Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

Science.gov (United States)

Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl

2018-06-01

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.

Intensity-based bayesian framework for image reconstruction from sparse projection data

International Nuclear Information System (INIS)

Rashed, E.A.; Kudo, Hiroyuki

2009-01-01

This paper presents a Bayesian framework for iterative image reconstruction from projection data measured over a limited number of views. The classical Nyquist sampling rule yields the minimum number of projection views required for accurate reconstruction. However, challenges exist in many medical and industrial imaging applications in which the projection data is undersampled. Classical analytical reconstruction methods such as filtered backprojection (FBP) are not a good choice for use in such cases because the data undersampling in the angular range introduces aliasing and streak artifacts that degrade lesion detectability. In this paper, we propose a Bayesian framework for maximum likelihood-expectation maximization (ML-EM)-based iterative reconstruction methods that incorporates a priori knowledge obtained from expected intensity information. The proposed framework is based on the fact that, in tomographic imaging, it is often possible to expect a set of intensity values of the reconstructed object with relatively high accuracy. The image reconstruction cost function is modified to include the l 1 norm distance to the a priori known information. The proposed method has the potential to regularize the solution to reduce artifacts without missing lesions that cannot be expected from the a priori information. Numerical studies showed a significant improvement in image quality and lesion detectability under the condition of highly undersampled projection data. (author)

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 ...

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.

Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.

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Mollica, Cristina; Tardella, Luca

2017-06-01

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

Weighted expectation maximization reconstruction algorithms with application to gated megavoltage tomography

International Nuclear Information System (INIS)

Zhang Jin; Shi Daxin; Anastasio, Mark A; Sillanpaa, Jussi; Chang Jenghwa

2005-01-01

We propose and investigate weighted expectation maximization (EM) algorithms for image reconstruction in x-ray tomography. The development of the algorithms is motivated by the respiratory-gated megavoltage tomography problem, in which the acquired asymmetric cone-beam projections are limited in number and unevenly sampled over view angle. In these cases, images reconstructed by use of the conventional EM algorithm can contain ring- and streak-like artefacts that are attributable to a combination of data inconsistencies and truncation of the projection data. By use of computer-simulated and clinical gated fan-beam megavoltage projection data, we demonstrate that the proposed weighted EM algorithms effectively mitigate such image artefacts. (note)

An Expectation-Maximization Method for Calibrating Synchronous Machine Models

Energy Technology Data Exchange (ETDEWEB)

Meng, Da; Zhou, Ning; Lu, Shuai; Lin, Guang

2013-07-21

The accuracy of a power system dynamic model is essential to its secure and efficient operation. Lower confidence in model accuracy usually leads to conservative operation and lowers asset usage. To improve model accuracy, this paper proposes an expectation-maximization (EM) method to calibrate the synchronous machine model using phasor measurement unit (PMU) data. First, an extended Kalman filter (EKF) is applied to estimate the dynamic states using measurement data. Then, the parameters are calculated based on the estimated states using maximum likelihood estimation (MLE) method. The EM method iterates over the preceding two steps to improve estimation accuracy. The proposed EM method’s performance is evaluated using a single-machine infinite bus system and compared with a method where both state and parameters are estimated using an EKF method. Sensitivity studies of the parameter calibration using EM method are also presented to show the robustness of the proposed method for different levels of measurement noise and initial parameter uncertainty.

Sparse Bayesian Learning for DOA Estimation with Mutual Coupling

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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.

Clustering performance comparison using K-means and expectation maximization algorithms.

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Jung, Yong Gyu; Kang, Min Soo; Heo, Jun

2014-11-14

Clustering is an important means of data mining based on separating data categories by similar features. Unlike the classification algorithm, clustering belongs to the unsupervised type of algorithms. Two representatives of the clustering algorithms are the K -means and the expectation maximization (EM) algorithm. Linear regression analysis was extended to the category-type dependent variable, while logistic regression was achieved using a linear combination of independent variables. To predict the possibility of occurrence of an event, a statistical approach is used. However, the classification of all data by means of logistic regression analysis cannot guarantee the accuracy of the results. In this paper, the logistic regression analysis is applied to EM clusters and the K -means clustering method for quality assessment of red wine, and a method is proposed for ensuring the accuracy of the classification results.

A Primer on Bayesian Decision Analysis With an Application to a Kidney Transplant Decision.

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Neapolitan, Richard; Jiang, Xia; Ladner, Daniela P; Kaplan, Bruce

2016-03-01

A clinical decision support system (CDSS) is a computer program, which is designed to assist health care professionals with decision making tasks. A well-developed CDSS weighs the benefits of therapy versus the cost in terms of loss of quality of life and financial loss and recommends the decision that can be expected to provide maximum overall benefit. This article provides an introduction to developing CDSSs using Bayesian networks, such CDSS can help with the often complex decisions involving transplants. First, we review Bayes theorem in the context of medical decision making. Then, we introduce Bayesian networks, which can model probabilistic relationships among many related variables and are based on Bayes theorem. Next, we discuss influence diagrams, which are Bayesian networks augmented with decision and value nodes and which can be used to develop CDSSs that are able to recommend decisions that maximize the expected utility of the predicted outcomes to the patient. By way of comparison, we examine the benefit and challenges of using the Kidney Donor Risk Index as the sole decision tool. Finally, we develop a schema for an influence diagram that models generalized kidney transplant decisions and show how the influence diagram approach can provide the clinician and the potential transplant recipient with a valuable decision support tool.

Data Assimilation in Air Contaminant Dispersion Using a Particle Filter and Expectation-Maximization Algorithm

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Rongxiao Wang

2017-09-01

Full Text Available The accurate prediction of air contaminant dispersion is essential to air quality monitoring and the emergency management of contaminant gas leakage incidents in chemical industry parks. Conventional atmospheric dispersion models can seldom give accurate predictions due to inaccurate input parameters. In order to improve the prediction accuracy of dispersion models, two data assimilation methods (i.e., the typical particle filter & the combination of a particle filter and expectation-maximization algorithm are proposed to assimilate the virtual Unmanned Aerial Vehicle (UAV observations with measurement error into the atmospheric dispersion model. Two emission cases with different dimensions of state parameters are considered. To test the performances of the proposed methods, two numerical experiments corresponding to the two emission cases are designed and implemented. The results show that the particle filter can effectively estimate the model parameters and improve the accuracy of model predictions when the dimension of state parameters is relatively low. In contrast, when the dimension of state parameters becomes higher, the method of particle filter combining the expectation-maximization algorithm performs better in terms of the parameter estimation accuracy. Therefore, the proposed data assimilation methods are able to effectively support air quality monitoring and emergency management in chemical industry parks.

Bayesian natural language semantics and pragmatics

CERN Document Server

Zeevat, Henk

2015-01-01

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

A Note of Caution on Maximizing Entropy

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Richard E. Neapolitan

2014-07-01

Full Text Available The Principle of Maximum Entropy is often used to update probabilities due to evidence instead of performing Bayesian updating using Bayes’ Theorem, and its use often has efficacious results. However, in some circumstances the results seem unacceptable and unintuitive. This paper discusses some of these cases, and discusses how to identify some of the situations in which this principle should not be used. The paper starts by reviewing three approaches to probability, namely the classical approach, the limiting frequency approach, and the Bayesian approach. It then introduces maximum entropy and shows its relationship to the three approaches. Next, through examples, it shows that maximizing entropy sometimes can stand in direct opposition to Bayesian updating based on reasonable prior beliefs. The paper concludes that if we take the Bayesian approach that probability is about reasonable belief based on all available information, then we can resolve the conflict between the maximum entropy approach and the Bayesian approach that is demonstrated in the examples.

A flexible Bayesian assessment for the expected impact of data on prediction confidence for optimal sampling designs

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Leube, Philipp; Geiges, Andreas; Nowak, Wolfgang

2010-05-01

Incorporating hydrogeological data, such as head and tracer data, into stochastic models of subsurface flow and transport helps to reduce prediction uncertainty. Considering limited financial resources available for the data acquisition campaign, information needs towards the prediction goal should be satisfied in a efficient and task-specific manner. For finding the best one among a set of design candidates, an objective function is commonly evaluated, which measures the expected impact of data on prediction confidence, prior to their collection. An appropriate approach to this task should be stochastically rigorous, master non-linear dependencies between data, parameters and model predictions, and allow for a wide variety of different data types. Existing methods fail to fulfill all these requirements simultaneously. For this reason, we introduce a new method, denoted as CLUE (Cross-bred Likelihood Uncertainty Estimator), that derives the essential distributions and measures of data utility within a generalized, flexible and accurate framework. The method makes use of Bayesian GLUE (Generalized Likelihood Uncertainty Estimator) and extends it to an optimal design method by marginalizing over the yet unknown data values. Operating in a purely Bayesian Monte-Carlo framework, CLUE is a strictly formal information processing scheme free of linearizations. It provides full flexibility associated with the type of measurements (linear, non-linear, direct, indirect) and accounts for almost arbitrary sources of uncertainty (e.g. heterogeneity, geostatistical assumptions, boundary conditions, model concepts) via stochastic simulation and Bayesian model averaging. This helps to minimize the strength and impact of possible subjective prior assumptions, that would be hard to defend prior to data collection. Our study focuses on evaluating two different uncertainty measures: (i) expected conditional variance and (ii) expected relative entropy of a given prediction goal. The

Robust Bayesian Experimental Design for Conceptual Model Discrimination

Science.gov (United States)

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

2015-12-01

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

Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration

Science.gov (United States)

Wynne, Kevin B.; Knuth, Kevin H.; Petruccelli, Jonathan

2017-12-01

As the use of Digital Micro Mirror Devices (DMDs) becomes more prevalent in optics research, the ability to precisely locate the Fourier "footprint" of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam's characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.

Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration

Directory of Open Access Journals (Sweden)

Kevin B. Wynne

2017-12-01

Full Text Available As the use of Digital Micro Mirror Devices (DMDs becomes more prevalent in optics research, the ability to precisely locate the Fourier “footprint” of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam’s characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.

Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

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Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

2013-12-12

The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.

Bayesian estimation of regularization and atlas building in diffeomorphic image registration.

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Zhang, Miaomiao; Singh, Nikhil; Fletcher, P Thomas

2013-01-01

This paper presents a generative Bayesian model for diffeomorphic image registration and atlas building. We develop an atlas estimation procedure that simultaneously estimates the parameters controlling the smoothness of the diffeomorphic transformations. To achieve this, we introduce a Monte Carlo Expectation Maximization algorithm, where the expectation step is approximated via Hamiltonian Monte Carlo sampling on the manifold of diffeomorphisms. An added benefit of this stochastic approach is that it can successfully solve difficult registration problems involving large deformations, where direct geodesic optimization fails. Using synthetic data generated from the forward model with known parameters, we demonstrate the ability of our model to successfully recover the atlas and regularization parameters. We also demonstrate the effectiveness of the proposed method in the atlas estimation problem for 3D brain images.

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

International Nuclear Information System (INIS)

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

2016-01-01

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. - Highlights: • This paper proposed WL-MLEM algorithm for PET and demonstrated its performance. • WL-MLEM algorithm effectively combined wobbling and line spread function based MLEM. • WL-MLEM provided improvements in the spatial resolution and the PET image quality. • WL-MLEM can be easily extended to the other iterative

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

International Nuclear Information System (INIS)

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

2016-01-01

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

A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

International Nuclear Information System (INIS)

Barat, Eric; Dautremer, Thomas

2007-01-01

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 R k (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

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

International Nuclear Information System (INIS)

Taghipour, Sharareh; Banjevic, Dragan

2011-01-01

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.

a Threshold-Free Filtering Algorithm for Airborne LIDAR Point Clouds Based on Expectation-Maximization

Science.gov (United States)

Hui, Z.; Cheng, P.; Ziggah, Y. Y.; Nie, Y.

2018-04-01

Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting or thresholds adjusting, which will be time-consuming and reduce the degree of automation of the algorithm. To overcome this problem, this paper proposed a threshold-free filtering algorithm based on expectation-maximization. The proposed algorithm is developed based on an assumption that point clouds are seen as a mixture of Gaussian models. The separation of ground points and non-ground points from point clouds can be replaced as a separation of a mixed Gaussian model. Expectation-maximization (EM) is applied for realizing the separation. EM is used to calculate maximum likelihood estimates of the mixture parameters. Using the estimated parameters, the likelihoods of each point belonging to ground or object can be computed. After several iterations, point clouds can be labelled as the component with a larger likelihood. Furthermore, intensity information was also utilized to optimize the filtering results acquired using the EM method. The proposed algorithm was tested using two different datasets used in practice. Experimental results showed that the proposed method can filter non-ground points effectively. To quantitatively evaluate the proposed method, this paper adopted the dataset provided by the ISPRS for the test. The proposed algorithm can obtain a 4.48 % total error which is much lower than most of the eight classical filtering algorithms reported by the ISPRS.

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.

Inverse Problems in a Bayesian Setting

KAUST Repository

Matthies, Hermann G.; Zander, Elmar; Rosić, Bojana V.; Litvinenko, Alexander; Pajonk, Oliver

2016-01-01

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.

Coding for Parallel Links to Maximize the Expected Value of Decodable Messages

Science.gov (United States)

Klimesh, Matthew A.; Chang, Christopher S.

2011-01-01

When multiple parallel communication links are available, it is useful to consider link-utilization strategies that provide tradeoffs between reliability and throughput. Interesting cases arise when there are three or more available links. Under the model considered, the links have known probabilities of being in working order, and each link has a known capacity. The sender has a number of messages to send to the receiver. Each message has a size and a value (i.e., a worth or priority). Messages may be divided into pieces arbitrarily, and the value of each piece is proportional to its size. The goal is to choose combinations of messages to send on the links so that the expected value of the messages decodable by the receiver is maximized. There are three parts to the innovation: (1) Applying coding to parallel links under the model; (2) Linear programming formulation for finding the optimal combinations of messages to send on the links; and (3) Algorithms for assisting in finding feasible combinations of messages, as support for the linear programming formulation. There are similarities between this innovation and methods developed in the field of network coding. However, network coding has generally been concerned with either maximizing throughput in a fixed network, or robust communication of a fixed volume of data. In contrast, under this model, the throughput is expected to vary depending on the state of the network. Examples of error-correcting codes that are useful under this model but which are not needed under previous models have been found. This model can represent either a one-shot communication attempt, or a stream of communications. Under the one-shot model, message sizes and link capacities are quantities of information (e.g., measured in bits), while under the communications stream model, message sizes and link capacities are information rates (e.g., measured in bits/second). This work has the potential to increase the value of data returned from

Time Series Modeling of Nano-Gold Immunochromatographic Assay via Expectation Maximization Algorithm.

Science.gov (United States)

Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Cao, Jie; Liu, Xiaohui

2013-12-01

In this paper, the expectation maximization (EM) algorithm is applied to the modeling of the nano-gold immunochromatographic assay (nano-GICA) via available time series of the measured signal intensities of the test and control lines. The model for the nano-GICA is developed as the stochastic dynamic model that consists of a first-order autoregressive stochastic dynamic process and a noisy measurement. By using the EM algorithm, the model parameters, the actual signal intensities of the test and control lines, as well as the noise intensity can be identified simultaneously. Three different time series data sets concerning the target concentrations are employed to demonstrate the effectiveness of the introduced algorithm. Several indices are also proposed to evaluate the inferred models. It is shown that the model fits the data very well.

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

Science.gov (United States)

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

2010-04-01

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

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

International Nuclear Information System (INIS)

Endrizzi, M.; Delogu, P.; Oliva, P.

2014-01-01

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

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. © 2012 Wiley Periodicals, Inc.

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

International Nuclear Information System (INIS)

Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J.

2013-01-01

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).

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

Energy Technology Data Exchange (ETDEWEB)

Fujimoto, Kazufumi, E-mail: m_fuji@kvj.biglobe.ne.jp [Bank of Tokyo-Mitsubishi UFJ, Ltd., Corporate Risk Management Division (Japan); Nagai, Hideo, E-mail: nagai@sigmath.es.osaka-u.ac.jp [Osaka University, Division of Mathematical Science for Social Systems, Graduate School of Engineering Science (Japan); Runggaldier, Wolfgang J., E-mail: runggal@math.unipd.it [Universita di Padova, Dipartimento di Matematica Pura ed Applicata (Italy)

2013-02-15

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).

Entropy, Information Theory, Information Geometry and Bayesian Inference in Data, Signal and Image Processing and Inverse Problems

Directory of Open Access Journals (Sweden)

Ali Mohammad-Djafari

2015-06-01

Full Text Available The main content of this review article is first to review the main inference tools using Bayes rule, the maximum entropy principle (MEP, information theory, relative entropy and the Kullback–Leibler (KL divergence, Fisher information and its corresponding geometries. For each of these tools, the precise context of their use is described. The second part of the paper is focused on the ways these tools have been used in data, signal and image processing and in the inverse problems, which arise in different physical sciences and engineering applications. A few examples of the applications are described: entropy in independent components analysis (ICA and in blind source separation, Fisher information in data model selection, different maximum entropy-based methods in time series spectral estimation and in linear inverse problems and, finally, the Bayesian inference for general inverse problems. Some original materials concerning the approximate Bayesian computation (ABC and, in particular, the variational Bayesian approximation (VBA methods are also presented. VBA is used for proposing an alternative Bayesian computational tool to the classical Markov chain Monte Carlo (MCMC methods. We will also see that VBA englobes joint maximum a posteriori (MAP, as well as the different expectation-maximization (EM algorithms as particular cases.

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.

Positron emission tomographic images and expectation maximization: A VLSI architecture for multiple iterations per second

International Nuclear Information System (INIS)

Jones, W.F.; Byars, L.G.; Casey, M.E.

1988-01-01

A digital electronic architecture for parallel processing of the expectation maximization (EM) algorithm for Positron Emission tomography (PET) image reconstruction is proposed. Rapid (0.2 second) EM iterations on high resolution (256 x 256) images are supported. Arrays of two very large scale integration (VLSI) chips perform forward and back projection calculations. A description of the architecture is given, including data flow and partitioning relevant to EM and parallel processing. EM images shown are produced with software simulating the proposed hardware reconstruction algorithm. Projected cost of the system is estimated to be small in comparison to the cost of current PET scanners

Maximizing and customer loyalty: Are maximizers less loyal?

Directory of Open Access Journals (Sweden)

Linda Lai

2011-06-01

Full Text Available Despite their efforts to choose the best of all available solutions, maximizers seem to be more inclined than satisficers to regret their choices and to experience post-decisional dissonance. Maximizers may therefore be expected to change their decisions more frequently and hence exhibit lower customer loyalty to providers of products and services compared to satisficers. Findings from the study reported here (N = 1978 support this prediction. Maximizers reported significantly higher intentions to switch to another service provider (television provider than satisficers. Maximizers' intentions to switch appear to be intensified and mediated by higher proneness to regret, increased desire to discuss relevant choices with others, higher levels of perceived knowledge of alternatives, and higher ego involvement in the end product, compared to satisficers. Opportunities for future research are suggested.

Improved Expectation Maximization Algorithm for Gaussian Mixed Model Using the Kernel Method

Directory of Open Access Journals (Sweden)

Mohd Izhan Mohd Yusoff

2013-01-01

Full Text Available Fraud activities have contributed to heavy losses suffered by telecommunication companies. In this paper, we attempt to use Gaussian mixed model, which is a probabilistic model normally used in speech recognition to identify fraud calls in the telecommunication industry. We look at several issues encountered when calculating the maximum likelihood estimates of the Gaussian mixed model using an Expectation Maximization algorithm. Firstly, we look at a mechanism for the determination of the initial number of Gaussian components and the choice of the initial values of the algorithm using the kernel method. We show via simulation that the technique improves the performance of the algorithm. Secondly, we developed a procedure for determining the order of the Gaussian mixed model using the log-likelihood function and the Akaike information criteria. Finally, for illustration, we apply the improved algorithm to real telecommunication data. The modified method will pave the way to introduce a comprehensive method for detecting fraud calls in future work.

Wavelet-Based Bayesian Methods for Image Analysis and Automatic Target Recognition

National Research Council Canada - National Science Library

Nowak, Robert

2001-01-01

.... We have developed two new techniques. First, we have develop a wavelet-based approach to image restoration and deconvolution problems using Bayesian image models and an alternating-maximation method...

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.

