also described. Visualization methods for each of these techniques are included, as well as criteria to aid model selection.

  13. Bayesian semi-blind component separation for foreground removal in interferometric 21-cm observations

    CERN Document Server

    Zhang, Le; Karakci, Ata; Korotkov, Andrei; Sutter, P M; Timbie, Peter T; Tucker, Gregory S; Wandelt, Benjamin D

    2016-01-01

    We present in this paper a new Bayesian semi-blind approach for foreground removal in observations of the 21-cm signal with interferometers. The technique, which we call HIEMICA (HI Expectation-Maximization Independent Component Analysis), is an extension of the Independent Component Analysis (ICA) technique developed for two-dimensional (2D) CMB maps to three-dimensional (3D) 21-cm cosmological signals measured by interferometers. This technique provides a fully Bayesian inference of power spectra and maps and separates the foregrounds from signal based on the diversity of their power spectra. Only relying on the statistical independence of the components, this approach can jointly estimate the 3D power spectrum of the 21-cm signal and, the 2D angular power spectrum and the frequency dependence of each foreground component, without any prior assumptions about foregrounds. This approach has been tested extensively by applying it to mock data from interferometric 21-cm intensity mapping observations. Based on ...

  14. 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

  15. 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.

  16. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M

    2016-01-01

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

  17. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    Science.gov (United States)

    Barat, Éric; Dautremer, Thomas

    2007-11-01

    We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution—normalized emission intensity of the spatial poisson process—is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on Rk (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM.

  18. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2003-01-01

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

  19. 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

  20. Profit maximization mitigates competition

    DEFF Research Database (Denmark)

    Dierker, Egbert; Grodal, Birgit

    1996-01-01

    competition than utility maximization. Since profit maximization tends to raise prices, it may be regarded as beneficial for the owners as a whole. Moreover, if profit maximization is a good proxy for utility maximization, then there is no need for a general equilibrium analysis that takes the distribution...

  1. Bayesian Network--Response Regression

    OpenAIRE

    WANG, LU; Durante, Daniele; Dunson, David B.

    2016-01-01

    There is an increasing interest in learning how human brain networks vary with continuous traits (e.g., personality, cognitive abilities, neurological disorders), but flexible procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which combines low-rank factorizations and Gaussian process priors to allow flexible shifts of the conditional expectation for a network-valued random variable across the feature space, while including subject-specific random eff...

  2. Maximizing System Throughput by Cooperative Sensing in Cognitive Radio Networks

    CERN Document Server

    Li, Shuang; Ekici, Eylem; Shroff, Ness

    2011-01-01

    Cognitive Radio Networks allow unlicensed users to opportunistically access the licensed spectrum without causing disruptive interference to the primary users (PUs). One of the main challenges in CRNs is the ability to detect PU transmissions. Recent works have suggested the use of secondary user (SU) cooperation over individual sensing to improve sensing accuracy. In this paper, we consider a CRN consisting of a single PU and multiple SUs to study the problem of maximizing the total expected system throughput. We propose a Bayesian decision rule based algorithm to solve the problem optimally with a constant time complexity. To prioritize PU transmissions, we re-formulate the throughput maximization problem by adding a constraint on the PU throughput. The constrained optimization problem is shown to be NP-hard and solved via a greedy algorithm with pseudo-polynomial time complexity that achieves strictly greater than 1/2 of the optimal solution. We also investigate the case for which a constraint is put on th...

  3. Optimal Bayesian Experimental Design for Combustion Kinetics

    KAUST Repository

    Huan, Xun

    2011-01-04

    Experimental diagnostics play an essential role in the development and refinement of chemical kinetic models, whether for the combustion of common complex hydrocarbons or of emerging alternative fuels. Questions of experimental design—e.g., which variables or species to interrogate, at what resolution and under what conditions—are extremely important in this context, particularly when experimental resources are limited. This paper attempts to answer such questions in a rigorous and systematic way. We propose a Bayesian framework for optimal experimental design with nonlinear simulation-based models. While the framework is broadly applicable, we use it to infer rate parameters in a combustion system with detailed kinetics. The framework introduces a utility function that reflects the expected information gain from a particular experiment. Straightforward evaluation (and maximization) of this utility function requires Monte Carlo sampling, which is infeasible with computationally intensive models. Instead, we construct a polynomial surrogate for the dependence of experimental observables on model parameters and design conditions, with the help of dimension-adaptive sparse quadrature. Results demonstrate the efficiency and accuracy of the surrogate, as well as the considerable effectiveness of the experimental design framework in choosing informative experimental conditions.

  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. Bayesian Nonparametric Clustering for Positive Definite Matrices.

    Science.gov (United States)

    Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos

    2016-05-01

    Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms. PMID:27046838

  6. 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

  7. Bayesian Mediation Analysis

    OpenAIRE

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  8. Bayesian Games with Intentions

    OpenAIRE

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

    2016-01-01

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

  9. Review and expectation on development and use of Idesia polycarpa Maxim.var.vestita Diels in China%我国毛叶山桐子开发利用回顾和展望

    Institute of Scientific and Technical Information of China (English)

    吴全珍

    2011-01-01

    The Idesia polycarpa Maxim. var. vestita Diels belongs to wild fallen - leaf arbor, and it can be used as the oil -producing and lumber -supplying species. The oil from its fruit can be used as the raw materials for medicine, chemical and plant energy industry. The fruit output of this tree is large, and the oil content is high. The lumber is suitable for the furniture manufacture and board house. In addition, this tree is the favorable choice for environmental greening. The developing and using course were reviewed,and its future was prospected. The scientific research on its reproduction, cultivation, picking, storage, oil extraction, oil refining and deep processing of the oil products should be strengthened. Particularly, it was important to effectively get rid of oil's bitterness and unpleasant smell for its development and usage.%毛叶山桐子是野生落叶乔木,油、材兼用树种.果实中的油脂组分属健康营养食用油,是医药、化工和植物油能源原料.果实产量、含油率都较高,其木材是制造家俱和木板房的良材,该树也是绿化环境的优良树种.回顾了我国开发利用毛叶山桐子的历程,展望它的发展,建议在大规模种植的同时加强繁殖、栽培、采摘、储存、油脂提取、油脂精炼及油脂产品深加工及副产品综合利用等科学研究工作.特别是创新有效地去除油脂不良气味工艺是开发利用毛叶山桐子是否成功的关键.

  10. Bayesian analysis for extreme climatic events: A review

    Science.gov (United States)

    Chu, Pao-Shin; Zhao, Xin

    2011-11-01

    This article reviews Bayesian analysis methods applied to extreme climatic data. We particularly focus on applications to three different problems related to extreme climatic events including detection of abrupt regime shifts, clustering tropical cyclone tracks, and statistical forecasting for seasonal tropical cyclone activity. For identifying potential change points in an extreme event count series, a hierarchical Bayesian framework involving three layers - data, parameter, and hypothesis - is formulated to demonstrate the posterior probability of the shifts throughout the time. For the data layer, a Poisson process with a gamma distributed rate is presumed. For the hypothesis layer, multiple candidate hypotheses with different change-points are considered. To calculate the posterior probability for each hypothesis and its associated parameters we developed an exact analytical formula, a Markov Chain Monte Carlo (MCMC) algorithm, and a more sophisticated reversible jump Markov Chain Monte Carlo (RJMCMC) algorithm. The algorithms are applied to several rare event series: the annual tropical cyclone or typhoon counts over the central, eastern, and western North Pacific; the annual extremely heavy rainfall event counts at Manoa, Hawaii; and the annual heat wave frequency in France. Using an Expectation-Maximization (EM) algorithm, a Bayesian clustering method built on a mixture Gaussian model is applied to objectively classify historical, spaghetti-like tropical cyclone tracks (1945-2007) over the western North Pacific and the South China Sea into eight distinct track types. A regression based approach to forecasting seasonal tropical cyclone frequency in a region is developed. Specifically, by adopting large-scale environmental conditions prior to the tropical cyclone season, a Poisson regression model is built for predicting seasonal tropical cyclone counts, and a probit regression model is alternatively developed toward a binary classification problem. With a non

  11. Soft-In Soft-Output Detection in the Presence of Parametric Uncertainty via the Bayesian EM Algorithm

    Directory of Open Access Journals (Sweden)

    Gallo A. S.

    2005-01-01

    Full Text Available We investigate the application of the Bayesian expectation-maximization (BEM technique to the design of soft-in soft-out (SISO detection algorithms for wireless communication systems operating over channels affected by parametric uncertainty. First, the BEM algorithm is described in detail and its relationship with the well-known expectation-maximization (EM technique is explained. Then, some of its applications are illustrated. In particular, the problems of SISO detection of spread spectrum, single-carrier and multicarrier space-time block coded signals are analyzed. Numerical results show that BEM-based detectors perform closely to the maximum likelihood (ML receivers endowed with perfect channel state information as long as channel variations are not too fast.

  12. 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 edges. The nodes represent variables, which may be either discrete or continuous. An edge between two nodes A and B indicates a direct influence between the state of A and the state of B, which in some domains can also be interpreted as a causal relation. The wide-spread use of Bayesian networks...... is 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...

  13. Maximally incompatible quantum observables

    Energy Technology Data Exchange (ETDEWEB)

    Heinosaari, Teiko, E-mail: teiko.heinosaari@utu.fi [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turku (Finland); Schultz, Jussi, E-mail: jussi.schultz@gmail.com [Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Toigo, Alessandro, E-mail: alessandro.toigo@polimi.it [Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Milano, Via Celoria 16, I-20133 Milano (Italy); Ziman, Mario, E-mail: ziman@savba.sk [RCQI, Institute of Physics, Slovak Academy of Sciences, Dúbravská cesta 9, 84511 Bratislava (Slovakia); Faculty of Informatics, Masaryk University, Botanická 68a, 60200 Brno (Czech Republic)

    2014-05-01

    The existence of maximally incompatible quantum observables in the sense of a minimal joint measurability region is investigated. Employing the universal quantum cloning device it is argued that only infinite dimensional quantum systems can accommodate maximal incompatibility. It is then shown that two of the most common pairs of complementary observables (position and momentum; number and phase) are maximally incompatible.

  14. Tactile length contraction as Bayesian inference.

    Science.gov (United States)

    Tong, Jonathan; Ngo, Vy; Goldreich, Daniel

    2016-08-01

    To perceive, the brain must interpret stimulus-evoked neural activity. This is challenging: The stochastic nature of the neural response renders its interpretation inherently uncertain. Perception would be optimized if the brain used Bayesian inference to interpret inputs in light of expectations derived from experience. Bayesian inference would improve perception on average but cause illusions when stimuli violate expectation. Intriguingly, tactile, auditory, and visual perception are all prone to length contraction illusions, characterized by the dramatic underestimation of the distance between punctate stimuli delivered in rapid succession; the origin of these illusions has been mysterious. We previously proposed that length contraction illusions occur because the brain interprets punctate stimulus sequences using Bayesian inference with a low-velocity expectation. A novel prediction of our Bayesian observer model is that length contraction should intensify if stimuli are made more difficult to localize. Here we report a tactile psychophysical study that tested this prediction. Twenty humans compared two distances on the forearm: a fixed reference distance defined by two taps with 1-s temporal separation and an adjustable comparison distance defined by two taps with temporal separation t ≤ 1 s. We observed significant length contraction: As t was decreased, participants perceived the two distances as equal only when the comparison distance was made progressively greater than the reference distance. Furthermore, the use of weaker taps significantly enhanced participants' length contraction. These findings confirm the model's predictions, supporting the view that the spatiotemporal percept is a best estimate resulting from a Bayesian inference process. PMID:27121574

  15. Tactile length contraction as Bayesian inference.

    Science.gov (United States)

    Tong, Jonathan; Ngo, Vy; Goldreich, Daniel

    2016-08-01

    To perceive, the brain must interpret stimulus-evoked neural activity. This is challenging: The stochastic nature of the neural response renders its interpretation inherently uncertain. Perception would be optimized if the brain used Bayesian inference to interpret inputs in light of expectations derived from experience. Bayesian inference would improve perception on average but cause illusions when stimuli violate expectation. Intriguingly, tactile, auditory, and visual perception are all prone to length contraction illusions, characterized by the dramatic underestimation of the distance between punctate stimuli delivered in rapid succession; the origin of these illusions has been mysterious. We previously proposed that length contraction illusions occur because the brain interprets punctate stimulus sequences using Bayesian inference with a low-velocity expectation. A novel prediction of our Bayesian observer model is that length contraction should intensify if stimuli are made more difficult to localize. Here we report a tactile psychophysical study that tested this prediction. Twenty humans compared two distances on the forearm: a fixed reference distance defined by two taps with 1-s temporal separation and an adjustable comparison distance defined by two taps with temporal separation t ≤ 1 s. We observed significant length contraction: As t was decreased, participants perceived the two distances as equal only when the comparison distance was made progressively greater than the reference distance. Furthermore, the use of weaker taps significantly enhanced participants' length contraction. These findings confirm the model's predictions, supporting the view that the spatiotemporal percept is a best estimate resulting from a Bayesian inference process.

  16. Phenomenology of Maximal and Near-Maximal Lepton Mixing

    CERN Document Server

    González-Garciá, M Concepción; Nir, Yosef; Smirnov, Yu A

    2001-01-01

    We study the phenomenological consequences of maximal and near-maximal mixing of the electron neutrino with other ($x$=tau and/or muon) neutrinos. We describe the deviations from maximal mixing in terms of a parameter $\\epsilon\\equiv1-2\\sin^2\\theta_{ex}$ and quantify the present experimental status for $|\\epsilon|<0.3$. We find that the global analysis of solar neutrino data allows maximal mixing with confidence level better than 99% for $10^{-8}$ eV$^2\\lsim\\Delta m^2\\lsim2\\times10^{-7}$ eV$^2$. In the mass ranges $\\Delta m^2\\gsim 1.5\\times10^{-5}$ eV$^2$ and $4\\times10^{-10}$ eV$^2\\lsim\\Delta m^2\\lsim2\\times10^{-7}$ eV$^2$ the full interval $|\\epsilon|<0.3$ is allowed within 4$\\sigma$. We suggest ways to measure $\\epsilon$ in future experiments. The observable that is most sensitive to $\\epsilon$ is the rate [NC]/[CC] in combination with the Day-Night asymmetry in the SNO detector. With theoretical and statistical uncertainties, the expected accuracy after 5 years is $\\Delta \\epsilon\\sim 0.07$. We also...

  17. Shattered expectations

    DEFF Research Database (Denmark)

    Hall, Elisabeth O C; Aagaard, Hanne; Larsen, Jette Schilling

    2008-01-01

    Objectives: Why do mothers give up breastfeeding, even though breastfeeding has great importance to them? This study examines what has affected mother’s confidence in breastfeeding when she gives up breastfeeding. Method: A metasynthesis of seven studies on mothers´ experiences with breastfeeding...... was conducted using Noblit and Hare’s methodological approach. Results: The metasynthesis shows that confidence in breastfeeding is shaped by shattered expectations and is affected on an immediate level by mothers’ expectations, the network and the breastfeeding experts and on a discourse level...... in breastfeeding and leads to shattered expectations....

  18. Evolutionary Expectations

    DEFF Research Database (Denmark)

    Nash, Ulrik William

    2014-01-01

    The concept of evolutionary expectations descends from cue learning psychology, synthesizing ideas on rational expectations with ideas on bounded rationality, to provide support for these ideas simultaneously. Evolutionary expectations are rational, but within cognitive bounds. Moreover......, they are correlated among people who share environments because these individuals satisfice within their cognitive bounds by using cues in order of validity, as opposed to using cues arbitrarily. Any difference in expectations thereby arise from differences in cognitive ability, because two individuals with identical...... cognitive bounds will perceive business opportunities identically. In addition, because cues provide information about latent causal structures of the environment, changes in causality must be accompanied by changes in cognitive representations if adaptation is to be maintained. The concept of evolutionary...

  19. Life Expectancy

    OpenAIRE

    Zakrzewski, Sonia

    2015-01-01

    We give simple upper and lower bounds on life expectancy. In a life-table population, if e(0) is the life expectancy at birth, M is the median length of life, and e(M) is the expected remaining life at age M, then (M+e(M))/2≤e(0)≤M+e(M)/2. In general, for any age x, if e(x) is the expected remaining life at age x, and ℓ(x) is the fraction of a cohort surviving to age x at least, then (x+e(x))≤l(x)≤e(0)≤x+l(x)∙e(x). For any two ages 0≤w≤x≤ω, (x-w+e(x))∙ℓ(x)/ℓ(w)≤e(w)≤x-w+e(x)∙ℓ(x)/ℓ(w) . These...

  20. Understanding Computational Bayesian Statistics

    CERN Document Server

    Bolstad, William M

    2011-01-01

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

  1. Bayesian statistics an introduction

    CERN Document Server

    Lee, Peter M

    2012-01-01

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

  2. Maximization, learning, and economic behavior.

    Science.gov (United States)

    Erev, Ido; Roth, Alvin E

    2014-07-22

    The rationality assumption that underlies mainstream economic theory has proved to be a useful approximation, despite the fact that systematic violations to its predictions can be found. That is, the assumption of rational behavior is useful in understanding the ways in which many successful economic institutions function, although it is also true that actual human behavior falls systematically short of perfect rationality. We consider a possible explanation of this apparent inconsistency, suggesting that mechanisms that rest on the rationality assumption are likely to be successful when they create an environment in which the behavior they try to facilitate leads to the best payoff for all agents on average, and most of the time. Review of basic learning research suggests that, under these conditions, people quickly learn to maximize expected return. This review also shows that there are many situations in which experience does not increase maximization. In many cases, experience leads people to underweight rare events. In addition, the current paper suggests that it is convenient to distinguish between two behavioral approaches to improve economic analyses. The first, and more conventional approach among behavioral economists and psychologists interested in judgment and decision making, highlights violations of the rational model and proposes descriptive models that capture these violations. The second approach studies human learning to clarify the conditions under which people quickly learn to maximize expected return. The current review highlights one set of conditions of this type and shows how the understanding of these conditions can facilitate market design.

  3. Maximization, learning, and economic behavior.

    Science.gov (United States)

    Erev, Ido; Roth, Alvin E

    2014-07-22

    The rationality assumption that underlies mainstream economic theory has proved to be a useful approximation, despite the fact that systematic violations to its predictions can be found. That is, the assumption of rational behavior is useful in understanding the ways in which many successful economic institutions function, although it is also true that actual human behavior falls systematically short of perfect rationality. We consider a possible explanation of this apparent inconsistency, suggesting that mechanisms that rest on the rationality assumption are likely to be successful when they create an environment in which the behavior they try to facilitate leads to the best payoff for all agents on average, and most of the time. Review of basic learning research suggests that, under these conditions, people quickly learn to maximize expected return. This review also shows that there are many situations in which experience does not increase maximization. In many cases, experience leads people to underweight rare events. In addition, the current paper suggests that it is convenient to distinguish between two behavioral approaches to improve economic analyses. The first, and more conventional approach among behavioral economists and psychologists interested in judgment and decision making, highlights violations of the rational model and proposes descriptive models that capture these violations. The second approach studies human learning to clarify the conditions under which people quickly learn to maximize expected return. The current review highlights one set of conditions of this type and shows how the understanding of these conditions can facilitate market design. PMID:25024182

  4. Bayesian second law of thermodynamics.

    Science.gov (United States)

    Bartolotta, Anthony; Carroll, Sean M; Leichenauer, Stefan; Pollack, Jason

    2016-08-01

    We derive a generalization of the second law of thermodynamics that uses Bayesian updates to explicitly incorporate the effects of a measurement of a system at some point in its evolution. By allowing an experimenter's knowledge to be updated by the measurement process, this formulation resolves a tension between the fact that the entropy of a statistical system can sometimes fluctuate downward and the information-theoretic idea that knowledge of a stochastically evolving system degrades over time. The Bayesian second law can be written as ΔH(ρ_{m},ρ)+〈Q〉_{F|m}≥0, where ΔH(ρ_{m},ρ) is the change in the cross entropy between the original phase-space probability distribution ρ and the measurement-updated distribution ρ_{m} and 〈Q〉_{F|m} is the expectation value of a generalized heat flow out of the system. We also derive refined versions of the second law that bound the entropy increase from below by a non-negative number, as well as Bayesian versions of integral fluctuation theorems. We demonstrate the formalism using simple analytical and numerical examples. PMID:27627241

  5. Bayesian second law of thermodynamics

    Science.gov (United States)

    Bartolotta, Anthony; Carroll, Sean M.; Leichenauer, Stefan; Pollack, Jason

    2016-08-01

    We derive a generalization of the second law of thermodynamics that uses Bayesian updates to explicitly incorporate the effects of a measurement of a system at some point in its evolution. By allowing an experimenter's knowledge to be updated by the measurement process, this formulation resolves a tension between the fact that the entropy of a statistical system can sometimes fluctuate downward and the information-theoretic idea that knowledge of a stochastically evolving system degrades over time. The Bayesian second law can be written as Δ H (ρm,ρ ) + F |m≥0 , where Δ H (ρm,ρ ) is the change in the cross entropy between the original phase-space probability distribution ρ and the measurement-updated distribution ρm and F |m is the expectation value of a generalized heat flow out of the system. We also derive refined versions of the second law that bound the entropy increase from below by a non-negative number, as well as Bayesian versions of integral fluctuation theorems. We demonstrate the formalism using simple analytical and numerical examples.

  6. Maximizers versus satisficers

    Directory of Open Access Journals (Sweden)

    Andrew M. Parker

    2007-12-01

    Full Text Available Our previous research suggests that people reporting a stronger desire to maximize obtain worse life outcomes (Bruine de Bruin et al., 2007. Here, we examine whether this finding may be explained by the decision-making styles of self-reported maximizers. Expanding on Schwartz et al. (2002, we find that self-reported maximizers are more likely to show problematic decision-making styles, as evidenced by self-reports of less behavioral coping, greater dependence on others when making decisions, more avoidance of decision making, and greater tendency to experience regret. Contrary to predictions, self-reported maximizers were more likely to report spontaneous decision making. However, the relationship between self-reported maximizing and worse life outcomes is largely unaffected by controls for measures of other decision-making styles, decision-making competence, and demographic variables.

  7. On Maximal Injectivity

    Institute of Scientific and Technical Information of China (English)

    Ming Yi WANG; Guo ZHAO

    2005-01-01

    A right R-module E over a ring R is said to be maximally injective in case for any maximal right ideal m of R, every R-homomorphism f : m → E can be extended to an R-homomorphism f' : R → E. In this paper, we first construct an example to show that maximal injectivity is a proper generalization of injectivity. Then we prove that any right R-module over a left perfect ring R is maximally injective if and only if it is injective. We also give a partial affirmative answer to Faith's conjecture by further investigating the property of maximally injective rings. Finally, we get an approximation to Faith's conjecture, which asserts that every injective right R-module over any left perfect right self-injective ring R is the injective hull of a projective submodule.

  8. On Fuzzy Bayesian Inference

    OpenAIRE

    Frühwirth-Schnatter, Sylvia

    1990-01-01

    In the paper at hand we apply it to Bayesian statistics to obtain "Fuzzy Bayesian Inference". In the subsequent sections we will discuss a fuzzy valued likelihood function, Bayes' theorem for both fuzzy data and fuzzy priors, a fuzzy Bayes' estimator, fuzzy predictive densities and distributions, and fuzzy H.P.D .-Regions. (author's abstract)

  9. Bayesian Mediation Analysis

    Science.gov (United States)

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

    In this article, we propose Bayesian analysis of mediation effects. Compared with conventional frequentist mediation analysis, the Bayesian approach has several advantages. First, it allows researchers to incorporate prior information into the mediation analysis, thus potentially improving the efficiency of estimates. Second, under the Bayesian…

  10. Bayesian Probability Theory

    Science.gov (United States)

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

    2014-06-01

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

  11. Great Expectations

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    The past year marks robust economic growth for Latin America and rapid development in cooperation with China. The future in this partnership looks bright Latin America's economy is expected to grow by 4.3 percent in 2005, according to the projection of the Economic Commission for Latin America and the Caribbean. This fig-

  12. Great Expectations

    NARCIS (Netherlands)

    Dickens, Charles

    2005-01-01

    One of Dickens's most renowned and enjoyable novels, Great Expectations tells the story of Pip, an orphan boy who wishes to transcend his humble origins and finds himself unexpectedly given the opportunity to live a life of wealth and respectability. Over the course of the tale, in which Pip encount

  13. Asymptotics of robust utility maximization

    CERN Document Server

    Knispel, Thomas

    2012-01-01

    For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $\\lambda\\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading strategy and an asymptotic worst-case model in terms of an ergodic Bellman equation. With these results we propose a duality approach to a "robust large deviations" criterion for optimal long-term investment.

  14. Adaptive sampling by information maximization

    CERN Document Server

    Machens, C K

    2002-01-01

    The investigation of input-output systems often requires a sophisticated choice of test inputs to make best use of limited experimental time. Here we present an iterative algorithm that continuously adjusts an ensemble of test inputs online, subject to the data already acquired about the system under study. The algorithm focuses the input ensemble by maximizing the mutual information between input and output. We apply the algorithm to simulated neurophysiological experiments and show that it serves to extract the ensemble of stimuli that a given neural system ``expects'' as a result of its natural history.

  15. Unequal Expectations

    DEFF Research Database (Denmark)

    Karlson, Kristian Bernt

    In this dissertation I examine the relationship between subjective beliefs about the outcomes of educational choices and the generation of inequality of educational opportunity (IEO) in post-industrial society. Taking my departure in the rational action turn in the sociology of educational...... of the relation between the self and educational prospects; evaluations that are socially bounded in that students take their family's social position into consideration when forming their educational expectations. One important consequence of this learning process is that equally talented students tend to make...... quantifying the extent to which family background influences educational decisions among equally talented students. This influence, often referred to as the secondary effects of social stratification, is explained in terms of family background differences in the expected payoffs to schooling; that is...

  16. Great Expectations for "Great Expectations."

    Science.gov (United States)

    Ridley, Cheryl

    Designed to make the study of Dickens'"Great Expectations" an appealing and worthwhile experience, this paper presents a unit of study intended to help students gain (1) an appreciation of Dickens' skill at creating realistic human characters; (2) an insight into the problems of a young man confused by false values and unreal ambitions and ways to…

  17. Simulation-based optimal Bayesian experimental design for nonlinear systems

    KAUST Repository

    Huan, Xun

    2013-01-01

    The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters.Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics. © 2012 Elsevier Inc.

  18. From Wald to Savage: homo economicus becomes a Bayesian statistician.

    Science.gov (United States)

    Giocoli, Nicola

    2013-01-01

    Bayesian rationality is the paradigm of rational behavior in neoclassical economics. An economic agent is deemed rational when she maximizes her subjective expected utility and consistently revises her beliefs according to Bayes's rule. The paper raises the question of how, when and why this characterization of rationality came to be endorsed by mainstream economists. Though no definitive answer is provided, it is argued that the question is of great historiographic importance. The story begins with Abraham Wald's behaviorist approach to statistics and culminates with Leonard J. Savage's elaboration of subjective expected utility theory in his 1954 classic The Foundations of Statistics. The latter's acknowledged fiasco to achieve a reinterpretation of traditional inference techniques along subjectivist and behaviorist lines raises the puzzle of how a failed project in statistics could turn into such a big success in economics. Possible answers call into play the emphasis on consistency requirements in neoclassical theory and the impact of the postwar transformation of U.S. business schools. PMID:23165740

  19. Revisiting Caianiello's Maximal Acceleration

    OpenAIRE

    Papini, G.

    2003-01-01

    A quantum mechanical limit on the speed of orthogonality evolution justifies the last remaining assumption in Caianiello's derivation of the maximal acceleration. The limit is perfectly compatible with the behaviour of superconductors of the first type.

  20. Utility maximization under solvency constraints and unhedgeable risks

    NARCIS (Netherlands)

    T. Kleinow; A. Pelsser

    2008-01-01

    We consider the utility maximization problem for an investor who faces a solvency or risk constraint in addition to a budget constraint. The investor wishes to maximize her expected utility from terminal wealth subject to a bound on her expected solvency at maturity. We measure solvency using a solv

  1. Once Again, Maxims

    Directory of Open Access Journals (Sweden)

    Rudiger Bubner

    1998-12-01

    Full Text Available Even though the maxims' theory is not at thecenter of Kant's ethics, it is the unavoidable basis of the categoric imperative's formulation. Kant leanson the transmitted representations of modem moral theory. During the last decades, the notion of maxims has deserved more attention, due to the philosophy of language's debates on rules, and due to action theory's interest in this notion. I here by brietly expound my views in these discussions.

  2. Optimistic expectations

    DEFF Research Database (Denmark)

    Holm, Claus

    2015-01-01

    Young Australians’ post-school futures are uncertain, insecure and fluid in relation to working life. But if you think that this is the recipe for a next generation of depressed young Australians, you may be wrong. A new book documents that young people are characterised by optimism, but their ex......Young Australians’ post-school futures are uncertain, insecure and fluid in relation to working life. But if you think that this is the recipe for a next generation of depressed young Australians, you may be wrong. A new book documents that young people are characterised by optimism......, but their expectations of the future differ from those of their parents....

  3. Bayesian ensemble refinement by replica simulations and reweighting

    CERN Document Server

    Hummer, Gerhard

    2015-01-01

    We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We find that the strength of the restraint scales with the number of replicas and we show that this sca...

  4. Practical Bayesian Tomography

    CERN Document Server

    Granade, Christopher; Cory, D G

    2015-01-01

    In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of- the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we solve all three problems. First, we use modern statistical methods, as pioneered by Husz\\'ar and Houlsby and by Ferrie, to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first informative priors on quantum states and channels. Finally, we develop a method that allows online tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.

  5. Noncausal Bayesian Vector Autoregression

    DEFF Research Database (Denmark)

    Lanne, Markku; Luoto, Jani

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

  6. Bayesian Lensing Shear Measurement

    CERN Document Server

    Bernstein, Gary M

    2013-01-01

    We derive an estimator of weak gravitational lensing shear from background galaxy images that avoids noise-induced biases through a rigorous Bayesian treatment of the measurement. The Bayesian formalism requires a prior describing the (noiseless) distribution of the target galaxy population over some parameter space; this prior can be constructed from low-noise images of a subsample of the target population, attainable from long integrations of a fraction of the survey field. We find two ways to combine this exact treatment of noise with rigorous treatment of the effects of the instrumental point-spread function and sampling. The Bayesian model fitting (BMF) method assigns a likelihood of the pixel data to galaxy models (e.g. Sersic ellipses), and requires the unlensed distribution of galaxies over the model parameters as a prior. The Bayesian Fourier domain (BFD) method compresses galaxies to a small set of weighted moments calculated after PSF correction in Fourier space. It requires the unlensed distributi...

  7. Bayesian ensemble refinement by replica simulations and reweighting

    Science.gov (United States)

    Hummer, Gerhard; Köfinger, Jürgen

    2015-12-01

    We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

  8. Bayesian ensemble refinement by replica simulations and reweighting.

    Science.gov (United States)

    Hummer, Gerhard; Köfinger, Jürgen

    2015-12-28

    We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

  9. Malicious Bayesian Congestion Games

    CERN Document Server

    Gairing, Martin

    2008-01-01

    In this paper, we introduce malicious Bayesian congestion games as an extension to congestion games where players might act in a malicious way. In such a game each player has two types. Either the player is a rational player seeking to minimize her own delay, or - with a certain probability - the player is malicious in which case her only goal is to disturb the other players as much as possible. We show that such games do in general not possess a Bayesian Nash equilibrium in pure strategies (i.e. a pure Bayesian Nash equilibrium). Moreover, given a game, we show that it is NP-complete to decide whether it admits a pure Bayesian Nash equilibrium. This result even holds when resource latency functions are linear, each player is malicious with the same probability, and all strategy sets consist of singleton sets. For a slightly more restricted class of malicious Bayesian congestion games, we provide easy checkable properties that are necessary and sufficient for the existence of a pure Bayesian Nash equilibrium....

  10. Inverse Problems in a Bayesian Setting

    KAUST Repository

    Matthies, Hermann G.

    2016-02-13

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

  11. A Bayesian Game-Theoretic Approach for Distributed Resource Allocation in Fading Multiple Access Channels

    Directory of Open Access Journals (Sweden)

    Gaoning He

    2010-01-01

    Full Text Available A Bayesian game-theoretic model is developed to design and analyze the resource allocation problem in K-user fading multiple access channels (MACs, where the users are assumed to selfishly maximize their average achievable rates with incomplete information about the fading channel gains. In such a game-theoretic study, the central question is whether a Bayesian equilibrium exists, and if so, whether the network operates efficiently at the equilibrium point. We prove that there exists exactly one Bayesian equilibrium in our game. Furthermore, we study the network sum-rate maximization problem by assuming that the users coordinate according to a symmetric strategy profile. This result also serves as an upper bound for the Bayesian equilibrium. Finally, simulation results are provided to show the network efficiency at the unique Bayesian equilibrium and to compare it with other strategies.

  12. 中国通胀预期测度及其对实际通胀的影响∗--基于贝叶斯Gibbs抽样算法的状态空间模型估计%China’ s Inflation Expectation Measurement and Its Influence on Real Inflation-Bayesian Estimation for State Space Model Based on Gibbs Sampling Algorithm

    Institute of Scientific and Technical Information of China (English)

    祝丹; 赵昕东

    2014-01-01

    通货膨胀预期是影响实际通胀的重要变量,也是货币政策有效运用的关键因素。在新凯恩斯混合菲利普斯曲线的理论框架下构建状态空间模型,利用贝叶斯Gibbs抽样算法估计我国2001—2013年的季度预期通胀率,进一步利用VAR模型及脉冲响应函数分析我国通胀预期对实际通胀的动态影响,实证结果显示:我国季度预期通胀率的适应性特征强于理性特征;适应性预期冲击在短期对实际通胀会产生较大影响,但累积效应在大约9个季度之后消失;理性预期冲击对实际通胀的正向影响会持续较长时间,并最终将实际通胀推高到一个新的水平。因此,货币政策应从降低适应性通胀惯性和管理理性通胀预期两个方面来调控通胀预期对实际通胀的影响。%Inflation expectation is an important variable to affect real inflation and is also the key factor to effective application of monetary policy. State Space Model is constructed under Keynesians hybrid Phillips Curve Theory framework. The seasonal expectation inflation rate during 2001⁃2013 of China is estimated by Bayesian Gibbs Sampling Estimation Method, and the dynamic influence of China’ s inflation expectation on real inflation is further analyzed by VAR Model and Impulsive Response Function. Empirical results show that the suitability feature of China’ s seasonal expectation inflation rate is stronger than rational feature, that the suitability expectation shock can exert big impact on real inflation in a short term, and that the accumulative effect disappears after about nine seasons. The results also show that the positive influence of rational expectation shock on real inflation can last relatively longer time and will finally push real inflation to a new high level. Thus, monetary policy should regulate the influence of inflation expectation on real inflation from such two aspects as the decrease of suitability

  13. Maximal avalanches in the Bak-Sneppen model

    OpenAIRE

    Gillett, Alexis; Meester, Ronald; van der Wal, Peter

    2006-01-01

    We study the durations of the avalanches in the maximal avalanche decomposition of the Bak-Sneppen evolution model. We show that all the avalanches in this maximal decomposition have infinite expectation, but only `barely', in the sense that if we made the appropriate threshold a tiny amount smaller (in a certain sense), then the avalanches would have finite expectation. The first of these results is somewhat surprising, since simulations suggest finite expectations.

  14. A new sparse Bayesian learning method for inverse synthetic aperture radar imaging via exploiting cluster patterns

    Science.gov (United States)

    Fang, Jun; Zhang, Lizao; Duan, Huiping; Huang, Lei; Li, Hongbin

    2016-05-01

    The application of sparse representation to SAR/ISAR imaging has attracted much attention over the past few years. This new class of sparse representation based imaging methods present a number of unique advantages over conventional range-Doppler methods, the basic idea behind these works is to formulate SAR/ISAR imaging as a sparse signal recovery problem. In this paper, we propose a new two-dimensional pattern-coupled sparse Bayesian learning(SBL) method to capture the underlying cluster patterns of the ISAR target images. Based on this model, an expectation-maximization (EM) algorithm is developed to infer the maximum a posterior (MAP) estimate of the hyperparameters, along with the posterior distribution of the sparse signal. Experimental results demonstrate that the proposed method is able to achieve a substantial performance improvement over existing algorithms, including the conventional SBL method.

  15. Bayesian networks precipitation model based on hidden Markov analysis and its application

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Surface precipitation estimation is very important in hydrologic forecast. To account for the influence of the neighbors on the precipitation of an arbitrary grid in the network, Bayesian networks and Markov random field were adopted to estimate surface precipitation. Spherical coordinates and the expectation-maximization (EM) algorithm were used for region interpolation, and for estimation of the precipitation of arbitrary point in the region. Surface precipitation estimation of seven precipitation stations in Qinghai Lake region was performed. By comparing with other surface precipitation methods such as Thiessen polygon method, distance weighted mean method and arithmetic mean method, it is shown that the proposed method can judge the relationship of precipitation among different points in the area under complicated circumstances and the simulation results are more accurate and rational.

  16. Sparse Variational Bayesian SAGE Algorithm With Application to the Estimation of Multipath Wireless Channels

    DEFF Research Database (Denmark)

    Shutin, Dmitriy; Fleury, Bernard Henri

    2011-01-01

    In this paper, we develop a sparse variational Bayesian (VB) extension of the space-alternating generalized expectation-maximization (SAGE) algorithm for the high resolution estimation of the parameters of relevant multipath components in the response of frequency and spatially selective wireless...... channels. The application context of the algorithm considered in this contribution is parameter estimation from channel sounding measurements for radio channel modeling purpose. The new sparse VB-SAGE algorithm extends the classical SAGE algorithm in two respects: i) by monotonically minimizing...... parametric sparsity priors for the weights of the multipath components. We revisit the Gaussian sparsity priors within the sparse VB-SAGE framework and extend the results by considering Laplace priors. The structure of the VB-SAGE algorithm allows for an analytical stability analysis of the update expression...

  17. Guinea pig maximization test

    DEFF Research Database (Denmark)

    Andersen, Klaus Ejner

    1985-01-01

    Guinea pig maximization tests (GPMT) with chlorocresol were performed to ascertain whether the sensitization rate was affected by minor changes in the Freund's complete adjuvant (FCA) emulsion used. Three types of emulsion were evaluated: the oil phase was mixed with propylene glycol, saline...

  18. Bayesian seismic AVO inversion

    Energy Technology Data Exchange (ETDEWEB)

    Buland, Arild

    2002-07-01

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

  19. 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...

  20. A Bayesian approach to person perception.

    Science.gov (United States)

    Clifford, C W G; Mareschal, I; Otsuka, Y; Watson, T L

    2015-11-01

    Here we propose a Bayesian approach to person perception, outlining the theoretical position and a methodological framework for testing the predictions experimentally. We use the term person perception to refer not only to the perception of others' personal attributes such as age and sex but also to the perception of social signals such as direction of gaze and emotional expression. The Bayesian approach provides a formal description of the way in which our perception combines current sensory evidence with prior expectations about the structure of the environment. Such expectations can lead to unconscious biases in our perception that are particularly evident when sensory evidence is uncertain. We illustrate the ideas with reference to our recent studies on gaze perception which show that people have a bias to perceive the gaze of others as directed towards themselves. We also describe a potential application to the study of the perception of a person's sex, in which a bias towards perceiving males is typically observed.

  1. Multisnapshot Sparse Bayesian Learning for DOA

    Science.gov (United States)

    Gerstoft, Peter; Mecklenbrauker, Christoph F.; Xenaki, Angeliki; Nannuru, Santosh

    2016-10-01

    The directions of arrival (DOA) of plane waves are estimated from multi-snapshot sensor array data using Sparse Bayesian Learning (SBL). The prior source amplitudes is assumed independent zero-mean complex Gaussian distributed with hyperparameters the unknown variances (i.e. the source powers). For a complex Gaussian likelihood with hyperparameter the unknown noise variance, the corresponding Gaussian posterior distribution is derived. For a given number of DOAs, the hyperparameters are automatically selected by maximizing the evidence and promote sparse DOA estimates. The SBL scheme for DOA estimation is discussed and evaluated competitively against LASSO ($\\ell_1$-regularization), conventional beamforming, and MUSIC

  2. Bayesian global analysis of neutrino oscillation data

    CERN Document Server

    Bergstrom, Johannes; Maltoni, Michele; Schwetz, Thomas

    2015-01-01

    We perform a Bayesian analysis of current neutrino oscillation data. When estimating the oscillation parameters we find that the results generally agree with those of the $\\chi^2$ method, with some differences involving $s_{23}^2$ and CP-violating effects. We discuss the additional subtleties caused by the circular nature of the CP-violating phase, and how it is possible to obtain correlation coefficients with $s_{23}^2$. When performing model comparison, we find that there is no significant evidence for any mass ordering, any octant of $s_{23}^2$ or a deviation from maximal mixing, nor the presence of CP-violation.

  3. Maximizing profit using recommender systems

    CERN Document Server

    Das, Aparna; Ricketts, Daniel

    2009-01-01

    Traditional recommendation systems make recommendations based solely on the customer's past purchases, product ratings and demographic data without considering the profitability the items being recommended. In this work we study the question of how a vendor can directly incorporate the profitability of items into its recommender so as to maximize its expected profit while still providing accurate recommendations. Our approach uses the output of any traditional recommender system and adjust them according to item profitabilities. Our approach is parameterized so the vendor can control how much the recommendation incorporating profits can deviate from the traditional recommendation. We study our approach under two settings and show that it achieves approximately 22% more profit than traditional recommendations.

  4. Optimal Joint Detection and Estimation That Maximizes ROC-Type Curves.

    Science.gov (United States)

    Wunderlich, Adam; Goossens, Bart; Abbey, Craig K

    2016-09-01

    Combined detection-estimation tasks are frequently encountered in medical imaging. Optimal methods for joint detection and estimation are of interest because they provide upper bounds on observer performance, and can potentially be utilized for imaging system optimization, evaluation of observer efficiency, and development of image formation algorithms. We present a unified Bayesian framework for decision rules that maximize receiver operating characteristic (ROC)-type summary curves, including ROC, localization ROC (LROC), estimation ROC (EROC), free-response ROC (FROC), alternative free-response ROC (AFROC), and exponentially-transformed FROC (EFROC) curves, succinctly summarizing previous results. The approach relies on an interpretation of ROC-type summary curves as plots of an expected utility versus an expected disutility (or penalty) for signal-present decisions. We propose a general utility structure that is flexible enough to encompass many ROC variants and yet sufficiently constrained to allow derivation of a linear expected utility equation that is similar to that for simple binary detection. We illustrate our theory with an example comparing decision strategies for joint detection-estimation of a known signal with unknown amplitude. In addition, building on insights from our utility framework, we propose new ROC-type summary curves and associated optimal decision rules for joint detection-estimation tasks with an unknown, potentially-multiple, number of signals in each observation.

  5. Bayesian least squares deconvolution

    CERN Document Server

    Ramos, A Asensio

    2015-01-01

    Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider LSD under the Bayesian framework and we introduce a flexible Gaussian Process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results. We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.

  6. Bayesian least squares deconvolution

    Science.gov (United States)

    Asensio Ramos, A.; Petit, P.

    2015-11-01

    Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.

  7. Hybrid Batch Bayesian Optimization

    CERN Document Server

    Azimi, Javad; Fern, Xiaoli

    2012-01-01

    Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose to either sequentially evaluate the function, one input at a time and wait for the output of the function before making the next selection, or evaluate the function at a batch of multiple inputs at once. These two different settings are commonly referred to as the sequential and batch settings of Bayesian Optimization. In general, the sequential setting leads to better optimization performance as each function evaluation is selected with more information, whereas the batch setting has an advantage in terms of the total experimental time (the number of iterations). In this work, our goal is to combine the strength of both settings. Specifically, we systematically analyze Bayesian optimization using Gaussian process as the posterior estimator and provide a hybrid algorithm t...

  8. Bayesian Adaptive Exploration

    CERN Document Server

    Loredo, T J

    2004-01-01

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

  9. Bayesian Exploratory Factor Analysis

    DEFF Research Database (Denmark)

    Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.;

    2014-01-01

    This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corr......This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor......, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates...

  10. 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.

  11. Quantum-Inspired Maximizer

    Science.gov (United States)

    Zak, Michail

    2008-01-01

    A report discusses an algorithm for a new kind of dynamics based on a quantum- classical hybrid-quantum-inspired maximizer. The model is represented by a modified Madelung equation in which the quantum potential is replaced by different, specially chosen 'computational' potential. As a result, the dynamics attains both quantum and classical properties: it preserves superposition and entanglement of random solutions, while allowing one to measure its state variables, using classical methods. Such optimal combination of characteristics is a perfect match for quantum-inspired computing. As an application, an algorithm for global maximum of an arbitrary integrable function is proposed. The idea of the proposed algorithm is very simple: based upon the Quantum-inspired Maximizer (QIM), introduce a positive function to be maximized as the probability density to which the solution is attracted. Then the larger value of this function will have the higher probability to appear. Special attention is paid to simulation of integer programming and NP-complete problems. It is demonstrated that the problem of global maximum of an integrable function can be found in polynomial time by using the proposed quantum- classical hybrid. The result is extended to a constrained maximum with applications to integer programming and TSP (Traveling Salesman Problem).

  12. Bayesian multiple target tracking

    CERN Document Server

    Streit, Roy L

    2013-01-01

    This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements

  13. Bayesian and frequentist inequality tests

    OpenAIRE

    David M. Kaplan; Zhuo, Longhao

    2016-01-01

    Bayesian and frequentist criteria are fundamentally different, but often posterior and sampling distributions are asymptotically equivalent (and normal). We compare Bayesian and frequentist hypothesis tests of inequality restrictions in such cases. For finite-dimensional parameters, if the null hypothesis is that the parameter vector lies in a certain half-space, then the Bayesian test has (frequentist) size $\\alpha$; if the null hypothesis is any other convex subspace, then the Bayesian test...

  14. Thermodynamically consistent Bayesian analysis of closed biochemical reaction systems

    Directory of Open Access Journals (Sweden)

    Goutsias John

    2010-11-01

    Full Text Available Abstract Background Estimating the rate constants of a biochemical reaction system with known stoichiometry from noisy time series measurements of molecular concentrations is an important step for building predictive models of cellular function. Inference techniques currently available in the literature may produce rate constant values that defy necessary constraints imposed by the fundamental laws of thermodynamics. As a result, these techniques may lead to biochemical reaction systems whose concentration dynamics could not possibly occur in nature. Therefore, development of a thermodynamically consistent approach for estimating the rate constants of a biochemical reaction system is highly desirable. Results We introduce a Bayesian analysis approach for computing thermodynamically consistent estimates of the rate constants of a closed biochemical reaction system with known stoichiometry given experimental data. Our method employs an appropriately designed prior probability density function that effectively integrates fundamental biophysical and thermodynamic knowledge into the inference problem. Moreover, it takes into account experimental strategies for collecting informative observations of molecular concentrations through perturbations. The proposed method employs a maximization-expectation-maximization algorithm that provides thermodynamically feasible estimates of the rate constant values and computes appropriate measures of estimation accuracy. We demonstrate various aspects of the proposed method on synthetic data obtained by simulating a subset of a well-known model of the EGF/ERK signaling pathway, and examine its robustness under conditions that violate key assumptions. Software, coded in MATLAB®, which implements all Bayesian analysis techniques discussed in this paper, is available free of charge at http://www.cis.jhu.edu/~goutsias/CSS%20lab/software.html. Conclusions Our approach provides an attractive statistical methodology for

  15. Bayesian Unsupervised Learning of DNA Regulatory Binding Regions

    Directory of Open Access Journals (Sweden)

    Jukka Corander

    2009-01-01

    positions within a set of DNA sequences are very rare in the literature. Here we show how such a learning problem can be formulated using a Bayesian model that targets to simultaneously maximize the marginal likelihood of sequence data arising under multiple motif types as well as under the background DNA model, which equals a variable length Markov chain. It is demonstrated how the adopted Bayesian modelling strategy combined with recently introduced nonstandard stochastic computation tools yields a more tractable learning procedure than is possible with the standard Monte Carlo approaches. Improvements and extensions of the proposed approach are also discussed.

  16. Application of Bayesian Hierarchical Prior Modeling to Sparse Channel Estimation

    DEFF Research Database (Denmark)

    Pedersen, Niels Lovmand; Manchón, Carles Navarro; Shutin, Dmitriy;

    2012-01-01

    Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization...... terms have proven to have strong sparsity-inducing properties. In this work, we design pilot assisted channel estimators for OFDM wireless receivers within the framework of sparse Bayesian learning by defining hierarchical Bayesian prior models that lead to sparsity-inducing penalization terms...

  17. The Size-Weight Illusion is not anti-Bayesian after all: a unifying Bayesian account.

    Science.gov (United States)

    Peters, Megan A K; Ma, Wei Ji; Shams, Ladan

    2016-01-01

    When we lift two differently-sized but equally-weighted objects, we expect the larger to be heavier, but the smaller feels heavier. However, traditional Bayesian approaches with "larger is heavier" priors predict the smaller object should feel lighter; this Size-Weight Illusion (SWI) has thus been labeled "anti-Bayesian" and has stymied psychologists for generations. We propose that previous Bayesian approaches neglect the brain's inference process about density. In our Bayesian model, objects' perceived heaviness relationship is based on both their size and inferred density relationship: observers evaluate competing, categorical hypotheses about objects' relative densities, the inference about which is then used to produce the final estimate of weight. The model can qualitatively and quantitatively reproduce the SWI and explain other researchers' findings, and also makes a novel prediction, which we confirmed. This same computational mechanism accounts for other multisensory phenomena and illusions; that the SWI follows the same process suggests that competitive-prior Bayesian inference can explain human perception across many domains.

  18. Prior expectations facilitate metacognition for perceptual decision.

    Science.gov (United States)

    Sherman, M T; Seth, A K; Barrett, A B; Kanai, R

    2015-09-01

    The influential framework of 'predictive processing' suggests that prior probabilistic expectations influence, or even constitute, perceptual contents. This notion is evidenced by the facilitation of low-level perceptual processing by expectations. However, whether expectations can facilitate high-level components of perception remains unclear. We addressed this question by considering the influence of expectations on perceptual metacognition. To isolate the effects of expectation from those of attention we used a novel factorial design: expectation was manipulated by changing the probability that a Gabor target would be presented; attention was manipulated by instructing participants to perform or ignore a concurrent visual search task. We found that, independently of attention, metacognition improved when yes/no responses were congruent with expectations of target presence/absence. Results were modeled under a novel Bayesian signal detection theoretic framework which integrates bottom-up signal propagation with top-down influences, to provide a unified description of the mechanisms underlying perceptual decision and metacognition.

  19. Bayesian Recurrent Neural Network for Language Modeling.

    Science.gov (United States)

    Chien, Jen-Tzung; Ku, Yuan-Chu

    2016-02-01

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

  20. Bayesian Dark Knowledge

    NARCIS (Netherlands)

    A. Korattikara; V. Rathod; K. Murphy; M. Welling

    2015-01-01

    We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities p(y|x, D), e.g., for applications involving bandits or active learning. One simple ap

  1. Bayesian logistic regression analysis

    NARCIS (Netherlands)

    Van Erp, H.R.N.; Van Gelder, P.H.A.J.M.

    2012-01-01

    In this paper we present a Bayesian logistic regression analysis. It is found that if one wishes to derive the posterior distribution of the probability of some event, then, together with the traditional Bayes Theorem and the integrating out of nuissance parameters, the Jacobian transformation is an

  2. Bayesian Adaptive Exploration

    Science.gov (United States)

    Loredo, Thomas J.

    2004-04-01

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

  3. Subjective Bayesian Beliefs

    DEFF Research Database (Denmark)

    Antoniou, Constantinos; Harrison, Glenn W.; Lau, Morten I.;

    2015-01-01

    A large literature suggests that many individuals do not apply Bayes’ Rule when making decisions that depend on them correctly pooling prior information and sample data. We replicate and extend a classic experimental study of Bayesian updating from psychology, employing the methods of experimental...

  4. Bayesian Independent Component Analysis

    DEFF Research Database (Denmark)

    Winther, Ole; Petersen, Kaare Brandt

    2007-01-01

    In this paper we present an empirical Bayesian framework for independent component analysis. The framework provides estimates of the sources, the mixing matrix and the noise parameters, and is flexible with respect to choice of source prior and the number of sources and sensors. Inside the engine...

  5. Bayesian grid matching

    DEFF Research Database (Denmark)

    Hartelius, Karsten; Carstensen, Jens Michael

    2003-01-01

    A method for locating distorted grid structures in images is presented. The method is based on the theories of template matching and Bayesian image restoration. The grid is modeled as a deformable template. Prior knowledge of the grid is described through a Markov random field (MRF) model which...

  6. Social group utility maximization

    CERN Document Server

    Gong, Xiaowen; Yang, Lei; Zhang, Junshan

    2014-01-01

    This SpringerBrief explains how to leverage mobile users' social relationships to improve the interactions of mobile devices in mobile networks. It develops a social group utility maximization (SGUM) framework that captures diverse social ties of mobile users and diverse physical coupling of mobile devices. Key topics include random access control, power control, spectrum access, and location privacy.This brief also investigates SGUM-based power control game and random access control game, for which it establishes the socially-aware Nash equilibrium (SNE). It then examines the critical SGUM-b

  7. Bayesian inference for OPC modeling

    Science.gov (United States)

    Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.

    2016-03-01

    The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.

  8. Hierarchical Bayesian sparse image reconstruction with application to MRFM

    CERN Document Server

    Dobigeon, Nicolas; Tourneret, Jean-Yves

    2008-01-01

    This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g. by maximizing the estimated posterior distribution. In our fully Bayesian approach the posteriors of all the parameters are available. Thus our algorithm provides more information than other previously proposed sparse reconstr...

  9. Bayesian parameter estimation for effective field theories

    CERN Document Server

    Wesolowski, S; Furnstahl, R J; Phillips, D R; Thapaliya, A

    2015-01-01

    We present procedures based on Bayesian statistics for effective field theory (EFT) parameter estimation from data. The extraction of low-energy constants (LECs) is guided by theoretical expectations that supplement such information in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools are developed that analyze the fit and ensure that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems and the extraction of LECs for the nucleon mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.

  10. Bayesian Population Projections for the United Nations.

    Science.gov (United States)

    Raftery, Adrian E; Alkema, Leontine; Gerland, Patrick

    2014-02-01

    The United Nations regularly publishes projections of the populations of all the world's countries broken down by age and sex. These projections are the de facto standard and are widely used by international organizations, governments and researchers. Like almost all other population projections, they are produced using the standard deterministic cohort-component projection method and do not yield statements of uncertainty. We describe a Bayesian method for producing probabilistic population projections for most countries that the United Nations could use. It has at its core Bayesian hierarchical models for the total fertility rate and life expectancy at birth. We illustrate the method and show how it can be extended to address concerns about the UN's current assumptions about the long-term distribution of fertility. The method is implemented in the R packages bayesTFR, bayesLife, bayesPop and bayesDem.

  11. Bayesian parameter estimation for effective field theories

    Science.gov (United States)

    Wesolowski, S.; Klco, N.; Furnstahl, R. J.; Phillips, D. R.; Thapaliya, A.

    2016-07-01

    We present procedures based on Bayesian statistics for estimating, from data, the parameters of effective field theories (EFTs). The extraction of low-energy constants (LECs) is guided by theoretical expectations in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools is developed that analyzes the fit and ensures that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems, including the extraction of LECs for the nucleon-mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.

  12. Maximal Acceleration Is Nonrotating

    CERN Document Server

    Page, D N

    1998-01-01

    In a stationary axisymmetric spacetime, the angular velocity of a stationary observer that Fermi-Walker transports its acceleration vector is also the angular velocity that locally extremizes the magnitude of the acceleration of such an observer, and conversely if the spacetime is also symmetric under reversing both t and phi together. Thus a congruence of Nonrotating Acceleration Worldlines (NAW) is equivalent to a Stationary Congruence Accelerating Locally Extremely (SCALE). These congruences are defined completely locally, unlike the case of Zero Angular Momentum Observers (ZAMOs), which requires knowledge around a symmetry axis. The SCALE subcase of a Stationary Congruence Accelerating Maximally (SCAM) is made up of stationary worldlines that may be considered to be locally most nearly at rest in a stationary axisymmetric gravitational field. Formulas for the angular velocity and other properties of the SCALEs are given explicitly on a generalization of an equatorial plane, infinitesimally near a symmetry...

  13. HEMI: Hyperedge Majority Influence Maximization

    CERN Document Server

    Gangal, Varun; Narayanam, Ramasuri

    2016-01-01

    In this work, we consider the problem of influence maximization on a hypergraph. We first extend the Independent Cascade (IC) model to hypergraphs, and prove that the traditional influence maximization problem remains submodular. We then present a variant of the influence maximization problem (HEMI) where one seeks to maximize the number of hyperedges, a majority of whose nodes are influenced. We prove that HEMI is non-submodular under the diffusion model proposed.

  14. Utility maximization in incomplete markets with default

    CERN Document Server

    Lim, Thomas

    2008-01-01

    We adress the maximization problem of expected utility from terminal wealth. The special feature of this paper is that we consider a financial market where the price process of risky assets can have a default time. Using dynamic programming, we characterize the value function with a backward stochastic differential equation and the optimal portfolio policies. We separately treat the cases of exponential, power and logarithmic utility.

  15. Quantum stochastic calculus with maximal operator domains

    OpenAIRE

    Lindsay, J Martin; Attal, Stéphane

    2004-01-01

    Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the orthogonal projections of the time filtration of Fock space, together with sections of the adapted gradient operator. Free from exponential vector domains, our stochastic integrals may be satisfactorily composed yielding quantum Itô formulas for op...

  16. Probability and Bayesian statistics

    CERN Document Server

    1987-01-01

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

  17. Bayesian community detection

    DEFF Research Database (Denmark)

    Mørup, Morten; Schmidt, Mikkel N

    2012-01-01

    Many networks of scientific interest naturally decompose into clusters or communities with comparatively fewer external than internal links; however, current Bayesian models of network communities do not exert this intuitive notion of communities. We formulate a nonparametric Bayesian model...... for community detection consistent with an intuitive definition of communities and present a Markov chain Monte Carlo procedure for inferring the community structure. A Matlab toolbox with the proposed inference procedure is available for download. On synthetic and real networks, our model detects communities...... consistent with ground truth, and on real networks, it outperforms existing approaches in predicting missing links. This suggests that community structure is an important structural property of networks that should be explicitly modeled....

  18. Bayesian Word Sense Induction

    OpenAIRE

    Brody, Samuel; Lapata, Mirella

    2009-01-01

    Sense induction seeks to automatically identify word senses directly from a corpus. A key assumption underlying previous work is that the context surrounding an ambiguous word is indicative of its meaning. Sense induction is thus typically viewed as an unsupervised clustering problem where the aim is to partition a word’s contexts into different classes, each representing a word sense. Our work places sense induction in a Bayesian context by modeling the contexts of the ambiguous word as samp...

  19. Bayesian Generalized Rating Curves

    OpenAIRE

    Helgi Sigurðarson 1985

    2014-01-01

    A rating curve is a curve or a model that describes the relationship between water elevation, or stage, and discharge in an observation site in a river. The rating curve is fit from paired observations of stage and discharge. The rating curve then predicts discharge given observations of stage and this methodology is applied as stage is substantially easier to directly observe than discharge. In this thesis a statistical rating curve model is proposed working within the framework of Bayesian...

  20. Efficient Bayesian Phase Estimation

    Science.gov (United States)

    Wiebe, Nathan; Granade, Chris

    2016-07-01

    We introduce a new method called rejection filtering that we use to perform adaptive Bayesian phase estimation. Our approach has several advantages: it is classically efficient, easy to implement, achieves Heisenberg limited scaling, resists depolarizing noise, tracks time-dependent eigenstates, recovers from failures, and can be run on a field programmable gate array. It also outperforms existing iterative phase estimation algorithms such as Kitaev's method.

  1. Rational Expectations Equilibria: Existence and Representation

    OpenAIRE

    Bhowmik, Anuj; Cao, Jiling

    2015-01-01

    In this paper, we continue to explore the equilibrium theory under ambiguity. For a model of a pure exchange and asymmetric information economy with a measure space of agents whose exogenous uncertainty is described by a complete probability space, we establish a representation theorem for a Bayesian or maximin rational expectations equilibrium allocation in terms of a state-wise Walrasian equilibrium allocation. This result also strengthens the theorems on the existence and representation of...