IMNN: Information Maximizing Neural Networks

Science.gov (United States)

Charnock, Tom; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-04-01

This software trains artificial neural networks to find non-linear functionals of data that maximize Fisher information: information maximizing neural networks (IMNNs). As compressing large data sets vastly simplifies both frequentist and Bayesian inference, important information may be inadvertently missed. Likelihood-free inference based on automatically derived IMNN summaries produces summaries that are good approximations to sufficient statistics. IMNNs are robustly capable of automatically finding optimal, non-linear summaries of the data even in cases where linear compression fails: inferring the variance of Gaussian signal in the presence of noise, inferring cosmological parameters from mock simulations of the Lyman-α forest in quasar spectra, and inferring frequency-domain parameters from LISA-like detections of gravitational waveforms. In this final case, the IMNN summary outperforms linear data compression by avoiding the introduction of spurious likelihood maxima.

Objective Bayesianism and the Maximum Entropy Principle

Directory of Open Access Journals (Sweden)

Jon Williamson

2013-09-01

Full Text Available Objective Bayesian epistemology invokes three norms: the strengths of our beliefs should be probabilities; they should be calibrated to our evidence of physical probabilities; and they should otherwise equivocate sufficiently between the basic propositions that we can express. The three norms are sometimes explicated by appealing to the maximum entropy principle, which says that a belief function should be a probability function, from all those that are calibrated to evidence, that has maximum entropy. However, the three norms of objective Bayesianism are usually justified in different ways. In this paper, we show that the three norms can all be subsumed under a single justification in terms of minimising worst-case expected loss. This, in turn, is equivalent to maximising a generalised notion of entropy. We suggest that requiring language invariance, in addition to minimising worst-case expected loss, motivates maximisation of standard entropy as opposed to maximisation of other instances of generalised entropy. Our argument also provides a qualified justification for updating degrees of belief by Bayesian conditionalisation. However, conditional probabilities play a less central part in the objective Bayesian account than they do under the subjective view of Bayesianism, leading to a reduced role for Bayes’ Theorem.

Expectation-Maximization Tensor Factorization for Practical Location Privacy Attacks

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Murakami Takao

2017-10-01

Full Text Available Location privacy attacks based on a Markov chain model have been widely studied to de-anonymize or de-obfuscate mobility traces. An adversary can perform various kinds of location privacy attacks using a personalized transition matrix, which is trained for each target user. However, the amount of training data available to the adversary can be very small, since many users do not disclose much location information in their daily lives. In addition, many locations can be missing from the training traces, since many users do not disclose their locations continuously but rather sporadically. In this paper, we show that the Markov chain model can be a threat even in this realistic situation. Specifically, we focus on a training phase (i.e. mobility profile building phase and propose Expectation-Maximization Tensor Factorization (EMTF, which alternates between computing a distribution of missing locations (E-step and computing personalized transition matrices via tensor factorization (M-step. Since the time complexity of EMTF is exponential in the number of missing locations, we propose two approximate learning methods, one of which uses the Viterbi algorithm while the other uses the Forward Filtering Backward Sampling (FFBS algorithm. We apply our learning methods to a de-anonymization attack and a localization attack, and evaluate them using three real datasets. The results show that our learning methods significantly outperform a random guess, even when there is only one training trace composed of 10 locations per user, and each location is missing with probability 80% (i.e. even when users hardly disclose two temporally-continuous locations.

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.

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

Learning Bayesian Networks with Incomplete Data by Augmentation

OpenAIRE

Adel, Tameem; de Campos, Cassio P.

2016-01-01

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network learning problem without missing data. To the best of our knowledge, this is the first exact algorithm for this problem. As expected, the exact algorithm does not scale to large domains. We build on the exact method to create an approximate algorithm using a ...

An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Bayer, Christian

2016-02-20

© 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-07

In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

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.

Research on Adaptive Optics Image Restoration Algorithm by Improved Expectation Maximization Method

Directory of Open Access Journals (Sweden)

Lijuan Zhang

2014-01-01

Full Text Available To improve the effect of adaptive optics images’ restoration, we put forward a deconvolution algorithm improved by the EM algorithm which joints multiframe adaptive optics images based on expectation-maximization theory. Firstly, we need to make a mathematical model for the degenerate multiframe adaptive optics images. The function model is deduced for the points that spread with time based on phase error. The AO images are denoised using the image power spectral density and support constraint. Secondly, the EM algorithm is improved by combining the AO imaging system parameters and regularization technique. A cost function for the joint-deconvolution multiframe AO images is given, and the optimization model for their parameter estimations is built. Lastly, the image-restoration experiments on both analog images and the real AO are performed to verify the recovery effect of our algorithm. The experimental results show that comparing with the Wiener-IBD or RL-IBD algorithm, our iterations decrease 14.3% and well improve the estimation accuracy. The model distinguishes the PSF of the AO images and recovers the observed target images clearly.

Optimal execution in high-frequency trading with Bayesian learning

Science.gov (United States)

Du, Bian; Zhu, Hongliang; Zhao, Jingdong

2016-11-01

We consider optimal trading strategies in which traders submit bid and ask quotes to maximize the expected quadratic utility of total terminal wealth in a limit order book. The trader's bid and ask quotes will be changed by the Poisson arrival of market orders. Meanwhile, the trader may update his estimate of other traders' target sizes and directions by Bayesian learning. The solution of optimal execution in the limit order book is a two-step procedure. First, we model an inactive trading with no limit order in the market. The dealer simply holds dollars and shares of stocks until terminal time. Second, he calibrates his bid and ask quotes to the limit order book. The optimal solutions are given by dynamic programming and in fact they are globally optimal. We also give numerical simulation to the value function and optimal quotes at the last part of the article.

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.

Inferring the most probable maps of underground utilities using Bayesian mapping model

Science.gov (United States)

Bilal, Muhammad; Khan, Wasiq; Muggleton, Jennifer; Rustighi, Emiliano; Jenks, Hugo; Pennock, Steve R.; Atkins, Phil R.; Cohn, Anthony

2018-03-01

Mapping the Underworld (MTU), a major initiative in the UK, is focused on addressing social, environmental and economic consequences raised from the inability to locate buried underground utilities (such as pipes and cables) by developing a multi-sensor mobile device. The aim of MTU device is to locate different types of buried assets in real time with the use of automated data processing techniques and statutory records. The statutory records, even though typically being inaccurate and incomplete, provide useful prior information on what is buried under the ground and where. However, the integration of information from multiple sensors (raw data) with these qualitative maps and their visualization is challenging and requires the implementation of robust machine learning/data fusion approaches. An approach for automated creation of revised maps was developed as a Bayesian Mapping model in this paper by integrating the knowledge extracted from sensors raw data and available statutory records. The combination of statutory records with the hypotheses from sensors was for initial estimation of what might be found underground and roughly where. The maps were (re)constructed using automated image segmentation techniques for hypotheses extraction and Bayesian classification techniques for segment-manhole connections. The model consisting of image segmentation algorithm and various Bayesian classification techniques (segment recognition and expectation maximization (EM) algorithm) provided robust performance on various simulated as well as real sites in terms of predicting linear/non-linear segments and constructing refined 2D/3D maps.

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.

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

Institute of Scientific and Technical Information of China (English)

无

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.

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

Science.gov (United States)

Hosoya, Haruo

2012-08-01

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

Expectation Maximization Algorithm for Box-Cox Transformation Cure Rate Model and Assessment of Model Misspecification Under Weibull Lifetimes.

Science.gov (United States)

Pal, Suvra; Balakrishnan, Narayanaswamy

2018-05-01

In this paper, we develop likelihood inference based on the expectation maximization algorithm for the Box-Cox transformation cure rate model assuming the lifetimes to follow a Weibull distribution. A simulation study is carried out to demonstrate the performance of the proposed estimation method. Through Monte Carlo simulations, we also study the effect of model misspecification on the estimate of cure rate. Finally, we analyze a well-known data on melanoma with the model and the inferential method developed here.

Non-linear Bayesian update of PCE coefficients

KAUST Repository

Litvinenko, Alexander

2014-01-06

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

Non-linear Bayesian update of PCE coefficients

KAUST Repository

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

2014-01-01

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

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.

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

Directory of Open Access Journals (Sweden)

Nalan Baştürk

2017-07-01

Full Text Available This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior density kernel - using an adaptive mixture of Student t densities as approximating density. In the first stage a mixture of Student t densities is fitted to the target using an expectation maximization algorithm where each step of the optimization procedure is weighted using importance sampling. In the second stage this mixture density is a candidate density for efficient and robust application of importance sampling or the Metropolis-Hastings (MH method to estimate properties of the target distribution. The package enables Bayesian inference and prediction on model parameters and probabilities, in particular, for models where densities have multi-modal or other non-elliptical shapes like curved ridges. These shapes occur in research topics in several scientific fields. For instance, analysis of DNA data in bio-informatics, obtaining loans in the banking sector by heterogeneous groups in financial economics and analysis of education's effect on earned income in labor economics. The package MitISEM provides also an extended algorithm, 'sequential MitISEM', which substantially decreases computation time when the target density has to be approximated for increasing data samples. This occurs when the posterior or predictive density is updated with new observations and/or when one computes model probabilities using predictive likelihoods. We illustrate the MitISEM algorithm using three canonical statistical and econometric models that are characterized by several types of non-elliptical posterior shapes and that describe well-known data patterns in econometrics and finance. We show that MH using the candidate density obtained by MitISEM outperforms, in terms of numerical efficiency, MH using a simpler

Maximizing neotissue growth kinetics in a perfusion bioreactor: An in silico strategy using model reduction and Bayesian optimization.

Science.gov (United States)

Mehrian, Mohammad; Guyot, Yann; Papantoniou, Ioannis; Olofsson, Simon; Sonnaert, Maarten; Misener, Ruth; Geris, Liesbet

2018-03-01

In regenerative medicine, computer models describing bioreactor processes can assist in designing optimal process conditions leading to robust and economically viable products. In this study, we started from a (3D) mechanistic model describing the growth of neotissue, comprised of cells, and extracellular matrix, in a perfusion bioreactor set-up influenced by the scaffold geometry, flow-induced shear stress, and a number of metabolic factors. Subsequently, we applied model reduction by reformulating the problem from a set of partial differential equations into a set of ordinary differential equations. Comparing the reduced model results to the mechanistic model results and to dedicated experimental results assesses the reduction step quality. The obtained homogenized model is 10 5 fold faster than the 3D version, allowing the application of rigorous optimization techniques. Bayesian optimization was applied to find the medium refreshment regime in terms of frequency and percentage of medium replaced that would maximize neotissue growth kinetics during 21 days of culture. The simulation results indicated that maximum neotissue growth will occur for a high frequency and medium replacement percentage, a finding that is corroborated by reports in the literature. This study demonstrates an in silico strategy for bioprocess optimization paying particular attention to the reduction of the associated computational cost. © 2017 Wiley Periodicals, Inc.

Fast Bayesian optimal experimental design for seismic source inversion

KAUST Repository

Long, Quan; Motamed, Mohammad; Tempone, Raul

2015-01-01

of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the "true" parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected

Risk-sensitivity in Bayesian sensorimotor integration.

Directory of Open Access Journals (Sweden)

Jordi Grau-Moya

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

Bayesian decision theory : A simple toy problem

NARCIS (Netherlands)

van Erp, H.R.N.; Linger, R.O.; van Gelder, P.H.A.J.M.

2016-01-01

We give here a comparison of the expected outcome theory, the expected utility theory, and the Bayesian decision theory, by way of a simple numerical toy problem in which we look at the investment willingness to avert a high impact low probability event. It will be found that for this toy problem

Response Expectancy and the Placebo Effect.

Science.gov (United States)

Kirsch, Irving

2018-01-01

In this chapter, I review basic tenets of response expectancy theory (Kirsch, 1985), beginning with the important distinction between response expectancies and stimulus expectancies. Although both can affect experience, the effects of response expectancies are stronger and more resistant to extinction than those of stimulus expectancies. Further, response expectancies are especially important to understanding placebo effects. The response expectancy framework is consistent with and has been amplified by the Bayesian model of predictive coding. Clinical implications of these phenomena are exemplified. © 2018 Elsevier Inc. All rights reserved.

On maximal massive 3D supergravity

OpenAIRE

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

2010-01-01

ABSTRACT 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. (Bergshoeff, Eric A) (Hohm, Olaf) (Rosseel, Jan) P.K.Townsend@da...

Superresolution radar imaging based on fast inverse-free sparse Bayesian learning for multiple measurement vectors

Science.gov (United States)

He, Xingyu; Tong, Ningning; Hu, Xiaowei

2018-01-01

Compressive sensing has been successfully applied to inverse synthetic aperture radar (ISAR) imaging of moving targets. By exploiting the block sparse structure of the target image, sparse solution for multiple measurement vectors (MMV) can be applied in ISAR imaging and a substantial performance improvement can be achieved. As an effective sparse recovery method, sparse Bayesian learning (SBL) for MMV involves a matrix inverse at each iteration. Its associated computational complexity grows significantly with the problem size. To address this problem, we develop a fast inverse-free (IF) SBL method for MMV. A relaxed evidence lower bound (ELBO), which is computationally more amiable than the traditional ELBO used by SBL, is obtained by invoking fundamental property for smooth functions. A variational expectation-maximization scheme is then employed to maximize the relaxed ELBO, and a computationally efficient IF-MSBL algorithm is proposed. Numerical results based on simulated and real data show that the proposed method can reconstruct row sparse signal accurately and obtain clear superresolution ISAR images. Moreover, the running time and computational complexity are reduced to a great extent compared with traditional SBL methods.

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

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...

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

with cross-sectional or with panel data, and (d) EM systematically attained more efficient estimators than the MSL method. The results imply that if the purpose of the estimation is only to determine the ratios of the model parameters (e.g., the value of time), the EM method should be preferred. For all......The random coefficients logit model allows a more realistic representation of agents' behavior. However, the estimation of that model may involve simulation, which may become impractical with many random coefficients because of the curse of dimensionality. In this paper, the traditional maximum...... 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...

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)

El Naschie, M.S.

2008-01-01

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-bar o /2≅69 where α-bar o =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 E 7(-5) so that N = dim H = 69 while dim E 7 = 133

Bayesian image restoration for medical images using radon transform

International Nuclear Information System (INIS)

Shouno, Hayaru; Okada, Masato

2010-01-01

We propose an image reconstruction algorithm using Bayesian inference for Radon transformed observation data, which often appears in the field of medical image reconstruction known as computed tomography (CT). In order to apply our Bayesian reconstruction method, we introduced several hyper-parameters that control the ratio between prior information and the fidelity of the observation process. Since the quality of the reconstructed image is influenced by the estimation accuracy of these hyper-parameters, we propose an inference method for them based on the marginal likelihood maximization principle as well as the image reconstruction method. We are able to demonstrate a reconstruction result superior to that obtained using the conventional filtered back projection method. (author)

Hierarchical Bayesian sparse image reconstruction with application to MRFM.

Science.gov (United States)

Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves

2009-09-01

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 reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.

Optimal projection of observations in a Bayesian setting

KAUST Repository

Giraldi, Loic

2018-03-18

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on information theory: the projection that minimizes the Kullback–Leibler divergence between the posterior distributions of the original and the projected models, the one that minimizes the expected Kullback–Leibler divergence between the same distributions, and the one that maximizes the mutual information between the parameter of interest and the projected observations. The first two optimization problems are formulated as the determination of an optimal subspace and therefore the solution is computed using Riemannian optimization algorithms on the Grassmann manifold. Regarding the maximization of the mutual information, it is shown that there exists an optimal subspace that minimizes the entropy of the posterior distribution of the reduced model; a basis of the subspace can be computed as the solution to a generalized eigenvalue problem; an a priori error estimate on the mutual information is available for this particular solution; and that the dimensionality of the subspace to exactly conserve the mutual information between the input and the output of the models is less than the number of parameters to be inferred. Numerical applications to linear and nonlinear models are used to assess the efficiency of the proposed approaches, and to highlight their advantages compared to standard approaches based on the principal component analysis of the observations.

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.

An introduction to using Bayesian linear regression with clinical data.

Science.gov (United States)

Baldwin, Scott A; Larson, Michael J

2017-11-01

Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.

Can natural selection encode Bayesian priors?

Science.gov (United States)

Ramírez, Juan Camilo; Marshall, James A R

2017-08-07

The evolutionary success of many organisms depends on their ability to make decisions based on estimates of the state of their environment (e.g., predation risk) from uncertain information. These decision problems have optimal solutions and individuals in nature are expected to evolve the behavioural mechanisms to make decisions as if using the optimal solutions. Bayesian inference is the optimal method to produce estimates from uncertain data, thus natural selection is expected to favour individuals with the behavioural mechanisms to make decisions as if they were computing Bayesian estimates in typically-experienced environments, although this does not necessarily imply that favoured decision-makers do perform Bayesian computations exactly. Each individual should evolve to behave as if updating a prior estimate of the unknown environment variable to a posterior estimate as it collects evidence. The prior estimate represents the decision-maker's default belief regarding the environment variable, i.e., the individual's default 'worldview' of the environment. This default belief has been hypothesised to be shaped by natural selection and represent the environment experienced by the individual's ancestors. We present an evolutionary model to explore how accurately Bayesian prior estimates can be encoded genetically and shaped by natural selection when decision-makers learn from uncertain information. The model simulates the evolution of a population of individuals that are required to estimate the probability of an event. Every individual has a prior estimate of this probability and collects noisy cues from the environment in order to update its prior belief to a Bayesian posterior estimate with the evidence gained. The prior is inherited and passed on to offspring. Fitness increases with the accuracy of the posterior estimates produced. Simulations show that prior estimates become accurate over evolutionary time. In addition to these 'Bayesian' individuals, we also

Development of regularized expectation maximization algorithms for fan-beam SPECT data

International Nuclear Information System (INIS)

Kim, Soo Mee; Lee, Jae Sung; Lee, Dong Soo; Lee, Soo Jin; Kim, Kyeong Min

2005-01-01

SPECT using a fan-beam collimator improves spatial resolution and sensitivity. For the reconstruction from fan-beam projections, it is necessary to implement direct fan-beam reconstruction methods without transforming the data into the parallel geometry. In this study, various fan-beam reconstruction algorithms were implemented and their performances were compared. The projector for fan-beam SPECT was implemented using a ray-tracing method. The direct reconstruction algorithms implemented for fan-beam projection data were FBP (filtered backprojection), EM (expectation maximization), OS-EM (ordered subsets EM) and MAP-EM OSL (maximum a posteriori EM using the one-step late method) with membrane and thin-plate models as priors. For comparison, the fan-beam projection data were also rebinned into the parallel data using various interpolation methods, such as the nearest neighbor, bilinear and bicubic interpolations, and reconstructed using the conventional EM algorithm for parallel data. Noiseless and noisy projection data from the digital Hoffman brain and Shepp/Logan phantoms were reconstructed using the above algorithms. The reconstructed images were compared in terms of a percent error metric. For the fan-beam data with Poisson noise, the MAP-EM OSL algorithm with the thin-plate prior showed the best result in both percent error and stability. Bilinear interpolation was the most effective method for rebinning from the fan-beam to parallel geometry when the accuracy and computation load were considered. Direct fan-beam EM reconstructions were more accurate than the standard EM reconstructions obtained from rebinned parallel data. Direct fan-beam reconstruction algorithms were implemented, which provided significantly improved reconstructions

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

Science.gov (United States)

Liu, Haiguang; Spence, John C H

2014-11-01

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.

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

OpenAIRE

Gupta; Srivastava

2010-01-01

Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entropy and relative entropy for the Wishart and inverse Wishart. The results, as always with Bayesian est...

Justifying Objective Bayesianism on Predicate Languages

Directory of Open Access Journals (Sweden)

Jürgen Landes

2015-04-01

Full Text Available Objective Bayesianism says that the strengths of one’s beliefs ought to be probabilities, calibrated to physical probabilities insofar as one has evidence of them, and otherwise sufficiently equivocal. These norms of belief are often explicated using the maximum entropy principle. In this paper we investigate the extent to which one can provide a unified justification of the objective Bayesian norms in the case in which the background language is a first-order predicate language, with a view to applying the resulting formalism to inductive logic. We show that the maximum entropy principle can be motivated largely in terms of minimising worst-case expected loss.

Prediction of road accidents: A Bayesian hierarchical approach

DEFF Research Database (Denmark)

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

2013-01-01

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

Robust Learning of High-dimensional Biological Networks with Bayesian Networks

Science.gov (United States)

Nägele, Andreas; Dejori, Mathäus; Stetter, Martin

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

Spatio Temporal EEG Source Imaging with the Hierarchical Bayesian Elastic Net and Elitist Lasso Models.