  2. Bayesian theory and applications

    CERN Document Server

    Dellaportas, Petros; Polson, Nicholas G; Stephens, David A

    2013-01-01

    The development of hierarchical models and Markov chain Monte Carlo (MCMC) techniques forms one of the most profound advances in Bayesian analysis since the 1970s and provides the basis for advances in virtually all areas of applied and theoretical Bayesian statistics. This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field. The book has a unique format. There is an explanatory chapter devoted to each conceptual advance followed by journal-style chapters that provide applications or further advances on the concept. Thus, the volume is both a textbook and a compendium of papers covering a vast range of topics. It is appropriate for a well-informed novice interested in understanding the basic approach, methods and recent applications. Because of its advanced chapters and recent work, it is also appropriate for a more mature reader interested in recent applications and devel...

  3. Bayesian Attractor Learning

    Science.gov (United States)

    Wiegerinck, Wim; Schoenaker, Christiaan; Duane, Gregory

    2016-04-01

    Recently, methods for model fusion by dynamically combining model components in an interactive ensemble have been proposed. In these proposals, fusion parameters have to be learned from data. One can view these systems as parametrized dynamical systems. We address the question of learnability of dynamical systems with respect to both short term (vector field) and long term (attractor) behavior. In particular we are interested in learning in the imperfect model class setting, in which the ground truth has a higher complexity than the models, e.g. due to unresolved scales. We take a Bayesian point of view and we define a joint log-likelihood that consists of two terms, one is the vector field error and the other is the attractor error, for which we take the L1 distance between the stationary distributions of the model and the assumed ground truth. In the context of linear models (like so-called weighted supermodels), and assuming a Gaussian error model in the vector fields, vector field learning leads to a tractable Gaussian solution. This solution can then be used as a prior for the next step, Bayesian attractor learning, in which the attractor error is used as a log-likelihood term. Bayesian attractor learning is implemented by elliptical slice sampling, a sampling method for systems with a Gaussian prior and a non Gaussian likelihood. Simulations with a partially observed driven Lorenz 63 system illustrate the approach.

  4. Optimizing Nuclear Reaction Analysis (NRA) using Bayesian Experimental Design

    OpenAIRE

    von Toussaint, U.; Schwarz-Selinger, T.; Gori, S.

    2008-01-01

    Nuclear Reaction Analysis with ${}^{3}$He holds the promise to measure Deuterium depth profiles up to large depths. However, the extraction of the depth profile from the measured data is an ill-posed inversion problem. Here we demonstrate how Bayesian Experimental Design can be used to optimize the number of measurements as well as the measurement energies to maximize the information gain. Comparison of the inversion properties of the optimized design with standard settings reveals huge possi...

  5. A Bayesian experimental design approach to structural health monitoring

    Energy Technology Data Exchange (ETDEWEB)

    Farrar, Charles [Los Alamos National Laboratory; Flynn, Eric [UCSD; Todd, Michael [UCSD

    2010-01-01

    Optimal system design for SHM involves two primarily challenges. The first is the derivation of a proper performance function for a given system design. The second is the development of an efficient optimization algorithm for choosing a design that maximizes, or nearly maximizes the performance function. In this paper we will outline how an SHM practitioner can construct the proper performance function by casting the entire design problem into a framework of Bayesian experimental design. The approach demonstrates how the design problem necessarily ties together all steps of the SHM process.

  6. Bayesian optimization for materials design

    OpenAIRE

    Frazier, Peter I.; Wang, Jialei

    2015-01-01

    We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as possible. We focus on the case when materials designs are parameterized by a low-dimensional vector. Bayesian optimization is built on a statistical technique called Gaussian pro...

  7. Unified Maximally Natural Supersymmetry

    CERN Document Server

    Huang, Junwu

    2016-01-01

    Maximally Natural Supersymmetry, an unusual weak-scale supersymmetric extension of the Standard Model based upon the inherently higher-dimensional mechanism of Scherk-Schwarz supersymmetry breaking (SSSB), possesses remarkably good fine tuning given present LHC limits. Here we construct a version with precision $SU(2)_{\\rm L} \\times U(1)_{\\rm Y} $ unification: $\\sin^2 \\theta_W(M_Z) \\simeq 0.231$ is predicted to $\\pm 2\\%$ by unifying $SU(2)_{\\rm L} \\times U(1)_{\\rm Y} $ into a 5D $SU(3)_{\\rm EW}$ theory at a Kaluza-Klein scale of $1/R_5 \\sim 4.4\\,{\\rm TeV}$, where SSSB is simultaneously realised. Full unification with $SU(3)_{\\rm C}$ is accommodated by extending the 5D theory to a $N=4$ supersymmetric $SU(6)$ gauge theory on a 6D rectangular orbifold at $1/R_6 \\sim 40 \\,{\\rm TeV}$. TeV-scale states beyond the SM include exotic charged fermions implied by $SU(3)_{\\rm EW}$ with masses lighter than $\\sim 1.2\\,{\\rm TeV}$, and squarks in the mass range $1.4\\,{\\rm TeV} - 2.3\\,{\\rm TeV}$, providing distinct signature...

  8. Generalized radial basis function networks for classification and novelty detection: self-organization of optimal Bayesian decision.

    Science.gov (United States)

    Albrecht, S; Busch, J; Kloppenburg, M; Metze, F; Tavan, P

    2000-12-01

    By adding reverse connections from the output layer to the central layer it is shown how a generalized radial basis functions (GRBF) network can self-organize to form a Bayesian classifier, which is also capable of novelty detection. For this purpose, three stochastic sequential learning rules are introduced from biological considerations which pertain to the centers, the shapes, and the widths of the receptive fields of the neurons and allow ajoint optimization of all network parameters. The rules are shown to generate maximum-likelihood estimates of the class-conditional probability density functions of labeled data in terms of multivariate normal mixtures. Upon combination with a hierarchy of deterministic annealing procedures, which implement a multiple-scale approach, the learning process can avoid the convergence problems hampering conventional expectation-maximization algorithms. Using an example from the field of speech recognition, the stages of the learning process and the capabilities of the self-organizing GRBF classifier are illustrated.

  9. Bayesian Posteriors Without Bayes' Theorem

    CERN Document Server

    Hill, Theodore P

    2012-01-01

    The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the classical Bayesian posterior is the unique posterior that minimizes the loss of Shannon information in combining the prior and the likelihood distributions. These results, direct corollaries of recent results about conflations of probability distributions, reinforce the use of Bayesian posteriors, and may help partially reconcile some of the differences between classical and Bayesian statistics.

  10. Unique inclusions of maximal C-clones in maximal clones

    OpenAIRE

    Behrisch, Mike; Vargas-García, Edith

    2014-01-01

    $\\mathit{C}$-clones are polymorphism sets of so-called clausal relations, a special type of relations on a finite domain, which first appeared in connection with constraint satisfaction problems in [Creignou et al. 2008]. We completely describe the relationship w.r.t. set inclusion between maximal $\\mathit{C}$-clones and maximal clones. As a main result we obtain that for every maximal $\\mathit{C}$-clone there exists exactly one maximal clone in which it is contained. A precise description of...

  11. PAC-Bayesian Analysis of Martingales and Multiarmed Bandits

    CERN Document Server

    Seldin, Yevgeny; Shawe-Taylor, John; Peters, Jan; Auer, Peter

    2011-01-01

    We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by expectations of the same functions of independent Bernoulli random variables. This lemma provides an alternative tool to Hoeffding-Azuma inequality to bound concentration of martingale values. Our second approach is based on integration of Hoeffding-Azuma inequality with PAC-Bayesian analysis. We also introduce a way to apply PAC-Bayesian analysis in situation of limited feedback. We combine the new tools to derive PAC-Bayesian generalization and regret bounds for the multiarmed bandit problem. Although our regret bound is not yet as tight as state-of-the-art regret bounds based on other well-established techniques, our results significantly expand the range of potential applications of PAC-Bayesian analysis and introduce a new analysis tool to reinforcement learning and many ...

  12. 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.

  13. 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

  14. Computationally efficient Bayesian tracking

    Science.gov (United States)

    Aughenbaugh, Jason; La Cour, Brian

    2012-06-01

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

  15. Bayesian nonparametric data analysis

    CERN Document Server

    Müller, Peter; Jara, Alejandro; Hanson, Tim

    2015-01-01

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

  16. Bayesian Geostatistical Design

    DEFF Research Database (Denmark)

    Diggle, Peter; Lophaven, Søren Nymand

    2006-01-01

    locations to, or deletion of locations from, an existing design, and prospective design, which consists of choosing positions for a new set of sampling locations. We propose a Bayesian design criterion which focuses on the goal of efficient spatial prediction whilst allowing for the fact that model......This paper describes the use of model-based geostatistics for choosing the set of sampling locations, collectively called the design, to be used in a geostatistical analysis. Two types of design situation are considered. These are retrospective design, which concerns the addition of sampling...

  17. Finding Maximal Quasiperiodicities in Strings

    DEFF Research Database (Denmark)

    Brodal, Gerth Stølting; Pedersen, Christian N. S.

    2000-01-01

    of length n in time O(n log n) and space O(n). Our algorithm uses the suffix tree as the fundamental data structure combined with efficient methods for merging and performing multiple searches in search trees. Besides finding all maximal quasiperiodic substrings, our algorithm also marks the nodes......Apostolico and Ehrenfeucht defined the notion of a maximal quasiperiodic substring and gave an algorithm that finds all maximal quasiperiodic substrings in a string of length n in time O(n log2 n). In this paper we give an algorithm that finds all maximal quasiperiodic substrings in a string...

  18. Inference in hybrid Bayesian networks

    DEFF Research Database (Denmark)

    Lanseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael;

    2009-01-01

    Since the 1980s, Bayesian Networks (BNs) have become increasingly popular for building statistical models of complex systems. This is particularly true for boolean systems, where BNs often prove to be a more efficient modelling framework than traditional reliability-techniques (like fault trees...... decade's research on inference in hybrid Bayesian networks. The discussions are linked to an example model for estimating human reliability....

  19. Optimal design under uncertainty of a passive defense structure against snow avalanches: from a general Bayesian framework to a simple analytical model

    Directory of Open Access Journals (Sweden)

    N. Eckert

    2008-10-01

    Full Text Available For snow avalanches, passive defense structures are generally designed by considering high return period events. In this paper, taking inspiration from other natural hazards, an alternative method based on the maximization of the economic benefit of the defense structure is proposed. A general Bayesian framework is described first. Special attention is given to the problem of taking the poor local information into account in the decision-making process. Therefore, simplifying assumptions are made. The avalanche hazard is represented by a Peak Over Threshold (POT model. The influence of the dam is quantified in terms of runout distance reduction with a simple relation derived from small-scale experiments using granular media. The costs corresponding to dam construction and the damage to the element at risk are roughly evaluated for each dam height-hazard value pair, with damage evaluation corresponding to the maximal expected loss. Both the classical and the Bayesian risk functions can then be computed analytically. The results are illustrated with a case study from the French avalanche database. A sensitivity analysis is performed and modelling assumptions are discussed in addition to possible further developments.

  20. Bayesian inference tools for inverse problems

    Science.gov (United States)

    Mohammad-Djafari, Ali

    2013-08-01

    In this paper, first the basics of Bayesian inference with a parametric model of the data is presented. Then, the needed extensions are given when dealing with inverse problems and in particular the linear models such as Deconvolution or image reconstruction in Computed Tomography (CT). The main point to discuss then is the prior modeling of signals and images. A classification of these priors is presented, first in separable and Markovien models and then in simple or hierarchical with hidden variables. For practical applications, we need also to consider the estimation of the hyper parameters. Finally, we see that we have to infer simultaneously on the unknowns, the hidden variables and the hyper parameters. Very often, the expression of this joint posterior law is too complex to be handled directly. Indeed, rarely we can obtain analytical solutions to any point estimators such the Maximum A posteriori (MAP) or Posterior Mean (PM). Three main tools are then can be used: Laplace approximation (LAP), Markov Chain Monte Carlo (MCMC) and Bayesian Variational Approximations (BVA). To illustrate all these aspects, we will consider a deconvolution problem where we know that the input signal is sparse and propose to use a Student-t prior for that. Then, to handle the Bayesian computations with this model, we use the property of Student-t which is modelling it via an infinite mixture of Gaussians, introducing thus hidden variables which are the variances. Then, the expression of the joint posterior of the input signal samples, the hidden variables (which are here the inverse variances of those samples) and the hyper-parameters of the problem (for example the variance of the noise) is given. From this point, we will present the joint maximization by alternate optimization and the three possible approximation methods. Finally, the proposed methodology is applied in different applications such as mass spectrometry, spectrum estimation of quasi periodic biological signals and

  1. Bayesian Inference on Gravitational Waves

    Directory of Open Access Journals (Sweden)

    Asad Ali

    2015-12-01

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

  2. A Bayesian framework for active artificial perception.

    Science.gov (United States)

    Ferreira, João Filipe; Lobo, Jorge; Bessière, Pierre; Castelo-Branco, Miguel; Dias, Jorge

    2013-04-01

    In this paper, we present a Bayesian framework for the active multimodal perception of 3-D structure and motion. The design of this framework finds its inspiration in the role of the dorsal perceptual pathway of the human brain. Its composing models build upon a common egocentric spatial configuration that is naturally fitting for the integration of readings from multiple sensors using a Bayesian approach. In the process, we will contribute with efficient and robust probabilistic solutions for cyclopean geometry-based stereovision and auditory perception based only on binaural cues, modeled using a consistent formalization that allows their hierarchical use as building blocks for the multimodal sensor fusion framework. We will explicitly or implicitly address the most important challenges of sensor fusion using this framework, for vision, audition, and vestibular sensing. Moreover, interaction and navigation require maximal awareness of spatial surroundings, which, in turn, is obtained through active attentional and behavioral exploration of the environment. The computational models described in this paper will support the construction of a simultaneously flexible and powerful robotic implementation of multimodal active perception to be used in real-world applications, such as human-machine interaction or mobile robot navigation. PMID:23014760

  3. A Bayesian framework for active artificial perception.

    Science.gov (United States)

    Ferreira, João Filipe; Lobo, Jorge; Bessière, Pierre; Castelo-Branco, Miguel; Dias, Jorge

    2013-04-01

    In this paper, we present a Bayesian framework for the active multimodal perception of 3-D structure and motion. The design of this framework finds its inspiration in the role of the dorsal perceptual pathway of the human brain. Its composing models build upon a common egocentric spatial configuration that is naturally fitting for the integration of readings from multiple sensors using a Bayesian approach. In the process, we will contribute with efficient and robust probabilistic solutions for cyclopean geometry-based stereovision and auditory perception based only on binaural cues, modeled using a consistent formalization that allows their hierarchical use as building blocks for the multimodal sensor fusion framework. We will explicitly or implicitly address the most important challenges of sensor fusion using this framework, for vision, audition, and vestibular sensing. Moreover, interaction and navigation require maximal awareness of spatial surroundings, which, in turn, is obtained through active attentional and behavioral exploration of the environment. The computational models described in this paper will support the construction of a simultaneously flexible and powerful robotic implementation of multimodal active perception to be used in real-world applications, such as human-machine interaction or mobile robot navigation.

  4. Approximate maximizers of intricacy functionals

    CERN Document Server

    Buzzi, Jerome

    2009-01-01

    G. Edelman, O. Sporns, and G. Tononi introduced in theoretical biology the neural complexity of a family of random variables. This functional is a special case of intricacy, i.e., an average of the mutual information of subsystems whose weights have good mathematical properties. Moreover, its maximum value grows at a definite speed with the size of the system. In this work, we compute exactly this speed of growth by building "approximate maximizers" subject to an entropy condition. These approximate maximizers work simultaneously for all intricacies. We also establish some properties of arbitrary approximate maximizers, in particular the existence of a threshold in the size of subsystems of approximate maximizers: most smaller subsystems are almost equidistributed, most larger subsystems determine the full system. The main ideas are a random construction of almost maximizers with a high statistical symmetry and the consideration of entropy profiles, i.e., the average entropies of sub-systems of a given size. ...

  5. On w-maximal groups

    CERN Document Server

    Gonzalez-Sanchez, Jon

    2010-01-01

    Let $w = w(x_1,..., x_n)$ be a word, i.e. an element of the free group $F =$ on $n$ generators $x_1,..., x_n$. The verbal subgroup $w(G)$ of a group $G$ is the subgroup generated by the set $\\{w (g_1,...,g_n)^{\\pm 1} | g_i \\in G, 1\\leq i\\leq n \\}$ of all $w$-values in $G$. We say that a (finite) group $G$ is $w$-maximal if $|G:w(G)|> |H:w(H)|$ for all proper subgroups $H$ of $G$ and that $G$ is hereditarily $w$-maximal if every subgroup of $G$ is $w$-maximal. In this text we study $w$-maximal and hereditarily $w$-maximal (finite) groups.

  6. Implementing Bayesian Vector Autoregressions Implementing Bayesian Vector Autoregressions

    Directory of Open Access Journals (Sweden)

    Richard M. Todd

    1988-03-01

    Full Text Available Implementing Bayesian Vector Autoregressions This paper discusses how the Bayesian approach can be used to construct a type of multivariate forecasting model known as a Bayesian vector autoregression (BVAR. In doing so, we mainly explain Doan, Littermann, and Sims (1984 propositions on how to estimate a BVAR based on a certain family of prior probability distributions. indexed by a fairly small set of hyperparameters. There is also a discussion on how to specify a BVAR and set up a BVAR database. A 4-variable model is used to iliustrate the BVAR approach.

  7. Lip-reading aids word recognition most in moderate noise: a Bayesian explanation using high-dimensional feature space.

    Directory of Open Access Journals (Sweden)

    Wei Ji Ma

    Full Text Available Watching a speaker's facial movements can dramatically enhance our ability to comprehend words, especially in noisy environments. From a general doctrine of combining information from different sensory modalities (the principle of inverse effectiveness, one would expect that the visual signals would be most effective at the highest levels of auditory noise. In contrast, we find, in accord with a recent paper, that visual information improves performance more at intermediate levels of auditory noise than at the highest levels, and we show that a novel visual stimulus containing only temporal information does the same. We present a Bayesian model of optimal cue integration that can explain these conflicts. In this model, words are regarded as points in a multidimensional space and word recognition is a probabilistic inference process. When the dimensionality of the feature space is low, the Bayesian model predicts inverse effectiveness; when the dimensionality is high, the enhancement is maximal at intermediate auditory noise levels. When the auditory and visual stimuli differ slightly in high noise, the model makes a counterintuitive prediction: as sound quality increases, the proportion of reported words corresponding to the visual stimulus should first increase and then decrease. We confirm this prediction in a behavioral experiment. We conclude that auditory-visual speech perception obeys the same notion of optimality previously observed only for simple multisensory stimuli.

  8. VIOLATION OF CONVERSATION MAXIM ON TV ADVERTISEMENTS

    OpenAIRE

    Desak Putu Eka Pratiwi

    2015-01-01

    Maxim is a principle that must be obeyed by all participants textually and interpersonally in order to have a smooth communication process. Conversation maxim is divided into four namely maxim of quality, maxim of quantity, maxim of relevance, and maxim of manner of speaking. Violation of the maxim may occur in a conversation in which the information the speaker has is not delivered well to his speaking partner. Violation of the maxim in a conversation will result in an awkward impression. Th...

  9. Bayesian nonparametric adaptive control using Gaussian processes.

    Science.gov (United States)

    Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

    2015-03-01

    Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

  10. Dynamic Bayesian diffusion estimation

    CERN Document Server

    Dedecius, K

    2012-01-01

    The rapidly increasing complexity of (mainly wireless) ad-hoc networks stresses the need of reliable distributed estimation of several variables of interest. The widely used centralized approach, in which the network nodes communicate their data with a single specialized point, suffers from high communication overheads and represents a potentially dangerous concept with a single point of failure needing special treatment. This paper's aim is to contribute to another quite recent method called diffusion estimation. By decentralizing the operating environment, the network nodes communicate just within a close neighbourhood. We adopt the Bayesian framework to modelling and estimation, which, unlike the traditional approaches, abstracts from a particular model case. This leads to a very scalable and universal method, applicable to a wide class of different models. A particularly interesting case - the Gaussian regressive model - is derived as an example.

  11. Bayesian Inference in Monte-Carlo Tree Search

    CERN Document Server

    Tesauro, Gerald; Segal, Richard

    2012-01-01

    Monte-Carlo Tree Search (MCTS) methods are drawing great interest after yielding breakthrough results in computer Go. This paper proposes a Bayesian approach to MCTS that is inspired by distributionfree approaches such as UCT [13], yet significantly differs in important respects. The Bayesian framework allows potentially much more accurate (Bayes-optimal) estimation of node values and node uncertainties from a limited number of simulation trials. We further propose propagating inference in the tree via fast analytic Gaussian approximation methods: this can make the overhead of Bayesian inference manageable in domains such as Go, while preserving high accuracy of expected-value estimates. We find substantial empirical outperformance of UCT in an idealized bandit-tree test environment, where we can obtain valuable insights by comparing with known ground truth. Additionally we rigorously prove on-policy and off-policy convergence of the proposed methods.

  12. Principles of maximally classical and maximally realistic quantum mechanics

    Indian Academy of Sciences (India)

    S M Roy

    2002-08-01

    Recently Auberson, Mahoux, Roy and Singh have proved a long standing conjecture of Roy and Singh: In 2-dimensional phase space, a maximally realistic quantum mechanics can have quantum probabilities of no more than + 1 complete commuting cets (CCS) of observables coexisting as marginals of one positive phase space density. Here I formulate a stationary principle which gives a nonperturbative definition of a maximally classical as well as maximally realistic phase space density. I show that the maximally classical trajectories are in fact exactly classical in the simple examples of coherent states and bound states of an oscillator and Gaussian free particle states. In contrast, it is known that the de Broglie–Bohm realistic theory gives highly nonclassical trajectories.

  13. Implications of maximal Jarlskog invariant and maximal CP violation

    CERN Document Server

    Rodríguez-Jáuregui, E

    2001-01-01

    We argue here why CP violating phase Phi in the quark mixing matrix is maximal, that is, Phi=90 degrees. In the Standard Model CP violation is related to the Jarlskog invariant J, which can be obtained from non commuting Hermitian mass matrices. In this article we derive the conditions to have Hermitian mass matrices which give maximal Jarlskog invariant J and maximal CP violating phase Phi. We find that all squared moduli of the quark mixing elements have a singular point when the CP violation phase Phi takes the value Phi=90 degrees. This special feature of the Jarlskog invariant J and the quark mixing matrix is a clear and precise indication that CP violating Phase Phi is maximal in order to let nature treat democratically all of the quark mixing matrix moduli.

  14. Book review: Bayesian analysis for population ecology

    Science.gov (United States)

    Link, William A.

    2011-01-01

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

  15. Stock Price Booms and Expected Capital Gains

    OpenAIRE

    Adam, Klaus; Beutel, Johannes; Marcet, Albert

    2014-01-01

    The booms and busts in U.S. stock prices over the post-war period can to a large extent be explained by fluctuations in investors' subjective capital gains expectations. Survey measures of these expectations display excessive optimism at market peaks and excessive pessimism at market troughs. Formally incorporating subjective price beliefs into an otherwise standard asset pricing model with utility maximizing investors, we show how subjective belief dynamics can temporarily delink stock price...

  16. Current trends in Bayesian methodology with applications

    CERN Document Server

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

    2015-01-01

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

  17. Maximal Flavor Violation in Super-GUTs

    CERN Document Server

    Ellis, John; Velasco-Sevilla, Liliana

    2016-01-01

    We consider supersymmetric grand unified theories with soft supersymmetry-breaking scalar masses $m_0$ specified above the GUT scale (super-GUTs) and patterns of Yukawa couplings motivated by upper limits on flavour-changing interactions beyond the Standard Model. If the scalar masses are smaller than the gaugino masses $m_{1/2}$, as is expected in no-scale models, the dominant effects of renormalization between the input scale and the GUT scale are generally expected to be those due to the gauge couplings, which are proportional to $m_{1/2}$ and generation-independent. In this case, the input scalar masses $m_0$ may violate flavour maximally, a scenario we call MaxFV, and there is no supersymmetric flavour problem. We illustrate this possibility within various specific super-GUT scenarios that are deformations of no-scale gravity.

  18. On the maximal diphoton width

    Science.gov (United States)

    Salvio, Alberto; Staub, Florian; Strumia, Alessandro; Urbano, Alfredo

    2016-03-01

    Motivated by the 750 GeV diphoton excess found at LHC, we compute the maximal width into γγ that a neutral scalar can acquire through a loop of charged fermions or scalars as function of the maximal scale at which the theory holds, taking into account vacuum (meta)stability bounds. We show how an extra gauge symmetry can qualitatively weaken such bounds, and explore collider probes and connections with Dark Matter.

  19. On the maximal diphoton width

    CERN Document Server

    Salvio, Alberto; Strumia, Alessandro; Urbano, Alfredo

    2016-01-01

    Motivated by the 750 GeV diphoton excess found at LHC, we compute the maximal width into $\\gamma\\gamma$ that a neutral scalar can acquire through a loop of charged fermions or scalars as function of the maximal scale at which the theory holds, taking into account vacuum (meta)stability bounds. We show how an extra gauge symmetry can qualitatively weaken such bounds, and explore collider probes and connections with Dark Matter.

  20. Irregular-Time Bayesian Networks

    CERN Document Server

    Ramati, Michael

    2012-01-01

    In many fields observations are performed irregularly along time, due to either measurement limitations or lack of a constant immanent rate. While discrete-time Markov models (as Dynamic Bayesian Networks) introduce either inefficient computation or an information loss to reasoning about such processes, continuous-time Markov models assume either a discrete state space (as Continuous-Time Bayesian Networks), or a flat continuous state space (as stochastic dif- ferential equations). To address these problems, we present a new modeling class called Irregular-Time Bayesian Networks (ITBNs), generalizing Dynamic Bayesian Networks, allowing substantially more compact representations, and increasing the expressivity of the temporal dynamics. In addition, a globally optimal solution is guaranteed when learning temporal systems, provided that they are fully observed at the same irregularly spaced time-points, and a semiparametric subclass of ITBNs is introduced to allow further adaptation to the irregular nature of t...

  1. Competitive equilibrium hyperinflation under rational expectations

    OpenAIRE

    Sallum, Elvia Mureb; Barbosa, Fernando de Holanda; Cunha, Alexandre Barros da

    2005-01-01

    This paper shows that a competitive equilibrium model, where a representative agent maximizes welfare, expectations are rational and markets are in equilibrium can account for several hyperinflation stylized facts. The theory is built by combining two hypotheses, namely, a fiscal crisis that requires printing money to finance an increasing public deficit and a predicted change in an unsustainable fiscal regime.

  2. Continuous expected utility for arbitrary state spaces

    NARCIS (Netherlands)

    P.P. Wakker

    1985-01-01

    Subjective expected utility maximization with continuous utility is characterized, extending the result of Wakker (1984, Journal of Mathematical Psychology) to infinite state spaces. In Savage (1954, The Foundations of Statistics) the main restriction, P6, requires structure for the state space, e.g

  3. Neuronanatomy, neurology and Bayesian networks

    OpenAIRE

    Bielza Lozoya, Maria Concepcion

    2014-01-01

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

  4. Bayesian Calibration of Generalized Pools of Predictive Distributions

    Directory of Open Access Journals (Sweden)

    Roberto Casarin

    2016-03-01

    Full Text Available Decision-makers often consult different experts to build reliable forecasts on variables of interest. Combining more opinions and calibrating them to maximize the forecast accuracy is consequently a crucial issue in several economic problems. This paper applies a Bayesian beta mixture model to derive a combined and calibrated density function using random calibration functionals and random combination weights. In particular, it compares the application of linear, harmonic and logarithmic pooling in the Bayesian combination approach. The three combination schemes, i.e., linear, harmonic and logarithmic, are studied in simulation examples with multimodal densities and an empirical application with a large database of stock data. All of the experiments show that in a beta mixture calibration framework, the three combination schemes are substantially equivalent, achieving calibration, and no clear preference for one of them appears. The financial application shows that the linear pooling together with beta mixture calibration achieves the best results in terms of calibrated forecast.

  5. Bayesian compressive sensing for ultrawideband inverse scattering in random media

    CERN Document Server

    Fouda, A E

    2014-01-01

    We develop an ultrawideband (UWB) inverse scattering technique for reconstructing continuous random media based on Bayesian compressive sensing. In addition to providing maximum a posteriori estimates of the unknown weights, Bayesian inversion provides estimate of the confidence level of the solution, as well as a systematic approach for optimizing subsequent measurement(s) to maximize information gain. We impose sparsity priors directly on spatial harmonics to exploit the spatial correlation exhibited by continuous media, and solve for their posterior probability density functions efficiently using a fast relevance vector machine. We linearize the problem using the first-order Born approximation which enables us to combine, in a single inversion, measurements from multiple transmitters and ultrawideband frequencies. We extend the method to high-contrast media using the distorted-Born iterative method. We apply time-reversal strategies to adaptively focus the inversion effort onto subdomains of interest, and ...

  6. 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).

  7. qPR: An adaptive partial-report procedure based on Bayesian inference

    Science.gov (United States)

    Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin

    2016-01-01

    Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6–8 cue delays or 600–800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations. PMID:27580045

  8. Expectation and conditioning

    Science.gov (United States)

    Coster, Adelle C. F.; Alstrøm, Preben

    2001-02-01

    We present a dynamical model that embodies both classical and instrumental conditioning paradigms in the same framework. The model is based on the formation of expectations of stimuli and of rewards. The expectations of stimuli are formed in a recurrent process called expectation learning in which one activity pattern evokes another. The expectation of rewards or punishments (motivation) is modelled using reinforcement learning.

  9. Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap

    OpenAIRE

    Dale Poirier

    2008-01-01

    This paper provides Bayesian rationalizations for White’s heteroskedastic consistent (HC) covariance estimator and various modifications of it. An informed Bayesian bootstrap provides the statistical framework.

  10. Inflation Expectations in Nepal

    OpenAIRE

    T.P. Koirala Ph.D.

    2008-01-01

    There is a significant positive relati onship between inflation and inflation expectations in Nepal, where the latter variable has been generated under Adaptive Expectation Hypothesis (AEH). Using 33 annual observations of actual inflation from 1973 to 2006, one percent increase in inflation expectations has 0.83 percent impact on contemporaneous inflation. The forecastability of inflation expectations on current inflation is higher than that of the expected inflation proxied by one-period la...

  11. Dynamic Batch Bayesian Optimization

    CERN Document Server

    Azimi, Javad; Fern, Xiaoli

    2011-01-01

    Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is selected at each iteration. This method can be time inefficient when each experiment takes a long time and more than one experiment can be ran concurrently. On the other hand, requesting a fix-sized batch of experiments at each iteration causes performance inefficiency in BO compared to the sequential policies. In this paper, we present an algorithm that asks a batch of experiments at each time step t where the batch size p_t is dynamically determined in each step. Our algorithm is based on the observation that the sequence of experiments selected by the sequential policy can sometimes be almost independent from each other. Our algorithm identifies such scenarios and request those experiments at the same time without degrading the performance. We evaluate our proposed method us...

  12. Nonparametric Bayesian Classification

    CERN Document Server

    Coram, M A

    2002-01-01

    A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if they are present in the unknown regression function $f_0$. An idealized one-dimensional problem is considered in detail. The proposed nonparametric prior uses random split points to partition the unit interval into a random number of pieces. This prior is found to provide a consistent estimate of the regression function in the $\\L^p$ topology, for any $1 \\leq p < \\infty$, and for arbitrary measurable $f_0:[0,1] \\rightarrow [0,1]$. A Markov chain Monte Carlo (MCMC) implementation is outlined and analyzed. Simulation experiments are conducted to show that the proposed estimate compares favorably with a variety of conventional estimators. A striking resemblance between the posterior mean estimate and the bagged CART estimate is noted and discussed. For higher dimensions, a ...

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

    DEFF Research Database (Denmark)

    Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

    2010-01-01

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

  14. Bayesian estimation of isotopic age differences

    International Nuclear Information System (INIS)

    Isotopic dating is subject to uncertainties arising from counting statistics and experimental errors. These uncertainties are additive when an isotopic age difference is calculated. If large, they can lead to no significant age difference by classical statistics. In many cases, relative ages are known because of stratigraphic order or other clues. Such information can be used to establish a Bayes estimate of age difference which will include prior knowledge of age order. Age measurement errors are assumed to be log-normal and a noninformative but constrained bivariate prior for two true ages in known order is adopted. True-age ratio is distributed as a truncated log-normal variate. Its expected value gives an age-ratio estimate, and its variance provides credible intervals. Bayesian estimates of ages are different and in correct order even if measured ages are identical or reversed in order. For example, age measurements on two samples might both yield 100 ka with coefficients of variation of 0.2. Bayesian estimates are 22.7 ka for age difference with a 75% credible interval of [4.4, 43.7] ka

  15. Bayesian estimation of isotopic age differences

    Energy Technology Data Exchange (ETDEWEB)

    Curl, R.L.

    1988-08-01

    Isotopic dating is subject to uncertainties arising from counting statistics and experimental errors. These uncertainties are additive when an isotopic age difference is calculated. If large, they can lead to no significant age difference by classical statistics. In many cases, relative ages are known because of stratigraphic order or other clues. Such information can be used to establish a Bayes estimate of age difference which will include prior knowledge of age order. Age measurement errors are assumed to be log-normal and a noninformative but constrained bivariate prior for two true ages in known order is adopted. True-age ratio is distributed as a truncated log-normal variate. Its expected value gives an age-ratio estimate, and its variance provides credible intervals. Bayesian estimates of ages are different and in correct order even if measured ages are identical or reversed in order. For example, age measurements on two samples might both yield 100 ka with coefficients of variation of 0.2. Bayesian estimates are 22.7 ka for age difference with a 75% credible interval of (4.4, 43.7) ka.

  16. Algebraic curves of maximal cyclicity

    Science.gov (United States)

    Caubergh, Magdalena; Dumortier, Freddy

    2006-01-01

    The paper deals with analytic families of planar vector fields, studying methods to detect the cyclicity of a non-isolated closed orbit, i.e. the maximum number of limit cycles that can locally bifurcate from it. It is known that this multi-parameter problem can be reduced to a single-parameter one, in the sense that there exist analytic curves in parameter space along which the maximal cyclicity can be attained. In that case one speaks about a maximal cyclicity curve (mcc) in case only the number is considered and of a maximal multiplicity curve (mmc) in case the multiplicity is also taken into account. In view of obtaining efficient algorithms for detecting the cyclicity, we investigate whether such mcc or mmc can be algebraic or even linear depending on certain general properties of the families or of their associated Bautin ideal. In any case by well chosen examples we show that prudence is appropriate.

  17. BOUNDEDNESS OF MAXIMAL SINGULAR INTEGRALS

    Institute of Scientific and Technical Information of China (English)

    CHEN JIECHENG; ZHU XIANGRONG

    2005-01-01

    The authors study the singular integrals under the Hormander condition and the measure not satisfying the doubling condition. At first, if the corresponding singular integral is bounded from L2 to itseff, it is proved that the maximal singu lar integral is bounded from L∞ to RBMO except that it is infinite μ-a.e. on Rd. A sufficient condition and a necessary condition such that the maximal singular integral is bounded from L2 to itself are also obtained. There is a small gap between the two conditions.

  18. Case studies in Bayesian microbial risk assessments

    Directory of Open Access Journals (Sweden)

    Turner Joanne

    2009-12-01

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

  19. Promises and Expectations

    OpenAIRE

    Florian Ederer; Alexander Stremitzer

    2014-01-01

    We investigate why people keep their promises in the absence of external enforcement mechanisms and reputational effects. In a controlled laboratory experiment we show that exogenous variation of second-order expectations (promisors' expectations about promisees' expectations that the promise will be kept) leads to a significant change in promisor behavior. We provide clean evidence that a promisor's aversion to disappointing a promisee's expectation leads her to keep her promise. We propose ...

  20. Maximal acceleration corrections to the Lamb shift of muonic hydrogen

    Energy Technology Data Exchange (ETDEWEB)

    Chen, C.X.; Papini, G.; Mobed, N. (Regina Univ. (Canada). Dept. of Physics) (and others)

    1999-02-01

    The maximal acceleration corrections to the Lamb shift of muonic hydrogen are calculated by using the relativistic Dirac wave functions. The correction for the 2S-2P transition is [approx]0.38 meV and is higher than the accuracy of present QED calculations and of the expected accuracy of experiments in preparation.

  1. Client Expectations for Counseling

    Science.gov (United States)

    Tinsley, Howard E. A.; Harris, Donna J.

    1976-01-01

    Undergraduate students (N=287) completed an 82-item questionnaire about their expectations of counseling. The respondents' strongest expectations were of seeing an experienced, genuine, expert, and accepting counselor they could trust. Expectancies that the counselor would be understanding and directive were lower. Significant sex differences were…

  2. Shadows of a maximal acceleration

    OpenAIRE

    Papini, G.

    2002-01-01

    A quantum mechanical upper limit on the value of particle accelerations, or maximal acceleration (MA), is applied to compact stars. A few MA fermions are at most present in canonical white dwarfs and neutron stars. They drastically alter a star's stability conditions.

  3. Shadows of a maximal acceleration

    Energy Technology Data Exchange (ETDEWEB)

    Papini, G

    2002-12-16

    A quantum mechanical upper limit on the value of particle accelerations, or maximal acceleration (MA), is applied to compact stars. A few MA fermions are at most present in canonical white dwarfs and neutron stars. They drastically alter a star's stability conditions.

  4. Bayesian individualization via sampling-based methods.

    Science.gov (United States)

    Wakefield, J

    1996-02-01

    We consider the situation where we wish to adjust the dosage regimen of a patient based on (in general) sparse concentration measurements taken on-line. A Bayesian decision theory approach is taken which requires the specification of an appropriate prior distribution and loss function. A simple method for obtaining samples from the posterior distribution of the pharmacokinetic parameters of the patient is described. In general, these samples are used to obtain a Monte Carlo estimate of the expected loss which is then minimized with respect to the dosage regimen. Some special cases which yield analytic solutions are described. When the prior distribution is based on a population analysis then a method of accounting for the uncertainty in the population parameters is described. Two simulation studies showing how the methods work in practice are presented. PMID:8827585

  5. Exploration vs Exploitation in Bayesian Optimization

    CERN Document Server

    Jalali, Ali; Fern, Xiaoli

    2012-01-01

    The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper, we assume the unknown function is Lipschitz continuous. Leveraging the Lipschitz property, we propose an algorithm with a distinct exploration phase followed by an exploitation phase. The exploration phase aims to select samples that shrink the search space as much as possible. The exploitation phase then focuses on the reduced search space and selects samples closest to the optimizer. Considering the Expected Improvement (EI) as a baseline, we empirically show that the proposed algorithm significantly outperforms EI.

  6. Attention in a bayesian framework

    DEFF Research Database (Denmark)

    Whiteley, Louise Emma; Sahani, Maneesh

    2012-01-01

    The behavioral phenomena of sensory attention are thought to reflect the allocation of a limited processing resource, but there is little consensus on the nature of the resource or why it should be limited. Here we argue that a fundamental bottleneck emerges naturally within Bayesian models...... of perception, and use this observation to frame a new computational account of the need for, and action of, attention - unifying diverse attentional phenomena in a way that goes beyond previous inferential, probabilistic and Bayesian models. Attentional effects are most evident in cluttered environments......, and include both selective phenomena, where attention is invoked by cues that point to particular stimuli, and integrative phenomena, where attention is invoked dynamically by endogenous processing. However, most previous Bayesian accounts of attention have focused on describing relatively simple experimental...

  7. Probability biases as Bayesian inference

    Directory of Open Access Journals (Sweden)

    Andre; C. R. Martins

    2006-11-01

    Full Text Available In this article, I will show how several observed biases in human probabilistic reasoning can be partially explained as good heuristics for making inferences in an environment where probabilities have uncertainties associated to them. Previous results show that the weight functions and the observed violations of coalescing and stochastic dominance can be understood from a Bayesian point of view. We will review those results and see that Bayesian methods should also be used as part of the explanation behind other known biases. That means that, although the observed errors are still errors under the be understood as adaptations to the solution of real life problems. Heuristics that allow fast evaluations and mimic a Bayesian inference would be an evolutionary advantage, since they would give us an efficient way of making decisions. %XX In that sense, it should be no surprise that humans reason with % probability as it has been observed.

  8. Bayesian Methods and Universal Darwinism

    CERN Document Server

    Campbell, John

    2010-01-01

    Bayesian methods since the time of Laplace have been understood by their practitioners as closely aligned to the scientific method. Indeed a recent champion of Bayesian methods, E. T. Jaynes, titled his textbook on the subject Probability Theory: the Logic of Science. Many philosophers of science including Karl Popper and Donald Campbell have interpreted the evolution of Science as a Darwinian process consisting of a 'copy with selective retention' algorithm abstracted from Darwin's theory of Natural Selection. Arguments are presented for an isomorphism between Bayesian Methods and Darwinian processes. Universal Darwinism, as the term has been developed by Richard Dawkins, Daniel Dennett and Susan Blackmore, is the collection of scientific theories which explain the creation and evolution of their subject matter as due to the operation of Darwinian processes. These subject matters span the fields of atomic physics, chemistry, biology and the social sciences. The principle of Maximum Entropy states that system...

  9. 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 ...

  10. Speech Enhancement, Gain, and Noise Spectrum Adaptation Using Approximate Bayesian Estimation.

    Science.gov (United States)

    Hao, Jiucang; Attias, Hagai; Nagarajan, Srikantan; Lee, Te-Won; Sejnowski, Terrence J

    2009-01-01

    This paper presents a new approximate Bayesian estimator for enhancing a noisy speech signal. The speech model is assumed to be a Gaussian mixture model (GMM) in the log-spectral domain. This is in contrast to most current models in frequency domain. Exact signal estimation is a computationally intractable problem. We derive three approximations to enhance the efficiency of signal estimation. The Gaussian approximation transforms the log-spectral domain GMM into the frequency domain using minimal Kullback-Leiber (KL)-divergency criterion. The frequency domain Laplace method computes the maximum a posteriori (MAP) estimator for the spectral amplitude. Correspondingly, the log-spectral domain Laplace method computes the MAP estimator for the log-spectral amplitude. Further, the gain and noise spectrum adaptation are implemented using the expectation-maximization (EM) algorithm within the GMM under Gaussian approximation. The proposed algorithms are evaluated by applying them to enhance the speeches corrupted by the speech-shaped noise (SSN). The experimental results demonstrate that the proposed algorithms offer improved signal-to-noise ratio, lower word recognition error rate, and less spectral distortion. PMID:20428253

  11. Bayesian test and Kuhn's paradigm

    Institute of Scientific and Technical Information of China (English)

    Chen Xiaoping

    2006-01-01

    Kuhn's theory of paradigm reveals a pattern of scientific progress,in which normal science alternates with scientific revolution.But Kuhn underrated too much the function of scientific test in his pattern,because he focuses all his attention on the hypothetico-deductive schema instead of Bayesian schema.This paper employs Bayesian schema to re-examine Kuhn's theory of paradigm,to uncover its logical and rational components,and to illustrate the tensional structure of logic and belief,rationality and irrationality,in the process of scientific revolution.

  12. 3D Bayesian contextual classifiers

    DEFF Research Database (Denmark)

    Larsen, Rasmus

    2000-01-01

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

  13. Bayesian methods for proteomic biomarker development

    Directory of Open Access Journals (Sweden)

    Belinda Hernández

    2015-12-01

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

  14. Expected net present value, expected net future value, and the Ramsey rule

    OpenAIRE

    Gollier, Christian

    2010-01-01

    Weitzman (1998) showed that when future interest rates are uncertain, using the expected net present value implies a term structure of discount rates that is decreasing to the smallest possible interest rate. On the contrary, using the expected net future value criteria implies an increasing term structure of discount rates up to the largest possible interest rate. We reconcile the two approaches by introducing risk aversion and utility maximization. We show that if the aggregate consumption ...

  15. 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

  16. Bayesian networks and food security - An introduction

    NARCIS (Netherlands)

    Stein, A.

    2004-01-01

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

  17. 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…

  18. A Bayesian Nonparametric Approach to Test Equating

    Science.gov (United States)

    Karabatsos, George; Walker, Stephen G.

    2009-01-01

    A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…

  19. Experimental design for efficient identification of gene regulatory networks using sparse Bayesian models

    Directory of Open Access Journals (Sweden)

    Tsuda Koji

    2007-11-01

    Full Text Available Abstract Background Identifying large gene regulatory networks is an important task, while the acquisition of data through perturbation experiments (e.g., gene switches, RNAi, heterozygotes is expensive. It is thus desirable to use an identification method that effectively incorporates available prior knowledge – such as sparse connectivity – and that allows to design experiments such that maximal information is gained from each one. Results Our main contributions are twofold: a method for consistent inference of network structure is provided, incorporating prior knowledge about sparse connectivity. The algorithm is time efficient and robust to violations of model assumptions. Moreover, we show how to use it for optimal experimental design, reducing the number of required experiments substantially. We employ sparse linear models, and show how to perform full Bayesian inference for these. We not only estimate a single maximum likelihood network, but compute a posterior distribution over networks, using a novel variant of the expectation propagation method. The representation of uncertainty enables us to do effective experimental design in a standard statistical setting: experiments are selected such that the experiments are maximally informative. Conclusion Few methods have addressed the design issue so far. Compared to the most well-known one, our method is more transparent, and is shown to perform qualitatively superior. In the former, hard and unrealistic constraints have to be placed on the network structure for mere computational tractability, while such are not required in our method. We demonstrate reconstruction and optimal experimental design capabilities on tasks generated from realistic non-linear network simulators. The methods described in the paper are available as a Matlab package at http://www.kyb.tuebingen.mpg.de/sparselinearmodel.

  20. Bayesian estimation of generalized exponential distribution under noninformative priors

    Science.gov (United States)

    Moala, Fernando Antonio; Achcar, Jorge Alberto; Tomazella, Vera Lúcia Damasceno

    2012-10-01

    The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional noninformative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.

  1. Strategy to maximize maintenance operation

    OpenAIRE

    Espinoza, Michael

    2005-01-01

    This project presents a strategic analysis to maximize maintenance operations in Alcan Kitimat Works in British Columbia. The project studies the role of maintenance in improving its overall maintenance performance. It provides strategic alternatives and specific recommendations addressing Kitimat Works key strategic issues and problems. A comprehensive industry and competitive analysis identifies the industry structure and its competitive forces. In the mature aluminium industry, the bargain...

  2. Natural selection maximizes Fisher information

    OpenAIRE

    Frank, Steven A.

    2009-01-01

    In biology, information flows from the environment to the genome by the process of natural selection. But it has not been clear precisely what sort of information metric properly describes natural selection. Here, I show that Fisher information arises as the intrinsic metric of natural selection and evolutionary dynamics. Maximizing the amount of Fisher information about the environment captured by the population leads to Fisher's fundamental theorem of natural selection, the most profound st...

  3. Approximate maximizers of intricacy functionals

    OpenAIRE

    Buzzi, Jerome; Zambotti, Lorenzo

    2009-01-01

    G. Edelman, O. Sporns, and G. Tononi introduced in theoretical biology the neural complexity of a family of random variables. This functional is a special case of intricacy, i.e., an average of the mutual information of subsystems whose weights have good mathematical properties. Moreover, its maximum value grows at a definite speed with the size of the system. In this work, we compute exactly this speed of growth by building "approximate maximizers" subject to an entropy condition. These appr...

  4. Note on maximal distance separable codes

    Institute of Scientific and Technical Information of China (English)

    YANG; Jian-sheng; WANG; De-xiu; JIN; Qing-fang

    2009-01-01

    In this paper, the maximal length of maximal distance separable(MDS)codes is studied, and a new upper bound formula of the maximal length of MDS codes is obtained. Especially, the exact values of the maximal length of MDS codes in some parameters are given.

  5. Do New York Dairy Farmers Maximize Profits?

    OpenAIRE

    Tauer, Loren W.

    1994-01-01

    Varian's Weak Axiom of Profit Maximization was used to determine whether each of 49 New York dairy farms displayed behavior consistent with profit maximization. The results indicate that most were only moderately successful in maximizing profits. Characteristics of the farms did not strongly differentiate those that were better at maximizing profits.

  6. Expectations and Share Prices

    OpenAIRE

    Edwin J. Elton; Martin J. Gruber; Mustafa Gultekin

    1981-01-01

    It is generally believed that security prices are determined by expectations concerning firm and economic variables. Despite this belief there is very little research examining expectational data. In this paper we examine how expectations concerning earning per share effect share price. We first show that knowledge concerning analyst's forecasts of earnings per share cannot by itself lead to excess returns. Any information contained in the consensus estimate of earnings per share is already i...

  7. Householders’ Inflation Expectations

    OpenAIRE

    Andrea Brischetto; Gordon de Brouwer

    1999-01-01

    Inflation expectations have wide-reaching effects on the macroeconomy and are an important part of the transmission of monetary policy. This paper analyses the Melbourne Institute survey of householders’ inflation expectations. Householders’ average inflation expectations vary with personal characteristics. People with better access to information or more developed information-processing skills – such as professionals, those with more education, or older people – tend to have lower and more a...

  8. Bayesian Classification of Image Structures

    DEFF Research Database (Denmark)

    Goswami, Dibyendu; Kalkan, Sinan; Krüger, Norbert

    2009-01-01

    In this paper, we describe work on Bayesian classi ers for distinguishing between homogeneous structures, textures, edges and junctions. We build semi-local classiers from hand-labeled images to distinguish between these four different kinds of structures based on the concept of intrinsic dimensi...

  9. Bayesian Agglomerative Clustering with Coalescents

    OpenAIRE

    Teh, Yee Whye; Daumé III, Hal; Roy, Daniel

    2009-01-01

    We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate our approach in document clustering and phylolinguistics.

  10. Bayesian NL interpretation and learning

    NARCIS (Netherlands)

    H. Zeevat

    2011-01-01

    Everyday natural language communication is normally successful, even though contemporary computational linguistics has shown that NL is characterised by very high degree of ambiguity and the results of stochastic methods are not good enough to explain the high success rate. Bayesian natural language

  11. Differentiated Bayesian Conjoint Choice Designs

    NARCIS (Netherlands)

    Z. Sándor (Zsolt); M. Wedel (Michel)

    2003-01-01

    textabstractPrevious conjoint choice design construction procedures have produced a single design that is administered to all subjects. This paper proposes to construct a limited set of different designs. The designs are constructed in a Bayesian fashion, taking into account prior uncertainty about

  12. Bayesian inference for Hawkes processes

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl

    The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...

  13. Bayesian stable isotope mixing models

    Science.gov (United States)

    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 mixtur...

  14. Bayesian inference for Hawkes processes

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl

    2013-01-01

    The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...

  15. 3-D contextual Bayesian classifiers

    DEFF Research Database (Denmark)

    Larsen, Rasmus

    In this paper we will consider extensions of a series of Bayesian 2-D contextual classification pocedures proposed by Owen (1984) Hjort & Mohn (1984) and Welch & Salter (1971) and Haslett (1985) to 3 spatial dimensions. It is evident that compared to classical pixelwise classification further...

  16. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis

    configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for salt and pepper noise. The inference in the model is discussed...

  17. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis Linda

    2006-01-01

    configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for the salt and pepper noise. The inference in the model is discussed...

  18. Bayesian Analysis of Experimental Data

    Directory of Open Access Journals (Sweden)

    Lalmohan Bhar

    2013-10-01

    Full Text Available Analysis of experimental data from Bayesian point of view has been considered. Appropriate methodology has been developed for application into designed experiments. Normal-Gamma distribution has been considered for prior distribution. Developed methodology has been applied to real experimental data taken from long term fertilizer experiments.

  19. A Data-Based Approach to Social Influence Maximization

    CERN Document Server

    Goyal, Amit; Lakshmanan, Laks V S

    2011-01-01

    Influence maximization is the problem of finding a set of users in a social network, such that by targeting this set, one maximizes the expected spread of influence in the network. Most of the literature on this topic has focused exclusively on the social graph, overlooking historical data, i.e., traces of past action propagations. In this paper, we study influence maximization from a novel data-based perspective. In particular, we introduce a new model, which we call credit distribution, that directly leverages available propagation traces to learn how influence flows in the network and uses this to estimate expected influence spread. Our approach also learns the different levels of influenceability of users, and it is time-aware in the sense that it takes the temporal nature of influence into account. We show that influence maximization under the credit distribution model is NP-hard and that the function that defines expected spread under our model is submodular. Based on these, we develop an approximation ...

  20. Topics in Bayesian statistics and maximum entropy

    International Nuclear Information System (INIS)

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

  1. Bayesian analysis of rare events

    Science.gov (United States)

    Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

    2016-06-01

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

  2. Bayesian data assimilation in shape registration

    KAUST Repository

    Cotter, C J

    2013-03-28

    In this paper we apply a Bayesian framework to the problem of geodesic curve matching. Given a template curve, the geodesic equations provide a mapping from initial conditions for the conjugate momentum onto topologically equivalent shapes. Here, we aim to recover the well-defined posterior distribution on the initial momentum which gives rise to observed points on the target curve; this is achieved by explicitly including a reparameterization in the formulation. Appropriate priors are chosen for the functions which together determine this field and the positions of the observation points, the initial momentum p0 and the reparameterization vector field ν, informed by regularity results about the forward model. Having done this, we illustrate how maximum likelihood estimators can be used to find regions of high posterior density, but also how we can apply recently developed Markov chain Monte Carlo methods on function spaces to characterize the whole of the posterior density. These illustrative examples also include scenarios where the posterior distribution is multimodal and irregular, leading us to the conclusion that knowledge of a state of global maximal posterior density does not always give us the whole picture, and full posterior sampling can give better quantification of likely states and the overall uncertainty inherent in the problem. © 2013 IOP Publishing Ltd.

  3. Bayesian exploration of recent Chilean earthquakes

    Science.gov (United States)

    Duputel, Zacharie; Jiang, Junle; Jolivet, Romain; Simons, Mark; Rivera, Luis; Ampuero, Jean-Paul; Liang, Cunren; Agram, Piyush; Owen, Susan; Ortega, Francisco; Minson, Sarah

    2016-04-01

    The South-American subduction zone is an exceptional natural laboratory for investigating the behavior of large faults over the earthquake cycle. It is also a playground to develop novel modeling techniques combining different datasets. Coastal Chile was impacted by two major earthquakes in the last two years: the 2015 M 8.3 Illapel earthquake in central Chile and the 2014 M 8.1 Iquique earthquake that ruptured the central portion of the 1877 seismic gap in northern Chile. To gain better understanding of the distribution of co-seismic slip for those two earthquakes, we derive joint kinematic finite fault models using a combination of static GPS offsets, radar interferograms, tsunami measurements, high-rate GPS waveforms and strong motion data. Our modeling approach follows a Bayesian formulation devoid of a priori smoothing thereby allowing us to maximize spatial resolution of the inferred family of models. The adopted approach also attempts to account for major sources of uncertainty in the Green's functions. The results reveal different rupture behaviors for the 2014 Iquique and 2015 Illapel earthquakes. The 2014 Iquique earthquake involved a sharp slip zone and did not rupture to the trench. The 2015 Illapel earthquake nucleated close to the coast and propagated toward the trench with significant slip apparently reaching the trench or at least very close to the trench. At the inherent resolution of our models, we also present the relationship of co-seismic models to the spatial distribution of foreshocks, aftershocks and fault coupling models.

  4. Bayesian methods for measures of agreement

    CERN Document Server

    Broemeling, Lyle D

    2009-01-01

    Using WinBUGS to implement Bayesian inferences of estimation and testing hypotheses, Bayesian Methods for Measures of Agreement presents useful methods for the design and analysis of agreement studies. It focuses on agreement among the various players in the diagnostic process.The author employs a Bayesian approach to provide statistical inferences based on various models of intra- and interrater agreement. He presents many examples that illustrate the Bayesian mode of reasoning and explains elements of a Bayesian application, including prior information, experimental information, the likelihood function, posterior distribution, and predictive distribution. The appendices provide the necessary theoretical foundation to understand Bayesian methods as well as introduce the fundamentals of programming and executing the WinBUGS software.Taking a Bayesian approach to inference, this hands-on book explores numerous measures of agreement, including the Kappa coefficient, the G coefficient, and intraclass correlation...

  5. Plug & Play object oriented Bayesian networks

    DEFF Research Database (Denmark)

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

    2003-01-01

    Object oriented Bayesian networks have proven themselves useful in recent years. The idea of applying an object oriented approach to Bayesian networks has extended their scope to larger domains that can be divided into autonomous but interrelated entities. Object oriented Bayesian networks have...... been shown to be quite suitable for dynamic domains as well. However, processing object oriented Bayesian networks in practice does not take advantage of their modular structure. Normally the object oriented Bayesian network is transformed into a Bayesian network and, inference is performed...... by constructing a junction tree from this network. In this paper we propose a method for translating directly from object oriented Bayesian networks to junction trees, avoiding the intermediate translation. We pursue two main purposes: firstly, to maintain the original structure organized in an instance tree...

  6. Communicating expectancies about others

    NARCIS (Netherlands)

    Wigboldus, Daniel H. J.; Semin, Gun R.; Spears, Russell

    2006-01-01

    The linguistic expectancy bias hypothesis predicts that, in general, person impressions are shared with others via subtle differences in the level of linguistic abstraction that is used to communicate expected and unexpected information about an individual. In a two-part communication experiment, we

  7. Subjective Expected Utility with Non-Increasing Risk Aversion

    NARCIS (Netherlands)

    P.P. Wakker (Peter)

    1989-01-01

    textabstractIt is shown that assumptions about risk aversion, usually studied under the pre-supposition of expected utility maximization, have a surprising extra merit at an earlier stage of the measurement work: together with the sure-thing principle, these assumptions imply subjective expected uti

  8. Flexible Bayesian Nonparametric Priors and Bayesian Computational Methods

    OpenAIRE

    Zhu, Weixuan

    2016-01-01

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

  9. Bayesian exploration for intelligent identification of textures.

    Science.gov (United States)

    Fishel, Jeremy A; Loeb, Gerald E

    2012-01-01

    In order to endow robots with human-like abilities to characterize and identify objects, they must be provided with tactile sensors and intelligent algorithms to select, control, and interpret data from useful exploratory movements. Humans make informed decisions on the sequence of exploratory movements that would yield the most information for the task, depending on what the object may be and prior knowledge of what to expect from possible exploratory movements. This study is focused on texture discrimination, a subset of a much larger group of exploratory movements and percepts that humans use to discriminate, characterize, and identify objects. Using a testbed equipped with a biologically inspired tactile sensor (the BioTac), we produced sliding movements similar to those that humans make when exploring textures. Measurement of tactile vibrations and reaction forces when exploring textures were used to extract measures of textural properties inspired from psychophysical literature (traction, roughness, and fineness). Different combinations of normal force and velocity were identified to be useful for each of these three properties. A total of 117 textures were explored with these three movements to create a database of prior experience to use for identifying these same textures in future encounters. When exploring a texture, the discrimination algorithm adaptively selects the optimal movement to make and property to measure based on previous experience to differentiate the texture from a set of plausible candidates, a process we call Bayesian exploration. Performance of 99.6% in correctly discriminating pairs of similar textures was found to exceed human capabilities. Absolute classification from the entire set of 117 textures generally required a small number of well-chosen exploratory movements (median = 5) and yielded a 95.4% success rate. The method of Bayesian exploration developed and tested in this paper may generalize well to other cognitive problems.

  10. Bayesian exploration for intelligent identification of textures

    Directory of Open Access Journals (Sweden)

    Jeremy A. Fishel

    2012-06-01

    Full Text Available In order to endow robots with humanlike abilities to characterize and identify objects, they must be provided with tactile sensors and intelligent algorithms to select, control and interpret data from useful exploratory movements. Humans make informed decisions on the sequence of exploratory movements that would yield the most information for the task, depending on what the object may be and prior knowledge of what to expect from possible exploratory movements. This study is focused on texture discrimination, a subset of a much larger group of exploratory movements and percepts that humans use to discriminate, characterize, and identify objects. Using a testbed equipped with a biologically inspired tactile sensor (the BioTac® we produced sliding movements similar to those that humans make when exploring textures. Measurement of tactile vibrations and reaction forces when exploring textures were used to extract measures of textural properties inspired from psychophysical literature (traction, roughness, and fineness. Different combinations of normal force and velocity were identified to be useful for each of these three properties. A total of 117 textures were explored with these three movements to create a database of prior experience to use for identifying these same textures in future encounters. When exploring a texture, the discrimination algorithm adaptively selects the optimal movement to make and property to measure based on previous experience to differentiate the texture from a set of plausible candidates, a process we call Bayesian exploration. Performance of 99.6% in correctly discriminating pairs of similar textures was found to exceed human capabilities. Absolute classification from the entire set of 117 textures generally required a small number of well-chosen exploratory movements (median=5 and yielded a 95.4% success rate. The method of Bayesian exploration developed and tested in this paper may generalize well to other

  11. Bayesian versus 'plain-vanilla Bayesian' multitarget statistics

    Science.gov (United States)

    Mahler, Ronald P. S.