Science.gov (United States)

Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A; Valdés-Hernández, Pedro A; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A

2017-01-01

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods

Fast Bayesian optimal experimental design and its applications

KAUST Repository

Long, Quan

2015-01-01

We summarize our Laplace method and multilevel method of accelerating the computation of the expected information gain in a Bayesian Optimal Experimental Design (OED). Laplace method is a widely-used method to approximate an integration

Internal Dosimetry Intake Estimation using Bayesian Methods

International Nuclear Information System (INIS)

Miller, G.; Inkret, W.C.; Martz, H.F.

1999-01-01

New methods for the inverse problem of internal dosimetry are proposed based on evaluating expectations of the Bayesian posterior probability distribution of intake amounts, given bioassay measurements. These expectation integrals are normally of very high dimension and hence impractical to use. However, the expectations can be algebraically transformed into a sum of terms representing different numbers of intakes, with a Poisson distribution of the number of intakes. This sum often rapidly converges, when the average number of intakes for a population is small. A simplified algorithm using data unfolding is described (UF code). (author)

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

Science.gov (United States)

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

2017-10-11

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

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

Science.gov (United States)

Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

2016-09-01

It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

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.

Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation

Science.gov (United States)

Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting

2014-12-01

This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.

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

International Nuclear Information System (INIS)

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

2013-01-01

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. (paper)

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. Copyright © 2015 Elsevier Inc. All rights reserved.

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

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

2015-01-01

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

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander

2015-01-07

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

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

DEFF Research Database (Denmark)

Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville

2016-01-01

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

Natural maximal νμ-ντ mixing

International Nuclear Information System (INIS)

Wetterich, C.

1999-01-01

The naturalness of maximal mixing between myon- and tau-neutrinos is investigated. A spontaneously broken nonabelian generation symmetry can explain a small parameter which governs the deviation from maximal mixing. In many cases all three neutrino masses are almost degenerate. Maximal ν μ -ν τ -mixing suggests that the leading contribution to the light neutrino masses arises from the expectation value of a heavy weak triplet rather than from the seesaw mechanism. In this scenario the deviation from maximal mixing is predicted to be less than about 1%. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)

Application of Machine Learning Techniques for Amplitude and Phase Noise Characterization

DEFF Research Database (Denmark)

Zibar, Darko; de Carvalho, Luis Henrique Hecker; Piels, Molly

2015-01-01

In this paper, tools from machine learning community, such as Bayesian filtering and expectation maximization parameter estimation, are presented and employed for laser amplitude and phase noise characterization. We show that phase noise estimation based on Bayesian filtering outperforms...

Bayesian methods for hackers probabilistic programming and Bayesian inference

CERN Document Server

Davidson-Pilon, Cameron

2016-01-01

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

Maximization of Tsallis entropy in the combinatorial formulation

International Nuclear Information System (INIS)

Suyari, Hiroki

2010-01-01

This paper presents the mathematical reformulation for maximization of Tsallis entropy S q in the combinatorial sense. More concretely, we generalize the original derivation of Maxwell-Boltzmann distribution law to Tsallis statistics by means of the corresponding generalized multinomial coefficient. Our results reveal that maximization of S 2-q under the usual expectation or S q under q-average using the escort expectation are naturally derived from the combinatorial formulations for Tsallis statistics with respective combinatorial dualities, that is, one for additive duality and the other for multiplicative duality.

Bayesian Recurrent Neural Network for Language Modeling.

Science.gov (United States)

Chien, Jen-Tzung; Ku, Yuan-Chu

2016-02-01

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

Bayesian 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...

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

Fast Bayesian optimal experimental design and its applications

KAUST Repository

Long, Quan

2015-01-07

We summarize our Laplace method and multilevel method of accelerating the computation of the expected information gain in a Bayesian Optimal Experimental Design (OED). Laplace method is a widely-used method to approximate an integration in statistics. We analyze this method in the context of optimal Bayesian experimental design and extend this method from the classical scenario, where a single dominant mode of the parameters can be completely-determined by the experiment, to the scenarios where a non-informative parametric manifold exists. We show that by carrying out this approximation the estimation of the expected Kullback-Leibler divergence can be significantly accelerated. While Laplace method requires a concentration of measure, multi-level Monte Carlo method can be used to tackle the problem when there is a lack of measure concentration. We show some initial results on this approach. The developed methodologies have been applied to various sensor deployment problems, e.g., impedance tomography and seismic source inversion.

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...

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

Science.gov (United States)

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

2017-01-01

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

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

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

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

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.

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.

A theory of Bayesian decision making

OpenAIRE

Karni, Edi

2009-01-01

This paper presents a complete, choice-based, axiomatic Bayesian decision theory. It introduces a new choice set consisting of information-contingent plans for choosing actions and bets and subjective expected utility model with effect-dependent utility functions and action-dependent subjective probabilities which, in conjunction with the updating of the probabilities using Bayes’ rule, gives rise to a unique prior and a set of action-dependent posterior probabilities representing the decisio...

A Bayesian analysis of component life expectancy and its implications on the inspection schedule

International Nuclear Information System (INIS)

Mason, Paolo

2017-01-01

A model of crack initiation and residual component life is fitted to the inspection history, inclusive of two in-service failures, of a set of gas circulator impellers at two UK power stations. The model is then used to estimate the probability of future in-service failure of each item in scenarios in which the next opportunity for inspection (i.e. detection of a developing crack) is exploited or forgone. The study takes into account in exact manner both variability and uncertainty. A novel Approximate Bayesian Computation (ABC) methodology is introduced for the quantification of uncertainty, i.e. the sampling of the posterior distribution of the parameters of the model. At the price of the discretization of this distribution, the methodology represents a quickly implemented option in problems where standard ABC rejection sampling is unacceptably inefficient. - Highlights: • A model of crack initiation and residual component life is introduced. • The model is fitted to the inspection log of a set of gas circulator impellers. • The odds of future failure are computed under different inspection schedules. • This prediction informs the choice to perform or forgo future inspection. • A novel Approximate Bayesian Computation algorithm is introduced and validated.

Online variational Bayesian filtering-based mobile target tracking in wireless sensor networks.

Science.gov (United States)

Zhou, Bingpeng; Chen, Qingchun; Li, Tiffany Jing; Xiao, Pei

2014-11-11

The received signal strength (RSS)-based online tracking for a mobile node in wireless sensor networks (WSNs) is investigated in this paper. Firstly, a multi-layer dynamic Bayesian network (MDBN) is introduced to characterize the target mobility with either directional or undirected movement. In particular, it is proposed to employ the Wishart distribution to approximate the time-varying RSS measurement precision's randomness due to the target movement. It is shown that the proposed MDBN offers a more general analysis model via incorporating the underlying statistical information of both the target movement and observations, which can be utilized to improve the online tracking capability by exploiting the Bayesian statistics. Secondly, based on the MDBN model, a mean-field variational Bayesian filtering (VBF) algorithm is developed to realize the online tracking of a mobile target in the presence of nonlinear observations and time-varying RSS precision, wherein the traditional Bayesian filtering scheme cannot be directly employed. Thirdly, a joint optimization between the real-time velocity and its prior expectation is proposed to enable online velocity tracking in the proposed online tacking scheme. Finally, the associated Bayesian Cramer-Rao Lower Bound (BCRLB) analysis and numerical simulations are conducted. Our analysis unveils that, by exploiting the potential state information via the general MDBN model, the proposed VBF algorithm provides a promising solution to the online tracking of a mobile node in WSNs. In addition, it is shown that the final tracking accuracy linearly scales with its expectation when the RSS measurement precision is time-varying.

Bayesian image reconstruction for emission tomography based on median root prior

International Nuclear Information System (INIS)

Alenius, S.

1997-01-01

The aim of the present study was to investigate a new type of Bayesian one-step late reconstruction method which utilizes a median root prior (MRP). The method favours images which have locally monotonous radioactivity concentrations. The new reconstruction algorithm was applied to ideal simulated data, phantom data and some patient examinations with PET. The same projection data were reconstructed with filtered back-projection (FBP) and maximum likelihood-expectation maximization (ML-EM) methods for comparison. The MRP method provided good-quality images with a similar resolution to the FBP method with a ramp filter, and at the same time the noise properties were as good as with Hann-filtered FBP images. The typical artefacts seen in FBP reconstructed images outside of the object were completely removed, as was the grainy noise inside the object. Quantitativley, the resulting average regional radioactivity concentrations in a large region of interest in images produced by the MRP method corresponded to the FBP and ML-EM results but at the pixel by pixel level the MRP method proved to be the most accurate of the tested methods. In contrast to other iterative reconstruction methods, e.g. ML-EM, the MRP method was not sensitive to the number of iterations nor to the adjustment of reconstruction parameters. Only the Bayesian parameter β had to be set. The proposed MRP method is much more simple to calculate than the methods described previously, both with regard to the parameter settings and in terms of general use. The new MRP reconstruction method was shown to produce high-quality quantitative emission images with only one parameter setting in addition to the number of iterations. (orig.)

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

Science.gov (United States)

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

2016-08-01

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.

Nonparametric Bayesian predictive distributions for future order statistics

Science.gov (United States)

Richard A. Johnson; James W. Evans; David W. Green

1999-01-01

We derive the predictive distribution for a specified order statistic, determined from a future random sample, under a Dirichlet process prior. Two variants of the approach are treated and some limiting cases studied. A practical application to monitoring the strength of lumber is discussed including choices of prior expectation and comparisons made to a Bayesian...

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...

Introduction to Bayesian statistics

CERN Document Server

Bolstad, William M

2017-01-01

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

Complexity analysis of accelerated MCMC methods for Bayesian inversion

International Nuclear Information System (INIS)

Hoang, Viet Ha; Schwab, Christoph; Stuart, Andrew M

2013-01-01

The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse problems. Balancing the sources of error arising from finite-dimensional approximation of the unknown field, the PDE forward solution map and the sampling of the probability space under the posterior distribution are essential for the design of efficient computational Bayesian methods for PDE inverse problems. We study Bayesian inversion for a model elliptic PDE with an unknown diffusion coefficient. We provide complexity analyses of several Markov chain Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the Bayesian posterior distribution, given data δ. Particular attention is given to bounds on the overall work required to achieve a prescribed error level ε. Specifically, we first bound the computational complexity of ‘plain’ MCMC, based on combining MCMC sampling with linear complexity multi-level solvers for elliptic PDE. Our (new) work versus accuracy bounds show that the complexity of this approach can be quite prohibitive. Two strategies for reducing the computational complexity are then proposed and analyzed: first, a sparse, parametric and deterministic generalized polynomial chaos (gpc) ‘surrogate’ representation of the forward response map of the PDE over the entire parameter space, and, second, a novel multi-level Markov chain Monte Carlo strategy which utilizes sampling from a multi-level discretization of the posterior and the forward PDE. For both of these strategies, we derive asymptotic bounds on work versus accuracy, and hence asymptotic bounds on the computational complexity of the algorithms. In particular, we provide sufficient conditions on the regularity of the unknown coefficients of the PDE and on the

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.

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

Directory of Open Access Journals (Sweden)

Maya Gupta

2010-04-01

Full Text Available Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entropy and relative entropy for the Wishart and inverse Wishart. The results, as always with Bayesian estimates, depend on the accuracy of the prior parameters, but example simulations show that the performance can be substantially improved compared to maximum likelihood or state-of-the-art nonparametric estimators.

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

Science.gov (United States)

Ma, Wei Ji; Zhou, Xiang; Ross, Lars A; Foxe, John J; Parra, Lucas C

2009-01-01

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.

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.

Optimizing Nuclear Reaction Analysis (NRA) using Bayesian Experimental Design

International Nuclear Information System (INIS)

Toussaint, Udo von; Schwarz-Selinger, Thomas; Gori, Silvio

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 possible gains. Application of the posterior sampling method allows to optimize the experimental settings interactively during the measurement process.

Bayesian optimal experimental design for the Shock-tube experiment

International Nuclear Information System (INIS)

Terejanu, G; Bryant, C M; Miki, K

2013-01-01

The sequential optimal experimental design formulated as an information-theoretic sensitivity analysis is applied to the ignition delay problem using real experimental. The optimal design is obtained by maximizing the statistical dependence between the model parameters and observables, which is quantified in this study using mutual information. This is naturally posed in the Bayesian framework. The study shows that by monitoring the information gain after each measurement update, one can design a stopping criteria for the experimental process which gives a minimal set of experiments to efficiently learn the Arrhenius parameters.

Quantum Bayesian rule for weak measurements of qubits in superconducting circuit QED

International Nuclear Information System (INIS)

Wang, Peiyue; Qin, Lupei; Li, Xin-Qi

2014-01-01

Compared with the quantum trajectory equation (QTE), the quantum Bayesian approach has the advantage of being more efficient to infer a quantum state under monitoring, based on the integrated output of measurements. For weak measurement of qubits in circuit quantum electrodynamics (cQED), properly accounting for the measurement backaction effects within the Bayesian framework is an important problem of current interest. Elegant work towards this task was carried out by Korotkov in ‘bad-cavity’ and weak-response limits (Korotkov 2011 Quantum Bayesian approach to circuit QED measurement (arXiv:1111.4016)). In the present work, based on insights from the cavity-field states (dynamics) and the help of an effective QTE, we generalize the results of Korotkov to more general system parameters. The obtained Bayesian rule is in full agreement with Korotkov's result in limiting cases and as well holds satisfactory accuracy in non-limiting cases in comparison with the QTE simulations. We expect the proposed Bayesian rule to be useful for future cQED measurement and control experiments. (paper)

Bayesian image reconstruction for improving detection performance of muon tomography.

Science.gov (United States)

Wang, Guobao; Schultz, Larry J; Qi, Jinyi

2009-05-01

Muon tomography is a novel technology that is being developed for detecting high-Z materials in vehicles or cargo containers. Maximum likelihood methods have been developed for reconstructing the scattering density image from muon measurements. However, the instability of maximum likelihood estimation often results in noisy images and low detectability of high-Z targets. In this paper, we propose using regularization to improve the image quality of muon tomography. We formulate the muon reconstruction problem in a Bayesian framework by introducing a prior distribution on scattering density images. An iterative shrinkage algorithm is derived to maximize the log posterior distribution. At each iteration, the algorithm obtains the maximum a posteriori update by shrinking an unregularized maximum likelihood update. Inverse quadratic shrinkage functions are derived for generalized Laplacian priors and inverse cubic shrinkage functions are derived for generalized Gaussian priors. Receiver operating characteristic studies using simulated data demonstrate that the Bayesian reconstruction can greatly improve the detection performance of muon tomography.

Inference algorithms and learning theory for Bayesian sparse factor analysis

International Nuclear Information System (INIS)

Rattray, Magnus; Sharp, Kevin; Stegle, Oliver; Winn, John

2009-01-01

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.

Inference algorithms and learning theory for Bayesian sparse factor analysis

Energy Technology Data Exchange (ETDEWEB)

Rattray, Magnus; Sharp, Kevin [School of Computer Science, University of Manchester, Manchester M13 9PL (United Kingdom); Stegle, Oliver [Max-Planck-Institute for Biological Cybernetics, Tuebingen (Germany); Winn, John, E-mail: magnus.rattray@manchester.ac.u [Microsoft Research Cambridge, Roger Needham Building, Cambridge, CB3 0FB (United Kingdom)

2009-12-01

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.

A Bayesian perspective on age replacement with minimal repair

International Nuclear Information System (INIS)

Sheu, S.-H.; Yeh, R.H.; Lin, Y.-B.; Juang, M.-G.

1999-01-01

In this article, a Bayesian approach is developed for determining an optimal age replacement policy with minimal repair. By incorporating minimal repair, planned replacement, and unplanned replacement, the mathematical formulas of the expected cost per unit time are obtained for two cases - the infinite-horizon case and the one-replacement-cycle case. For each case, we show that there exists a unique and finite optimal age for replacement under some reasonable conditions. When the failure density is Weibull with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal age replacement policy. Further, various special cases are discussed in detail. Finally, a numerical example is given

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 ...

A Bayesian CUSUM plot: Diagnosing quality of treatment.

Science.gov (United States)

Rosthøj, Steen; Jacobsen, Rikke-Line

2017-12-01

To present a CUSUM plot based on Bayesian diagnostic reasoning displaying evidence in favour of "healthy" rather than "sick" quality of treatment (QOT), and to demonstrate a technique using Kaplan-Meier survival curves permitting application to case series with ongoing follow-up. For a case series with known final outcomes: Consider each case a diagnostic test of good versus poor QOT (expected vs. increased failure rates), determine the likelihood ratio (LR) of the observed outcome, convert LR to weight taking log to base 2, and add up weights sequentially in a plot showing how many times odds in favour of good QOT have been doubled. For a series with observed survival times and an expected survival curve: Divide the curve into time intervals, determine "healthy" and specify "sick" risks of failure in each interval, construct a "sick" survival curve, determine the LR of survival or failure at the given observation times, convert to weights, and add up. The Bayesian plot was applied retrospectively to 39 children with acute lymphoblastic leukaemia with completed follow-up, using Nordic collaborative results as reference, showing equal odds between good and poor QOT. In the ongoing treatment trial, with 22 of 37 children still at risk for event, QOT has been monitored with average survival curves as reference, odds so far favoring good QOT 2:1. QOT in small patient series can be assessed with a Bayesian CUSUM plot, retrospectively when all treatment outcomes are known, but also in ongoing series with unfinished follow-up. © 2017 John Wiley & Sons, Ltd.

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

Semi-Supervised Bayesian Classification of Materials with Impact-Echo Signals

Directory of Open Access Journals (Sweden)

Jorge Igual

2015-05-01

Full Text Available The detection and identification of internal defects in a material require the use of some technology that translates the hidden interior damages into observable signals with different signature-defect correspondences. We apply impact-echo techniques for this purpose. The materials are classified according to their defective status (homogeneous, one defect or multiple defects and kind of defect (hole or crack, passing through or not. Every specimen is impacted by a hammer, and the spectrum of the propagated wave is recorded. This spectrum is the input data to a Bayesian classifier that is based on the modeling of the conditional probabilities with a mixture of Gaussians. The parameters of the Gaussian mixtures and the class probabilities are estimated using an extended expectation-maximization algorithm. The advantage of our proposal is that it is flexible, since it obtains good results for a wide range of models even under little supervision; e.g., it obtains a harmonic average of precision and recall value of 92.38% given only a 10% supervision ratio. We test the method with real specimens made of aluminum alloy. The results show that the algorithm works very well. This technique could be applied in many industrial problems, such as the optimization of the marble cutting process.

A Markov chain Monte Carlo Expectation Maximization Algorithm for Statistical Analysis of DNA Sequence Evolution with Neighbor-Dependent Substitution Rates

DEFF Research Database (Denmark)

Hobolth, Asger

2008-01-01

-dimensional integrals required in the EM algorithm are estimated using MCMC sampling. The MCMC sampler requires simulation of sample paths from a continuous time Markov process, conditional on the beginning and ending states and the paths of the neighboring sites. An exact path sampling algorithm is developed......The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous rate of substitution at a site depends on the states of the neighboring sites. Neighbor......-dependent substitution models are analytically intractable and must be analyzed using either approximate or simulation-based methods. We describe statistical inference of neighbor-dependent models using a Markov chain Monte Carlo expectation maximization (MCMC-EM) algorithm. In the MCMC-EM algorithm, the high...

No Mikheyev-Smirnov-Wolfenstein Effect in Maximal Mixing

OpenAIRE

Harrison, P. F.; Perkins, D. H.; Scott, W. G.

1996-01-01

We investigate the possible influence of the MSW effect on the expectations for the solar neutrino experiments in the maximal mixing scenario suggested by the atmospheric neutrino data. A direct numerical calculation of matter induced effects in the Sun shows that the naive vacuum predictions are left completely undisturbed in the particular case of maximal mixing, so that the MSW effect turns out to be unobservable. We give a qualitative explanation of this result.

Bayesian data analysis for newcomers.

Science.gov (United States)

Kruschke, John K; Liddell, Torrin M

2018-02-01

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

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. Copyright © 2015 Elsevier Inc. All rights reserved.

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

Directory of Open Access Journals (Sweden)

Shaobo Li

2018-03-01

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

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

NARCIS (Netherlands)

Borsboom, D.; Haig, B.D.

2013-01-01

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

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

Science.gov (United States)

Mila, A L; Ngugi, H K

2011-01-01

. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.

CytoBayesJ: software tools for Bayesian analysis of cytogenetic radiation dosimetry data.