    2004-08-01

    Finite-set statistics (FISST) is a direct generalization of single-sensor, single-target Bayes statistics to the multisensor-multitarget realm, based on random set theory. Various aspects of FISST are being investigated by several research teams around the world. In recent years, however, a few partisans have claimed that a "plain-vanilla Bayesian approach" suffices as down-to-earth, "straightforward," and general "first principles" for multitarget problems. Therefore, FISST is mere mathematical "obfuscation." In this and a companion paper I demonstrate the speciousness of these claims. In this paper I summarize general Bayes statistics, what is required to use it in multisensor-multitarget problems, and why FISST is necessary to make it practical. Then I demonstrate that the "plain-vanilla Bayesian approach" is so heedlessly formulated that it is erroneous, not even Bayesian denigrates FISST concepts while unwittingly assuming them, and has resulted in a succession of algorithms afflicted by inherent -- but less than candidly acknowledged -- computational "logjams."

  12. Apprehensions and expectations

    DEFF Research Database (Denmark)

    Hansen, Magnus Rotvit Perlt

    2016-01-01

    We report on the initial findings from a qualitative user expectations study of a Patient Data Management System implementation in an Intensive Care Unit in a Swedish hospital. By drawing on grounded theory we take an open focus on the concepts of fears and beliefs and find that specifically...... expectations. We also contribute with the finding that uncertain aspects of users’ existing work practices lead to positively valued expectations. Practically, we argue that users’ certainties toward the IS implementation may actually lead to uncertainty in other areas and propose that further research should...

  13. Knowledge discovery by accuracy maximization.

    Science.gov (United States)

    Cacciatore, Stefano; Luchinat, Claudio; Tenori, Leonardo

    2014-04-01

    Here we describe KODAMA (knowledge discovery by accuracy maximization), an unsupervised and semisupervised learning algorithm that performs feature extraction from noisy and high-dimensional data. Unlike other data mining methods, the peculiarity of KODAMA is that it is driven by an integrated procedure of cross-validation of the results. The discovery of a local manifold's topology is led by a classifier through a Monte Carlo procedure of maximization of cross-validated predictive accuracy. Briefly, our approach differs from previous methods in that it has an integrated procedure of validation of the results. In this way, the method ensures the highest robustness of the obtained solution. This robustness is demonstrated on experimental datasets of gene expression and metabolomics, where KODAMA compares favorably with other existing feature extraction methods. KODAMA is then applied to an astronomical dataset, revealing unexpected features. Interesting and not easily predictable features are also found in the analysis of the State of the Union speeches by American presidents: KODAMA reveals an abrupt linguistic transition sharply separating all post-Reagan from all pre-Reagan speeches. The transition occurs during Reagan's presidency and not from its beginning.

  14. Inapproximability of maximal strip recovery

    CERN Document Server

    Jiang, Minghui

    2009-01-01

    In comparative genomic, the first step of sequence analysis is usually to decompose two or more genomes into syntenic blocks that are segments of homologous chromosomes. For the reliable recovery of syntenic blocks, noise and ambiguities in the genomic maps need to be removed first. Maximal Strip Recovery (MSR) is an optimization problem proposed by Zheng, Zhu, and Sankoff for reliably recovering syntenic blocks from genomic maps in the midst of noise and ambiguities. Given $d$ genomic maps as sequences of gene markers, the objective of \\msr{d} is to find $d$ subsequences, one subsequence of each genomic map, such that the total length of syntenic blocks in these subsequences is maximized. For any constant $d \\ge 2$, a polynomial-time 2d-approximation for \\msr{d} was previously known. In this paper, we show that for any $d \\ge 2$, \\msr{d} is APX-hard, even for the most basic version of the problem in which all gene markers are distinct and appear in positive orientation in each genomic map. Moreover, we provi...

  15. Expectations for English Teachers

    Institute of Scientific and Technical Information of China (English)

    刘铁凤

    2009-01-01

    In the article,the author consciously compared American educational systems and the students' expectation of their teachers with their Chinese equivalents.An investigation about students' expectations towards their teachers is done among college freshmen she was teaching.The result is both exciting and worrying.Through careful analysis and summary she has made,the author hopes it will arouse concerns of both teachers and students.

  16. Retirement Incentives and Expectations

    OpenAIRE

    Sewin Chan; Ann Huff Stevens

    2001-01-01

    This paper investigates the responsiveness of individuals' retirement expectations to forward-looking measures of pension wealth accumulations. While most of the existing literature on retirement has used cross-sectional variation to identify the effects of pension and Social Security wealth on retirement behavior, we estimate fixed-effects regressions to control for unobserved heterogeneity that might be correlated with retirement plans and wealth. As expected, we find significant effects of...

  17. Measuring Inflation Expectations

    OpenAIRE

    Olivier Armantier; Wändi Bruine de Bruin; Simon Potter; Giorgio Topa; Wilbert Van der Klaauw; Basit Zafar

    2013-01-01

    To conduct monetary policy, central banks around the world increasingly rely on measures of public inflation expectations. In this article, we review findings from an ongoing initiative at the Federal Reserve Bank of New York aimed at improving the measurement and our understanding of household inflation expectations through surveys. We discuss the importance of question wording and the usefulness of new questions to elicit an individual’s distribution of inflation beliefs. We present evidenc...

  18. Bayesian inference on proportional elections.

    Science.gov (United States)

    Brunello, Gabriel Hideki Vatanabe; Nakano, Eduardo Yoshio

    2015-01-01

    Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software. PMID:25786259

  19. Bayesian approach to rough set

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

    This paper proposes an approach to training rough set models using Bayesian framework trained using Markov Chain Monte Carlo (MCMC) method. The prior probabilities are constructed from the prior knowledge that good rough set models have fewer rules. Markov Chain Monte Carlo sampling is conducted through sampling in the rough set granule space and Metropolis algorithm is used as an acceptance criteria. The proposed method is tested to estimate the risk of HIV given demographic data. The results obtained shows that the proposed approach is able to achieve an average accuracy of 58% with the accuracy varying up to 66%. In addition the Bayesian rough set give the probabilities of the estimated HIV status as well as the linguistic rules describing how the demographic parameters drive the risk of HIV.

  20. Bayesian priors for transiting planets

    CERN Document Server

    Kipping, David M

    2016-01-01

    As astronomers push towards discovering ever-smaller transiting planets, it is increasingly common to deal with low signal-to-noise ratio (SNR) events, where the choice of priors plays an influential role in Bayesian inference. In the analysis of exoplanet data, the selection of priors is often treated as a nuisance, with observers typically defaulting to uninformative distributions. Such treatments miss a key strength of the Bayesian framework, especially in the low SNR regime, where even weak a priori information is valuable. When estimating the parameters of a low-SNR transit, two key pieces of information are known: (i) the planet has the correct geometric alignment to transit and (ii) the transit event exhibits sufficient signal-to-noise to have been detected. These represent two forms of observational bias. Accordingly, when fitting transits, the model parameter priors should not follow the intrinsic distributions of said terms, but rather those of both the intrinsic distributions and the observational ...

  1. Bayesian Source Separation and Localization

    CERN Document Server

    Knuth, K H

    1998-01-01

    The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals emanating from the active acoustic sources. The inverse problem consists of using the sound recorded by the detectors to separate the signals and recover the original source waveforms. In general, the inverse problem is unsolvable without additional information. This general problem is called source separation, and several techniques have been developed that utilize maximum entropy, minimum mutual information, and maximum likelihood. In previous work, it has been demonstrated that these techniques can be recast in a Bayesian framework. This paper demonstrates the power of the Bayesian approach, which provides a natural means for incorporating prior information into a source model. An algorithm is developed that utilizes information regarding both the statistics of the amplitudes...

  2. Bayesian Inference for Radio Observations

    CERN Document Server

    Lochner, Michelle; Zwart, Jonathan T L; Smirnov, Oleg; Bassett, Bruce A; Oozeer, Nadeem; Kunz, Martin

    2015-01-01

    (Abridged) New telescopes like the Square Kilometre Array (SKA) will push into a new sensitivity regime and expose systematics, such as direction-dependent effects, that could previously be ignored. Current methods for handling such systematics rely on alternating best estimates of instrumental calibration and models of the underlying sky, which can lead to inaccurate uncertainty estimates and biased results because such methods ignore any correlations between parameters. These deconvolution algorithms produce a single image that is assumed to be a true representation of the sky, when in fact it is just one realisation of an infinite ensemble of images compatible with the noise in the data. In contrast, here we report a Bayesian formalism that simultaneously infers both systematics and science. Our technique, Bayesian Inference for Radio Observations (BIRO), determines all parameters directly from the raw data, bypassing image-making entirely, by sampling from the joint posterior probability distribution. Thi...

  3. 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...

  4. Elements of Bayesian experimental design

    Energy Technology Data Exchange (ETDEWEB)

    Sivia, D.S. [Rutherford Appleton Lab., Oxon (United Kingdom)

    1997-09-01

    We consider some elements of the Bayesian approach that are important for optimal experimental design. While the underlying principles used are very general, and are explained in detail in a recent tutorial text, they are applied here to the specific case of characterising the inferential value of different resolution peakshapes. This particular issue was considered earlier by Silver, Sivia and Pynn (1989, 1990a, 1990b), and the following presentation confirms and extends the conclusions of their analysis.

  5. 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

  6. 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...

  7. Bayesian segmentation of hyperspectral images

    CERN Document Server

    Mohammadpour, Adel; Mohammad-Djafari, Ali

    2007-01-01

    In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with common hidden classification label variables which is modeled by a Potts Markov Random Field. We introduce an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results.

  8. Bayesian segmentation of hyperspectral images

    Science.gov (United States)

    Mohammadpour, Adel; Féron, Olivier; Mohammad-Djafari, Ali

    2004-11-01

    In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with common hidden classification label variables which is modeled by a Potts Markov Random Field. We introduce an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results.

  9. Bayesian analysis of contingency tables

    OpenAIRE

    Gómez Villegas, Miguel A.; González Pérez, Beatriz

    2005-01-01

    The display of the data by means of contingency tables is used in different approaches to statistical inference, for example, to broach the test of homogeneity of independent multinomial distributions. We develop a Bayesian procedure to test simple null hypotheses versus bilateral alternatives in contingency tables. Given independent samples of two binomial distributions and taking a mixed prior distribution, we calculate the posterior probability that the proportion of successes in the first...

  10. Bayesian estimation of turbulent motion

    OpenAIRE

    Héas, P.; Herzet, C.; Mémin, E.; Heitz, D.; P. D. Mininni

    2013-01-01

    International audience Based on physical laws describing the multi-scale structure of turbulent flows, this article proposes a regularizer for fluid motion estimation from an image sequence. Regularization is achieved by imposing some scale invariance property between histograms of motion increments computed at different scales. By reformulating this problem from a Bayesian perspective, an algorithm is proposed to jointly estimate motion, regularization hyper-parameters, and to select the ...

  11. Bayesian Kernel Mixtures for Counts

    OpenAIRE

    Canale, Antonio; David B Dunson

    2011-01-01

    Although Bayesian nonparametric mixture models for continuous data are well developed, there is a limited literature on related approaches for count data. A common strategy is to use a mixture of Poissons, which unfortunately is quite restrictive in not accounting for distributions having variance less than the mean. Other approaches include mixing multinomials, which requires finite support, and using a Dirichlet process prior with a Poisson base measure, which does not allow smooth deviatio...

  12. Space Shuttle RTOS Bayesian Network

    Science.gov (United States)

    Morris, A. Terry; Beling, Peter A.

    2001-01-01

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

  13. The Intersection of a Maximal Intransitive Subgroup with a Maximal Imprimitive Subgroup

    Institute of Scientific and Technical Information of China (English)

    Zhang Qin-hai

    2001-01-01

    In this paper, we investegate the intersection of a maximal intransitive subgroup with a maximal imprimitive subgroup. And, the structure of the second maximal intransitive subgroup of an alternating group is determined.

  14. 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...

  15. Bayesian Estimation of Negative Binomial Parameters with Applications to RNA-Seq Data

    OpenAIRE

    Leon-Novelo, Luis; Claudio FUENTES; Emerson, Sarah

    2015-01-01

    RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in the model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the overdispersion parameter of the negative binomial distribution, and propose instead the use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation ...

  16. The maximal D=5 supergravities

    CERN Document Server

    de Wit, Bernard; Trigiante, M; Wit, Bernard de; Samtleben, Henning; Trigiante, Mario

    2007-01-01

    The general Lagrangian for maximal supergravity in five spacetime dimensions is presented with vector potentials in the \\bar{27} and tensor fields in the 27 representation of E_6. This novel tensor-vector system is subject to an intricate set of gauge transformations, describing 3(27-t) massless helicity degrees of freedom for the vector fields and 3t massive spin degrees of freedom for the tensor fields, where the (even) value of t depends on the gauging. The kinetic term of the tensor fields is accompanied by a unique Chern-Simons coupling which involves both vector and tensor fields. The Lagrangians are completely encoded in terms of the embedding tensor which defines the E_6 subgroup that is gauged by the vectors. The embedding tensor is subject to two constraints which ensure the consistency of the combined vector-tensor gauge transformations and the supersymmetry of the full Lagrangian. This new formulation encompasses all possible gaugings.

  17. The maximal D = 4 supergravities

    Energy Technology Data Exchange (ETDEWEB)

    Wit, Bernard de [Institute for Theoretical Physics and Spinoza Institute, Utrecht University, Postbus 80.195, NL-3508 TD Utrecht (Netherlands); Samtleben, Henning [Laboratoire de Physique, ENS Lyon, 46 allee d' Italie, F-69364 Lyon CEDEX 07 (France); Trigiante, Mario [Dept. of Physics, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Turin (Italy)

    2007-06-15

    All maximal supergravities in four space-time dimensions are presented. The ungauged Lagrangians can be encoded in an E{sub 7(7)}-Sp(56; R)/GL(28) matrix associated with the freedom of performing electric/magnetic duality transformations. The gauging is defined in terms of an embedding tensor {theta} which encodes the subgroup of E{sub 7(7)} that is realized as a local invariance. This embedding tensor may imply the presence of magnetic charges which require corresponding dual gauge fields. The latter can be incorporated by using a recently proposed formulation that involves tensor gauge fields in the adjoint representation of E{sub 7(7)}. In this formulation the results take a universal form irrespective of the electric/magnetic duality basis. We present the general class of supersymmetric and gauge invariant Lagrangians and discuss a number of applications.

  18. Maximal acceleration and radiative processes

    CERN Document Server

    Papini, Giorgio

    2015-01-01

    We derive the radiation characteristics of an accelerated, charged particle in a model due to Caianiello in which the proper acceleration of a particle of mass $m$ has the upper limit $\\mathcal{A}_m=2mc^3/\\hbar$. We find two power laws, one applicable to lower accelerations, the other more suitable for accelerations closer to $\\mathcal{A}_m$ and to the related physical singularity in the Ricci scalar. Geometrical constraints and power spectra are also discussed. By comparing the power laws due to the maximal acceleration with that for particles in gravitational fields, we find that the model of Caianiello allows, in principle, the use of charged particles as tools to distinguish inertial from gravitational fields locally.

  19. Maximal acceleration and radiative processes

    Science.gov (United States)

    Papini, Giorgio

    2015-08-01

    We derive the radiation characteristics of an accelerated, charged particle in a model due to Caianiello in which the proper acceleration of a particle of mass m has the upper limit 𝒜m = 2mc3/ℏ. We find two power laws, one applicable to lower accelerations, the other more suitable for accelerations closer to 𝒜m and to the related physical singularity in the Ricci scalar. Geometrical constraints and power spectra are also discussed. By comparing the power laws due to the maximal acceleration (MA) with that for particles in gravitational fields, we find that the model of Caianiello allows, in principle, the use of charged particles as tools to distinguish inertial from gravitational fields locally.

  20. Maximizing competition with market enhancements

    International Nuclear Information System (INIS)

    This session presented highlights from 5 guest speakers who commented on ways to maximize competition with market enhancement. The moderator noted that at the four-month mark, the open electricity market in Ontario is operating reasonably well. The role of energy standards in an open electricity market were discussed with reference to FERC Orders 888, the Oasis 2A Notice of Public Rulemaking, Order 2000, and FERC's Standard Market Design. It was noted that since there is significant electricity trade between Ontario and its neighbours, particularly in the United Sates, many aspects of wholesale electricity market design rules will have to be standardized to ensure compatibility and to ensure that transactions can continue smoothly. It was emphasized that the open market will be driven by supply and demand and that the price of electricity should not be a deterrent for investors. figs

  1. Constraint Propagation as Information Maximization

    CERN Document Server

    Abdallah, A Nait

    2012-01-01

    Dana Scott used the partial order among partial functions for his mathematical model of recursively defined functions. He interpreted the partial order as one of information content. In this paper we elaborate on Scott's suggestion of regarding computation as a process of information maximization by applying it to the solution of constraint satisfaction problems. Here the method of constraint propagation can be interpreted as decreasing uncertainty about the solution -- that is, as gain in information about the solution. As illustrative example we choose numerical constraint satisfaction problems to be solved by interval constraints. To facilitate this approach to constraint solving we formulate constraint satisfaction problems as formulas in predicate logic. This necessitates extending the usual semantics for predicate logic so that meaning is assigned not only to sentences but also to formulas with free variables.

  2. 12th Brazilian Meeting on Bayesian Statistics

    CERN Document Server

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

    2015-01-01

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

  3. Maximizing System Throughput by Cooperative Sensing in Cognitive Radio Networks

    OpenAIRE

    Li, Shuang; Zheng, Zizhan; Ekici, Eylem; Shroff, Ness

    2011-01-01

    Cognitive Radio Networks allow unlicensed users to opportunistically access the licensed spectrum without causing disruptive interference to the primary users (PUs). One of the main challenges in CRNs is the ability to detect PU transmissions. Recent works have suggested the use of secondary user (SU) cooperation over individual sensing to improve sensing accuracy. In this paper, we consider a CRN consisting of a single PU and multiple SUs to study the problem of maximizing the total expected...

  4. VIOLATION OF CONVERSATION MAXIM ON TV ADVERTISEMENTS

    Directory of Open Access Journals (Sweden)

    Desak Putu Eka Pratiwi

    2015-07-01

    Full Text Available Maxim is a principle that must be obeyed by all participants textually and interpersonally in order to have a smooth communication process. Conversation maxim is divided into four namely maxim of quality, maxim of quantity, maxim of relevance, and maxim of manner of speaking. Violation of the maxim may occur in a conversation in which the information the speaker has is not delivered well to his speaking partner. Violation of the maxim in a conversation will result in an awkward impression. The example of violation is the given information that is redundant, untrue, irrelevant, or convoluted. Advertisers often deliberately violate the maxim to create unique and controversial advertisements. This study aims to examine the violation of maxims in conversations of TV ads. The source of data in this research is food advertisements aired on TV media. Documentation and observation methods are applied to obtain qualitative data. The theory used in this study is a maxim theory proposed by Grice (1975. The results of the data analysis are presented with informal method. The results of this study show an interesting fact that the violation of maxim in a conversation found in the advertisement exactly makes the advertisements very attractive and have a high value.

  5. Compiling Relational Bayesian Networks for Exact Inference

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Chavira, Mark; Darwiche, Adnan

    2004-01-01

    We describe a system for exact inference with relational Bayesian networks as defined in the publicly available \\primula\\ tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference by evaluating...... and differentiating these circuits in time linear in their size. We report on experimental results showing the successful compilation, and efficient inference, on relational Bayesian networks whose {\\primula}--generated propositional instances have thousands of variables, and whose jointrees have clusters...

  6. Bayesian Posterior Distributions Without Markov Chains

    OpenAIRE

    Cole, Stephen R.; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B.

    2012-01-01

    Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976–1983) assessing the relation between residential ex...

  7. Psychology students' career expectations

    Directory of Open Access Journals (Sweden)

    Eva Boštjančič

    2011-04-01

    Full Text Available Developing career expectations is a process through which young people get to know their own characteristics, skills, and values, assess their opportunities on the labor market, and develop various career plans and goals for themselves. In this study, 190 students completed the "Career Planning" questionnaire, which is composed of a series of open-response questions. The results showed that students have very little work experiences connected with psychology and more in administration, working with children, and volunteer work. They tend to evaluate their skills as high. Their career expectations are distributed by employment area, in which they draw attention to various obstacles in achieving their set goals, especially with regard to personality factors and financing. They primarily expect good interpersonal relations and working conditions from their future workplaces.

  8. Performance expectation plan

    Energy Technology Data Exchange (ETDEWEB)

    Ray, P.E.

    1998-09-04

    This document outlines the significant accomplishments of fiscal year 1998 for the Tank Waste Remediation System (TWRS) Project Hanford Management Contract (PHMC) team. Opportunities for improvement to better meet some performance expectations have been identified. The PHMC has performed at an excellent level in administration of leadership, planning, and technical direction. The contractor has met and made notable improvement of attaining customer satisfaction in mission execution. This document includes the team`s recommendation that the PHMC TWRS Performance Expectation Plan evaluation rating for fiscal year 1998 be an Excellent.

  9. Variational bayesian method of estimating variance components.

    Science.gov (United States)

    Arakawa, Aisaku; Taniguchi, Masaaki; Hayashi, Takeshi; Mikawa, Satoshi

    2016-07-01

    We developed a Bayesian analysis approach by using a variational inference method, a so-called variational Bayesian method, to determine the posterior distributions of variance components. This variational Bayesian method and an alternative Bayesian method using Gibbs sampling were compared in estimating genetic and residual variance components from both simulated data and publically available real pig data. In the simulated data set, we observed strong bias toward overestimation of genetic variance for the variational Bayesian method in the case of low heritability and low population size, and less bias was detected with larger population sizes in both methods examined. The differences in the estimates of variance components between the variational Bayesian and the Gibbs sampling were not found in the real pig data. However, the posterior distributions of the variance components obtained with the variational Bayesian method had shorter tails than those obtained with the Gibbs sampling. Consequently, the posterior standard deviations of the genetic and residual variances of the variational Bayesian method were lower than those of the method using Gibbs sampling. The computing time required was much shorter with the variational Bayesian method than with the method using Gibbs sampling.

  10. Expectations for Cancun Conference

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Compared with the great hopes raised by the Copenhagen Climate Conference in 2009, the 2010 UN Climate Change Conference in Cancun aroused fewer expectations. However, the international community is still waiting for a positive outcome that will benefit humankind as a whole.

  11. Great Expectations. [Lesson Plan].

    Science.gov (United States)

    Devine, Kelley

    Based on Charles Dickens' novel "Great Expectations," this lesson plan presents activities designed to help students understand the differences between totalitarianism and democracy; and a that a writer of a story considers theme, plot, characters, setting, and point of view. The main activity of the lesson involves students working in groups to…

  12. Expecting a Soft Landing

    Institute of Scientific and Technical Information of China (English)

    Lu Zhongyuan

    2011-01-01

    China's recent slovdown is the result of short-term moderation to the overheated real economy and the growth rate is still within a normal range.China's economic growth rate is expected to exceed 9 percent this year.A healthy economic growth rate features fluctuations in a reasonable range that is determined by growth potential.

  13. Quality Adjusted Life Expectancy

    NARCIS (Netherlands)

    R. Veenhoven (Ruut)

    2014-01-01

    markdownabstract__Abstract__ The term life expectancy is used for statistical estimates of how long a particular kind of people will live. Such estimates are based on the observed length of life of similar people who have died in the past and on probable future changes in mortality. Used in this se

  14. The confounding effect of population structure on bayesian skyline plot inferences of demographic history

    DEFF Research Database (Denmark)

    Heller, Rasmus; Chikhi, Lounes; Siegismund, Hans

    2013-01-01

    when it is violated. Among the most widely applied demographic inference methods are Bayesian skyline plots (BSPs), which are used across a range of biological fields. Violations of the panmixia assumption are to be expected in many biological systems, but the consequences for skyline plot inferences...

  15. Efficient Retrieval of Text for Biomedical Domain using Expectation Maximization Algorithm

    Directory of Open Access Journals (Sweden)

    Sumit Vashishtha

    2011-11-01

    Full Text Available Data mining, a branch of computer science [1], is the process of extracting patterns from large data sets by combining methods from statistics and artificial intelligence with database management. Data mining is seen as an increasingly important tool by modern business to transform data into business intelligence giving an informational advantage. Biomedical text retrieval refers to text retrieval techniques applied to biomedical resources and literature available of the biomedical and molecular biology domain. The volume of published biomedical research, and therefore the underlying biomedical knowledge base, is expanding at an increasing rate. Biomedical text retrieval is a way to aid researchers in coping with information overload. By discovering predictive relationships between different pieces of extracted data, data-mining algorithms can be used to improve the accuracy of information extraction. However, textual variation due to typos, abbreviations, and other sources can prevent the productive discovery and utilization of hard-matching rules. Recent methods of soft clustering can exploit predictive relationships in textual data. This paper presents a technique for using soft clustering data mining algorithm to increase the accuracy of biomedical text extraction. Experimental results demonstrate that this approach improves text extraction more effectively that hard keyword matching rules.

  16. A Maximally Supersymmetric Kondo Model

    Energy Technology Data Exchange (ETDEWEB)

    Harrison, Sarah; Kachru, Shamit; Torroba, Gonzalo; /Stanford U., Phys. Dept. /SLAC

    2012-02-17

    We study the maximally supersymmetric Kondo model obtained by adding a fermionic impurity to N = 4 supersymmetric Yang-Mills theory. While the original Kondo problem describes a defect interacting with a free Fermi liquid of itinerant electrons, here the ambient theory is an interacting CFT, and this introduces qualitatively new features into the system. The model arises in string theory by considering the intersection of a stack of M D5-branes with a stack of N D3-branes, at a point in the D3 worldvolume. We analyze the theory holographically, and propose a dictionary between the Kondo problem and antisymmetric Wilson loops in N = 4 SYM. We perform an explicit calculation of the D5 fluctuations in the D3 geometry and determine the spectrum of defect operators. This establishes the stability of the Kondo fixed point together with its basic thermodynamic properties. Known supergravity solutions for Wilson loops allow us to go beyond the probe approximation: the D5s disappear and are replaced by three-form flux piercing a new topologically non-trivial S3 in the corrected geometry. This describes the Kondo model in terms of a geometric transition. A dual matrix model reflects the basic properties of the corrected gravity solution in its eigenvalue distribution.

  17. Maximizing the optical network capacity.

    Science.gov (United States)

    Bayvel, Polina; Maher, Robert; Xu, Tianhua; Liga, Gabriele; Shevchenko, Nikita A; Lavery, Domaniç; Alvarado, Alex; Killey, Robert I

    2016-03-01

    Most of the digital data transmitted are carried by optical fibres, forming the great part of the national and international communication infrastructure. The information-carrying capacity of these networks has increased vastly over the past decades through the introduction of wavelength division multiplexing, advanced modulation formats, digital signal processing and improved optical fibre and amplifier technology. These developments sparked the communication revolution and the growth of the Internet, and have created an illusion of infinite capacity being available. But as the volume of data continues to increase, is there a limit to the capacity of an optical fibre communication channel? The optical fibre channel is nonlinear, and the intensity-dependent Kerr nonlinearity limit has been suggested as a fundamental limit to optical fibre capacity. Current research is focused on whether this is the case, and on linear and nonlinear techniques, both optical and electronic, to understand, unlock and maximize the capacity of optical communications in the nonlinear regime. This paper describes some of them and discusses future prospects for success in the quest for capacity. PMID:26809572

  18. Maximal switchability of centralized networks

    Science.gov (United States)

    Vakulenko, Sergei; Morozov, Ivan; Radulescu, Ovidiu

    2016-08-01

    We consider continuous time Hopfield-like recurrent networks as dynamical models for gene regulation and neural networks. We are interested in networks that contain n high-degree nodes preferably connected to a large number of N s weakly connected satellites, a property that we call n/N s -centrality. If the hub dynamics is slow, we obtain that the large time network dynamics is completely defined by the hub dynamics. Moreover, such networks are maximally flexible and switchable, in the sense that they can switch from a globally attractive rest state to any structurally stable dynamics when the response time of a special controller hub is changed. In particular, we show that a decrease of the controller hub response time can lead to a sharp variation in the network attractor structure: we can obtain a set of new local attractors, whose number can increase exponentially with N, the total number of nodes of the nework. These new attractors can be periodic or even chaotic. We provide an algorithm, which allows us to design networks with the desired switching properties, or to learn them from time series, by adjusting the interactions between hubs and satellites. Such switchable networks could be used as models for context dependent adaptation in functional genetics or as models for cognitive functions in neuroscience.

  19. Beeping a Maximal Independent Set

    CERN Document Server

    Afek, Yehuda; Bar-Joseph, Ziv; Cornejo, Alejandro; Haeupler, Bernhard; Kuhn, Fabian

    2012-01-01

    We consider the problem of computing a maximal independent set (MIS) in an extremely harsh broadcast model that relies only on carrier sensing. The model consists of an anonymous broadcast network in which nodes have no knowledge about the topology of the network or even an upper bound on its size. Furthermore, it is assumed that an adversary chooses at which time slot each node wakes up. At each time slot a node can either beep, that is, emit a signal, or be silent. At a particular time slot, beeping nodes receive no feedback, while silent nodes can only differentiate between none of its neighbors beeping, or at least one of its neighbors beeping. We start by proving a lower bound that shows that in this model, it is not possible to locally converge to an MIS in sub-polynomial time. We then study four different relaxations of the model which allow us to circumvent the lower bound and find an MIS in polylogarithmic time. First, we show that if a polynomial upper bound on the network size is known, it is possi...