Science.gov (United States)

Ainsbury, Elizabeth A; Vinnikov, Volodymyr; Puig, Pedro; Maznyk, Nataliya; Rothkamm, Kai; Lloyd, David C

2013-08-30

A number of authors have suggested that a Bayesian approach may be most appropriate for analysis of cytogenetic radiation dosimetry data. In the Bayesian framework, probability of an event is described in terms of previous expectations and uncertainty. Previously existing, or prior, information is used in combination with experimental results to infer probabilities or the likelihood that a hypothesis is true. It has been shown that the Bayesian approach increases both the accuracy and quality assurance of radiation dose estimates. New software entitled CytoBayesJ has been developed with the aim of bringing Bayesian analysis to cytogenetic biodosimetry laboratory practice. CytoBayesJ takes a number of Bayesian or 'Bayesian like' methods that have been proposed in the literature and presents them to the user in the form of simple user-friendly tools, including testing for the most appropriate model for distribution of chromosome aberrations and calculations of posterior probability distributions. The individual tools are described in detail and relevant examples of the use of the methods and the corresponding CytoBayesJ software tools are given. In this way, the suitability of the Bayesian approach to biological radiation dosimetry is highlighted and its wider application encouraged by providing a user-friendly software interface and manual in English and Russian. Copyright © 2013 Elsevier B.V. All rights reserved.

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

International Nuclear Information System (INIS)

Coolen, F.P.A.

1997-01-01

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

Complexity, specificity, and the timescales of developing expectations in visual perception

OpenAIRE

Gekas, Nikos

2015-01-01

Perception is strongly influenced by our expectations, especially under situations of uncertainty. A growing body of work suggests that perception is akin to Bayesian Inference in which expectations can be viewed as ‘prior’ beliefs that are combined via Bayes’ rule with sensory evidence to form the ‘posterior’ beliefs. In this thesis, I aim to answer open questions regarding the nature of expectations in perception, and, in particular, what the limits of complexity and specific...

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.

Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation-Maximization (SAEM) Algorithm.

Science.gov (United States)

Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu

2016-03-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.

Modeling multiple time series annotations as noisy distortions of the ground truth: An Expectation-Maximization approach.

Science.gov (United States)

Gupta, Rahul; Audhkhasi, Kartik; Jacokes, Zach; Rozga, Agata; Narayanan, Shrikanth

2018-01-01

Studies of time-continuous human behavioral phenomena often rely on ratings from multiple annotators. Since the ground truth of the target construct is often latent, the standard practice is to use ad-hoc metrics (such as averaging annotator ratings). Despite being easy to compute, such metrics may not provide accurate representations of the underlying construct. In this paper, we present a novel method for modeling multiple time series annotations over a continuous variable that computes the ground truth by modeling annotator specific distortions. We condition the ground truth on a set of features extracted from the data and further assume that the annotators provide their ratings as modification of the ground truth, with each annotator having specific distortion tendencies. We train the model using an Expectation-Maximization based algorithm and evaluate it on a study involving natural interaction between a child and a psychologist, to predict confidence ratings of the children's smiles. We compare and analyze the model against two baselines where: (i) the ground truth in considered to be framewise mean of ratings from various annotators and, (ii) each annotator is assumed to bear a distinct time delay in annotation and their annotations are aligned before computing the framewise mean.

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

Energy Technology Data Exchange (ETDEWEB)

Chen, Peng, E-mail: peng@ices.utexas.edu [The Institute for Computational Engineering and Sciences, The University of Texas at Austin, 201 East 24th Street, Stop C0200, Austin, TX 78712-1229 (United States); Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch [Seminar für Angewandte Mathematik, Eidgenössische Technische Hochschule, Römistrasse 101, CH-8092 Zürich (Switzerland)

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

A Bayesian inference approach to unveil supply curves in electricity markets

DEFF Research Database (Denmark)

Mitridati, Lesia Marie-Jeanne Mariane; Pinson, Pierre

2017-01-01

in the literature on modeling this uncertainty. In this study we introduce a Bayesian inference approach to reveal the aggregate supply curve in a day-ahead electricity market. The proposed algorithm relies on Markov Chain Monte Carlo and Sequential Monte Carlo methods. The major appeal of this approach......With increased competition in wholesale electricity markets, the need for new decision-making tools for strategic producers has arisen. Optimal bidding strategies have traditionally been modeled as stochastic profit maximization problems. However, for producers with non-negligible market power...

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.

Bayesian accounts of covert selective attention: A tutorial review.

Science.gov (United States)

Vincent, Benjamin T

2015-05-01

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

Upper limit for Poisson variable incorporating systematic uncertainties by Bayesian approach

International Nuclear Information System (INIS)

Zhu, Yongsheng

2007-01-01

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

Bayesian methods for data analysis

CERN Document Server

Carlin, Bradley P.

2009-01-01

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

Atmospheric dispersion prediction and source estimation of hazardous gas using artificial neural network, particle swarm optimization and expectation maximization

Science.gov (United States)

Qiu, Sihang; Chen, Bin; Wang, Rongxiao; Zhu, Zhengqiu; Wang, Yuan; Qiu, Xiaogang

2018-04-01

Hazardous gas leak accident has posed a potential threat to human beings. Predicting atmospheric dispersion and estimating its source become increasingly important in emergency management. Current dispersion prediction and source estimation models cannot satisfy the requirement of emergency management because they are not equipped with high efficiency and accuracy at the same time. In this paper, we develop a fast and accurate dispersion prediction and source estimation method based on artificial neural network (ANN), particle swarm optimization (PSO) and expectation maximization (EM). The novel method uses a large amount of pre-determined scenarios to train the ANN for dispersion prediction, so that the ANN can predict concentration distribution accurately and efficiently. PSO and EM are applied for estimating the source parameters, which can effectively accelerate the process of convergence. The method is verified by the Indianapolis field study with a SF6 release source. The results demonstrate the effectiveness of the method.

Parameter estimation via conditional expectation: a Bayesian inversion

KAUST Repository

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

2016-01-01

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.

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.

Life expectancy estimation in small administrative areas with non-uniform population sizes: application to Australian New South Wales local government areas.

Science.gov (United States)

Stephens, Alexandre S; Purdie, Stuart; Yang, Baohui; Moore, Helen

2013-12-02

To determine a practical approach for deriving life expectancy estimates in Australian New South Wales local government areas which display a large diversity in population sizes. Population-based study utilising mortality and estimated residential population data. 153 local government areas in New South Wales, Australia. Key performance measures of Chiang II, Silcocks, adjusted Chiang II and Bayesian random effects model methodologies of life expectancy estimation including agreement analysis of life expectancy estimates and comparison of estimate SEs. Chiang II and Silcocks methods produced almost identical life expectancy estimates across a large range of population sizes but calculation failures and excessively large SEs limited their use in small populations. A population of 25 000 or greater was required to estimate life expectancy with SE of 1 year or less using adjusted Chiang II (a composite of Chiang II and Silcocks methods). Data aggregation offered some remedy for extending the use of adjusted Chiang II in small populations but reduced estimate currency. A recently developed Bayesian random effects model utilising the correlation in mortality rates between genders, age groups and geographical areas markedly improved the precision of life expectancy estimates in small populations. We propose a hybrid approach for the calculation of life expectancy using the Bayesian random effects model in populations of 25 000 or lower permitting the precise derivation of life expectancy in small populations. In populations above 25 000, we propose the use of adjusted Chiang II to guard against violations of spatial correlation, to benefit from a widely accepted method that is simpler to communicate to local health authorities and where its slight inferior performance compared with the Bayesian approach is of minor practical significance.

Preliminary investigation to use Bayesian networks in predicting NOx, CO, CO2 and HC emissions

International Nuclear Information System (INIS)

Karri, V.; Hafez, H.A.; Kristiansen, M.

2005-01-01

A Bayesian network was used to characterize Lister-Petter diesel combustion engine emissions. Three sets of tests were conducted: (1) full open throttle; (2) 68 per cent closed throttle; and (3) 58 per cent closed throttle. The first test simulated normal lean burning conditions, while the last 2 tests simulated a clogged air filter. Experiments were conducted in an engine generator assembly with a fixed speed governor of 1500 rpm. Electrochemical sensors were used to detect nitrogen oxide (NO x ); carbon dioxide (CO 2 ); carbon monoxide (CO); hydrocarbons; and particulate matter. Engine oil, engine outlet, and engine inlet and exhaust temperatures were digitally measured. Data from 20 experimental sets of tests were used to train, test and project accurate emission levels. The Bayesian network model was built using input variables and measured output parameters related to the exhaust components. Human knowledge was used to build relationships between defined nodes and a path condition algorithm. An estimation-maximization algorithm was used. Results of the validation study showed that the Bayesian network accurately predicted emissions levels. It was concluded that it is possible to predict engine emission outputs with probable acceptable levels using Bayesian network modelling techniques and limited experimental data. 33 refs., 3 tabs., 8 figs

BOP2: Bayesian optimal design for phase II clinical trials with simple and complex endpoints.

Science.gov (United States)

Zhou, Heng; Lee, J Jack; Yuan, Ying

2017-09-20

We propose a flexible Bayesian optimal phase II (BOP2) design that is capable of handling simple (e.g., binary) and complicated (e.g., ordinal, nested, and co-primary) endpoints under a unified framework. We use a Dirichlet-multinomial model to accommodate different types of endpoints. At each interim, the go/no-go decision is made by evaluating a set of posterior probabilities of the events of interest, which is optimized to maximize power or minimize the number of patients under the null hypothesis. Unlike other existing Bayesian designs, the BOP2 design explicitly controls the type I error rate, thereby bridging the gap between Bayesian designs and frequentist designs. In addition, the stopping boundary of the BOP2 design can be enumerated prior to the onset of the trial. These features make the BOP2 design accessible to a wide range of users and regulatory agencies and particularly easy to implement in practice. Simulation studies show that the BOP2 design has favorable operating characteristics with higher power and lower risk of incorrectly terminating the trial than some existing Bayesian phase II designs. The software to implement the BOP2 design is freely available at www.trialdesign.org. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Bayesian benefits with JASP

NARCIS (Netherlands)

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

2017-01-01

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

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 ...

Bayesian estimation of isotopic age differences

International Nuclear Information System (INIS)

Curl, R.L.

1988-01-01

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

Subjective expected utility with non-increasing risk aversion

NARCIS (Netherlands)

Wakker, P.P.

1989-01-01

It is shown that assumptions about risk aversion, usually studied under the presupposition 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 utility

Toward efficient computation of the expected relative entropy for nonlinear experimental design

International Nuclear Information System (INIS)

Coles, Darrell; Prange, Michael

2012-01-01

The expected relative entropy between prior and posterior model-parameter distributions is a Bayesian objective function in experimental design theory that quantifies the expected gain in information of an experiment relative to a previous state of knowledge. The expected relative entropy is a preferred measure of experimental quality because it can handle nonlinear data-model relationships, an important fact due to the ubiquity of nonlinearity in science and engineering and its effects on post-inversion parameter uncertainty. This objective function does not necessarily yield experiments that mediate well-determined systems, but, being a Bayesian quality measure, it rigorously accounts for prior information which constrains model parameters that may be only weakly constrained by the optimized dataset. Historically, use of the expected relative entropy has been limited by the computing and storage requirements associated with high-dimensional numerical integration. Herein, a bifocal algorithm is developed that makes these computations more efficient. The algorithm is demonstrated on a medium-sized problem of sampling relaxation phenomena and on a large problem of source–receiver selection for a 2D vertical seismic profile. The method is memory intensive but workarounds are discussed. (paper)

Classification of Ultrasonic NDE Signals Using the Expectation Maximization (EM) and Least Mean Square (LMS) Algorithms

International Nuclear Information System (INIS)

Kim, Dae Won

2005-01-01

Ultrasonic inspection methods are widely used for detecting flaws in materials. The signal analysis step plays a crucial part in the data interpretation process. A number of signal processing methods have been proposed to classify ultrasonic flaw signals. One of the more popular methods involves the extraction of an appropriate set of features followed by the use of a neural network for the classification of the signals in the feature spare. This paper describes an alternative approach which uses the least mean square (LMS) method and exportation maximization (EM) algorithm with the model based deconvolution which is employed for classifying nondestructive evaluation (NDE) signals from steam generator tubes in a nuclear power plant. The signals due to cracks and deposits are not significantly different. These signals must be discriminated to prevent from happening a huge disaster such as contamination of water or explosion. A model based deconvolution has been described to facilitate comparison of classification results. The method uses the space alternating generalized expectation maximiBation (SAGE) algorithm ill conjunction with the Newton-Raphson method which uses the Hessian parameter resulting in fast convergence to estimate the time of flight and the distance between the tube wall and the ultrasonic sensor. Results using these schemes for the classification of ultrasonic signals from cracks and deposits within steam generator tubes are presented and showed a reasonable performances

Tri-maximal vs. bi-maximal neutrino mixing

International Nuclear Information System (INIS)

Scott, W.G

2000-01-01

It is argued that data from atmospheric and solar neutrino experiments point strongly to tri-maximal or bi-maximal lepton mixing. While ('optimised') bi-maximal mixing gives an excellent a posteriori fit to the data, tri-maximal mixing is an a priori hypothesis, which is not excluded, taking account of terrestrial matter effects

Bayesian optimization for materials science

CERN Document Server

Packwood, Daniel

2017-01-01

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

Understanding Computational Bayesian Statistics

CERN Document Server

Bolstad, William M

2011-01-01

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

Bayesian statistics an introduction

CERN Document Server

Lee, Peter M

2012-01-01

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

Bayesian inference in processing experimental data: principles and basic applications

International Nuclear Information System (INIS)

D'Agostini, G

2003-01-01

This paper introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as the following: model comparison (including the automatic Ockham's Razor filter provided by the Bayesian approach); parametric inference; quantification of the uncertainty about the value of physical quantities, also taking into account systematic effects; role of marginalization; posterior characterization; predictive distributions; hierarchical modelling and hyperparameters; Gaussian approximation of the posterior and recovery of conventional methods, especially maximum likelihood and chi-square fits under well-defined conditions; conjugate priors, transformation invariance and maximum entropy motivated priors; and Monte Carlo (MC) estimates of expectation, including a short introduction to Markov Chain MC methods

Bilateral Cochlear Implants: Maximizing Expected Outcomes.

Science.gov (United States)

Wallis, Kate E; Blum, Nathan J; Waryasz, Stephanie A; Augustyn, Marilyn

Sonia is a 4 years 1 month-year-old girl with Waardenburg syndrome and bilateral sensorineural hearing loss who had bilateral cochlear implants at 2 years 7 months years of age. She is referred to Developmental-Behavioral Pediatrics by her speech/language pathologist because of concerns that her language skills are not progressing as expected after the cochlear implant. At the time of the implant, she communicated using approximately 20 signs and 1 spoken word (mama). At the time of the evaluation (18 months after the implant) she had approximately 70 spoken words (English and Spanish) and innumerable signs that she used to communicate. She could follow 1-step directions in English but had more difficulty after 2-step directions.Sonia was born in Puerto Rico at 40 weeks gestation after an uncomplicated pregnancy. She failed her newborn hearing test and was given hearing aids that did not seem to help.At age 2 years, Sonia, her mother, and younger sister moved to the United States where she was diagnosed with bilateral severe-to-profound hearing loss. Genetic testing led to a diagnosis of Waardenburg syndrome (group of genetic conditions that can cause hearing loss and changes in coloring [pigmentation] of the hair, skin, and eyes). She received bilateral cochlear implants 6 months later.Sonia's mother is primarily Spanish-speaking and mostly communicates with her in Spanish or with gestures but has recently begun to learn American Sign Language (ASL). In a preschool program at a specialized school for the deaf, Sonia is learning both English and ASL. Sonia seems to prefer to use ASL to communicate.Sonia receives speech and language therapy (SLT) 3 times per week (90 minutes total) individually in school and once per week within a group. She is also receiving outpatient SLT once per week. Therapy sessions are completed in English, with the aid of an ASL interpreter. Sonia's language scores remain low, with her receptive skills in the first percentile, and her

Decision-Making Under Uncertainty: Capturing Dynamic Brand Choice Processes in Turbulent Consumer Goods Markets

OpenAIRE

Tülin Erdem; Michael P. Keane

1996-01-01

We construct two models of the behavior of consumers in an environment where there is uncertainty about brand attributes. In our models, both usage experience and advertising exposure give consumers noisy signals about brand attributes. Consumers use these signals to update their expectations of brand attributes in a Bayesian manner. The two models are (1) a dynamic model with immediate utility maximization, and (2) a dynamic “forward-looking” model in which consumers maximize the expected pr...

Bayesian networks with examples in R

CERN Document Server

Scutari, Marco

2014-01-01

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

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

Science.gov (United States)

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

2018-05-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Razali, Azhani Mohd, E-mail: azhani@nuclearmalaysia.gov.my; Abdullah, Jaafar, E-mail: jaafar@nuclearmalaysia.gov.my [Plant Assessment Technology (PAT) Group, Industrial Technology Division, Malaysian Nuclear Agency, Bangi, 43000 Kajang (Malaysia)

2015-04-29

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.

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

International Nuclear Information System (INIS)

Razali, Azhani Mohd; Abdullah, Jaafar

2015-01-01

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

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.

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…

Fast gradient-based methods for Bayesian reconstruction of transmission and emission PET images

International Nuclear Information System (INIS)

Mumcuglu, E.U.; Leahy, R.; Zhou, Z.; Cherry, S.R.

1994-01-01

The authors describe conjugate gradient algorithms for reconstruction of transmission and emission PET images. The reconstructions are based on a Bayesian formulation, where the data are modeled as a collection of independent Poisson random variables and the image is modeled using a Markov random field. A conjugate gradient algorithm is used to compute a maximum a posteriori (MAP) estimate of the image by maximizing over the posterior density. To ensure nonnegativity of the solution, a penalty function is used to convert the problem to one of unconstrained optimization. Preconditioners are used to enhance convergence rates. These methods generally achieve effective convergence in 15--25 iterations. Reconstructions are presented of an 18 FDG whole body scan from data collected using a Siemens/CTI ECAT931 whole body system. These results indicate significant improvements in emission image quality using the Bayesian approach, in comparison to filtered backprojection, particularly when reprojections of the MAP transmission image are used in place of the standard attenuation correction factors

Corroboration of the J-value model for life-expectancy growth in industrialised countries

OpenAIRE

Thomas, Philip

2017-01-01

After including an allowance for the gap between male and female life expectancies at birth diminishing over the past 50 years in industrialized countries, the J-value model incorporating “male catch-up” has been validated against actual UK data on life expectancy. A close correspondence has also been found between forecasts for life expectancy at birth in 35 countries made by the J-value model and those produced in a recent study that applied Bayesian model averaging to 21 demographic projec...

The bayesian probabilistic prediction of the next earthquake in the ometepec segment of the mexican subduction zone

Science.gov (United States)

Ferraes, Sergio G.

1992-06-01

A predictive equation to estimate the next interoccurrence time (τ) for the next earthquake ( M≥6) in the Ometepec segment is presented, based on Bayes' theorem and the Gaussian process. Bayes' theorem is used to relate the Gaussian process to both a log-normal distribution of recurrence times (τ) and a log-normal distribution of magnitudes ( M) ( Nishenko and Buland, 1987; Lomnitz, 1964). We constructed two new random variables X=In M and Y=In τ with normal marginal densities, and based on the Gaussian process model we assume that their joint density is normal. Using this information, we determine the Bayesian conditional probability. Finally, a predictive equation is derived, based on the criterion of maximization of the Bayesian conditional probability. The model forecasts the next interoccurrence time, conditional on the magnitude of the last event. Realistic estimates of future damaging earthquakes are based on relocated historical earthquakes. However, at the present time there is a controversy between Nishenko-Singh and Gonzalez-Ruiz-Mc-Nally concerning the rupturing process of the 1907 earthquake. We use our Bayesian analysis to examine and discuss this very important controversy. To clarify to the full significance of the analysis, we put forward the results using two catalogues: (1) The Ometepec catalogue without the 1907 earthquake (González-Ruíz-McNally), and (2) the Ometepec catalogue including the 1907 earthquake (Nishenko-Singh). The comparison of the prediction error reveals that in the Nishenko-Singh catalogue, the errors are considerably smaller than the average error for the González-Ruíz-McNally catalogue of relocated events. Finally, using the Nishenko-Singh catalogue which locates the 1907 event inside the Ometepec segment, we conclude that the next expected damaging earthquake ( M≥6.0) will occur approximately within the next time interval τ=11.82 years from the last event (which occurred on July 2, 1984), or equivalently will

Bayesian methodology for the design and interpretation of clinical trials in critical care medicine: a primer for clinicians.