  20. Bayesian Methods and Universal Darwinism

    Science.gov (United States)

    Campbell, John

    2009-12-01

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

  1. Bayesian phylogeography finds its roots.

    Directory of Open Access Journals (Sweden)

    Philippe Lemey

    2009-09-01

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

  2. Bayesian Inference for Structured Spike and Slab Priors

    DEFF Research Database (Denmark)

    Andersen, Michael Riis; Winther, Ole; Hansen, Lars Kai

    2014-01-01

    Sparse signal recovery addresses the problem of solving underdetermined linear inverse problems subject to a sparsity constraint. We propose a novel prior formulation, the structured spike and slab prior, which allows to incorporate a priori knowledge of the sparsity pattern by imposing a spatial...... Gaussian process on the spike and slab probabilities. Thus, prior information on the structure of the sparsity pattern can be encoded using generic covariance functions. Furthermore, we provide a Bayesian inference scheme for the proposed model based on the expectation propagation framework. Using...

  3. The subjectivity of scientists and the Bayesian statistical approach

    CERN Document Server

    Press, James S

    2001-01-01

    Comparing and contrasting the reality of subjectivity in the work of history's great scientists and the modern Bayesian approach to statistical analysisScientists and researchers are taught to analyze their data from an objective point of view, allowing the data to speak for themselves rather than assigning them meaning based on expectations or opinions. But scientists have never behaved fully objectively. Throughout history, some of our greatest scientific minds have relied on intuition, hunches, and personal beliefs to make sense of empirical data-and these subjective influences have often a

  4. Numeracy, frequency, and Bayesian reasoning

    Directory of Open Access Journals (Sweden)

    Gretchen B. Chapman

    2009-02-01

    Full Text Available Previous research has demonstrated that Bayesian reasoning performance is improved if uncertainty information is presented as natural frequencies rather than single-event probabilities. A questionnaire study of 342 college students replicated this effect but also found that the performance-boosting benefits of the natural frequency presentation occurred primarily for participants who scored high in numeracy. This finding suggests that even comprehension and manipulation of natural frequencies requires a certain threshold of numeracy abilities, and that the beneficial effects of natural frequency presentation may not be as general as previously believed.

  5. Bayesian Query-Focused Summarization

    CERN Document Server

    Daumé, Hal

    2009-01-01

    We present BayeSum (for ``Bayesian summarization''), a model for sentence extraction in query-focused summarization. BayeSum leverages the common case in which multiple documents are relevant to a single query. Using these documents as reinforcement for query terms, BayeSum is not afflicted by the paucity of information in short queries. We show that approximate inference in BayeSum is possible on large data sets and results in a state-of-the-art summarization system. Furthermore, we show how BayeSum can be understood as a justified query expansion technique in the language modeling for IR framework.

  6. Bayesian Sampling using Condition Indicators

    DEFF Research Database (Denmark)

    Faber, Michael H.; Sørensen, John Dalsgaard

    2002-01-01

    The problem of control quality of components is considered for the special case where the acceptable failure rate is low, the test costs are high and where it may be difficult or impossible to test the condition of interest directly. Based on the classical control theory and the concept...... of condition indicators introduced by Benjamin and Cornell (1970) a Bayesian approach to quality control is formulated. The formulation is then extended to the case where the quality control is based on sampling of indirect information about the condition of the components, i.e. condition indicators...

  7. Spiking the expectancy profiles

    DEFF Research Database (Denmark)

    Hansen, Niels Chr.; Loui, Psyche; Vuust, Peter;

    statistical learning, causing comparatively sharper key profiles in musicians, we hypothesised that musical learning can be modelled as a process of entropy reduction through experience. Specifically, implicit learning of statistical regularities allows reduction in the relative entropy (i.e. symmetrised...... Kullback-Leibler or Jensen-Shannon Divergence) between listeners’ prior expectancy profiles and probability distributions of a musical style or of stimuli used in short-term experiments. Five previous probe-tone experiments with musicians and non-musicians were revisited. In Experiments 1-2 participants...... and relevance of musical training and within-participant decreases after short-term exposure to novel music. Thus, whereas inexperienced listeners make high-entropy predictions, statistical learning over varying timescales enables listeners to generate melodic expectations with reduced entropy...

  8. Spiking the expectancy profiles

    DEFF Research Database (Denmark)

    Hansen, Niels Chr.; Loui, Psyche; Vuust, Peter;

    Melodic expectations have long been quantified using expectedness ratings. Motivated by statistical learning and sharper key profiles in musicians, we model musical learning as a process of reducing the relative entropy between listeners' prior expectancy profiles and probability distributions...... of a given musical style or of stimuli used in short-term experiments. Five previous probe-tone experiments with musicians and non-musicians are revisited. Exp. 1-2 used jazz, classical and hymn melodies. Exp. 3-5 collected ratings before and after exposure to 5, 15 or 400 novel melodies generated from...... a finite-state grammar using the Bohlen-Pierce scale. We find group differences in entropy corresponding to degree and relevance of musical training and within-participant decreases after short-term exposure. Thus, whereas inexperienced listeners make high-entropy predictions by default, statistical...

  9. Earnings and Expected Returns

    OpenAIRE

    Owen Lamont

    1996-01-01

    The aggregate dividend payout ratio forecasts aggregate excess returns on both stocks and corporate bonds in post-war US data. Both high corporate profits and high stock prices forecast low excess returns on equities. When the payout ratio is high, expected returns are high. The payout ratio's correlation with business conditions gives it predictive power for returns; it contains information about future stock and bond returns that is not captured by other variables. The payout ratio is usefu...

  10. Expectations for Cancun Conference

    Institute of Scientific and Technical Information of China (English)

    DING ZHITAO

    2010-01-01

    Compared with the great hopes raised by the Copenhagen Climate Conference in 2009, the 2010 UN Climate Change Conference in Cancun aroused fewer expectations. However, the international community is still waiting for a positive outcome that will benefit humankind as a whole. The Cancun conference is another important opportunity for all the participants to advance the Bali Road Map negotiations after last year's meeting in Copenhagen, which failed to reach a legally binding treaty for the years beyond 2012.

  11. EXPECTATIONS AND FISCAL STIMULUS

    OpenAIRE

    Troy Davig; Eric M. Leeper

    2009-01-01

    Increases in government spending trigger substitution effects—both inter- and intra-temporal—and a wealth effect. The ultimate impacts on the econ- omy hinge on current and expected monetary and fiscal policy behavior. Studies that impose active monetary policy and passive fiscal policy typically find that government consumption crowds out private consumption: higher future taxes cre- ate a strong negative wealth effect, while the active monetary response increases the real interest rate. Thi...

  12. Market Expects Demand Increase

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    In the recent releasing Textile Industry Invigorating Plan,"givingattention to both domestlc and overseas markets"is put into a keyposition.Under a series policies,such as increasing the tax rebaterate for textile and garment exports,and granting loan for SME,thefurther development of this industry is expectative.Otherwise,weshould know that it costs time for demand driving.This need ourpatients.The only questionis how much time we have to wait.

  13. Directed expected utility networks

    OpenAIRE

    Leonelli, Manuele; Smith, Jim Q.

    2016-01-01

    A variety of statistical graphical models have been defined to represent the conditional independences underlying a random vector of interest. Similarly, many different graphs embedding various types of preferential independences, as for example conditional utility independence and generalized additive independence, have more recently started to appear. In this paper we define a new graphical model, called a directed expected utility network, whose edges depict both probabilistic and utility ...

  14. Bayesian Revision of Residual Detection Power

    Science.gov (United States)

    DeLoach, Richard

    2013-01-01

    This paper addresses some issues with quality assessment and quality assurance in response surface modeling experiments executed in wind tunnels. The role of data volume on quality assurance for response surface models is reviewed. Specific wind tunnel response surface modeling experiments are considered for which apparent discrepancies exist between fit quality expectations based on implemented quality assurance tactics, and the actual fit quality achieved in those experiments. These discrepancies are resolved by using Bayesian inference to account for certain imperfections in the assessment methodology. Estimates of the fraction of out-of-tolerance model predictions based on traditional frequentist methods are revised to account for uncertainty in the residual assessment process. The number of sites in the design space for which residuals are out of tolerance is seen to exceed the number of sites where the model actually fails to fit the data. A method is presented to estimate how much of the design space in inadequately modeled by low-order polynomial approximations to the true but unknown underlying response function.

  15. Optimal Perceived Timing: Integrating Sensory Information with Dynamically Updated Expectations.

    Science.gov (United States)

    Di Luca, Massimiliano; Rhodes, Darren

    2016-01-01

    The environment has a temporal structure, and knowing when a stimulus will appear translates into increased perceptual performance. Here we investigated how the human brain exploits temporal regularity in stimulus sequences for perception. We find that the timing of stimuli that occasionally deviate from a regularly paced sequence is perceptually distorted. Stimuli presented earlier than expected are perceptually delayed, whereas stimuli presented on time and later than expected are perceptually accelerated. This result suggests that the brain regularizes slightly deviant stimuli with an asymmetry that leads to the perceptual acceleration of expected stimuli. We present a Bayesian model for the combination of dynamically-updated expectations, in the form of a priori probability of encountering future stimuli, with incoming sensory information. The asymmetries in the results are accounted for by the asymmetries in the distributions involved in the computational process. PMID:27385184

  16. Optimal Perceived Timing: Integrating Sensory Information with Dynamically Updated Expectations

    Science.gov (United States)

    Di Luca, Massimiliano; Rhodes, Darren

    2016-01-01

    The environment has a temporal structure, and knowing when a stimulus will appear translates into increased perceptual performance. Here we investigated how the human brain exploits temporal regularity in stimulus sequences for perception. We find that the timing of stimuli that occasionally deviate from a regularly paced sequence is perceptually distorted. Stimuli presented earlier than expected are perceptually delayed, whereas stimuli presented on time and later than expected are perceptually accelerated. This result suggests that the brain regularizes slightly deviant stimuli with an asymmetry that leads to the perceptual acceleration of expected stimuli. We present a Bayesian model for the combination of dynamically-updated expectations, in the form of a priori probability of encountering future stimuli, with incoming sensory information. The asymmetries in the results are accounted for by the asymmetries in the distributions involved in the computational process. PMID:27385184

  17. Using Bayesian Networks to Improve Knowledge Assessment

    Science.gov (United States)

    Millan, Eva; Descalco, Luis; Castillo, Gladys; Oliveira, Paula; Diogo, Sandra

    2013-01-01

    In this paper, we describe the integration and evaluation of an existing generic Bayesian student model (GBSM) into an existing computerized testing system within the Mathematics Education Project (PmatE--Projecto Matematica Ensino) of the University of Aveiro. This generic Bayesian student model had been previously evaluated with simulated…

  18. Bayesian analysis of exoplanet and binary orbits

    OpenAIRE

    Schulze-Hartung, Tim; Launhardt, Ralf; Henning, Thomas

    2012-01-01

    We introduce BASE (Bayesian astrometric and spectroscopic exoplanet detection and characterisation tool), a novel program for the combined or separate Bayesian analysis of astrometric and radial-velocity measurements of potential exoplanet hosts and binary stars. The capabilities of BASE are demonstrated using all publicly available data of the binary Mizar A.

  19. Bayesian credible interval construction for Poisson statistics

    Institute of Scientific and Technical Information of China (English)

    ZHU Yong-Sheng

    2008-01-01

    The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented.Introducing the conditional probability satisfying the requirement of the background not larger than the observed events to construct the Bayesian credible interval is also discussed.A Fortran routine,BPOCI,has been developed to implement the calculation.

  20. Modeling Diagnostic Assessments with Bayesian Networks

    Science.gov (United States)

    Almond, Russell G.; DiBello, Louis V.; Moulder, Brad; Zapata-Rivera, Juan-Diego

    2007-01-01

    This paper defines Bayesian network models and examines their applications to IRT-based cognitive diagnostic modeling. These models are especially suited to building inference engines designed to be synchronous with the finer grained student models that arise in skills diagnostic assessment. Aspects of the theory and use of Bayesian network models…

  1. Advances in Bayesian Modeling in Educational Research

    Science.gov (United States)

    Levy, Roy

    2016-01-01

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

  2. Learning dynamic Bayesian networks with mixed variables

    DEFF Research Database (Denmark)

    Bøttcher, Susanne Gammelgaard

    This paper considers dynamic Bayesian networks for discrete and continuous variables. We only treat the case, where the distribution of the variables is conditional Gaussian. We show how to learn the parameters and structure of a dynamic Bayesian network and also how the Markov order can be learned...

  3. The Bayesian Revolution Approaches Psychological Development

    Science.gov (United States)

    Shultz, Thomas R.

    2007-01-01

    This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…

  4. Bayesian Network for multiple hypthesis tracking

    NARCIS (Netherlands)

    W.P. Zajdel; B.J.A. Kröse

    2002-01-01

    For a flexible camera-to-camera tracking of multiple objects we model the objects behavior with a Bayesian network and combine it with the multiple hypohesis framework that associates observations with objects. Bayesian networks offer a possibility to factor complex, joint distributions into a produ

  5. 2nd Bayesian Young Statisticians Meeting

    CERN Document Server

    Bitto, Angela; Kastner, Gregor; Posekany, Alexandra

    2015-01-01

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

  6. BAYESIAN BICLUSTERING FOR PATIENT STRATIFICATION.

    Science.gov (United States)

    Khakabimamaghani, Sahand; Ester, Martin

    2016-01-01

    The move from Empirical Medicine towards Personalized Medicine has attracted attention to Stratified Medicine (SM). Some methods are provided in the literature for patient stratification, which is the central task of SM, however, there are still significant open issues. First, it is still unclear if integrating different datatypes will help in detecting disease subtypes more accurately, and, if not, which datatype(s) are most useful for this task. Second, it is not clear how we can compare different methods of patient stratification. Third, as most of the proposed stratification methods are deterministic, there is a need for investigating the potential benefits of applying probabilistic methods. To address these issues, we introduce a novel integrative Bayesian biclustering method, called B2PS, for patient stratification and propose methods for evaluating the results. Our experimental results demonstrate the superiority of B2PS over a popular state-of-the-art method and the benefits of Bayesian approaches. Our results agree with the intuition that transcriptomic data forms a better basis for patient stratification than genomic data.

  7. BAYESIAN BICLUSTERING FOR PATIENT STRATIFICATION.

    Science.gov (United States)

    Khakabimamaghani, Sahand; Ester, Martin

    2016-01-01

    The move from Empirical Medicine towards Personalized Medicine has attracted attention to Stratified Medicine (SM). Some methods are provided in the literature for patient stratification, which is the central task of SM, however, there are still significant open issues. First, it is still unclear if integrating different datatypes will help in detecting disease subtypes more accurately, and, if not, which datatype(s) are most useful for this task. Second, it is not clear how we can compare different methods of patient stratification. Third, as most of the proposed stratification methods are deterministic, there is a need for investigating the potential benefits of applying probabilistic methods. To address these issues, we introduce a novel integrative Bayesian biclustering method, called B2PS, for patient stratification and propose methods for evaluating the results. Our experimental results demonstrate the superiority of B2PS over a popular state-of-the-art method and the benefits of Bayesian approaches. Our results agree with the intuition that transcriptomic data forms a better basis for patient stratification than genomic data. PMID:26776199

  8. On Bayesian methods of exploring qualitative interactions for targeted treatment.

    Science.gov (United States)

    Chen, Wei; Ghosh, Debashis; Raghunathan, Trivellore E; Norkin, Maxim; Sargent, Daniel J; Bepler, Gerold

    2012-12-10

    Providing personalized treatments designed to maximize benefits and minimizing harms is of tremendous current medical interest. One problem in this area is the evaluation of the interaction between the treatment and other predictor variables. Treatment effects in subgroups having the same direction but different magnitudes are called quantitative interactions, whereas those having opposite directions in subgroups are called qualitative interactions (QIs). Identifying QIs is challenging because they are rare and usually unknown among many potential biomarkers. Meanwhile, subgroup analysis reduces the power of hypothesis testing and multiple subgroup analyses inflate the type I error rate. We propose a new Bayesian approach to search for QI in a multiple regression setting with adaptive decision rules. We consider various regression models for the outcome. We illustrate this method in two examples of phase III clinical trials. The algorithm is straightforward and easy to implement using existing software packages. We provide a sample code in Appendix A.

  9. Designing nanostructures for interfacial phonon transport via Bayesian optimization

    CERN Document Server

    Ju, Shenghong; Feng, Lei; Hou, Zhufeng; Tsuda, Koji; Shiomi, Junichiro

    2016-01-01

    We demonstrate optimization of thermal conductance across nanostructures by developing a method combining atomistic Green's function and Bayesian optimization. With an aim to minimize and maximize the interfacial thermal conductance (ITC) across Si-Si and Si-Ge interfaces by means of Si/Ge composite interfacial structure, the method identifies the optimal structures from calculations of only a few percent of the entire candidates (over 60,000 structures). The obtained optimal interfacial structures are non-intuitive and impacting: the minimum-ITC structure is an aperiodic superlattice that realizes 50% reduction from the best periodic superlattice. The physical mechanism of the minimum ITC can be understood in terms of crossover of the two effects on phonon transport: as the layer thickness in superlattice increases, the impact of Fabry-P\\'erot interference increases, and the rate of reflection at the layer-interfaces decreases. Aperiodic superlattice with spatial variation in the layer thickness has a degree...

  10. 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.

  11. A survey of Bayesian predictive methods for model assessment, selection and comparison

    Directory of Open Access Journals (Sweden)

    Aki Vehtari

    2012-01-01

    Full Text Available To date, several methods exist in the statistical literature formodel assessment, which purport themselves specifically as Bayesian predictive methods. The decision theoretic assumptions on which these methodsare based are not always clearly stated in the original articles, however.The aim of this survey is to provide a unified review of Bayesian predictivemodel assessment and selection methods, and of methods closely related tothem. We review the various assumptions that are made in this context anddiscuss the connections between different approaches, with an emphasis onhow each method approximates the expected utility of using a Bayesianmodel for the purpose of predicting future data.

  12. Maximal inequalities for demimartingales and their applications

    Institute of Scientific and Technical Information of China (English)

    WANG XueJun; HU ShuHe

    2009-01-01

    In this paper,we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides.The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob's type maximal inequality for demimartingales,strong laws of large numbers and growth rate for demimartingales and associated random variables.At last,we give an equivalent condition of uniform integrability for demisubmartingales.

  13. Maximal inequalities for demimartingales and their applications

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.

  14. Inclusive Fitness Maximization:An Axiomatic Approach

    OpenAIRE

    Okasha, Samir; Weymark, John A.; BOSSERT, Walter

    2014-01-01

    Kin selection theorists argue that evolution in social contexts will lead organisms to behave as if maximizing their inclusive, as opposed to personal, fitness. The inclusive fitness concept allows biologists to treat organisms as akin to rational agents seeking to maximize a utility function. Here we develop this idea and place it on a firm footing by employing a standard decision-theoretic methodology. We show how the principle of inclusive fitness maximization and a related principle of qu...

  15. Agreeing on expectations

    DEFF Research Database (Denmark)

    Nielsen, Christian; Bentsen, Martin Juul

    Commitment and trust are often mentioned as important aspects of creating a perception of reliability between counterparts. In the context of university-industry collaborations (UICs), agreeing on ambitions and expectations are adamant to achieving outcomes that are equally valuable to all parties...... involved. Despite this, our initial probing indicated that such covenants rarely exist. As such, this paper draws on project management theory and proposes the possibility of structuring assessments of potential partners before university-industry collaborations are brought to life. Our analysis suggests...

  16. Inflation in maximal gauged supergravities

    Energy Technology Data Exchange (ETDEWEB)

    Kodama, Hideo [Theory Center, KEK,Tsukuba 305-0801 (Japan); Department of Particles and Nuclear Physics,The Graduate University for Advanced Studies,Tsukuba 305-0801 (Japan); Nozawa, Masato [Dipartimento di Fisica, Università di Milano, and INFN, Sezione di Milano,Via Celoria 16, 20133 Milano (Italy)

    2015-05-18

    We discuss the dynamics of multiple scalar fields and the possibility of realistic inflation in the maximal gauged supergravity. In this paper, we address this problem in the framework of recently discovered 1-parameter deformation of SO(4,4) and SO(5,3) dyonic gaugings, for which the base point of the scalar manifold corresponds to an unstable de Sitter critical point. In the gauge-field frame where the embedding tensor takes the value in the sum of the 36 and 36’ representations of SL(8), we present a scheme that allows us to derive an analytic expression for the scalar potential. With the help of this formalism, we derive the full potential and gauge coupling functions in analytic forms for the SO(3)×SO(3)-invariant subsectors of SO(4,4) and SO(5,3) gaugings, and argue that there exist no new critical points in addition to those discovered so far. For the SO(4,4) gauging, we also study the behavior of 6-dimensional scalar fields in this sector near the Dall’Agata-Inverso de Sitter critical point at which the negative eigenvalue of the scalar mass square with the largest modulus goes to zero as the deformation parameter s approaches a critical value s{sub c}. We find that when the deformation parameter s is taken sufficiently close to the critical value, inflation lasts more than 60 e-folds even if the initial point of the inflaton allows an O(0.1) deviation in Planck units from the Dall’Agata-Inverso critical point. It turns out that the spectral index n{sub s} of the curvature perturbation at the time of the 60 e-folding number is always about 0.96 and within the 1σ range n{sub s}=0.9639±0.0047 obtained by Planck, irrespective of the value of the η parameter at the critical saddle point. The tensor-scalar ratio predicted by this model is around 10{sup −3} and is close to the value in the Starobinsky model.

  17. Gender Roles and Expectations

    Directory of Open Access Journals (Sweden)

    Susana A. Eisenchlas

    2013-09-01

    Full Text Available One consequence of the advent of cyber communication is that increasing numbers of people go online to ask for, obtain, and presumably act upon advice dispensed by unknown peers. Just as advice seekers may not have access to information about the identities, ideologies, and other personal characteristics of advice givers, advice givers are equally ignorant about their interlocutors except for the bits of demographic information that the latter may offer freely. In the present study, that information concerns sex. As the sex of the advice seeker may be the only, or the predominant, contextual variable at hand, it is expected that that identifier will guide advice givers in formulating their advice. The aim of this project is to investigate whether and how the sex of advice givers and receivers affects the type of advice, through the empirical analysis of a corpus of web-based Spanish language forums on personal relationship difficulties. The data revealed that, in the absence of individuating information beyond that implicit in the advice request, internalized gender expectations along the lines of agency and communality are the sources from which advice givers draw to guide their counsel. This is despite the trend in discursive practices used in formulating advice, suggesting greater language convergence across sexes.

  18. Probability via expectation

    CERN Document Server

    Whittle, Peter

    1992-01-01

    This book is a complete revision of the earlier work Probability which ap­ peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de­ manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text...

  19. ATLAS: Exceeding all expectations

    CERN Multimedia

    CERN Bulletin

    2010-01-01

    “One year ago it would have been impossible for us to guess that the machine and the experiments could achieve so much so quickly”, says Fabiola Gianotti, ATLAS spokesperson. The whole chain – from collision to data analysis – has worked remarkably well in ATLAS.   The first LHC proton run undoubtedly exceeded expectations for the ATLAS experiment. “ATLAS has worked very well since the beginning. Its overall data-taking efficiency is greater than 90%”, says Fabiola Gianotti. “The quality and maturity of the reconstruction and simulation software turned out to be better than we expected for this initial stage of the experiment. The Grid is a great success, and right from the beginning it has allowed members of the collaboration all over the world to participate in the data analysis in an effective and timely manner, and to deliver physics results very quickly”. In just a few months of data taking, ATLAS has observed t...

  20. Modelling and Forecasting Health Expectancy

    NARCIS (Netherlands)

    I.M. Májer (István)

    2012-01-01

    textabstractLife expectancy of a human population measures the expected (or average) remaining years of life at a given age. Life expectancy can be defined by two forms of measurement: the period and the cohort life expectancy. The period life expectancy represents the mortality conditions at a spec

  1. Inference algorithms and learning theory for Bayesian sparse factor analysis

    International Nuclear Information System (INIS)

    Bayesian sparse factor analysis has many applications; for example, it has been applied to the problem of inferring a sparse regulatory network from gene expression data. We describe a number of inference algorithms for Bayesian sparse factor analysis using a slab and spike mixture prior. These include well-established Markov chain Monte Carlo (MCMC) and variational Bayes (VB) algorithms as well as a novel hybrid of VB and Expectation Propagation (EP). For the case of a single latent factor we derive a theory for learning performance using the replica method. We compare the MCMC and VB/EP algorithm results with simulated data to the theoretical prediction. The results for MCMC agree closely with the theory as expected. Results for VB/EP are slightly sub-optimal but show that the new algorithm is effective for sparse inference. In large-scale problems MCMC is infeasible due to computational limitations and the VB/EP algorithm then provides a very useful computationally efficient alternative.

  2. Customer experiences and expectations

    International Nuclear Information System (INIS)

    Customer experiences and expectations from competition and cogeneration in the power industry were reviewed by Charles Morton, Director of Energy at CPC International, by describing Casco's decision to get into cogeneration in the early 1990s in three small corn milling plants in Cardinal, London and Port Colborne, Ontario, mainly as result of the threat of a 40 per cent increase in power prices. He stressed that cost competitiveness of cogeneration is entirely site-specific, but it is generally more attractive in larger facilities that operate 24 hours a day, where grid power is expensive or unreliable. Because it is reliable, cogeneration holds out the prospect of increased production-up time, as well as offering a hedge against higher energy costs, reducing the company's variable costs when incoming revenues fall short of costs, and providing an additional tool in head-to-head competition

  3. Glacier Surface Monitoring by Maximizing Mutual Information

    Science.gov (United States)

    Erten, E.; Rossi, C.; Hajnsek, I.

    2012-07-01

    The contribution of Polarimetric Synthetic Aperture Radar (PolSAR) images compared with the single-channel SAR in terms of temporal scene characterization has been found and described to add valuable information in the literature. However, despite a number of recent studies focusing on single polarized glacier monitoring, the potential of polarimetry to estimate the surface velocity of glaciers has not been explored due to the complex mechanism of polarization through glacier/snow. In this paper, a new approach to the problem of monitoring glacier surface velocity is proposed by means of temporal PolSAR images, using a basic concept from information theory: Mutual Information (MI). The proposed polarimetric tracking method applies the MI to measure the statistical dependence between temporal polarimetric images, which is assumed to be maximal if the images are geometrically aligned. Since the proposed polarimetric tracking method is very powerful and general, it can be implemented into any kind of multivariate remote sensing data such as multi-spectral optical and single-channel SAR images. The proposed polarimetric tracking is then used to retrieve surface velocity of Aletsch glacier located in Switzerland and of Inyltshik glacier in Kyrgyzstan with two different SAR sensors; Envisat C-band (single polarized) and DLR airborne L-band (fully polarimetric) systems, respectively. The effect of number of channel (polarimetry) into tracking investigations demonstrated that the presence of snow, as expected, effects the location of the phase center in different polarization, such as glacier tracking with temporal HH compared to temporal VV channels. Shortly, a change in polarimetric signature of the scatterer can change the phase center, causing a question of how much of what I am observing is motion then penetration. In this paper, it is shown that considering the multi-channel SAR statistics, it is possible to optimize the separate these contributions.

  4. Quantum Bayesianism at the Perimeter

    CERN Document Server

    Fuchs, Christopher A

    2010-01-01

    The author summarizes the Quantum Bayesian viewpoint of quantum mechanics, developed originally by C. M. Caves, R. Schack, and himself. It is a view crucially dependent upon the tools of quantum information theory. Work at the Perimeter Institute for Theoretical Physics continues the development and is focused on the hard technical problem of a finding a good representation of quantum mechanics purely in terms of probabilities, without amplitudes or Hilbert-space operators. The best candidate representation involves a mysterious entity called a symmetric informationally complete quantum measurement. Contemplation of it gives a way of thinking of the Born Rule as an addition to the rules of probability theory, applicable when one gambles on the consequences of interactions with physical systems. The article ends by outlining some directions for future work.

  5. Hedging Strategies for Bayesian Optimization

    CERN Document Server

    Brochu, Eric; de Freitas, Nando

    2010-01-01

    Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive black-box optimization scenarios. It is able to do this by sampling the objective using an acquisition function which incorporates the model's estimate of the objective and the uncertainty at any given point. However, there are several different parameterized acquisition functions in the literature, and it is often unclear which one to use. Instead of using a single acquisition function, we adopt a portfolio of acquisition functions governed by an online multi-armed bandit strategy. We describe the method, which we call GP-Hedge, and show that this method almost always outperforms the best individual acquisition function.

  6. Bayesian Networks and Influence Diagrams

    DEFF Research Database (Denmark)

    Kjærulff, Uffe Bro; Madsen, Anders Læsø

    , and exercises are included for the reader to check his/her level of understanding. The techniques and methods presented for knowledge elicitation, model construction and verification, modeling techniques and tricks, learning models from data, and analyses of models have all been developed and refined......, troubleshooting, and data mining under uncertainty. Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. Intended...... primarily for practitioners, this book does not require sophisticated mathematical skills or deep understanding of the underlying theory and methods nor does it discuss alternative technologies for reasoning under uncertainty. The theory and methods presented are illustrated through more than 140 examples...

  7. Bayesian Networks and Influence Diagrams

    DEFF Research Database (Denmark)

    Kjærulff, Uffe Bro; Madsen, Anders Læsø

    under uncertainty. The theory and methods presented are illustrated through more than 140 examples, and exercises are included for the reader to check his or her level of understanding. The techniques and methods presented on model construction and verification, modeling techniques and tricks, learning......Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. This new edition contains six new...... sections, in addition to fully-updated examples, tables, figures, and a revised appendix. Intended primarily for practitioners, this book does not require sophisticated mathematical skills or deep understanding of the underlying theory and methods nor does it discuss alternative technologies for reasoning...

  8. State Information in Bayesian Games

    CERN Document Server

    Cuff, Paul

    2009-01-01

    Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the resulting value of the game has been analyzed under the framework of Bayesian games. This investigation considers the optimal performance in a game when a helper is transmitting state information to one of the players. Encoding information for an adversarial setting (game) requires a different result than rate-distortion theory provides. Game theory has accentuated the importance of randomization (mixed strategy), which does not find a significant role in most communication modems and source coding codecs. Higher rates of communication, used in the right way, allow the message to include the necessary random component useful in games.