Science.gov (United States)

Kalil, Andre C; Sun, Junfeng

2014-10-01

To review Bayesian methodology and its utility to clinical decision making and research in the critical care field. Clinical, epidemiological, and biostatistical studies on Bayesian methods in PubMed and Embase from their inception to December 2013. Bayesian methods have been extensively used by a wide range of scientific fields, including astronomy, engineering, chemistry, genetics, physics, geology, paleontology, climatology, cryptography, linguistics, ecology, and computational sciences. The application of medical knowledge in clinical research is analogous to the application of medical knowledge in clinical practice. Bedside physicians have to make most diagnostic and treatment decisions on critically ill patients every day without clear-cut evidence-based medicine (more subjective than objective evidence). Similarly, clinical researchers have to make most decisions about trial design with limited available data. Bayesian methodology allows both subjective and objective aspects of knowledge to be formally measured and transparently incorporated into the design, execution, and interpretation of clinical trials. In addition, various degrees of knowledge and several hypotheses can be tested at the same time in a single clinical trial without the risk of multiplicity. Notably, the Bayesian technology is naturally suited for the interpretation of clinical trial findings for the individualized care of critically ill patients and for the optimization of public health policies. We propose that the application of the versatile Bayesian methodology in conjunction with the conventional statistical methods is not only ripe for actual use in critical care clinical research but it is also a necessary step to maximize the performance of clinical trials and its translation to the practice of critical care medicine.

Sparse linear models: Variational approximate inference and Bayesian experimental design

International Nuclear Information System (INIS)

Seeger, Matthias W

2009-01-01

A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

Sparse linear models: Variational approximate inference and Bayesian experimental design

Energy Technology Data Exchange (ETDEWEB)

Seeger, Matthias W [Saarland University and Max Planck Institute for Informatics, Campus E1.4, 66123 Saarbruecken (Germany)

2009-12-01

A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

Machine learning techniques in optical communication

DEFF Research Database (Denmark)

Zibar, Darko; Piels, Molly; Jones, Rasmus Thomas

2015-01-01

Techniques from the machine learning community are reviewed and employed for laser characterization, signal detection in the presence of nonlinear phase noise, and nonlinearity mitigation. Bayesian filtering and expectation maximization are employed within nonlinear state-space framework...

Stokes Space-Based Optical Modulation Format Recognition for Digital Coherent Receivers

DEFF Research Database (Denmark)

Borkowski, Robert; Zibar, Darko; Caballero Jambrina, Antonio

2013-01-01

We present a technique for modulation format recognition for heterogeneous reconfigurable optical networks. The method is based on Stokes space signal representation and uses a variational Bayesian expectation maximization machine learning algorithm. Differentiation between diverse common coheren...

PENGGUNAAN ALGORITMA NEWTON – RAPHSON UNTUK MEMBUAT SOFTWARE PENENTUAN DOSIS OBAT

Directory of Open Access Journals (Sweden)

Ibnu Gunawan

2009-01-01

Full Text Available USCPACK Software from University of Carolina is one of the pioneers of computerized drug dosage system. This software uses Bayesian method. The algorithm that used in this software is known as NPEM (Non Parametric Expectation Maximization. After knowing how USCPACK work, then we made new software that has the same use like USCPACK but with new algorithm that different from NPEM. These paper will describe the how to make the software based on NPAG algorithm. Abstract in Bahasa Indonesia: Software USCPACK buatan University of Carolina merupakan salah satu pelopor dimungkinkannya penentuan dosis obat persatuan waktu tertentu untuk pasien secara umum menggunakan komputer. Software ini bekerja dengan menggunakan metode dasar Bayesian. Algoritma yang digunakan oleh software ini adalah NPEM (Non Parametric Expectation Maximization. Setelah mengetahui cara kerja dari USCPACK maka dibuatlah sebuah software pendosisan obat menggunakan algoritma non parametrik lain selain NPEM. Paper ini akan membahas pembuatan software pendosisan obat menggunakan algoritma newton – raphson dalam penentuan dosis obat terkomputerisasi. Kata kunci: Pendosisan terkomputerisasi, optimasi, Bayesian, NPEM, Newton Raphson,USCPACK

Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning

Directory of Open Access Journals (Sweden)

Hellinton H. Takada

2018-01-01

Full Text Available There are several electricity generation technologies based on different sources such as wind, biomass, gas, coal, and so on. The consideration of the uncertainties associated with the future costs of such technologies is crucial for planning purposes. In the literature, the allocation of resources in the available technologies has been solved as a mean-variance optimization problem assuming knowledge of the expected values and the covariance matrix of the costs. However, in practice, they are not exactly known parameters. Consequently, the obtained optimal allocations from the mean-variance optimization are not robust to possible estimation errors of such parameters. Additionally, it is usual to have electricity generation technology specialists participating in the planning processes and, obviously, the consideration of useful prior information based on their previous experience is of utmost importance. The Bayesian models consider not only the uncertainty in the parameters, but also the prior information from the specialists. In this paper, we introduce the classical-equivalent Bayesian mean-variance optimization to solve the electricity generation planning problem using both improper and proper prior distributions for the parameters. In order to illustrate our approach, we present an application comparing the classical-equivalent Bayesian with the naive mean-variance optimal portfolios.

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.

Bayesian analysis in plant pathology.

Science.gov (United States)

Mila, A L; Carriquiry, A L

2004-09-01

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

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

International Nuclear Information System (INIS)

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 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)

Automatic physical inference with information maximizing neural networks

Science.gov (United States)

Charnock, Tom; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-04-01

Compressing large data sets to a manageable number of summaries that are informative about the underlying parameters vastly simplifies both frequentist and Bayesian inference. When only simulations are available, these summaries are typically chosen heuristically, so they may inadvertently miss important information. We introduce a simulation-based machine learning technique that trains artificial neural networks to find nonlinear functionals of data that maximize Fisher information: information maximizing neural networks (IMNNs). In test cases where the posterior can be derived exactly, likelihood-free inference based on automatically derived IMNN summaries produces nearly exact posteriors, showing that these summaries are good approximations to sufficient statistics. In a series of numerical examples of increasing complexity and astrophysical relevance we show that IMNNs are robustly capable of automatically finding optimal, nonlinear summaries of the data even in cases where linear compression fails: inferring the variance of Gaussian signal in the presence of noise, inferring cosmological parameters from mock simulations of the Lyman-α forest in quasar spectra, and inferring frequency-domain parameters from LISA-like detections of gravitational waveforms. In this final case, the IMNN summary outperforms linear data compression by avoiding the introduction of spurious likelihood maxima. We anticipate that the automatic physical inference method described in this paper will be essential to obtain both accurate and precise cosmological parameter estimates from complex and large astronomical data sets, including those from LSST and Euclid.

TH-CD-206-01: Expectation-Maximization Algorithm-Based Tissue Mixture Quantification for Perfusion MRI

International Nuclear Information System (INIS)

Han, H; Xing, L; Liang, Z; Li, L

2016-01-01

Purpose: To investigate the feasibility of estimating the tissue mixture perfusions and quantifying cerebral blood flow change in arterial spin labeled (ASL) perfusion MR images. Methods: The proposed perfusion MR image analysis framework consists of 5 steps: (1) Inhomogeneity correction was performed on the T1- and T2-weighted images, which are available for each studied perfusion MR dataset. (2) We used the publicly available FSL toolbox to strip off the non-brain structures from the T1- and T2-weighted MR images. (3) We applied a multi-spectral tissue-mixture segmentation algorithm on both T1- and T2-structural MR images to roughly estimate the fraction of each tissue type - white matter, grey matter and cerebral spinal fluid inside each image voxel. (4) The distributions of the three tissue types or tissue mixture across the structural image array are down-sampled and mapped onto the ASL voxel array via a co-registration operation. (5) The presented 4-dimensional expectation-maximization (4D-EM) algorithm takes the down-sampled three tissue type distributions on perfusion image data to generate the perfusion mean, variance and percentage images for each tissue type of interest. Results: Experimental results on three volunteer datasets demonstrated that the multi-spectral tissue-mixture segmentation algorithm was effective to initialize tissue mixtures from T1- and T2-weighted MR images. Compared with the conventional ASL image processing toolbox, the proposed 4D-EM algorithm not only generated comparable perfusion mean images, but also produced perfusion variance and percentage images, which the ASL toolbox cannot obtain. It is observed that the perfusion contribution percentages may not be the same as the corresponding tissue mixture volume fractions estimated in the structural images. Conclusion: A specific application to brain ASL images showed that the presented perfusion image analysis method is promising for detecting subtle changes in tissue perfusions

TH-CD-206-01: Expectation-Maximization Algorithm-Based Tissue Mixture Quantification for Perfusion MRI

Energy Technology Data Exchange (ETDEWEB)

Han, H; Xing, L [Stanford University, Palo Alto, CA (United States); Liang, Z [Stony Brook University, Stony Brook, NY (United States); Li, L [City University of New York College of Staten Island, Staten Island, NY (United States)

2016-06-15

Purpose: To investigate the feasibility of estimating the tissue mixture perfusions and quantifying cerebral blood flow change in arterial spin labeled (ASL) perfusion MR images. Methods: The proposed perfusion MR image analysis framework consists of 5 steps: (1) Inhomogeneity correction was performed on the T1- and T2-weighted images, which are available for each studied perfusion MR dataset. (2) We used the publicly available FSL toolbox to strip off the non-brain structures from the T1- and T2-weighted MR images. (3) We applied a multi-spectral tissue-mixture segmentation algorithm on both T1- and T2-structural MR images to roughly estimate the fraction of each tissue type - white matter, grey matter and cerebral spinal fluid inside each image voxel. (4) The distributions of the three tissue types or tissue mixture across the structural image array are down-sampled and mapped onto the ASL voxel array via a co-registration operation. (5) The presented 4-dimensional expectation-maximization (4D-EM) algorithm takes the down-sampled three tissue type distributions on perfusion image data to generate the perfusion mean, variance and percentage images for each tissue type of interest. Results: Experimental results on three volunteer datasets demonstrated that the multi-spectral tissue-mixture segmentation algorithm was effective to initialize tissue mixtures from T1- and T2-weighted MR images. Compared with the conventional ASL image processing toolbox, the proposed 4D-EM algorithm not only generated comparable perfusion mean images, but also produced perfusion variance and percentage images, which the ASL toolbox cannot obtain. It is observed that the perfusion contribution percentages may not be the same as the corresponding tissue mixture volume fractions estimated in the structural images. Conclusion: A specific application to brain ASL images showed that the presented perfusion image analysis method is promising for detecting subtle changes in tissue perfusions

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.

A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk.

Science.gov (United States)

Patel, Nitin R; Ankolekar, Suresh; Antonijevic, Zoran; Rajicic, Natasa

2013-05-10

We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integer programming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of 'what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright © 2013 John Wiley & Sons, Ltd.

Can monkeys make investments based on maximized pay-off?

Directory of Open Access Journals (Sweden)

Sophie Steelandt

2011-03-01

Full Text Available Animals can maximize benefits but it is not known if they adjust their investment according to expected pay-offs. We investigated whether monkeys can use different investment strategies in an exchange task. We tested eight capuchin monkeys (Cebus apella and thirteen macaques (Macaca fascicularis, Macaca tonkeana in an experiment where they could adapt their investment to the food amounts proposed by two different experimenters. One, the doubling partner, returned a reward that was twice the amount given by the subject, whereas the other, the fixed partner, always returned a constant amount regardless of the amount given. To maximize pay-offs, subjects should invest a maximal amount with the first partner and a minimal amount with the second. When tested with the fixed partner only, one third of monkeys learned to remove a maximal amount of food for immediate consumption before investing a minimal one. With both partners, most subjects failed to maximize pay-offs by using different decision rules with each partner' quality. A single Tonkean macaque succeeded in investing a maximal amount to one experimenter and a minimal amount to the other. The fact that only one of over 21 subjects learned to maximize benefits in adapting investment according to experimenters' quality indicates that such a task is difficult for monkeys, albeit not impossible.

Prediction of road accidents: A Bayesian hierarchical approach.

Science.gov (United States)

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

2013-03-01

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

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

Science.gov (United States)

Abe, Sumiyoshi

2014-11-01

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

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

Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics

International Nuclear Information System (INIS)

Prix, Reinhard; Krishnan, Badri

2009-01-01

We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ('B-statistic') using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e., has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.

Phenomenology of maximal and near-maximal lepton mixing

International Nuclear Information System (INIS)

Gonzalez-Garcia, M. C.; Pena-Garay, Carlos; Nir, Yosef; Smirnov, Alexei Yu.

2001-01-01

The possible existence of maximal or near-maximal lepton mixing constitutes an intriguing challenge for fundamental theories of flavor. 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 ε(equivalent to)1-2sin 2 θ ex and quantify the present experimental status for |ε| e mixing comes from solar neutrino experiments. We find that the global analysis of solar neutrino data allows maximal mixing with confidence level better than 99% for 10 -8 eV 2 ∼ 2 ∼ -7 eV 2 . In the mass ranges Δm 2 ∼>1.5x10 -5 eV 2 and 4x10 -10 eV 2 ∼ 2 ∼ -7 eV 2 the full interval |ε| e mixing in atmospheric neutrinos, supernova neutrinos, and neutrinoless double beta decay

Basics of Bayesian methods.

Science.gov (United States)

Ghosh, Sujit K

2010-01-01

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

Bayesian computation with R

CERN Document Server

Albert, Jim

2009-01-01

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

Prior elicitation and Bayesian analysis of the Steroids for Corneal Ulcers Trial.

Science.gov (United States)

See, Craig W; Srinivasan, Muthiah; Saravanan, Somu; Oldenburg, Catherine E; Esterberg, Elizabeth J; Ray, Kathryn J; Glaser, Tanya S; Tu, Elmer Y; Zegans, Michael E; McLeod, Stephen D; Acharya, Nisha R; Lietman, Thomas M

2012-12-01

To elicit expert opinion on the use of adjunctive corticosteroid therapy in bacterial corneal ulcers. To perform a Bayesian analysis of the Steroids for Corneal Ulcers Trial (SCUT), using expert opinion as a prior probability. The SCUT was a placebo-controlled trial assessing visual outcomes in patients receiving topical corticosteroids or placebo as adjunctive therapy for bacterial keratitis. Questionnaires were conducted at scientific meetings in India and North America to gauge expert consensus on the perceived benefit of corticosteroids as adjunct treatment. Bayesian analysis, using the questionnaire data as a prior probability and the primary outcome of SCUT as a likelihood, was performed. For comparison, an additional Bayesian analysis was performed using the results of the SCUT pilot study as a prior distribution. Indian respondents believed there to be a 1.21 Snellen line improvement, and North American respondents believed there to be a 1.24 line improvement with corticosteroid therapy. The SCUT primary outcome found a non-significant 0.09 Snellen line benefit with corticosteroid treatment. The results of the Bayesian analysis estimated a slightly greater benefit than did the SCUT primary analysis (0.19 lines verses 0.09 lines). Indian and North American experts had similar expectations on the effectiveness of corticosteroids in bacterial corneal ulcers; that corticosteroids would markedly improve visual outcomes. Bayesian analysis produced results very similar to those produced by the SCUT primary analysis. The similarity in result is likely due to the large sample size of SCUT and helps validate the results of SCUT.

Application of Bayesian statistical decision theory to the optimization of generating set maintenance

International Nuclear Information System (INIS)

Procaccia, H.; Cordier, R.; Muller, S.

1994-07-01

Statistical decision theory could be a alternative for the optimization of preventive maintenance periodicity. In effect, this theory concerns the situation in which a decision maker has to make a choice between a set of reasonable decisions, and where the loss associated to a given decision depends on a probabilistic risk, called state of nature. In the case of maintenance optimization, the decisions to be analyzed are different periodicities proposed by the experts, given the observed feedback experience, the states of nature are the associated failure probabilities, and the losses are the expectations of the induced cost of maintenance and of consequences of the failures. As failure probabilities concern rare events, at the ultimate state of RCM analysis (failure of sub-component), and as expected foreseeable behaviour of equipment has to be evaluated by experts, Bayesian approach is successfully used to compute states of nature. In Bayesian decision theory, a prior distribution for failure probabilities is modeled from expert knowledge, and is combined with few stochastic information provided by feedback experience, giving a posterior distribution of failure probabilities. The optimized decision is the decision that minimizes the expected loss over the posterior distribution. This methodology has been applied to inspection and maintenance optimization of cylinders of diesel generator engines of 900 MW nuclear plants. In these plants, auxiliary electric power is supplied by 2 redundant diesel generators which are tested every 2 weeks during about 1 hour. Until now, during yearly refueling of each plant, one endoscopic inspection of diesel cylinders is performed, and every 5 operating years, all cylinders are replaced. RCM has shown that cylinder failures could be critical. So Bayesian decision theory has been applied, taking into account expert opinions, and possibility of aging when maintenance periodicity is extended. (authors). 8 refs., 5 figs., 1 tab

The subjectivity of scientists and the Bayesian 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

The Bayesian Score Statistic

NARCIS (Netherlands)

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

2000-01-01

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

Bayesian methods for proteomic biomarker development

Directory of Open Access Journals (Sweden)

Belinda Hernández

2015-12-01

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

Bayesian inference with ecological applications

CERN Document Server

Link, William A

2009-01-01

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

Quantum Bayesian networks with application to games displaying Parrondo's paradox

Science.gov (United States)

Pejic, Michael

Bayesian networks and their accompanying graphical models are widely used for prediction and analysis across many disciplines. We will reformulate these in terms of linear maps. This reformulation will suggest a natural extension, which we will show is equivalent to standard textbook quantum mechanics. Therefore, this extension will be termed quantum. However, the term quantum should not be taken to imply this extension is necessarily only of utility in situations traditionally thought of as in the domain of quantum mechanics. In principle, it may be employed in any modelling situation, say forecasting the weather or the stock market---it is up to experiment to determine if this extension is useful in practice. Even restricting to the domain of quantum mechanics, with this new formulation the advantages of Bayesian networks can be maintained for models incorporating quantum and mixed classical-quantum behavior. The use of these will be illustrated by various basic examples. Parrondo's paradox refers to the situation where two, multi-round games with a fixed winning criteria, both with probability greater than one-half for one player to win, are combined. Using a possibly biased coin to determine the rule to employ for each round, paradoxically, the previously losing player now wins the combined game with probabilitygreater than one-half. Using the extended Bayesian networks, we will formulate and analyze classical observed, classical hidden, and quantum versions of a game that displays this paradox, finding bounds for the discrepancy from naive expectations for the occurrence of the paradox. A quantum paradox inspired by Parrondo's paradox will also be analyzed. We will prove a bound for the discrepancy from naive expectations for this paradox as well. Games involving quantum walks that achieve this bound will be presented.

Collaborative autonomous sensing with Bayesians in the loop

Science.gov (United States)

Ahmed, Nisar

2016-10-01

There is a strong push to develop intelligent unmanned autonomy that complements human reasoning for applications as diverse as wilderness search and rescue, military surveillance, and robotic space exploration. More than just replacing humans for `dull, dirty and dangerous' work, autonomous agents are expected to cope with a whole host of uncertainties while working closely together with humans in new situations. The robotics revolution firmly established the primacy of Bayesian algorithms for tackling challenging perception, learning and decision-making problems. Since the next frontier of autonomy demands the ability to gather information across stretches of time and space that are beyond the reach of a single autonomous agent, the next generation of Bayesian algorithms must capitalize on opportunities to draw upon the sensing and perception abilities of humans-in/on-the-loop. This work summarizes our recent research toward harnessing `human sensors' for information gathering tasks. The basic idea behind is to allow human end users (i.e. non-experts in robotics, statistics, machine learning, etc.) to directly `talk to' the information fusion engine and perceptual processes aboard any autonomous agent. Our approach is grounded in rigorous Bayesian modeling and fusion of flexible semantic information derived from user-friendly interfaces, such as natural language chat and locative hand-drawn sketches. This naturally enables `plug and play' human sensing with existing probabilistic algorithms for planning and perception, and has been successfully demonstrated with human-robot teams in target localization applications.

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

Bayesian noninferiority test for 2 binomial probabilities as the extension of Fisher exact test.