  9. Multiview Bayesian Correlated Component Analysis

    DEFF Research Database (Denmark)

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

    2015-01-01

    Correlated component analysis as proposed by Dmochowski, Sajda, Dias, and Parra (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks...... are identical. Here we propose a hierarchical probabilistic model that can infer the level of universality in such multiview data, from completely unrelated representations, corresponding to canonical correlation analysis, to identical representations as in correlated component analysis. This new model, which...... we denote Bayesian correlated component analysis, evaluates favorably against three relevant algorithms in simulated data. A well-established benchmark EEG data set is used to further validate the new model and infer the variability of spatial representations across multiple subjects....

  10. Bayesian anti-sparse coding

    CERN Document Server

    Elvira, Clément; Dobigeon, Nicolas

    2015-01-01

    Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients exhibits relevant properties in various applications such as digital communications. Anti-sparse regularization can be naturally expressed through an $\\ell_{\\infty}$-norm penalty. This paper derives a probabilistic formulation of such representations. A new probability distribution, referred to as the democratic prior, is first introduced. Its main properties as well as three random variate generators for this distribution are derived. Then this probability distribution is used as a prior to promote anti-sparsity in a Gaussian linear inverse problem, yielding a fully Bayesian formulation of anti-sparse coding. Two Markov chain Monte Carlo (MCMC) algorithms are proposed to generate samples according to the posterior distribution. The first one is a standard Gibbs sampler. The seco...

  11. Nonparametric Bayesian inference in biostatistics

    CERN Document Server

    Müller, Peter

    2015-01-01

    As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...

  12. Bayesian Kernel Mixtures for Counts.

    Science.gov (United States)

    Canale, Antonio; Dunson, David B

    2011-12-01

    Although Bayesian nonparametric mixture models for continuous data are well developed, there is a limited literature on related approaches for count data. A common strategy is to use a mixture of Poissons, which unfortunately is quite restrictive in not accounting for distributions having variance less than the mean. Other approaches include mixing multinomials, which requires finite support, and using a Dirichlet process prior with a Poisson base measure, which does not allow smooth deviations from the Poisson. As a broad class of alternative models, we propose to use nonparametric mixtures of rounded continuous kernels. An efficient Gibbs sampler is developed for posterior computation, and a simulation study is performed to assess performance. Focusing on the rounded Gaussian case, we generalize the modeling framework to account for multivariate count data, joint modeling with continuous and categorical variables, and other complications. The methods are illustrated through applications to a developmental toxicity study and marketing data. This article has supplementary material online. PMID:22523437

  13. Bayesian networks in educational assessment

    CERN Document Server

    Almond, Russell G; Steinberg, Linda S; Yan, Duanli; Williamson, David M

    2015-01-01

    Bayesian inference networks, a synthesis of statistics and expert systems, have advanced reasoning under uncertainty in medicine, business, and social sciences. This innovative volume is the first comprehensive treatment exploring how they can be applied to design and analyze innovative educational assessments. Part I develops Bayes nets’ foundations in assessment, statistics, and graph theory, and works through the real-time updating algorithm. Part II addresses parametric forms for use with assessment, model-checking techniques, and estimation with the EM algorithm and Markov chain Monte Carlo (MCMC). A unique feature is the volume’s grounding in Evidence-Centered Design (ECD) framework for assessment design. This “design forward” approach enables designers to take full advantage of Bayes nets’ modularity and ability to model complex evidentiary relationships that arise from performance in interactive, technology-rich assessments such as simulations. Part III describes ECD, situates Bayes nets as ...

  14. Comparison of Bayesian Land Surface Temperature algorithm performance with Terra MODIS observations

    CERN Document Server

    Morgan, J A

    2009-01-01

    An approach to land surface temperature (LST) estimation that relies upon Bayesian inference has been validated against multiband infrared radiometric imagery from the Terra MODIS instrument. Bayesian LST estimators are shown to reproduce standard MODIS product LST values starting from a parsimoniously chosen (hence, uninformative) range of prior band emissivity knowledge. Two estimation methods have been tested. The first is the iterative contraction mapping of joint expectation values for LST and surface emissivity described in a previous paper. In the second method, the Bayesian algorithm is reformulated as a Maximum \\emph{A-Posteriori} (MAP) search for the maximum joint \\emph{a-posteriori} probability for LST, given observed sensor aperture radiances and \\emph{a-priori} probabilities for LST and emissivity. Two MODIS data granules each for daytime and nighttime were used for the comparison. The granules were chosen to be largely cloud-free, with limited vertical relief in those portions of the granules fo...

  15. Are all maximally entangled states pure?

    CERN Document Server

    Cavalcanti, D; Terra-Cunha, M O

    2005-01-01

    In this Letter we study if all maximally entangled states are pure through several entanglement monotones. Our conclusions allow us to generalize the idea of monogamy of entanglement. Then we propose a polygamy of entanglement, which express that if a general multipartite state is maximally entangled it is necessarily factorized by any other system.

  16. An ethical justification of profit maximization

    DEFF Research Database (Denmark)

    Koch, Carsten Allan

    2010-01-01

    In much of the literature on business ethics and corporate social responsibility, it is more or less taken for granted that attempts to maximize profits are inherently unethical. The purpose of this paper is to investigate whether an ethical argument can be given in support of profit maximizing b...

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

    Science.gov (United States)

    Chen, Peng; Schwab, Christoph

    2016-07-01

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

  18. Great expectations: what do patients expect and how can expectations be managed?

    Science.gov (United States)

    Newton, J T; Cunningham, S J

    2013-06-01

    Patients' expectations of their treatment are a key determinant in their satisfaction with treatment. Expectations may encompass not only notions of the outcome of treatment, but also the process of treatment. This article explores the processes by which expectations are formed, differences in expectations across patient groups, and the psychopathology of individuals with unrealistic expectations of treatment manifest in body dysmorphic disorder.

  19. Bayesian predictive power: choice of prior and some recommendations for its use as probability of success in drug development.

    Science.gov (United States)

    Rufibach, Kaspar; Burger, Hans Ulrich; Abt, Markus

    2016-09-01

    Bayesian predictive power, the expectation of the power function with respect to a prior distribution for the true underlying effect size, is routinely used in drug development to quantify the probability of success of a clinical trial. Choosing the prior is crucial for the properties and interpretability of Bayesian predictive power. We review recommendations on the choice of prior for Bayesian predictive power and explore its features as a function of the prior. The density of power values induced by a given prior is derived analytically and its shape characterized. We find that for a typical clinical trial scenario, this density has a u-shape very similar, but not equal, to a β-distribution. Alternative priors are discussed, and practical recommendations to assess the sensitivity of Bayesian predictive power to its input parameters are provided. Copyright © 2016 John Wiley & Sons, Ltd.

  20. 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

  1. Compiling Relational Bayesian Networks for Exact Inference

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Darwiche, Adnan; Chavira, Mark

    2006-01-01

    We describe in this paper a system for exact inference with relational Bayesian networks as defined in the publicly available PRIMULA tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference...... by evaluating and differentiating these circuits in time linear in their size. We report on experimental results showing successful compilation and efficient inference on relational Bayesian networks, whose PRIMULA--generated propositional instances have thousands of variables, and whose jointrees have clusters...

  2. Macro Expectations, Aggregate Uncertainty, and Expected Term Premia

    DEFF Research Database (Denmark)

    Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas

    Based on individual expectations from the Survey of Professional Forecasters, we construct a realtime proxy for expected term premium changes on long-term bonds. We empirically investigate the relation of these bond term premium expectations with expectations about key macroeconomic variables as ...

  3. Macro Expectations, Aggregate Uncertainty, and Expected Term Premia

    DEFF Research Database (Denmark)

    Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas

    2013-01-01

    Based on individual expectations from the Survey of Professional Forecasters, we construct a realtime proxy for expected term premium changes on long-term bonds. We empirically investigate the relation of these bond term premium expectations with expectations about key macroeconomic variables as ...

  4. Inclusive fitness maximization: An axiomatic approach.

    Science.gov (United States)

    Okasha, Samir; Weymark, John A; Bossert, Walter

    2014-06-01

    Kin selection theorists argue that evolution in social contexts will lead organisms to behave as if maximizing their inclusive, as opposed to personal, fitness. The inclusive fitness concept allows biologists to treat organisms as akin to rational agents seeking to maximize a utility function. Here we develop this idea and place it on a firm footing by employing a standard decision-theoretic methodology. We show how the principle of inclusive fitness maximization and a related principle of quasi-inclusive fitness maximization can be derived from axioms on an individual׳s 'as if preferences' (binary choices) for the case in which phenotypic effects are additive. Our results help integrate evolutionary theory and rational choice theory, help draw out the behavioural implications of inclusive fitness maximization, and point to a possible way in which evolution could lead organisms to implement it.

  5. Inclusive fitness maximization: An axiomatic approach.

    Science.gov (United States)

    Okasha, Samir; Weymark, John A; Bossert, Walter

    2014-06-01

    Kin selection theorists argue that evolution in social contexts will lead organisms to behave as if maximizing their inclusive, as opposed to personal, fitness. The inclusive fitness concept allows biologists to treat organisms as akin to rational agents seeking to maximize a utility function. Here we develop this idea and place it on a firm footing by employing a standard decision-theoretic methodology. We show how the principle of inclusive fitness maximization and a related principle of quasi-inclusive fitness maximization can be derived from axioms on an individual׳s 'as if preferences' (binary choices) for the case in which phenotypic effects are additive. Our results help integrate evolutionary theory and rational choice theory, help draw out the behavioural implications of inclusive fitness maximization, and point to a possible way in which evolution could lead organisms to implement it. PMID:24530825

  6. A Column Generation Approach to Solve Multi-Team Influence Maximization Problem for Social Lottery Design

    Science.gov (United States)

    Jois, Manjunath Holaykoppa Nanjunda

    The conventional Influence Maximization problem is the problem of finding such a team (a small subset) of seed nodes in a social network that would maximize the spread of influence over the whole network. This paper considers a lottery system aimed at maximizing the awareness spread to promote energy conservation behavior as a stochastic Influence Maximization problem with the constraints ensuring lottery fairness. The resulting Multi-Team Influence Maximization problem involves assigning the probabilities to multiple teams of seeds (interpreted as lottery winners) to maximize the expected awareness spread. Such a variation of the Influence Maximization problem is modeled as a Linear Program; however, enumerating all the possible teams is a hard task considering that the feasible team count grows exponentially with the network size. In order to address this challenge, we develop a column generation based approach to solve the problem with a limited number of candidate teams, where new candidates are generated and added to the problem iteratively. We adopt a piecewise linear function to model the impact of including a new team so as to pick only such teams which can improve the existing solution. We demonstrate that with this approach we can solve such influence maximization problems to optimality, and perform computational study with real-world social network data sets to showcase the efficiency of the approach in finding lottery designs for optimal awareness spread. Lastly, we explore other possible scenarios where this model can be utilized to optimally solve the otherwise hard to solve influence maximization problems.

  7. Continuous subjective expected utility with non-additive probabilities

    NARCIS (Netherlands)

    P.P. Wakker (Peter)

    1989-01-01

    textabstractA well-known theorem of Debreu about additive representations of preferences is applied in a non-additive context, to characterize continuous subjective expected utility maximization for the case where the probability measures may be non-additive. The approach of this paper does not need

  8. Experiences and Expectations of Biographical Time among Young Athletes

    OpenAIRE

    Phoenix, Cassandra; Smith, Brett; Sparkes, Andrew C.

    2007-01-01

    Abstract In this article, we explore how biographical time is storied by a particular group of young athletes in relation to their experiences and expectations of embodied ageing. The data suggests that at present, as able and sporting bodies, their everyday experiences are framed by the cyclical, maximizing, and disciplined notions of time associated with the social organization of sport. In their middle y...

  9. THE BOUNDEDNESS OF MAXIMAL BOCHNER-RIESZ OPERATOR AND MAXIMAL COMMUTATOR ON MORREY TYPE SPACES

    Institute of Scientific and Technical Information of China (English)

    Yuqing Liu; Dongxiang Chen

    2008-01-01

    The boundedness of maximal Bochner-Riesz operator Bδ*and that of maximal commutator Bb,δ.* generated by this operator and Lipschitz function on the classical Morrey space and generalized Morrey space are established.

  10. The Diagnosis of Reciprocating Machinery by Bayesian Networks

    Institute of Scientific and Technical Information of China (English)

    2003-01-01

    A Bayesian Network is a reasoning tool based on probability theory and has many advantages that other reasoning tools do not have. This paper discusses the basic theory of Bayesian networks and studies the problems in constructing Bayesian networks. The paper also constructs a Bayesian diagnosis network of a reciprocating compressor. The example helps us to draw a conclusion that Bayesian diagnosis networks can diagnose reciprocating machinery effectively.

  11. Expectations from ethics

    International Nuclear Information System (INIS)

    Prof. Patricia Fleming, centred her presentation on ethical expectations in regulating safety for future generations. The challenge is to find a just solution, one that provides for a defensible approach to inter-generational equity. The question on equity is about whether we are permitted to treat generations differently and to still meet the demands of justice. And the question must be asked regarding these differences: 'in what ways do they make a moral difference?' She asked the question regarding the exact meaning of the ethical principle 'Radioactive waste shall be managed in such a way that predicted impacts on the health of future generations will not be greater than relevant levels of impact that are acceptable today'. Some countries have proposed different standards for different time periods, either implicitly or explicitly. In doing so, have they preserved our standards of justice or have they abandoned them? Prof. Fleming identified six points to provide with some moral maps which might be used to negotiate our way to a just solution to the disposal of nuclear waste. (author)

  12. Using a Bayesian Probabilistic Forecasting Model to Analyze the Uncertainty in Real-Time Dynamic Control of the Flood Limiting Water Level for Reservoir Operation

    DEFF Research Database (Denmark)

    Liu, Dedi; Li, Xiang; Guo, Shenglian;

    2015-01-01

    Dynamic control of the flood limiting water level (FLWL) is a valuable and effective way to maximize the benefits from reservoir operation without exceeding the design risk. In order to analyze the impacts of input uncertainty, a Bayesian forecasting system (BFS) is adopted. Applying quantile wat...

  13. Bayesian Uncertainty Analyses Via Deterministic Model

    Science.gov (United States)

    Krzysztofowicz, R.

    2001-05-01

    Rational decision-making requires that the total uncertainty about a variate of interest (a predictand) be quantified in terms of a probability distribution, conditional on all available information and knowledge. Suppose the state-of-knowledge is embodied in a deterministic model, which is imperfect and outputs only an estimate of the predictand. Fundamentals are presented of three Bayesian approaches to producing a probability distribution of the predictand via any deterministic model. The Bayesian Processor of Output (BPO) quantifies the total uncertainty in terms of a posterior distribution, conditional on model output. The Bayesian Processor of Ensemble (BPE) quantifies the total uncertainty in terms of a posterior distribution, conditional on an ensemble of model output. The Bayesian Forecasting System (BFS) decomposes the total uncertainty into input uncertainty and model uncertainty, which are characterized independently and then integrated into a predictive distribution.

  14. Learning Bayesian networks for discrete data

    KAUST Repository

    Liang, Faming

    2009-02-01

    Bayesian networks have received much attention in the recent literature. In this article, we propose an approach to learn Bayesian networks using the stochastic approximation Monte Carlo (SAMC) algorithm. Our approach has two nice features. Firstly, it possesses the self-adjusting mechanism and thus avoids essentially the local-trap problem suffered by conventional MCMC simulation-based approaches in learning Bayesian networks. Secondly, it falls into the class of dynamic importance sampling algorithms; the network features can be inferred by dynamically weighted averaging the samples generated in the learning process, and the resulting estimates can have much lower variation than the single model-based estimates. The numerical results indicate that our approach can mix much faster over the space of Bayesian networks than the conventional MCMC simulation-based approaches. © 2008 Elsevier B.V. All rights reserved.

  15. 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

  16. Bayesian Control for Concentrating Mixed Nuclear Waste

    OpenAIRE

    Welch, Robert L.; Smith, Clayton

    2013-01-01

    A control algorithm for batch processing of mixed waste is proposed based on conditional Gaussian Bayesian networks. The network is compiled during batch staging for real-time response to sensor input.

  17. An Intuitive Dashboard for Bayesian Network Inference

    International Nuclear Information System (INIS)

    Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++

  18. An Intuitive Dashboard for Bayesian Network Inference

    Science.gov (United States)

    Reddy, Vikas; Charisse Farr, Anna; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K. D. V.

    2014-03-01

    Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++.

  19. Maximizing the Spread of Cascades Using Network Design

    CERN Document Server

    Sheldon, Daniel; Elmachtoub, Adam N; Finseth, Ryan; Sabharwal, Ashish; Conrad, Jon; Gomes, Carla P; Shmoys, David; Allen, William; Amundsen, Ole; Vaughan, William

    2012-01-01

    We introduce a new optimization framework to maximize the expected spread of cascades in networks. Our model allows a rich set of actions that directly manipulate cascade dy- namics by adding nodes or edges to the net- work. Our motivating application is one in spatial conservation planning, where a cas- cade models the dispersal of wild animals through a fragmented landscape. We propose a mixed integer programming (MIP) formu- lation that combines elements from network design and stochastic optimization. Our ap- proach results in solutions with stochastic op- timality guarantees and points to conserva- tion strategies that are fundamentally dier- ent from naive approaches.

  20. Expectations from Society

    International Nuclear Information System (INIS)

    Prof. A. Blowers observed that the social context within which radioactive waste management is considered has evolved over time. The early period where radioactive waste was a non-issue was succeeded by a period of intense conflict over solutions. The contemporary context is more consensual, in which solutions are sought that are both technically sound and socially acceptable. Among the major issues is that of inter-generational equity embraced in the question: how long can or should our responsibility to the future extend? He pointed out the differences in timescales. On the one hand, geo-scientific timescales are very long term, emphasizing the issue of how far into the future it is possible to make predictions about repository safety. By contrast, socio cultural timescales are much shorter, focusing on the foreseeable future of one or two generations and raising the issue of how far into the future we should be concerned. He listed. the primary expectations from society which are: safety and security to alleviate undue burdens to future generations and flexibility in order to enable the future generations to have a stake in decision making. The need to reconcile the two had led to a contemporary emphasis on phased geological disposal incorporating retrievability. However, the long timescales for implementation of disposal provided for sufficient flexibility without the need for retrievability. Future generations would inevitably have sold stake in decision making. Prof. A.. Blowers pointed out that society is also concerned with participation in decision making for implementation. The key elements for success are: openness and transparency, staged process, participation, partnership, benefits to enhance the well being of communities and a democratic framework for decision making, including the ratification of key decisions and the right for communities to withdraw from the process up to a predetermined point. This approach for decision making may also have

  1. Nomograms for Visualization of Naive Bayesian Classifier

    OpenAIRE

    Možina, Martin; Demšar, Janez; Michael W Kattan; Zupan, Blaz

    2004-01-01

    Besides good predictive performance, the naive Bayesian classifier can also offer a valuable insight into the structure of the training data and effects of the attributes on the class probabilities. This structure may be effectively revealed through visualization of the classifier. We propose a new way to visualize the naive Bayesian model in the form of a nomogram. The advantages of the proposed method are simplicity of presentation, clear display of the effects of individual attribute value...

  2. Subjective Bayesian Analysis: Principles and Practice

    OpenAIRE

    Goldstein, Michael

    2006-01-01

    We address the position of subjectivism within Bayesian statistics. We argue, first, that the subjectivist Bayes approach is the only feasible method for tackling many important practical problems. Second, we describe the essential role of the subjectivist approach in scientific analysis. Third, we consider possible modifications to the Bayesian approach from a subjectivist viewpoint. Finally, we address the issue of pragmatism in implementing the subjectivist approach.

  3. 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...

  4. Fitness inheritance in the Bayesian optimization algorithm

    OpenAIRE

    Pelikan, Martin; Sastry, Kumara

    2004-01-01

    This paper describes how fitness inheritance can be used to estimate fitness for a proportion of newly sampled candidate solutions in the Bayesian optimization algorithm (BOA). The goal of estimating fitness for some candidate solutions is to reduce the number of fitness evaluations for problems where fitness evaluation is expensive. Bayesian networks used in BOA to model promising solutions and generate the new ones are extended to allow not only for modeling and sampling candidate solutions...

  5. Kernel Bayesian Inference with Posterior Regularization

    OpenAIRE

    Song, Yang; Jun ZHU; Ren, Yong

    2016-01-01

    We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian inference. Moreover, the optimization problem induces a new regularization for the posterior embedding estimator, which is faster and has comparable performance to the squared regularization in kernel Bayes' rule. This regularization coincides with a former th...

  6. Bayesian Classification in Medicine: The Transferability Question *

    OpenAIRE

    Zagoria, Ronald J.; Reggia, James A.; Price, Thomas R.; Banko, Maryann

    1981-01-01

    Using probabilities derived from a geographically distant patient population, we applied Bayesian classification to categorize stroke patients by etiology. Performance was assessed both by error rate and with a new linear accuracy coefficient. This approach to patient classification was found to be surprisingly accurate when compared to classification by two neurologists and to classification by the Bayesian method using “low cost” local and subjective probabilities. We conclude that for some...

  7. Bayesian target tracking based on particle filter

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, etc novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.

  8. 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...

  9. Fuzzy Functional Dependencies and Bayesian Networks

    Institute of Scientific and Technical Information of China (English)

    LIU WeiYi(刘惟一); SONG Ning(宋宁)

    2003-01-01

    Bayesian networks have become a popular technique for representing and reasoning with probabilistic information. The fuzzy functional dependency is an important kind of data dependencies in relational databases with fuzzy values. The purpose of this paper is to set up a connection between these data dependencies and Bayesian networks. The connection is done through a set of methods that enable people to obtain the most information of independent conditions from fuzzy functional dependencies.

  10. 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...

  11. Bayesian Modeling of a Human MMORPG Player

    CERN Document Server

    Synnaeve, Gabriel

    2010-01-01

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

  12. Bayesian Modeling of a Human MMORPG Player

    Science.gov (United States)

    Synnaeve, Gabriel; Bessière, Pierre

    2011-03-01

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

  13. Robust utility maximization in a discontinuous filtration

    CERN Document Server

    Jeanblanc, Monique; Ngoupeyou, Armand

    2012-01-01

    We study a problem of utility maximization under model uncertainty with information including jumps. We prove first that the value process of the robust stochastic control problem is described by the solution of a quadratic-exponential backward stochastic differential equation with jumps. Then, we establish a dynamic maximum principle for the optimal control of the maximization problem. The characterization of the optimal model and the optimal control (consumption-investment) is given via a forward-backward system which generalizes the result of Duffie and Skiadas (1994) and El Karoui, Peng and Quenez (2001) in the case of maximization of recursive utilities including model with jumps.

  14. Are all maximally entangled states pure?

    Science.gov (United States)

    Cavalcanti, D.; Brandão, F. G. S. L.; Terra Cunha, M. O.

    2005-10-01

    We study if all maximally entangled states are pure through several entanglement monotones. In the bipartite case, we find that the same conditions which lead to the uniqueness of the entropy of entanglement as a measure of entanglement exclude the existence of maximally mixed entangled states. In the multipartite scenario, our conclusions allow us to generalize the idea of the monogamy of entanglement: we establish the polygamy of entanglement, expressing that if a general state is maximally entangled with respect to some kind of multipartite entanglement, then it is necessarily factorized of any other system.

  15. D-optimal Bayesian Interrogation for Parameter and Noise Identification of Recurrent Neural Networks

    CERN Document Server

    Poczos, Barnabas

    2008-01-01

    We introduce a novel online Bayesian method for the identification of a family of noisy recurrent neural networks (RNNs). We develop Bayesian active learning technique in order to optimize the interrogating stimuli given past experiences. In particular, we consider the unknown parameters as stochastic variables and use the D-optimality principle, also known as `\\emph{infomax method}', to choose optimal stimuli. We apply a greedy technique to maximize the information gain concerning network parameters at each time step. We also derive the D-optimal estimation of the additive noise that perturbs the dynamical system of the RNN. Our analytical results are approximation-free. The analytic derivation gives rise to attractive quadratic update rules.

  16. Collaborative decision-analytic framework to maximize resilience of tidal marshes to climate change

    Directory of Open Access Journals (Sweden)

    Karen M. Thorne

    2015-03-01

    Full Text Available Decision makers that are responsible for stewardship of natural resources face many challenges, which are complicated by uncertainty about impacts from climate change, expanding human development, and intensifying land uses. A systematic process for evaluating the social and ecological risks, trade-offs, and cobenefits associated with future changes is critical to maximize resilience and conserve ecosystem services. This is particularly true in coastal areas where human populations and landscape conversion are increasing, and where intensifying storms and sea-level rise pose unprecedented threats to coastal ecosystems. We applied collaborative decision analysis with a diverse team of stakeholders who preserve, manage, or restore tidal marshes across the San Francisco Bay estuary, California, USA, as a case study. Specifically, we followed a structured decision-making approach, and we using expert judgment developed alternative management strategies to increase the capacity and adaptability to manage tidal marsh resilience while considering uncertainties through 2050. Because sea-level rise projections are relatively confident to 2050, we focused on uncertainties regarding intensity and frequency of storms and funding. Elicitation methods allowed us to make predictions in the absence of fully compatible models and to assess short- and long-term trade-offs. Specifically we addressed two questions. (1 Can collaborative decision analysis lead to consensus among a diverse set of decision makers responsible for environmental stewardship and faced with uncertainties about climate change, funding, and stakeholder values? (2 What is an optimal strategy for the conservation of tidal marshes, and what strategy is robust to the aforementioned uncertainties? We found that when taking this approach, consensus was reached among the stakeholders about the best management strategies to maintain tidal marsh integrity. A Bayesian decision network revealed that a

  17. Collaborative decision-analytic framework to maximize resilience of tidal marshes to climate change

    Science.gov (United States)

    Thorne, Karen M.; Mattsson, Brady J.; Takekawa, John Y.; Cummings, Jonathan; Crouse, Debby; Block, Giselle; Bloom, Valary; Gerhart, Matt; Goldbeck, Steve; Huning, Beth; Sloop, Christina; Stewart, Mendel; Taylor, Karen; Valoppi, Laura

    2015-01-01

    Decision makers that are responsible for stewardship of natural resources face many challenges, which are complicated by uncertainty about impacts from climate change, expanding human development, and intensifying land uses. A systematic process for evaluating the social and ecological risks, trade-offs, and cobenefits associated with future changes is critical to maximize resilience and conserve ecosystem services. This is particularly true in coastal areas where human populations and landscape conversion are increasing, and where intensifying storms and sea-level rise pose unprecedented threats to coastal ecosystems. We applied collaborative decision analysis with a diverse team of stakeholders who preserve, manage, or restore tidal marshes across the San Francisco Bay estuary, California, USA, as a case study. Specifically, we followed a structured decision-making approach, and we using expert judgment developed alternative management strategies to increase the capacity and adaptability to manage tidal marsh resilience while considering uncertainties through 2050. Because sea-level rise projections are relatively confident to 2050, we focused on uncertainties regarding intensity and frequency of storms and funding. Elicitation methods allowed us to make predictions in the absence of fully compatible models and to assess short- and long-term trade-offs. Specifically we addressed two questions. (1) Can collaborative decision analysis lead to consensus among a diverse set of decision makers responsible for environmental stewardship and faced with uncertainties about climate change, funding, and stakeholder values? (2) What is an optimal strategy for the conservation of tidal marshes, and what strategy is robust to the aforementioned uncertainties? We found that when taking this approach, consensus was reached among the stakeholders about the best management strategies to maintain tidal marsh integrity. A Bayesian decision network revealed that a strategy

  18. Expectations from implementers

    International Nuclear Information System (INIS)

    Enrique Biurrun (DBE) presented the expectations from the implementer. He explained that the implementer needs a framework to successfully develop a repository which means the definition of requirements and guidance (for repository system development, analysis, licences, etc.) as well as the decision-making process (stepwise approach, roles of different players, etc.). He also needs a reasonable stability of the regulatory system. The regulatory framework should be developed in a clear, reasonable and consistent manner. In the context of the long duration of the project (100 years) there will be technological progress. In that context E. Biurrun asked what is the meaning of best practice. How can one deal with judgmental issues in a step-wise approach? Regulatory criteria and guidance must deal with the repository system for which an iterative process is necessary where dialogue is needed with the regulator despite the need to maintain his independence. The safety case, which is a periodic documentation of the status of the project, must provide a synthesis of the underlying scientific understanding and evidence and becomes part of the design process through feedback. E. Biurrun pointed out that safety is not calculated or assessed, but designed and built into the repository system (by geological and engineered barriers). He stressed the importance of the operational aspects since the implementer has to build and operate the repository safely. He asked the question: is it 'Ethical' to buy 'peace of mind' of some stakeholders with casualties of the implementer's staff because of mining accidents if the repository is left open during a phase of reversibility. The implementer needs dependable criteria, legal security and investment security. He interpreted the 'Precautionary principle' as meaning 'do it now'. Long-lasting solutions are very uncertain. Will we heave the money and the technology to do it later? He made some reflections regarding the ethical need to

  19. Maximizing throughput by evaluating critical utilization paths

    NARCIS (Netherlands)

    Weeda, P.J.

    1991-01-01

    Recently the relationship between batch structure, bottleneck machine and maximum throughput has been explored for serial, convergent and divergent process configurations consisting of two machines and three processes. In three of the seven possible configurations a multiple batch structure maximize

  20. HEALTH INSURANCE: CONTRIBUTIONS AND REIMBURSEMENT MAXIMAL

    CERN Document Server

    HR Division

    2000-01-01

    Affected by both the salary adjustment index on 1.1.2000 and the evolution of the staff members and fellows population, the average reference salary, which is used as an index for fixed contributions and reimbursement maximal, has changed significantly. An adjustment of the amounts of the reimbursement maximal and the fixed contributions is therefore necessary, as from 1 January 2000.Reimbursement maximalThe revised reimbursement maximal will appear on the leaflet summarising the benefits for the year 2000, which will soon be available from the divisional secretariats and from the AUSTRIA office at CERN.Fixed contributionsThe fixed contributions, applicable to some categories of voluntarily insured persons, are set as follows (amounts in CHF for monthly contributions):voluntarily insured member of the personnel, with complete coverage:815,- (was 803,- in 1999)voluntarily insured member of the personnel, with reduced coverage:407,- (was 402,- in 1999)voluntarily insured no longer dependent child:326,- (was 321...