Science.gov (United States)

Doi, Masaaki; Takahashi, Fumihiro; Kawasaki, Yohei

2017-12-30

Noninferiority trials have recently gained importance for the clinical trials of drugs and medical devices. In these trials, most statistical methods have been used from a frequentist perspective, and historical data have been used only for the specification of the noninferiority margin Δ>0. In contrast, Bayesian methods, which have been studied recently are advantageous in that they can use historical data to specify prior distributions and are expected to enable more efficient decision making than frequentist methods by borrowing information from historical trials. In the case of noninferiority trials for response probabilities π 1 ,π 2 , Bayesian methods evaluate the posterior probability of H 1 :π 1 >π 2 -Δ being true. To numerically calculate such posterior probability, complicated Appell hypergeometric function or approximation methods are used. Further, the theoretical relationship between Bayesian and frequentist methods is unclear. In this work, we give the exact expression of the posterior probability of the noninferiority under some mild conditions and propose the Bayesian noninferiority test framework which can flexibly incorporate historical data by using the conditional power prior. Further, we show the relationship between Bayesian posterior probability and the P value of the Fisher exact test. From this relationship, our method can be interpreted as the Bayesian noninferior extension of the Fisher exact test, and we can treat superiority and noninferiority in the same framework. Our method is illustrated through Monte Carlo simulations to evaluate the operating characteristics, the application to the real HIV clinical trial data, and the sample size calculation using historical data. Copyright © 2017 John Wiley & Sons, Ltd.

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

2016-02-07

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 ([Formula: see text] cm(2)). 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.

A Bayesian framework for risk perception

NARCIS (Netherlands)

van Erp, H.R.N.

2017-01-01

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

Bayesian flood forecasting methods: A review

Science.gov (United States)

Han, Shasha; Coulibaly, Paulin

2017-08-01

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

Bayesian updating and decision making using correlated structural health monitoring observations

DEFF Research Database (Denmark)

Nielsen, Jannie Sønderkær

2018-01-01

A Bayesian approach is often applied when updating a deterioration model using observations from expected structural health monitoring or condition monitoring. Usually, observations are assumed to be independent conditioned on the damage size, but this assumption does not always hold, especially ...... is properly modeled. In case of correlated observations, an advanced decision model using all past observations for decision making is needed to make monitoring feasible compared to only using inspections....

Topics in Bayesian statistics and maximum entropy

International Nuclear Information System (INIS)

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

1998-12-01

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

Aging and loss decision making: increased risk aversion and decreased use of maximizing information, with correlated rationality and value maximization.

Science.gov (United States)

Kurnianingsih, Yoanna A; Sim, Sam K Y; Chee, Michael W L; Mullette-Gillman, O'Dhaniel A

2015-01-01

We investigated how adult aging specifically alters economic decision-making, focusing on examining alterations in uncertainty preferences (willingness to gamble) and choice strategies (what gamble information influences choices) within both the gains and losses domains. Within each domain, participants chose between certain monetary outcomes and gambles with uncertain outcomes. We examined preferences by quantifying how uncertainty modulates choice behavior as if altering the subjective valuation of gambles. We explored age-related preferences for two types of uncertainty, risk, and ambiguity. Additionally, we explored how aging may alter what information participants utilize to make their choices by comparing the relative utilization of maximizing and satisficing information types through a choice strategy metric. Maximizing information was the ratio of the expected value of the two options, while satisficing information was the probability of winning. We found age-related alterations of economic preferences within the losses domain, but no alterations within the gains domain. Older adults (OA; 61-80 years old) were significantly more uncertainty averse for both risky and ambiguous choices. OA also exhibited choice strategies with decreased use of maximizing information. Within OA, we found a significant correlation between risk preferences and choice strategy. This linkage between preferences and strategy appears to derive from a convergence to risk neutrality driven by greater use of the effortful maximizing strategy. As utility maximization and value maximization intersect at risk neutrality, this result suggests that OA are exhibiting a relationship between enhanced rationality and enhanced value maximization. While there was variability in economic decision-making measures within OA, these individual differences were unrelated to variability within examined measures of cognitive ability. Our results demonstrate that aging alters economic decision-making for

Aging and loss decision making: increased risk aversion and decreased use of maximizing information, with correlated rationality and value maximization

Directory of Open Access Journals (Sweden)

Yoanna Arlina Kurnianingsih

2015-05-01

Full Text Available We investigated how adult aging specifically alters economic decision-making, focusing on examining alterations in uncertainty preferences (willingness to gamble and choice strategies (what gamble information influences choices within both the gains and losses domains. Within each domain, participants chose between certain monetary outcomes and gambles with uncertain outcomes. We examined preferences by quantifying how uncertainty modulates choice behavior as if altering the subjective valuation of gambles. We explored age-related preferences for two types of uncertainty, risk and ambiguity. Additionally, we explored how aging may alter what information participants utilize to make their choices by comparing the relative utilization of maximizing and satisficing information types through a choice strategy metric. Maximizing information was the ratio of the expected value of the two options, while satisficing information was the probability of winning.We found age-related alterations of economic preferences within the losses domain, but no alterations within the gains domain. Older adults (OA; 61 to 80 years old were significantly more uncertainty averse for both risky and ambiguous choices. OA also exhibited choice strategies with decreased use of maximizing information. Within OA, we found a significant correlation between risk preferences and choice strategy. This linkage between preferences and strategy appears to derive from a convergence to risk neutrality driven by greater use of the effortful maximizing strategy. As utility maximization and value maximization intersect at risk neutrality, this result suggests that OA are exhibiting a relationship between enhanced rationality and enhanced value maximization. While there was variability in economic decision-making measures within OA, these individual differences were unrelated to variability within examined measures of cognitive ability. Our results demonstrate that aging alters economic

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)

Bayesian optimization for constructing potential energy surfaces of polyatomic molecules with the smallest number of ab initio calculations

Science.gov (United States)

Vargas-Hernandez, Rodrigo A.; v Krems, Roman

2017-04-01

We examine the application of kernel methods of machine learning for constructing potential energy surfaces (PES) of polyatomic molecules. In particular, we illustrate the application of Bayesian optimization with Gaussian processes as an efficient method for sampling the configuration space of polyatomic molecules. Bayesian optimization relies on two key components: a prior over an objective function and a mechanism for sampling the configuration space. We use Gaussian processes to model the objective function and various acquisition functions commonly used in computer science to quantify the accuracy of sampling. The PES is obtained through an iterative process of adding ab initio points at the locations maximizing the acquisition function and re-trainig the Gaussian process with new points added. We sample different PESs with one or many acquisition functions and show how the acquisition functions affect the construction of the PESs.

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

Science.gov (United States)

Jones, Matt; Love, Bradley C

2011-08-01

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

Maximizing Expected Achievable Rates for Block-Fading Buffer-Aided Relay Channels

KAUST Repository

Shaqfeh, Mohammad

2016-05-25

In this paper, the long-term average achievable rate over block-fading buffer-aided relay channels is maximized using a hybrid scheme that combines three essential transmission strategies, which are decode-and-forward, compress-and-forward, and direct transmission. The proposed hybrid scheme is dynamically adapted based on the channel state information. The integration and optimization of these three strategies provide a more generic and fundamental solution and give better achievable rates than the known schemes in the literature. Despite the large number of optimization variables, the proposed hybrid scheme can be optimized using simple closed-form formulas that are easy to apply in practical relay systems. This includes adjusting the transmission rate and compression when compress-and-forward is the selected strategy based on the channel conditions. Furthermore, in this paper, the hybrid scheme is applied to three different models of the Gaussian block-fading buffer-aided relay channels, depending on whether the relay is half or full duplex and whether the source and the relay have orthogonal or non-orthogonal channel access. Several numerical examples are provided to demonstrate the achievable rate results and compare them to the upper bounds of the ergodic capacity for each one of the three channel models under consideration.

Maximizing Expected Achievable Rates for Block-Fading Buffer-Aided Relay Channels

KAUST Repository

Shaqfeh, Mohammad; Zafar, Ammar; Alnuweiri, Hussein; Alouini, Mohamed-Slim

2016-01-01

In this paper, the long-term average achievable rate over block-fading buffer-aided relay channels is maximized using a hybrid scheme that combines three essential transmission strategies, which are decode-and-forward, compress-and-forward, and direct transmission. The proposed hybrid scheme is dynamically adapted based on the channel state information. The integration and optimization of these three strategies provide a more generic and fundamental solution and give better achievable rates than the known schemes in the literature. Despite the large number of optimization variables, the proposed hybrid scheme can be optimized using simple closed-form formulas that are easy to apply in practical relay systems. This includes adjusting the transmission rate and compression when compress-and-forward is the selected strategy based on the channel conditions. Furthermore, in this paper, the hybrid scheme is applied to three different models of the Gaussian block-fading buffer-aided relay channels, depending on whether the relay is half or full duplex and whether the source and the relay have orthogonal or non-orthogonal channel access. Several numerical examples are provided to demonstrate the achievable rate results and compare them to the upper bounds of the ergodic capacity for each one of the three channel models under consideration.

Maximal Bell's inequality violation for non-maximal entanglement

International Nuclear Information System (INIS)

Kobayashi, M.; Khanna, F.; Mann, A.; Revzen, M.; Santana, A.

2004-01-01

Bell's inequality violation (BIQV) for correlations of polarization is studied for a product state of two two-mode squeezed vacuum (TMSV) states. The violation allowed is shown to attain its maximal limit for all values of the squeezing parameter, ζ. We show via an explicit example that a state whose entanglement is not maximal allow maximal BIQV. The Wigner function of the state is non-negative and the average value of either polarization is nil

3rd Bayesian Young Statisticians Meeting

CERN Document Server

Lanzarone, Ettore; Villalobos, Isadora; Mattei, Alessandra

2017-01-01

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

Incorporating organ movements in inverse planning: assessing dose uncertainties by Bayesian inference

International Nuclear Information System (INIS)

Unkelbach, J; Oelfke, U

2005-01-01

We present a method to calculate dose uncertainties due to inter-fraction organ movements in fractionated radiotherapy, i.e. in addition to the expectation value of the dose distribution a variance distribution is calculated. To calculate the expectation value of the dose distribution in the presence of organ movements, one estimates a probability distribution of possible patient geometries. The respective variance of the expected dose distribution arises for two reasons: first, the patient is irradiated with a finite number of fractions only and second, the probability distribution of patient geometries has to be estimated from a small number of images and is therefore not exactly known. To quantify the total dose variance, we propose a method that is based on the principle of Bayesian inference. The method is of particular interest when organ motion is incorporated in inverse IMRT planning by means of inverse planning performed on a probability distribution of patient geometries. In order to make this a robust approach, it turns out that the dose variance should be considered (and minimized) in the optimization process. As an application of the presented concept of Bayesian inference, we compare three approaches to inverse planning based on probability distributions that account for an increasing degree of uncertainty. The Bayes theorem further provides a concept to interpolate between patient specific data and population-based knowledge on organ motion which is relevant since the number of CT images of a patient is typically small

Bayesian variable selection for post-analytic interrogation of susceptibility loci.

Science.gov (United States)

Chen, Siying; Nunez, Sara; Reilly, Muredach P; Foulkes, Andrea S

2017-06-01

Understanding the complex interplay among protein coding genes and regulatory elements requires rigorous interrogation with analytic tools designed for discerning the relative contributions of overlapping genomic regions. To this aim, we offer a novel application of Bayesian variable selection (BVS) for classifying genomic class level associations using existing large meta-analysis summary level resources. This approach is applied using the expectation maximization variable selection (EMVS) algorithm to typed and imputed SNPs across 502 protein coding genes (PCGs) and 220 long intergenic non-coding RNAs (lncRNAs) that overlap 45 known loci for coronary artery disease (CAD) using publicly available Global Lipids Gentics Consortium (GLGC) (Teslovich et al., 2010; Willer et al., 2013) meta-analysis summary statistics for low-density lipoprotein cholesterol (LDL-C). The analysis reveals 33 PCGs and three lncRNAs across 11 loci with >50% posterior probabilities for inclusion in an additive model of association. The findings are consistent with previous reports, while providing some new insight into the architecture of LDL-cholesterol to be investigated further. As genomic taxonomies continue to evolve, additional classes such as enhancer elements and splicing regions, can easily be layered into the proposed analysis framework. Moreover, application of this approach to alternative publicly available meta-analysis resources, or more generally as a post-analytic strategy to further interrogate regions that are identified through single point analysis, is straightforward. All coding examples are implemented in R version 3.2.1 and provided as supplemental material. © 2016, The International Biometric Society.

Maximizing carbon storage in the Appalachians: A method for considering the risk of disturbance events

Science.gov (United States)

Michael R. Vanderberg; Kevin Boston; John. Bailey

2011-01-01

Accounting for the probability of loss due to disturbance events can influence the prediction of carbon flux over a planning horizon, and can affect the determination of optimal silvicultural regimes to maximize terrestrial carbon storage. A preliminary model that includes forest disturbance-related carbon loss was developed to maximize expected values of carbon stocks...

Robust bayesian analysis of an autoregressive model with ...

African Journals Online (AJOL)

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

Plug & Play object oriented Bayesian networks

DEFF Research Database (Denmark)

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

2003-01-01

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

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

Science.gov (United States)

Kruschke, John K; Liddell, Torrin M

2018-02-01

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

Efficient Bayesian experimental design for contaminant source identification

Science.gov (United States)

Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng

2015-01-01

In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.

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 ...

Reactor safety impact of functional test intervals: an application of Bayesian decision theory

International Nuclear Information System (INIS)

Buoni, F.B.

1978-01-01

Functional test intervals for important nuclear reactor systems can be obtained by viewing safety assessment as a decision process and functional testing as a Bayesian learning or information process. A preposterior analysis is used as the analytical model to find the preposterior expected reliability of a system as a function of test intervals. Persistent and transitory failure models are shown to yield different results. Functional tests of systems subject to persistent failure are effective in maintaining system reliability goals. Functional testing is not effective for systems subject to transitory failure; preventive maintenance must be used. A Bayesian posterior analysis of testing data can discriminate between persistent and transitory failure. The role of functional testing is seen to be an aid in assessing the future performance of reactor systems

Bayesian methods in reliability

Science.gov (United States)

Sander, P.; Badoux, R.

1991-11-01

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

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

CERN Document Server

Xu, Yunfei; Dass, Sarat; Maiti, Tapabrata

2016-01-01

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

Bayesian networks and food security - An introduction

NARCIS (Netherlands)

Stein, A.

2004-01-01

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

Bayesian spatial filters for source signal extraction: a study in the peripheral nerve.

Science.gov (United States)

Tang, Y; Wodlinger, B; Durand, D M

2014-03-01

The ability to extract physiological source signals to control various prosthetics offer tremendous therapeutic potential to improve the quality of life for patients suffering from motor disabilities. Regardless of the modality, recordings of physiological source signals are contaminated with noise and interference along with crosstalk between the sources. These impediments render the task of isolating potential physiological source signals for control difficult. In this paper, a novel Bayesian Source Filter for signal Extraction (BSFE) algorithm for extracting physiological source signals for control is presented. The BSFE algorithm is based on the source localization method Champagne and constructs spatial filters using Bayesian methods that simultaneously maximize the signal to noise ratio of the recovered source signal of interest while minimizing crosstalk interference between sources. When evaluated over peripheral nerve recordings obtained in vivo, the algorithm achieved the highest signal to noise interference ratio ( 7.00 ±3.45 dB) amongst the group of methodologies compared with average correlation between the extracted source signal and the original source signal R = 0.93. The results support the efficacy of the BSFE algorithm for extracting source signals from the peripheral nerve.

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...

Evaluation of list-mode ordered subset expectation maximization image reconstruction for pixelated solid-state compton gamma camera with large number of channels

Science.gov (United States)

Kolstein, M.; De Lorenzo, G.; Chmeissani, M.

2014-04-01

The Voxel Imaging PET (VIP) Pathfinder project intends to show the advantages of using pixelated solid-state technology for nuclear medicine applications. It proposes designs for Positron Emission Tomography (PET), Positron Emission Mammography (PEM) and Compton gamma camera detectors with a large number of signal channels (of the order of 106). For Compton camera, especially with a large number of readout channels, image reconstruction presents a big challenge. In this work, results are presented for the List-Mode Ordered Subset Expectation Maximization (LM-OSEM) image reconstruction algorithm on simulated data with the VIP Compton camera design. For the simulation, all realistic contributions to the spatial resolution are taken into account, including the Doppler broadening effect. The results show that even with a straightforward implementation of LM-OSEM, good images can be obtained for the proposed Compton camera design. Results are shown for various phantoms, including extended sources and with a distance between the field of view and the first detector plane equal to 100 mm which corresponds to a realistic nuclear medicine environment.

Do Speakers and Listeners Observe the Gricean Maxim of Quantity?

Science.gov (United States)

Engelhardt, Paul E.; Bailey, Karl G. D.; Ferreira, Fernanda

2006-01-01

The Gricean Maxim of Quantity is believed to govern linguistic performance. Speakers are assumed to provide as much information as required for referent identification and no more, and listeners are believed to expect unambiguous but concise descriptions. In three experiments we examined the extent to which naive participants are sensitive to the…

2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT

Science.gov (United States)

Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.

2018-01-01

We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.

Kernel Bayesian ART and ARTMAP.

Science.gov (United States)

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

2018-02-01

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

Bayesian networks improve causal environmental ...

Science.gov (United States)

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

Bayesian Latent Class Analysis Tutorial.

Science.gov (United States)

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

2018-01-01

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

Bayesian policy reuse

CSIR Research Space (South Africa)

Rosman, Benjamin

2016-02-01

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

Inverse problems in the Bayesian framework

International Nuclear Information System (INIS)

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

2014-01-01

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

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

Bayesian neural adjustment of inhibitory control predicts emergence of problem stimulant use.

Science.gov (United States)

Harlé, Katia M; Stewart, Jennifer L; Zhang, Shunan; Tapert, Susan F; Yu, Angela J; Paulus, Martin P

2015-11-01

Bayesian ideal observer models quantify individuals' context- and experience-dependent beliefs and expectations about their environment, which provides a powerful approach (i) to link basic behavioural mechanisms to neural processing; and (ii) to generate clinical predictors for patient populations. Here, we focus on (ii) and determine whether individual differences in the neural representation of the need to stop in an inhibitory task can predict the development of problem use (i.e. abuse or dependence) in individuals experimenting with stimulants. One hundred and fifty-seven non-dependent occasional stimulant users, aged 18-24, completed a stop-signal task while undergoing functional magnetic resonance imaging. These individuals were prospectively followed for 3 years and evaluated for stimulant use and abuse/dependence symptoms. At follow-up, 38 occasional stimulant users met criteria for a stimulant use disorder (problem stimulant users), while 50 had discontinued use (desisted stimulant users). We found that those individuals who showed greater neural responses associated with Bayesian prediction errors, i.e. the difference between actual and expected need to stop on a given trial, in right medial prefrontal cortex/anterior cingulate cortex, caudate, anterior insula, and thalamus were more likely to exhibit problem use 3 years later. Importantly, these computationally based neural predictors outperformed clinical measures and non-model based neural variables in predicting clinical status. In conclusion, young adults who show exaggerated brain processing underlying whether to 'stop' or to 'go' are more likely to develop stimulant abuse. Thus, Bayesian cognitive models provide both a computational explanation and potential predictive biomarkers of belief processing deficits in individuals at risk for stimulant addiction. © The Author (2015). Published by Oxford University Press on behalf of the Guarantors of Brain. All rights reserved. For Permissions, please

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

Science.gov (United States)

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

2014-01-01

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

Bayesian Alternation During Tactile Augmentation

Directory of Open Access Journals (Sweden)

Caspar Mathias Goeke

2016-10-01

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

An introduction to Bayesian statistics in health psychology.

Science.gov (United States)

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

2017-09-01

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

Maximal sfermion flavour violation in super-GUTs

CERN Document Server

AUTHOR|(CDS)2108556; 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.

Radiological risk assessment for the public under the loss of medium and large sources using bayesian methodology

International Nuclear Information System (INIS)

Kim, Joo Yeon; Jang, Han Ki; Lee, Jai Ki

2005-01-01

Bayesian methodology is appropriated for use in PRA because subjective knowledges as well as objective data are applied to assessment. In this study, radiological risk based on Bayesian methodology is assessed for the loss of source in field radiography. The exposure scenario for the lost source presented in U.S. NRC is reconstructed by considering the domestic situation and Bayes theorem is applied to updating of failure probabilities of safety functions. In case of updating of failure probabilities, it shows that 5% Bayes credible intervals using Jeffreys prior distribution are lower than ones using vague prior distribution. It is noted that Jeffreys prior distribution is appropriated in risk assessment for systems having very low failure probabilities. And, it shows that the mean of the expected annual dose for the public based on Bayesian methodology is higher than the dose based on classical methodology because the means of the updated probabilities are higher than classical probabilities. The database for radiological risk assessment are sparse in domestic. It summarizes that Bayesian methodology can be applied as an useful alternative for risk assessment and the study on risk assessment will be contributed to risk-informed regulation in the field of radiation safety

Bayesian Network Induction via Local Neighborhoods

National Research Council Canada - National Science Library

Margaritis, Dimitris

1999-01-01

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

A Bayesian encourages dropout

OpenAIRE

Maeda, Shin-ichi

2014-01-01

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

Bayesian Data Analysis (lecture 2)

CERN Multimedia

CERN. Geneva

2018-01-01

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

Bayesian Data Analysis (lecture 1)

CERN Multimedia

CERN. Geneva

2018-01-01

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

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

Directory of Open Access Journals (Sweden)

Yan Sun

2014-01-01

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

Learning Local Components to Understand Large Bayesian Networks

DEFF Research Database (Denmark)

Zeng, Yifeng; Xiang, Yanping; Cordero, Jorge

2009-01-01

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

Philosophy and the practice of Bayesian statistics.

Science.gov (United States)

Gelman, Andrew; Shalizi, Cosma Rohilla

2013-02-01

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

MODELING INFORMATION SYSTEM AVAILABILITY BY USING BAYESIAN BELIEF NETWORK APPROACH

Directory of Open Access Journals (Sweden)

Semir Ibrahimović

2016-03-01

Full Text Available Modern information systems are expected to be always-on by providing services to end-users, regardless of time and location. This is particularly important for organizations and industries where information systems support real-time operations and mission-critical applications that need to be available on 24  7  365 basis. Examples of such entities include process industries, telecommunications, healthcare, energy, banking, electronic commerce and a variety of cloud services. This article presents a modified Bayesian Belief Network model for predicting information system availability, introduced initially by Franke, U. and Johnson, P. (in article “Availability of enterprise IT systems – an expert based Bayesian model”. Software Quality Journal 20(2, 369-394, 2012 based on a thorough review of several dimensions of the information system availability, we proposed a modified set of determinants. The model is parameterized by using probability elicitation process with the participation of experts from the financial sector of Bosnia and Herzegovina. The model validation was performed using Monte Carlo simulation.

Bayesian risk-based decision method for model validation under uncertainty

International Nuclear Information System (INIS)

Jiang Xiaomo; Mahadevan, Sankaran

2007-01-01

This paper develops a decision-making methodology for computational model validation, considering the risk of using the current model, data support for the current model, and cost of acquiring new information to improve the model. A Bayesian decision theory-based method is developed for this purpose, using a likelihood ratio as the validation metric for model assessment. An expected risk or cost function is defined as a function of the decision costs, and the likelihood and prior of each hypothesis. The risk is minimized through correctly assigning experimental data to two decision regions based on the comparison of the likelihood ratio with a decision threshold. A Bayesian validation metric is derived based on the risk minimization criterion. Two types of validation tests are considered: pass/fail tests and system response value measurement tests. The methodology is illustrated for the validation of reliability prediction models in a tension bar and an engine blade subjected to high cycle fatigue. The proposed method can effectively integrate optimal experimental design into model validation to simultaneously reduce the cost and improve the accuracy of reliability model assessment

SU-E-T-51: Bayesian Network Models for Radiotherapy Error Detection

International Nuclear Information System (INIS)

Kalet, A; Phillips, M; Gennari, J

2014-01-01

Purpose: To develop a probabilistic model of radiotherapy plans using Bayesian networks that will detect potential errors in radiation delivery. Methods: Semi-structured interviews with medical physicists and other domain experts were employed to generate a set of layered nodes and arcs forming a Bayesian Network (BN) which encapsulates relevant radiotherapy concepts and their associated interdependencies. Concepts in the final network were limited to those whose parameters are represented in the institutional database at a level significant enough to develop mathematical distributions. The concept-relation knowledge base was constructed using the Web Ontology Language (OWL) and translated into Hugin Expert Bayes Network files via the the RHugin package in the R statistical programming language. A subset of de-identified data derived from a Mosaiq relational database representing 1937 unique prescription cases was processed and pre-screened for errors and then used by the Hugin implementation of the Estimation-Maximization (EM) algorithm for machine learning all parameter distributions. Individual networks were generated for each of several commonly treated anatomic regions identified by ICD-9 neoplasm categories including lung, brain, lymphoma, and female breast. Results: The resulting Bayesian networks represent a large part of the probabilistic knowledge inherent in treatment planning. By populating the networks entirely with data captured from a clinical oncology information management system over the course of several years of normal practice, we were able to create accurate probability tables with no additional time spent by experts or clinicians. These probabilistic descriptions of the treatment planning allow one to check if a treatment plan is within the normal scope of practice, given some initial set of clinical evidence and thereby detect for potential outliers to be flagged for further investigation. Conclusion: The networks developed here support the

SU-E-T-51: Bayesian Network Models for Radiotherapy Error Detection

Energy Technology Data Exchange (ETDEWEB)

Kalet, A; Phillips, M; Gennari, J [UniversityWashington, Seattle, WA (United States)

2014-06-01

Purpose: To develop a probabilistic model of radiotherapy plans using Bayesian networks that will detect potential errors in radiation delivery. Methods: Semi-structured interviews with medical physicists and other domain experts were employed to generate a set of layered nodes and arcs forming a Bayesian Network (BN) which encapsulates relevant radiotherapy concepts and their associated interdependencies. Concepts in the final network were limited to those whose parameters are represented in the institutional database at a level significant enough to develop mathematical distributions. The concept-relation knowledge base was constructed using the Web Ontology Language (OWL) and translated into Hugin Expert Bayes Network files via the the RHugin package in the R statistical programming language. A subset of de-identified data derived from a Mosaiq relational database representing 1937 unique prescription cases was processed and pre-screened for errors and then used by the Hugin implementation of the Estimation-Maximization (EM) algorithm for machine learning all parameter distributions. Individual networks were generated for each of several commonly treated anatomic regions identified by ICD-9 neoplasm categories including lung, brain, lymphoma, and female breast. Results: The resulting Bayesian networks represent a large part of the probabilistic knowledge inherent in treatment planning. By populating the networks entirely with data captured from a clinical oncology information management system over the course of several years of normal practice, we were able to create accurate probability tables with no additional time spent by experts or clinicians. These probabilistic descriptions of the treatment planning allow one to check if a treatment plan is within the normal scope of practice, given some initial set of clinical evidence and thereby detect for potential outliers to be flagged for further investigation. Conclusion: The networks developed here support the

Principles of maximally classical and maximally realistic quantum ...

Indian Academy of Sciences (India)

Principles of maximally classical and maximally realistic quantum mechanics. S M ROY. Tata Institute of Fundamental Research, Homi Bhabha Road, Mumbai 400 005, India. Abstract. Recently Auberson, Mahoux, Roy and Singh have proved a long standing conjecture of Roy and Singh: In 2N-dimensional phase space, ...

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...... emission tomography (PET) studies from 20 normal volunteers at rest and during dipyridamole stimulation were analyzed. Image data were reconstructed with either FBP or OSEM. FBP- and OSEM-derived input functions and tissue curves were compared together with the myocardial blood flow and spillover values...... and OSEM flow values were observed with a flow underestimation of 45% (rest/dipyridamole) in the septum and of 5% (rest) and 15% (dipyridamole) in the lateral myocardial wall. CONCLUSIONS: OSEM reconstruction of myocardial perfusion images with N-13 ammonia and PET produces high-quality images for visual...

Profit maximization mitigates competition

DEFF Research Database (Denmark)

Dierker, Egbert; Grodal, Birgit

1996-01-01

We consider oligopolistic markets in which the notion of shareholders' utility is well-defined and compare the Bertrand-Nash equilibria in case of utility maximization with those under the usual profit maximization hypothesis. Our main result states that profit maximization leads to less price...... 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...... of profits among consumers fully into account and partial equilibrium analysis suffices...

Implications of maximal Jarlskog invariant and maximal CP violation

International Nuclear Information System (INIS)

Rodriguez-Jauregui, E.; Universidad Nacional Autonoma de Mexico

2001-04-01

We argue here why CP violating phase Φ in the quark mixing matrix is maximal, that is, Φ=90 . 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 Φ. We find that all squared moduli of the quark mixing elements have a singular point when the CP violation phase Φ takes the value Φ=90 . This special feature of the Jarlskog invariant J and the quark mixing matrix is a clear and precise indication that CP violating Phase Φ is maximal in order to let nature treat democratically all of the quark mixing matrix moduli. (orig.)

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

International Nuclear Information System (INIS)

Zhu Yongsheng

2008-01-01

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

Bayesian Utilitarianism

OpenAIRE

ZHOU, Lin

1996-01-01

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

Learning Bayesian networks for discrete data

KAUST Repository

Liang, Faming; Zhang, Jian

2009-01-01

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

Searching Algorithm Using Bayesian Updates

Science.gov (United States)

Caudle, Kyle

2010-01-01

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

Bayesian estimates of linkage disequilibrium

Directory of Open Access Journals (Sweden)

Abad-Grau María M

2007-06-01

Full Text Available Abstract Background The maximum likelihood estimator of D' – a standard measure of linkage disequilibrium – is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes. Results This paper proposes a Bayesian estimation of D' to address this problem. The reduction of the bias is achieved by using a prior distribution on the pair-wise associations between single nucleotide polymorphisms (SNPs that increases the likelihood of equilibrium with increasing physical distances between pairs of SNPs. We show how to compute the Bayesian estimate using a stochastic estimation based on MCMC methods, and also propose a numerical approximation to the Bayesian estimates that can be used to estimate patterns of LD in large datasets of SNPs. Conclusion Our Bayesian estimator of D' corrects the bias toward disequilibrium that affects the maximum likelihood estimator. A consequence of this feature is a more objective view about the extent of linkage disequilibrium in the human genome, and a more realistic number of tagging SNPs to fully exploit the power of genome wide association studies.

Cognitive Connected Vehicle Information System Design Requirement for Safety: Role of Bayesian Artificial Intelligence

Directory of Open Access Journals (Sweden)

Ata Khan

2013-04-01

Full Text Available Intelligent transportation systems (ITS are gaining acceptance around the world and the connected vehicle component of ITS is recognized as a high priority research and development area in many technologically advanced countries. Connected vehicles are expected to have the capability of safe, efficient and eco-driving operations whether these are under human control or in the adaptive machine control mode of operations. The race is on to design the capability to operate in connected traffic environment. The operational requirements can be met with cognitive vehicle design features made possible by advances in artificial intelligence-supported methodology, improved understanding of human factors, and advances in communication technology. This paper describes cognitive features and their information system requirements. The architecture of an information system is presented that supports the features of the cognitive connected vehicle. For better focus, information processing capabilities are specified and the role of Bayesian artificial intelligence is defined for data fusion. Example applications illustrate the role of information systems in integrating intelligent technology, Bayesian artificial intelligence, and abstracted human factors. Concluding remarks highlight the role of the information system and Bayesian artificial intelligence in the design of a new generation of cognitive connected vehicle.

Maximal sfermion flavour violation in super-GUTs

Energy Technology Data Exchange (ETDEWEB)

Ellis, John [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); Olive, Keith A. [CERN, Theoretical Physics Department, Geneva (Switzerland); University of Minnesota, William I. Fine Theoretical Physics Institute, School of Physics and Astronomy, Minneapolis, MN (United States); Velasco-Sevilla, L. [University of Bergen, Department of Physics and Technology, PO Box 7803, Bergen (Norway)

2016-10-15

We consider supersymmetric grand unified theories with soft supersymmetry-breaking scalar masses m{sub 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{sub 1/2}, as is expected in no-scale models, the dominant effects of renormalisation between the input scale and the GUT scale are generally expected to be those due to the gauge couplings, which are proportional to m{sub 1/2} and generation independent. In this case, the input scalar masses m{sub 0} may violate flavour maximally, a scenario we call MaxSFV, and there is no supersymmetric flavour problem. We illustrate this possibility within various specific super-GUT scenarios that are deformations of no-scale gravity. (orig.)

Active inference and epistemic value.

Science.gov (United States)

Friston, Karl; Rigoli, Francesco; Ognibene, Dimitri; Mathys, Christoph; Fitzgerald, Thomas; Pezzulo, Giovanni

2015-01-01

We offer a formal treatment of choice behavior based on the premise that agents minimize the expected free energy of future outcomes. Crucially, the negative free energy or quality of a policy can be decomposed into extrinsic and epistemic (or intrinsic) value. Minimizing expected free energy is therefore equivalent to maximizing extrinsic value or expected utility (defined in terms of prior preferences or goals), while maximizing information gain or intrinsic value (or reducing uncertainty about the causes of valuable outcomes). The resulting scheme resolves the exploration-exploitation dilemma: Epistemic value is maximized until there is no further information gain, after which exploitation is assured through maximization of extrinsic value. This is formally consistent with the Infomax principle, generalizing formulations of active vision based upon salience (Bayesian surprise) and optimal decisions based on expected utility and risk-sensitive (Kullback-Leibler) control. Furthermore, as with previous active inference formulations of discrete (Markovian) problems, ad hoc softmax parameters become the expected (Bayes-optimal) precision of beliefs about, or confidence in, policies. This article focuses on the basic theory, illustrating the ideas with simulations. A key aspect of these simulations is the similarity between precision updates and dopaminergic discharges observed in conditioning paradigms.

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.

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.

A Bayesian method for assessing multiscalespecies-habitat relationships

Science.gov (United States)

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

2017-01-01

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

Trust regions in Kriging-based optimization with expected improvement

Science.gov (United States)

Regis, Rommel G.

2016-06-01

The Kriging-based Efficient Global Optimization (EGO) method works well on many expensive black-box optimization problems. However, it does not seem to perform well on problems with steep and narrow global minimum basins and on high-dimensional problems. This article develops a new Kriging-based optimization method called TRIKE (Trust Region Implementation in Kriging-based optimization with Expected improvement) that implements a trust-region-like approach where each iterate is obtained by maximizing an Expected Improvement (EI) function within some trust region. This trust region is adjusted depending on the ratio of the actual improvement to the EI. This article also develops the Kriging-based CYCLONE (CYClic Local search in OptimizatioN using Expected improvement) method that uses a cyclic pattern to determine the search regions where the EI is maximized. TRIKE and CYCLONE are compared with EGO on 28 test problems with up to 32 dimensions and on a 36-dimensional groundwater bioremediation application in appendices supplied as an online supplement available at http://dx.doi.org/10.1080/0305215X.2015.1082350. The results show that both algorithms yield substantial improvements over EGO and they are competitive with a radial basis function method.

Web multimedia information retrieval using improved Bayesian algorithm.

Science.gov (United States)

Yu, Yi-Jun; Chen, Chun; Yu, Yi-Min; Lin, Huai-Zhong

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.

A default Bayesian hypothesis test for ANOVA designs

NARCIS (Netherlands)

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

2012-01-01

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

Bayesian Networks An Introduction

CERN Document Server

Koski, Timo

2009-01-01

Bayesian Networks: An Introduction provides a self-contained introduction to the theory and applications of Bayesian networks, a topic of interest and importance for statisticians, computer scientists and those involved in modelling complex data sets. The material has been extensively tested in classroom teaching and assumes a basic knowledge of probability, statistics and mathematics. All notions are carefully explained and feature exercises throughout. Features include:.: An introduction to Dirichlet Distribution, Exponential Families and their applications.; A detailed description of learni

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.

A default Bayesian hypothesis test for mediation.

Science.gov (United States)

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

2015-03-01

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

A Bayesian model for binary Markov chains

Directory of Open Access Journals (Sweden)

Belkheir Essebbar

2004-02-01

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

Bayesian image reconstruction in SPECT using higher order mechanical models as priors

International Nuclear Information System (INIS)

Lee, S.J.; Gindi, G.; Rangarajan, A.

1995-01-01

While the ML-EM (maximum-likelihood-expectation maximization) algorithm for reconstruction for emission tomography is unstable due to the ill-posed nature of the problem, Bayesian reconstruction methods overcome this instability by introducing prior information, often in the form of a spatial smoothness regularizer. More elaborate forms of smoothness constraints may be used to extend the role of the prior beyond that of a stabilizer in order to capture actual spatial information about the object. Previously proposed forms of such prior distributions were based on the assumption of a piecewise constant source distribution. Here, the authors propose an extension to a piecewise linear model--the weak plate--which is more expressive than the piecewise constant model. The weak plate prior not only preserves edges but also allows for piecewise ramplike regions in the reconstruction. Indeed, for the application in SPECT, such ramplike regions are observed in ground-truth source distributions in the form of primate autoradiographs of rCBF radionuclides. To incorporate the weak plate prior in a MAP approach, the authors model the prior as a Gibbs distribution and use a GEM formulation for the optimization. They compare quantitative performance of the ML-EM algorithm, a GEM algorithm with a prior favoring piecewise constant regions, and a GEM algorithm with the weak plate prior. Pointwise and regional bias and variance of ensemble image reconstructions are used as indications of image quality. The results show that the weak plate and membrane priors exhibit improved bias and variance relative to ML-EM techniques

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....

Bayesian quantification of thermodynamic uncertainties in dense gas flows

International Nuclear Information System (INIS)

Merle, X.; Cinnella, P.

2015-01-01

A Bayesian inference methodology is developed for calibrating complex equations of state used in numerical fluid flow solvers. Precisely, the input parameters of three equations of state commonly used for modeling the thermodynamic behavior of the so-called dense gas flows, – i.e. flows of gases characterized by high molecular weights and complex molecules, working in thermodynamic conditions close to the liquid–vapor saturation curve – are calibrated by means of Bayesian inference from reference aerodynamic data for a dense gas flow over a wing section. Flow thermodynamic conditions are such that the gas thermodynamic behavior strongly deviates from that of a perfect gas. In the aim of assessing the proposed methodology, synthetic calibration data – specifically, wall pressure data – are generated by running the numerical solver with a more complex and accurate thermodynamic model. The statistical model used to build the likelihood function includes a model-form inadequacy term, accounting for the gap between the model output associated to the best-fit parameters and the true phenomenon. Results show that, for all of the relatively simple models under investigation, calibrations lead to informative posterior probability density distributions of the input parameters and improve the predictive distribution significantly. Nevertheless, calibrated parameters strongly differ from their expected physical values. The relationship between this behavior and model-form inadequacy is discussed. - Highlights: • Development of a Bayesian inference procedure for calibrating dense-gas flow solvers. • Complex thermodynamic models calibrated by using aerodynamic data for the flow. • Preliminary Sobol analysis used to reduce parameter space. • Piecewise polynomial surrogate model constructed to reduce computational cost. • Calibration results show the crucial role played by model-form inadequacies

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...

Developing maximal neuromuscular power: Part 1--biological basis of maximal power production.

Science.gov (United States)

Cormie, Prue; McGuigan, Michael R; Newton, Robert U

2011-01-01

This series of reviews focuses on the most important neuromuscular function in many sport performances, the ability to generate maximal muscular power. Part 1 focuses on the factors that affect maximal power production, while part 2, which will follow in a forthcoming edition of Sports Medicine, explores the practical application of these findings by reviewing the scientific literature relevant to the development of training programmes that most effectively enhance maximal power production. The ability of the neuromuscular system to generate maximal power is affected by a range of interrelated factors. Maximal muscular power is defined and limited by the force-velocity relationship and affected by the length-tension relationship. The ability to generate maximal power is influenced by the type of muscle action involved and, in particular, the time available to develop force, storage and utilization of elastic energy, interactions of contractile and elastic elements, potentiation of contractile and elastic filaments as well as stretch reflexes. Furthermore, maximal power production is influenced by morphological factors including fibre type contribution to whole muscle area, muscle architectural features and tendon properties as well as neural factors including motor unit recruitment, firing frequency, synchronization and inter-muscular coordination. In addition, acute changes in the muscle environment (i.e. alterations resulting from fatigue, changes in hormone milieu and muscle temperature) impact the ability to generate maximal power. Resistance training has been shown to impact each of these neuromuscular factors in quite specific ways. Therefore, an understanding of the biological basis of maximal power production is essential for developing training programmes that effectively enhance maximal power production in the human.

Universal Darwinism As a Process of Bayesian Inference.

Science.gov (United States)

Campbell, John O

2016-01-01

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

Optimal Experimental Design for Large-Scale Bayesian Inverse Problems

KAUST Repository

Ghattas, Omar

2014-01-06

We develop a Bayesian framework for the optimal experimental design of the shock tube experiments which are being carried out at the KAUST Clean Combustion Research Center. The unknown parameters are the pre-exponential parameters and the activation energies in the reaction rate expressions. The control parameters are the initial mixture composition and the temperature. The approach is based on first building a polynomial based surrogate model for the observables relevant to the shock tube experiments. Based on these surrogates, a novel MAP based approach is used to estimate the expected information gain in the proposed experiments, and to select the best experimental set-ups yielding the optimal expected information gains. The validity of the approach is tested using synthetic data generated by sampling the PC surrogate. We finally outline a methodology for validation using actual laboratory experiments, and extending experimental design methodology to the cases where the control parameters are noisy.