  1. Corporate governance structure and shareholder wealth maximization

    Directory of Open Access Journals (Sweden)

    Kwadwo Boateng Prempeh

    2015-04-01

    Full Text Available Over the past two decades the ideology of shareholder value has become entrenched as a principle of corporate governance among companies. A well-established corporate governance system suggests effective control and accounting systems, stringent monitoring, effective regulatory mechanism and efficient utilisation of firms’ resources resulting in improved performance. The object of the research presented in this paper is to provide empirical evidence on the effects of corporate governance on shareholder value maximization of the listed companies in Ghana. Data from ten companies listed on Ghana Stock Exchange covering the period 2003 –2007 were used and analysis done within the panel data framework. The dependent variables, dividend per share and dividend yield are used as a measure of shareholder wealth maximization and the relation between corporate governance and shareholder wealth maximization is investigated. The regression results show that both the board size and the independence have statistically significant relationship with shareholder wealth maximization.

  2. Social gradient in life expectancy and health expectancy in Denmark

    DEFF Research Database (Denmark)

    Brønnum-Hansen, Henrik; Andersen, Otto; Kjøller, Mette;

    2004-01-01

    Health status of a population can be evaluated by health expectancy expressed as average lifetime in various states of health. The purpose of the study was to compare health expectancy in population groups at high, medium and low educational levels.......Health status of a population can be evaluated by health expectancy expressed as average lifetime in various states of health. The purpose of the study was to compare health expectancy in population groups at high, medium and low educational levels....

  3. Approximate Revenue Maximization with Multiple Items

    OpenAIRE

    Sergiu Hart; Noam Nisan

    2012-01-01

    Myerson's classic result provides a full description of how a seller can maximize revenue when selling a single item. We address the question of revenue maximization in the simplest possible multi-item setting: two items and a single buyer who has independently distributed values for the items, and an additive valuation. In general, the revenue achievable from selling two independent items may be strictly higher than the sum of the revenues obtainable by selling each of them separately. In fa...

  4. Maximal Subgroups of Skew Linear Groups

    Institute of Scientific and Technical Information of China (English)

    M. Mahdavi-Hezavehi

    2002-01-01

    Let D be an infinite division algebra of finite dimension over its centre Z(D) = F, and n a positive integer. The structure of maximal subgroups of skew linear groups are investigated. In particular, assume N is a normal subgroup of GLn(D) and M is a maximal subgroup of N containing Z(N). It is shown that if M/Z(N) is finite, then N is central.

  5. Maximal Entanglement - A New Measure of Entanglement

    OpenAIRE

    Beigi, Salman

    2014-01-01

    Maximal correlation is a measure of correlation for bipartite distributions. This measure has two intriguing features: (1) it is monotone under local stochastic maps; (2) it gives the same number when computed on i.i.d. copies of a pair of random variables. This measure of correlation has recently been generalized for bipartite quantum states, for which the same properties have been proved. In this paper, based on maximal correlation, we define a new measure of entanglement which we call maxi...

  6. Bayesian analysis of cosmic structures

    CERN Document Server

    Kitaura, Francisco-Shu

    2011-01-01

    We revise the Bayesian inference steps required to analyse the cosmological large-scale structure. Here we make special emphasis in the complications which arise due to the non-Gaussian character of the galaxy and matter distribution. In particular we investigate the advantages and limitations of the Poisson-lognormal model and discuss how to extend this work. With the lognormal prior using the Hamiltonian sampling technique and on scales of about 4 h^{-1} Mpc we find that the over-dense regions are excellent reconstructed, however, under-dense regions (void statistics) are quantitatively poorly recovered. Contrary to the maximum a posteriori (MAP) solution which was shown to over-estimate the density in the under-dense regions we obtain lower densities than in N-body simulations. This is due to the fact that the MAP solution is conservative whereas the full posterior yields samples which are consistent with the prior statistics. The lognormal prior is not able to capture the full non-linear regime at scales ...

  7. Bayesian analysis of volcanic eruptions

    Science.gov (United States)

    Ho, Chih-Hsiang

    1990-10-01

    The simple Poisson model generally gives a good fit to many volcanoes for volcanic eruption forecasting. Nonetheless, empirical evidence suggests that volcanic activity in successive equal time-periods tends to be more variable than a simple Poisson with constant eruptive rate. An alternative model is therefore examined in which eruptive rate(λ) for a given volcano or cluster(s) of volcanoes is described by a gamma distribution (prior) rather than treated as a constant value as in the assumptions of a simple Poisson model. Bayesian analysis is performed to link two distributions together to give the aggregate behavior of the volcanic activity. When the Poisson process is expanded to accomodate a gamma mixing distribution on λ, a consequence of this mixed (or compound) Poisson model is that the frequency distribution of eruptions in any given time-period of equal length follows the negative binomial distribution (NBD). Applications of the proposed model and comparisons between the generalized model and simple Poisson model are discussed based on the historical eruptive count data of volcanoes Mauna Loa (Hawaii) and Etna (Italy). Several relevant facts lead to the conclusion that the generalized model is preferable for practical use both in space and time.

  8. BAYESIAN APPROACH OF DECISION PROBLEMS

    Directory of Open Access Journals (Sweden)

    DRAGOŞ STUPARU

    2010-01-01

    Full Text Available Management is nowadays a basic vector of economic development, a concept frequently used in our country as well as all over the world. Indifferently of the hierarchical level at which the managerial process is manifested, decision represents its essential moment, the supreme act of managerial activity. Its can be met in all fields of activity, practically having an unlimited degree of coverage, and in all the functions of management. It is common knowledge that the activity of any type of manger, no matter the hierarchical level he occupies, represents a chain of interdependent decisions, their aim being the elimination or limitation of the influence of disturbing factors that may endanger the achievement of predetermined objectives, and the quality of managerial decisions condition the progress and viability of any enterprise. Therefore, one of the principal characteristics of a successful manager is his ability to adopt the most optimal decisions of high quality. The quality of managerial decisions are conditioned by the manager’s general level of education and specialization, the manner in which they are preoccupied to assimilate the latest information and innovations in the domain of management’s theory and practice and the applying of modern managerial methods and techniques in the activity of management. We are presenting below the analysis of decision problems in hazardous conditions in terms of Bayesian theory – a theory that uses the probabilistic calculus.

  9. Bayesian demography 250 years after Bayes.

    Science.gov (United States)

    Bijak, Jakub; Bryant, John

    2016-01-01

    Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889

  10. Bayesian demography 250 years after Bayes.

    Science.gov (United States)

    Bijak, Jakub; Bryant, John

    2016-01-01

    Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms.

  11. Great Expectations: Temporal Expectation Modulates Perceptual Processing Speed

    Science.gov (United States)

    Vangkilde, Signe; Coull, Jennifer T.; Bundesen, Claus

    2012-01-01

    In a crowded dynamic world, temporal expectations guide our attention in time. Prior investigations have consistently demonstrated that temporal expectations speed motor behavior. We explore effects of temporal expectation on "perceptual" speed in three nonspeeded, cued recognition paradigms. Different hazard rate functions for the cue-stimulus…

  12. Natural selection and the maximization of fitness.

    Science.gov (United States)

    Birch, Jonathan

    2016-08-01

    The notion that natural selection is a process of fitness maximization gets a bad press in population genetics, yet in other areas of biology the view that organisms behave as if attempting to maximize their fitness remains widespread. Here I critically appraise the prospects for reconciliation. I first distinguish four varieties of fitness maximization. I then examine two recent developments that may appear to vindicate at least one of these varieties. The first is the 'new' interpretation of Fisher's fundamental theorem of natural selection, on which the theorem is exactly true for any evolving population that satisfies some minimal assumptions. The second is the Formal Darwinism project, which forges links between gene frequency change and optimal strategy choice. In both cases, I argue that the results fail to establish a biologically significant maximization principle. I conclude that it may be a mistake to look for universal maximization principles justified by theory alone. A more promising approach may be to find maximization principles that apply conditionally and to show that the conditions were satisfied in the evolution of particular traits.

  13. AUC-Maximizing Ensembles through Metalearning.

    Science.gov (United States)

    LeDell, Erin; van der Laan, Mark J; Peterson, Maya

    2016-05-01

    Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree. PMID:27227721

  14. Natural selection and the maximization of fitness.

    Science.gov (United States)

    Birch, Jonathan

    2016-08-01

    The notion that natural selection is a process of fitness maximization gets a bad press in population genetics, yet in other areas of biology the view that organisms behave as if attempting to maximize their fitness remains widespread. Here I critically appraise the prospects for reconciliation. I first distinguish four varieties of fitness maximization. I then examine two recent developments that may appear to vindicate at least one of these varieties. The first is the 'new' interpretation of Fisher's fundamental theorem of natural selection, on which the theorem is exactly true for any evolving population that satisfies some minimal assumptions. The second is the Formal Darwinism project, which forges links between gene frequency change and optimal strategy choice. In both cases, I argue that the results fail to establish a biologically significant maximization principle. I conclude that it may be a mistake to look for universal maximization principles justified by theory alone. A more promising approach may be to find maximization principles that apply conditionally and to show that the conditions were satisfied in the evolution of particular traits. PMID:25899152

  15. Shareholder, stakeholder-owner or broad stakeholder maximization

    OpenAIRE

    Mygind, Niels

    2004-01-01

    With reference to the discussion about shareholder versus stakeholder maximization it is argued that the normal type of maximization is in fact stakeholder-owner maxi-mization. This means maximization of the sum of the value of the shares and stake-holder benefits belonging to the dominating stakeholder-owner. Maximization of shareholder value is a special case of owner-maximization, and only under quite re-strictive assumptions shareholder maximization is larger or equal to stakeholder-owner...

  16. An introduction to Gaussian Bayesian networks.

    Science.gov (United States)

    Grzegorczyk, Marco

    2010-01-01

    The extraction of regulatory networks and pathways from postgenomic data is important for drug -discovery and development, as the extracted pathways reveal how genes or proteins regulate each other. Following up on the seminal paper of Friedman et al. (J Comput Biol 7:601-620, 2000), Bayesian networks have been widely applied as a popular tool to this end in systems biology research. Their popularity stems from the tractability of the marginal likelihood of the network structure, which is a consistent scoring scheme in the Bayesian context. This score is based on an integration over the entire parameter space, for which highly expensive computational procedures have to be applied when using more complex -models based on differential equations; for example, see (Bioinformatics 24:833-839, 2008). This chapter gives an introduction to reverse engineering regulatory networks and pathways with Gaussian Bayesian networks, that is Bayesian networks with the probabilistic BGe scoring metric [see (Geiger and Heckerman 235-243, 1995)]. In the BGe model, the data are assumed to stem from a Gaussian distribution and a normal-Wishart prior is assigned to the unknown parameters. Gaussian Bayesian network methodology for analysing static observational, static interventional as well as dynamic (observational) time series data will be described in detail in this chapter. Finally, we apply these Bayesian network inference methods (1) to observational and interventional flow cytometry (protein) data from the well-known RAF pathway to evaluate the global network reconstruction accuracy of Bayesian network inference and (2) to dynamic gene expression time series data of nine circadian genes in Arabidopsis thaliana to reverse engineer the unknown regulatory network topology for this domain. PMID:20824469

  17. Loss Modification Incentives for Insurers Under Expected Utility and Loss Aversion

    OpenAIRE

    Soetevent, Adriaan; Zhou, L.

    2014-01-01

    Forthcoming in 'De Economist'. Given the possibility to modify the probability of a loss, will a profit-maximizing insurer engage in loss prevention or is it in his interest to increase the loss probability? This paper investigates this question. First, we calculate the expected profit maximizing loss probability within an expected utility framework. We then use Köszegi and Rabin's (2006, 2007) loss aversion model to answer the same question for the case where consumers have reference-depende...

  18. Bayesian 3D velocity field reconstruction with VIRBIUS

    Science.gov (United States)

    Lavaux, Guilhem

    2016-03-01

    I describe a new Bayesian-based algorithm to infer the full three dimensional velocity field from observed distances and spectroscopic galaxy catalogues. In addition to the velocity field itself, the algorithm reconstructs true distances, some cosmological parameters and specific non-linearities in the velocity field. The algorithm takes care of selection effects, miscalibration issues and can be easily extended to handle direct fitting of e.g. the inverse Tully-Fisher relation. I first describe the algorithm in details alongside its performances. This algorithm is implemented in the VIRBIUS (VelocIty Reconstruction using Bayesian Inference Software) software package. I then test it on different mock distance catalogues with a varying complexity of observational issues. The model proved to give robust measurement of velocities for mock catalogues of 3000 galaxies. I expect the core of the algorithm to scale to tens of thousands galaxies. It holds the promises of giving a better handle on future large and deep distance surveys for which individual errors on distance would impede velocity field inference.

  19. Bayesian inference for generalized linear models for spiking neurons

    Directory of Open Access Journals (Sweden)

    Sebastian Gerwinn

    2010-05-01

    Full Text Available Generalized Linear Models (GLMs are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate.

  20. A Bayesian Rule for Adaptive Control based on Causal Interventions

    CERN Document Server

    Ortega, Pedro A

    2009-01-01

    Explaining adaptive behavior is a central problem in artificial intelligence research. Here we formalize adaptive agents as mixture distributions over sequences of inputs and outputs (I/O). Each distribution of the mixture constitutes a 'possible world', but the agent does not know which of the possible worlds it is actually facing. The problem is to adapt the I/O stream in a way that is compatible with the true world. A natural measure of adaptation can be obtained by the Kullback-Leibler (KL) divergence between the I/O distribution of the true world and the I/O distribution expected by the agent that is uncertain about possible worlds. In the case of pure input streams, the Bayesian mixture provides a well-known solution for this problem. We show, however, that in the case of I/O streams this solution breaks down, because outputs are issued by the agent itself and require a different probabilistic syntax as provided by intervention calculus. Based on this calculus, we obtain a Bayesian control rule that all...

  1. Bayesian 3d velocity field reconstruction with VIRBIuS

    CERN Document Server

    Lavaux, G

    2015-01-01

    I describe a new Bayesian based algorithm to infer the full three dimensional velocity field from observed distances and spectroscopic galaxy catalogues. In addition to the velocity field itself, the algorithm reconstructs true distances, some cosmological parameters and specific non-linearities in the velocity field. The algorithm takes care of selection effects, miscalibration issues and can be easily extended to handle direct fitting of, e.g., the inverse Tully-Fisher relation. I first describe the algorithm in details alongside its performances. This algorithm is implemented in the VIRBIuS (VelocIty Reconstruction using Bayesian Inference Software) software package. I then test it on different mock distance catalogues with a varying complexity of observational issues. The model proved to give robust measurement of velocities for mock catalogues of 3,000 galaxies. I expect the core of the algorithm to scale to tens of thousands galaxies. It holds the promises of giving a better handle on future large and d...

  2. Bayesian tomographic reconstruction of microsystems

    Science.gov (United States)

    Salem, Sofia Fekih; Vabre, Alexandre; Mohammad-Djafari, Ali

    2007-11-01

    The microtomography by X ray transmission plays an increasingly dominating role in the study and the understanding of microsystems. Within this framework, an experimental setup of high resolution X ray microtomography was developed at CEA-List to quantify the physical parameters related to the fluids flow in microsystems. Several difficulties rise from the nature of experimental data collected on this setup: enhanced error measurements due to various physical phenomena occurring during the image formation (diffusion, beam hardening), and specificities of the setup (limited angle, partial view of the object, weak contrast). To reconstruct the object we must solve an inverse problem. This inverse problem is known to be ill-posed. It therefore needs to be regularized by introducing prior information. The main prior information we account for is that the object is composed of a finite known number of different materials distributed in compact regions. This a priori information is introduced via a Gauss-Markov field for the contrast distributions with a hidden Potts-Markov field for the class materials in the Bayesian estimation framework. The computations are done by using an appropriate Markov Chain Monte Carlo (MCMC) technique. In this paper, we present first the basic steps of the proposed algorithms. Then we focus on one of the main steps in any iterative reconstruction method which is the computation of forward and adjoint operators (projection and backprojection). A fast implementation of these two operators is crucial for the real application of the method. We give some details on the fast computation of these steps and show some preliminary results of simulations.

  3. Efficient genomic prediction based on whole-genome sequence data using split-and-merge Bayesian variable selection

    NARCIS (Netherlands)

    Calus, Mario P.L.; Bouwman, Aniek C.; Schrooten, Chris; Veerkamp, Roel F.

    2016-01-01

    Background: Use of whole-genome sequence data is expected to increase persistency of genomic prediction across generations and breeds but affects model performance and requires increased computing time. In this study, we investigated whether the split-and-merge Bayesian stochastic search variable

  4. Computationally efficient Bayesian inference for inverse problems.

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-10-01

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

  5. Dimensionality reduction in Bayesian estimation algorithms

    Directory of Open Access Journals (Sweden)

    G. W. Petty

    2013-03-01

    Full Text Available An idealized synthetic database loosely resembling 3-channel passive microwave observations of precipitation against a variable background is employed to examine the performance of a conventional Bayesian retrieval algorithm. For this dataset, algorithm performance is found to be poor owing to an irreconcilable conflict between the need to find matches in the dependent database versus the need to exclude inappropriate matches. It is argued that the likelihood of such conflicts increases sharply with the dimensionality of the observation space of real satellite sensors, which may utilize 9 to 13 channels to retrieve precipitation, for example. An objective method is described for distilling the relevant information content from N real channels into a much smaller number (M of pseudochannels while also regularizing the background (geophysical plus instrument noise component. The pseudochannels are linear combinations of the original N channels obtained via a two-stage principal component analysis of the dependent dataset. Bayesian retrievals based on a single pseudochannel applied to the independent dataset yield striking improvements in overall performance. The differences between the conventional Bayesian retrieval and reduced-dimensional Bayesian retrieval suggest that a major potential problem with conventional multichannel retrievals – whether Bayesian or not – lies in the common but often inappropriate assumption of diagonal error covariance. The dimensional reduction technique described herein avoids this problem by, in effect, recasting the retrieval problem in a coordinate system in which the desired covariance is lower-dimensional, diagonal, and unit magnitude.

  6. Bayesian inference and decision theory - A framework for decision making in natural resource management

    Science.gov (United States)

    Dorazio, R.M.; Johnson, F.A.

    2003-01-01

    Bayesian inference and decision theory may be used in the solution of relatively complex problems of natural resource management, owing to recent advances in statistical theory and computing. In particular, Markov chain Monte Carlo algorithms provide a computational framework for fitting models of adequate complexity and for evaluating the expected consequences of alternative management actions. We illustrate these features using an example based on management of waterfowl habitat.

  7. Implementation of upper limit calculation for a Poisson variable by Bayesian approach

    Institute of Scientific and Technical Information of China (English)

    ZHU Yong-Sheng

    2008-01-01

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

  8. Patient (customer) expectations in hospitals.

    Science.gov (United States)

    Bostan, Sedat; Acuner, Taner; Yilmaz, Gökhan

    2007-06-01

    The expectations of patient are one of the determining factors of healthcare service. The purpose of this study is to measure the Patients' Expectations, based on Patient's Rights. This study was done with Likert-Survey in Trabzon population. The analyses showed that the level of the expectations of the patient was high on the factor of receiving information and at an acceptable level on the other factors. Statistical meaningfulness was determined between age, sex, education, health insurance, and the income of the family and the expectations of the patients (p<0.05). According to this study, the current legal regulations have higher standards than the expectations of the patients. The reason that the satisfaction of the patients high level is interpreted due to the fact that the level of the expectation is low. It is suggested that the educational and public awareness studies on the patients' rights must be done in order to increase the expectations of the patients. PMID:17028043

  9. A NON-PARAMETER BAYESIAN CLASSIFIER FOR FACE RECOGNITION

    Institute of Scientific and Technical Information of China (English)

    Liu Qingshan; Lu Hanqing; Ma Songde

    2003-01-01

    A non-parameter Bayesian classifier based on Kernel Density Estimation (KDE)is presented for face recognition, which can be regarded as a weighted Nearest Neighbor (NN)classifier in formation. The class conditional density is estimated by KDE and the bandwidthof the kernel function is estimated by Expectation Maximum (EM) algorithm. Two subspaceanalysis methods-linear Principal Component Analysis (PCA) and Kernel-based PCA (KPCA)are respectively used to extract features, and the proposed method is compared with ProbabilisticReasoning Models (PRM), Nearest Center (NC) and NN classifiers which are widely used in facerecognition systems. The experiments are performed on two benchmarks and the experimentalresults show that the KDE outperforms PRM, NC and NN classifiers.

  10. Web multimedia information retrieval using improved Bayesian algorithm

    Institute of Scientific and Technical Information of China (English)

    余轶军; 陈纯; 余轶民; 林怀忠

    2003-01-01

    The main thrust of this paper is application of a novel data mining approach on the log of user's feedback to improve web multimedia information retrieval performance. A user space model was constructed based on data mining, and then integrated into the original information space model to improve the accuracy of the new information space model. It can remove clutter and irrelevant text information and help to eliminate mismatch between the page author's expression and the user's understanding and expectation. User space model was also utilized to discover the relationship between high-level and low-level features for assigning weight. The authors proposed improved Bayesian algorithm for data mining. Experiment proved that the authors' proposed algorithm was efficient.

  11. Bayesian reliability demonstration for failure-free periods

    Energy Technology Data Exchange (ETDEWEB)

    Coolen, F.P.A. [Department of Mathematical Sciences, Science Laboratories, University of Durham, South Road, Durham, DH1 3LE (United Kingdom)]. E-mail: frank.coolen@durham.ac.uk; Coolen-Schrijner, P. [Department of Mathematical Sciences, Science Laboratories, University of Durham, South Road, Durham, DH1 3LE (United Kingdom); Rahrouh, M. [Department of Mathematical Sciences, Science Laboratories, University of Durham, South Road, Durham, DH1 3LE (United Kingdom)

    2005-04-01

    We study sample sizes for testing as required for Bayesian reliability demonstration in terms of failure-free periods after testing, under the assumption that tests lead to zero failures. For the process after testing, we consider both deterministic and random numbers of tasks, including tasks arriving as Poisson processes. It turns out that the deterministic case is worst in the sense that it requires most tasks to be tested. We consider such reliability demonstration for a single type of task, as well as for multiple types of tasks to be performed by one system. We also consider the situation, where tests of different types of tasks may have different costs, aiming at minimal expected total costs, assuming that failure in the process would be catastrophic, in the sense that the process would be discontinued. Generally, these inferences are very sensitive to the choice of prior distribution, so one must be very careful with interpretation of non-informativeness of priors.

  12. Bayesian redshift-space distortions correction from galaxy redshift surveys

    CERN Document Server

    Kitaura, Francisco-Shu; Angulo, Raul E; Chuang, Chia-Hsun; Rodriguez-Torres, Sergio; Monteagudo, Carlos Hernandez; Prada, Francisco; Yepes, Gustavo

    2015-01-01

    We present a Bayesian reconstruction method which maps a galaxy distribution from redshift-space to real-space inferring the distances of the individual galaxies. The method is based on sampling density fields assuming a lognormal prior with a likelihood given by the negative binomial distribution function modelling stochastic bias. We assume a deterministic bias given by a power law relating the dark matter density field to the expected halo or galaxy field. Coherent redshift-space distortions are corrected in a Gibbs-sampling procedure by moving the galaxies from redshift-space to real-space according to the peculiar motions derived from the recovered density field using linear theory with the option to include tidal field corrections from second order Lagrangian perturbation theory. The virialised distortions are corrected by sampling candidate real-space positions (being in the neighbourhood of the observations along the line of sight), which are compatible with the bulk flow corrected redshift-space posi...

  13. Web multimedia information retrieval using improved Bayesian algorithm

    Institute of Scientific and Technical Information of China (English)

    余铁军; 陈纯; 余铁民; 林怀忠

    2003-01-01

    The main thrust of this paper is application of a novel data mining approach on the log of user' s feedback to improve web multimedia information retrieval performance. A user space model was constructed based on data mining, and then integrated into the original information space model to improve the accuracy of the new information space model. It can remove clutter and irrelevant text information and help to eliminate mismatch between the page author' s expression and the user' s understanding and expectation. User spacemodel was also utilized to discover the relationship between high-level and low-level features for assigning weight. The authors proposed improved Bayesian algorithm for data mining. Experiment proved that the au-thors' proposed algorithm was efficient.

  14. Bayesian Inference of Natural Rankings in Incomplete Competition Networks

    CERN Document Server

    Park, Juyong

    2013-01-01

    Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking among the constituent parts from the strongest to the weakest -- essential in determining reward or penalty -- is almost always an ambiguous task due to the incomplete nature of competition networks. Here we introduce ``Natural Ranking," a desirably unambiguous ranking method applicable to a complete (full) competition network, and formulate an analytical model based on the Bayesian formula inferring the expected mean and error of the natural ranking of nodes from an incomplete network. We investigate its potential and uses in solving issues in ranking by applying to a real-world competition network of economic and social importance.

  15. Bayesian inference on the sphere beyond statistical isotropy

    CERN Document Server

    Das, Santanu; Souradeep, Tarun

    2015-01-01

    We present a general method for Bayesian inference of the underlying covariance structure of random fields on a sphere. We employ the Bipolar Spherical Harmonic (BipoSH) representation of general covariance structure on the sphere. We illustrate the efficacy of the method as a principled approach to assess violation of statistical isotropy (SI) in the sky maps of Cosmic Microwave Background (CMB) fluctuations. SI violation in observed CMB maps arise due to known physical effects such as Doppler boost and weak lensing; yet unknown theoretical possibilities like cosmic topology and subtle violations of the cosmological principle, as well as, expected observational artefacts of scanning the sky with a non-circular beam, masking, foreground residuals, anisotropic noise, etc. We explicitly demonstrate the recovery of the input SI violation signals with their full statistics in simulated CMB maps. Our formalism easily adapts to exploring parametric physical models with non-SI covariance, as we illustrate for the in...

  16. Quantum theory allows for absolute maximal contextuality

    Science.gov (United States)

    Amaral, Barbara; Cunha, Marcelo Terra; Cabello, Adán

    2015-12-01

    Contextuality is a fundamental feature of quantum theory and a necessary resource for quantum computation and communication. It is therefore important to investigate how large contextuality can be in quantum theory. Linear contextuality witnesses can be expressed as a sum S of n probabilities, and the independence number α and the Tsirelson-like number ϑ of the corresponding exclusivity graph are, respectively, the maximum of S for noncontextual theories and for the theory under consideration. A theory allows for absolute maximal contextuality if it has scenarios in which ϑ /α approaches n . Here we show that quantum theory allows for absolute maximal contextuality despite what is suggested by the examination of the quantum violations of Bell and noncontextuality inequalities considered in the past. Our proof is not constructive and does not single out explicit scenarios. Nevertheless, we identify scenarios in which quantum theory allows for almost-absolute-maximal contextuality.

  17. Robustness maximization of parallel multichannel systems

    CERN Document Server

    Baudais, Jean-Yves; Hélard, Jean-Fran\\ccois

    2010-01-01

    Bit error rate (BER) minimization and SNR-gap maximization, two robustness optimization problems, are solved, under average power and bit-rate constraints, according to the waterfilling policy. Under peak-power constraint the solutions differ and this paper gives bit-loading solutions of both robustness optimization problems over independent parallel channels. The study is based on analytical approach with generalized Lagrangian relaxation tool and on greedy-type algorithm approach. Tight BER expressions are used for square and rectangular quadrature amplitude modulations. Integer bit solution of analytical continuous bit-rates is performed with a new generalized secant method. The asymptotic convergence of both robustness optimizations is proved for both analytical and algorithmic approaches. We also prove that, in conventional margin maximization problem, the equivalence between SNR-gap maximization and power minimization does not hold with peak-power limitation. Based on a defined dissimilarity measure, bi...

  18. Maximal Intersection Queries in Randomized Input Models

    CERN Document Server

    Hoffmann, Benjamin; Lifshits, Yury; Nowotka, Dirk; 10.1007/s00224-008-9154-6

    2010-01-01

    Consider a family of sets and a single set, called the query set. How can one quickly find a member of the family which has a maximal intersection with the query set? Time constraints on the query and on a possible preprocessing of the set family make this problem challenging. Such maximal intersection queries arise in a wide range of applications, including web search, recommendation systems, and distributing on-line advertisements. In general, maximal intersection queries are computationally expensive. We investigate two well-motivated distributions over all families of sets and propose an algorithm for each of them. We show that with very high probability an almost optimal solution is found in time which is logarithmic in the size of the family. Moreover, we point out a threshold phenomenon on the probabilities of intersecting sets in each of our two input models which leads to the efficient algorithms mentioned above.

  19. The maximal process of nonlinear shot noise

    Science.gov (United States)

    Eliazar, Iddo; Klafter, Joseph

    2009-05-01

    In the nonlinear shot noise system-model shots’ statistics are governed by general Poisson processes, and shots’ decay-dynamics are governed by general nonlinear differential equations. In this research we consider a nonlinear shot noise system and explore the process tracking, along time, the system’s maximal shot magnitude. This ‘maximal process’ is a stationary Markov process following a decay-surge evolution; it is highly robust, and it is capable of displaying both a wide spectrum of statistical behaviors and a rich variety of random decay-surge sample-path trajectories. A comprehensive analysis of the maximal process is conducted, including its Markovian structure, its decay-surge structure, and its correlation structure. All results are obtained analytically and in closed-form.

  20. Polyploidy Induction of Pteroceltis tatarinowii Maxim

    Institute of Scientific and Technical Information of China (English)

    Lin ZHANG; Feng WANG; Zhongkui SUN; Cuicui ZHU; Rongwei CHEN

    2015-01-01

    3%Objective] This study was conducted to obtain tetraploid Pteroceltis tatari-nowi Maxim. with excel ent ornamental traits. [Method] The stem apex growing points of Pteroceltis tatarinowi Maxim. were treated with different concentrations of colchicine solution for different hours to figure out a proper method and obtain poly-ploids. [Result] The most effective induction was obtained by treatment with 0.6%-0.8% colchicine for 72 h with 34.2% mutation rate. Flow cytometry and chromosome observation of the stem apex growing point of P. tatarinowi Maxim. proved that the tetraploid plants were successful y obtained with chromosome number 2n=4x=36. [Conclusion] The result not only fil s the blank of polyploid breeding of P. tatarinowi , but also provides an effective way to broaden the methods of cultivation of fast-growing, high-quality, disease-resilience, new varieties of Pteroceltis.