Daniel Goodman’s empirical approach to Bayesian statistics

Science.gov (United States)

Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina

2016-01-01

Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.

Bayesian approaches for Integrated Water Resources Management. A Mediterranean case study.

Science.gov (United States)

Gulliver, Zacarías; Herrero, Javier; José Polo, María

2013-04-01

This study presents the first steps of a short-term/mid-term analysis of the water resources in the Guadalfeo Basin, Spain. Within the basin the recent construction of the Rules dam has required the development of specific management tools and structures for this water system. The climate variability and the high water demand requirements for agriculture irrigation and tourism in this region may cause different controversies in the water management planning process. During the first stages of the study a rigorous analysis of the Water Framework Directive results was done in order to implement the legal requirements and the solutions for the gaps identified by the water authorities. In addition, the stakeholders and water experts identified the variables and geophysical processes for our specific water system case. These particularities need to be taken into account and are required to be reflected in the final computational tool. For decision making process purposes in a mid-term scale, a bayesian network has been used to quantify uncertainty which also provides a structure representation of probabilities, actions-decisions and utilities. On one hand by applying these techniques it is possible the inclusion of decision rules generating influence diagrams that provides clear and coherent semantics for the value of making an observation. On the other hand the utility nodes encode the stakeholders preferences which are measured on a numerical scale, choosing the action that maximizes the expected utility [MEU]. Also this graphical model allows us to identify gaps and project corrective measures, for example, formulating associated scenarios with different event hypotheses. In this sense conditional probability distributions of the seasonal water demand and waste water has been obtained between the established intervals. This fact will give to the regional water managers useful information for future decision making process. The final display is very visual and allows

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

KAUST Repository

Rahpeyma, Sahar

2018-04-17

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

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

KAUST Repository

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

2018-01-01

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

Approximation methods for efficient learning of Bayesian networks

CERN Document Server

Riggelsen, C

2008-01-01

This publication offers and investigates efficient Monte Carlo simulation methods in order to realize a Bayesian approach to approximate learning of Bayesian networks from both complete and incomplete data. For large amounts of incomplete data when Monte Carlo methods are inefficient, approximations are implemented, such that learning remains feasible, albeit non-Bayesian. The topics discussed are: basic concepts about probabilities, graph theory and conditional independence; Bayesian network learning from data; Monte Carlo simulation techniques; and, the concept of incomplete data. In order to provide a coherent treatment of matters, thereby helping the reader to gain a thorough understanding of the whole concept of learning Bayesian networks from (in)complete data, this publication combines in a clarifying way all the issues presented in the papers with previously unpublished work.

Expectation propagation for continuous time stochastic processes

International Nuclear Information System (INIS)

Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred

2016-01-01

We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)

Investor regret: The role of expectation in comparing what is to what might have been

Directory of Open Access Journals (Sweden)

Wen-Hsien Huang

2012-07-01

Full Text Available Investors, like any decision maker, feel regret when they compare the outcome of an investment with what the outcome would have been had they invested differently. We argue and show that this counterfactual comparison process is most likely to take place when the decision maker's expectations are violated. Across five scenario experiments we found that decision makers were influenced only by forgone investment outcomes when the realized investment fell short of the expected result. However, when their investments exceeded prior expectations, the effect of foregone investment on regret disappeared. In addition, Experiment 4 found that individual differences in the need to maximize further moderated the effects of their expectations, such that maximizers always take into account the forgone investment. The final experiment found that when probed to make counterfactual comparisons, also investments that exceed expectations may lead to regret. Together these experiments reveal insights into the comparative processes leading to decision regret.

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....

Implementing the Bayesian paradigm in risk analysis

International Nuclear Information System (INIS)

Aven, T.; Kvaloey, J.T.

2002-01-01

The Bayesian paradigm comprises a unified and consistent framework for analyzing and expressing risk. Yet, we see rather few examples of applications where the full Bayesian setting has been adopted with specifications of priors of unknown parameters. In this paper, we discuss some of the practical challenges of implementing Bayesian thinking and methods in risk analysis, emphasizing the introduction of probability models and parameters and associated uncertainty assessments. We conclude that there is a need for a pragmatic view in order to 'successfully' apply the Bayesian approach, such that we can do the assignments of some of the probabilities without adopting the somewhat sophisticated procedure of specifying prior distributions of parameters. A simple risk analysis example is presented to illustrate ideas

Interactive Instruction in Bayesian Inference

DEFF Research Database (Denmark)

Khan, Azam; Breslav, Simon; Hornbæk, Kasper

2018-01-01

An instructional approach is presented to improve human performance in solving Bayesian inference problems. Starting from the original text of the classic Mammography Problem, the textual expression is modified and visualizations are added according to Mayer’s principles of instruction. These pri......An instructional approach is presented to improve human performance in solving Bayesian inference problems. Starting from the original text of the classic Mammography Problem, the textual expression is modified and visualizations are added according to Mayer’s principles of instruction....... These principles concern coherence, personalization, signaling, segmenting, multimedia, spatial contiguity, and pretraining. Principles of self-explanation and interactivity are also applied. Four experiments on the Mammography Problem showed that these principles help participants answer the questions...... that an instructional approach to improving human performance in Bayesian inference is a promising direction....

Universal Darwinism as a process of Bayesian inference

Directory of Open Access Journals (Sweden)

John Oberon Campbell

2016-06-01

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

Bayesian analysis of magnetic island dynamics

International Nuclear Information System (INIS)

Preuss, R.; Maraschek, M.; Zohm, H.; Dose, V.

2003-01-01

We examine a first order differential equation with respect to time used to describe magnetic islands in magnetically confined plasmas. The free parameters of this equation are obtained by employing Bayesian probability theory. Additionally, a typical Bayesian change point is solved in the process of obtaining the data

Decision analysis for conservation breeding: Maximizing production for reintroduction of whooping cranes

Science.gov (United States)

Smith, Des H.V.; Converse, Sarah J.; Gibson, Keith; Moehrenschlager, Axel; Link, William A.; Olsen, Glenn H.; Maguire, Kelly

2011-01-01

Captive breeding is key to management of severely endangered species, but maximizing captive production can be challenging because of poor knowledge of species breeding biology and the complexity of evaluating different management options. In the face of uncertainty and complexity, decision-analytic approaches can be used to identify optimal management options for maximizing captive production. Building decision-analytic models requires iterations of model conception, data analysis, model building and evaluation, identification of remaining uncertainty, further research and monitoring to reduce uncertainty, and integration of new data into the model. We initiated such a process to maximize captive production of the whooping crane (Grus americana), the world's most endangered crane, which is managed through captive breeding and reintroduction. We collected 15 years of captive breeding data from 3 institutions and used Bayesian analysis and model selection to identify predictors of whooping crane hatching success. The strongest predictor, and that with clear management relevance, was incubation environment. The incubation period of whooping crane eggs is split across two environments: crane nests and artificial incubators. Although artificial incubators are useful for allowing breeding pairs to produce multiple clutches, our results indicate that crane incubation is most effective at promoting hatching success. Hatching probability increased the longer an egg spent in a crane nest, from 40% hatching probability for eggs receiving 1 day of crane incubation to 95% for those receiving 30 days (time incubated in each environment varied independently of total incubation period). Because birds will lay fewer eggs when they are incubating longer, a tradeoff exists between the number of clutches produced and egg hatching probability. We developed a decision-analytic model that estimated 16 to be the optimal number of days of crane incubation needed to maximize the number of

Bayesian Decision Theoretical Framework for Clustering

Science.gov (United States)

Chen, Mo

2011-01-01

In this thesis, we establish a novel probabilistic framework for the data clustering problem from the perspective of Bayesian decision theory. The Bayesian decision theory view justifies the important questions: what is a cluster and what a clustering algorithm should optimize. We prove that the spectral clustering (to be specific, the…

Quantum-Like Representation of Non-Bayesian Inference

Science.gov (United States)

Asano, M.; Basieva, I.; Khrennikov, A.; Ohya, M.; Tanaka, Y.

2013-01-01

This research is related to the problem of "irrational decision making or inference" that have been discussed in cognitive psychology. There are some experimental studies, and these statistical data cannot be described by classical probability theory. The process of decision making generating these data cannot be reduced to the classical Bayesian inference. For this problem, a number of quantum-like coginitive models of decision making was proposed. Our previous work represented in a natural way the classical Bayesian inference in the frame work of quantum mechanics. By using this representation, in this paper, we try to discuss the non-Bayesian (irrational) inference that is biased by effects like the quantum interference. Further, we describe "psychological factor" disturbing "rationality" as an "environment" correlating with the "main system" of usual Bayesian inference.

Correct Bayesian and frequentist intervals are similar

International Nuclear Information System (INIS)

Atwood, C.L.

1986-01-01

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

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-01

reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ

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.

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

Directory of Open Access Journals (Sweden)

Liangdong Hu

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

Bayesian analysis of rare events

Energy Technology Data Exchange (ETDEWEB)

Straub, Daniel, E-mail: straub@tum.de; 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.

Maximizers versus satisficers

OpenAIRE

Andrew M. Parker; Wandi Bruine de Bruin; Baruch Fischhoff

2007-01-01

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...

Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs

DEFF Research Database (Denmark)

Højgaard, Bjarne

2002-01-01

In this paper we consider the problem of finding optimal dynamic premium policies in non-life insurance. The reserve of a company is modeled using the classical Cramér-Lundberg model with premium rates calculated via the expected value principle. The company controls dynamically the relative safety...... loading with the possibility of gaining or loosing customers. It distributes dividends according to a 'barrier strategy' and the objective of the company is to find an optimal premium policy and dividend barrier maximizing the expected total, discounted pay-out of dividends. In the case of exponential...

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

Robust Bayesian detection of unmodelled bursts

International Nuclear Information System (INIS)

Searle, Antony C; Sutton, Patrick J; Tinto, Massimo; Woan, Graham

2008-01-01

We develop a Bayesian treatment of the problem of detecting unmodelled gravitational wave bursts using the new global network of interferometric detectors. We also compare this Bayesian treatment with existing coherent methods, and demonstrate that the existing methods make implicit assumptions on the distribution of signals that make them sub-optimal for realistic signal populations

BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

Energy Technology Data Exchange (ETDEWEB)

Iliadis, C.; Anderson, K. S. [Department of Physics and Astronomy, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599-3255 (United States); Coc, A. [Centre de Sciences Nucléaires et de Sciences de la Matière (CSNSM), CNRS/IN2P3, Univ. Paris-Sud, Université Paris–Saclay, Bâtiment 104, F-91405 Orsay Campus (France); Timmes, F. X.; Starrfield, S., E-mail: iliadis@unc.edu [School of Earth and Space Exploration, Arizona State University, Tempe, AZ 85287-1504 (United States)

2016-11-01

The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We present astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.

Prior approval: the growth of Bayesian methods in psychology.

Science.gov (United States)

Andrews, Mark; Baguley, Thom

2013-02-01

Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.

Can a significance test be genuinely Bayesian?

OpenAIRE

Pereira, Carlos A. de B.; Stern, Julio Michael; Wechsler, Sergio

2008-01-01

The Full Bayesian Significance Test, FBST, is extensively reviewed. Its test statistic, a genuine Bayesian measure of evidence, is discussed in detail. Its behavior in some problems of statistical inference like testing for independence in contingency tables is discussed.

Ranking Features on Psychological Dynamics of Cooperative Team Work through Bayesian Networks

Directory of Open Access Journals (Sweden)

Pilar Fuster-Parra

2016-05-01

Full Text Available The aim of this study is to rank some features that characterize the psychological dynamics of cooperative team work in order to determine priorities for interventions and formation: leading positive feedback, cooperative manager and collaborative manager features. From a dataset of 20 cooperative sport teams (403 soccer players, the characteristics of the prototypical sports teams are studied using an average Bayesian network (BN and two special types of BNs, the Bayesian classifiers: naive Bayes (NB and tree augmented naive Bayes (TAN. BNs are selected as they are able to produce probability estimates rather than predictions. BN results show that the antecessors (the “top” features ranked are the team members’ expectations and their attraction to the social aspects of the task. The main node is formed by the cooperative behaviors, the consequences ranked at the BN bottom (ratified by the TAN trees and the instantiations made, the roles assigned to the members and their survival inside the same team. These results should help managers to determine contents and priorities when they have to face team-building actions.

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.

Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

Science.gov (United States)

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

2012-12-01

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

Bayesian image restoration, using configurations

OpenAIRE

Thorarinsdottir, Thordis

2006-01-01

In this paper, we develop a Bayesian procedure for removing noise from images that can be viewed as noisy realisations of random sets in the plane. The procedure utilises recent advances in configuration theory for noise free random sets, where the probabilities of observing the different boundary 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 re...

Bayesian Networks and Influence Diagrams

DEFF Research Database (Denmark)

Kjærulff, Uffe Bro; Madsen, Anders Læsø

 Probabilistic networks, also known as Bayesian networks and influence diagrams, have become one of the most promising technologies in the area of applied artificial intelligence, offering intuitive, efficient, and reliable methods for diagnosis, prediction, decision making, classification......, troubleshooting, and data mining under uncertainty. Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. Intended...

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...

Bayesian analysis of CCDM models

Science.gov (United States)

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

2017-09-01

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

Bayesian analysis of CCDM models

Energy Technology Data Exchange (ETDEWEB)

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

2017-09-01

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

Sparse Event Modeling with Hierarchical Bayesian Kernel Methods

Science.gov (United States)

2016-01-05

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

Bayesian Inference for Functional Dynamics Exploring in fMRI Data

Directory of Open Access Journals (Sweden)

Xuan Guo

2016-01-01

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

Particle identification in ALICE: a Bayesian approach

NARCIS (Netherlands)

Adam, J.; Adamova, D.; Aggarwal, M. M.; Rinella, G. Aglieri; Agnello, M.; Agrawal, N.; Ahammed, Z.; Ahn, S. U.; Aiola, S.; Akindinov, A.; Alam, S. N.; Albuquerque, D. S. D.; Aleksandrov, D.; Alessandro, B.; Alexandre, D.; Alfaro Molina, R.; Alici, A.; Alkin, A.; Almaraz, J. R. M.; Alme, J.; Alt, T.; Altinpinar, S.; Altsybeev, I.; Alves Garcia Prado, C.; Andrei, C.; Andronic, A.; Anguelov, V.; Anticic, T.; Antinori, F.; Antonioli, P.; Aphecetche, L.; Appelshaeuser, H.; Arcelli, S.; Arnaldi, R.; Arnold, O. W.; Arsene, I. C.; Arslandok, M.; Audurier, B.; Augustinus, A.; Averbeck, R.; Azmi, M. D.; Badala, A.; Baek, Y. W.; Bagnasco, S.; Bailhache, R.; Bala, R.; Balasubramanian, S.; Baldisseri, A.; Baral, R. C.; Barbano, A. M.; Barbera, R.; Barile, F.; Barnafoeldi, G. G.; Barnby, L. S.; Barret, V.; Bartalini, P.; Barth, K.; Bartke, J.; Bartsch, E.; Basile, M.; Bastid, N.; Bathen, B.; Batigne, G.; Camejo, A. Batista; Batyunya, B.; Batzing, P. C.; Bearden, I. G.; Beck, H.; Bedda, C.; Behera, N. K.; Belikov, I.; Bellini, F.; Bello Martinez, H.; Bellwied, R.; Belmont, R.; Belmont-Moreno, E.; Belyaev, V.; Benacek, P.; Bencedi, G.; Beole, S.; Berceanu, I.; Bercuci, A.; Berdnikov, Y.; Berenyi, D.; Bertens, R. A.; Berzano, D.; Betev, L.; Bhasin, A.; Bhat, I. R.; Bhati, A. K.; Bhattacharjee, B.; Bhom, J.; Bianchi, L.; Bianchi, N.; Bianchin, C.; Bielcik, J.; Bielcikova, J.; Bilandzic, A.; Biro, G.; Biswas, R.; Biswas, S.; Bjelogrlic, S.; Blair, J. T.; Blau, D.; Blume, C.; Bock, F.; Bogdanov, A.; Boggild, H.; Boldizsar, L.; Bombara, M.; Book, J.; Borel, H.; Borissov, A.; Borri, M.; Bossu, F.; Botta, E.; Bourjau, C.; Braun-Munzinger, P.; Bregant, M.; Breitner, T.; Broker, T. A.; Browning, T. A.; Broz, M.; Brucken, E. J.; Bruna, E.; Bruno, G. E.; Budnikov, D.; Buesching, H.; Bufalino, S.; Buncic, P.; Busch, O.; Buthelezi, Z.; Butt, J. B.; Buxton, J. T.; Cabala, J.; Caffarri, D.; Cai, X.; Caines, H.; Diaz, L. Calero; Caliva, A.; Calvo Villar, E.; Camerini, P.; Carena, F.; Carena, W.; Carnesecchi, F.; Castellanos, J. Castillo; Castro, A. J.; Casula, E. A. R.; Sanchez, C. Ceballos; Cepila, J.; Cerello, P.; Cerkala, J.; Chang, B.; Chapeland, S.; Chartier, M.; Charvet, J. L.; Chattopadhyay, S.; Chattopadhyay, S.; Chauvin, A.; Chelnokov, V.; Cherney, M.; Cheshkov, C.; Cheynis, B.; Barroso, V. Chibante; Chinellato, D. D.; Cho, S.; Chochula, P.; Choi, K.; Chojnacki, M.; Choudhury, S.; Christakoglou, P.; Christensen, C. H.; Christiansen, P.; Chujo, T.; Cicalo, C.; Cifarelli, L.; Cindolo, F.; Cleymans, J.; Colamaria, F.; Colella, D.; Collu, A.; Colocci, M.; Balbastre, G. Conesa; del Valle, Z. Conesa; Connors, M. E.; Contreras, J. G.; Cormier, T. M.; Morales, Y. Corrales; Cortes Maldonado, I.; Cortese, P.; Cosentino, M. R.; Costa, F.; Crochet, P.; Cruz Albino, R.; Cuautle, E.; Cunqueiro, L.; Dahms, T.; Dainese, A.; Danisch, M. C.; Danu, A.; Das, I.; Das, S.; Dash, A.; Dash, S.; De, S.; De Caro, A.; de Cataldo, G.; de Conti, C.; de Cuveland, J.; De Falco, A.; De Gruttola, D.; De Marco, N.; De Pasquale, S.; Deisting, A.; Deloff, A.; Denes, E.; Deplano, C.; Dhankher, P.; Di Bari, D.; Di Mauro, A.; Di Nezza, P.; Corchero, M. A. Diaz; Dietel, T.; Dillenseger, P.; Divia, R.; Djuvsland, O.; Dobrin, A.; Gimenez, D. Domenicis; Doenigus, B.; Dordic, O.; Drozhzhova, T.; Dubey, A. K.; Dubla, A.; Ducroux, L.; Dupieux, P.; Ehlers, R. J.; Elia, D.; Endress, E.; Engel, H.; Epple, E.; Erazmus, B.; Erdemir, I.; Erhardt, F.; Espagnon, B.; Estienne, M.; Esumi, S.; Eum, J.; Evans, D.; Evdokimov, S.; Eyyubova, G.; Fabbietti, L.; Fabris, D.; Faivre, J.; Fantoni, A.; Fasel, M.; Feldkamp, L.; Feliciello, A.; Feofilov, G.; Ferencei, J.; Fernandez Tellez, A.; Ferreiro, E. G.; Ferretti, A.; Festanti, A.; Feuillard, V. J. G.; Figiel, J.; Figueredo, M. A. S.; Filchagin, S.; Finogeev, D.; Fionda, F. M.; Fiore, E. M.; Fleck, M. G.; Floris, M.; Foertsch, S.; Foka, P.; Fokin, S.; Fragiacomo, E.; Francescon, A.; Frankenfeld, U.; Fronze, G. G.; Fuchs, U.; Furget, C.; Furs, A.; Girard, M. Fusco; Gaardhoje, J. J.; Gagliardi, M.; Gago, A. M.; Gallio, M.; Gangadharan, D. R.; Ganoti, P.; Gao, C.; Garabatos, C.; Garcia-Solis, E.; Gargiulo, C.; Gasik, P.; Gauger, E. F.; Germain, M.; Gheata, A.; Gheata, M.; Gianotti, P.; Giubellino, P.; Giubilato, P.; Gladysz-Dziadus, E.; Glaessel, P.; Gomez Coral, D. M.; Ramirez, A. Gomez; Gonzalez, A. S.; Gonzalez, V.; Gonzalez-Zamora, P.; Gorbunov, S.; Goerlich, L.; Gotovac, S.; Grabski, V.; Grachov, O. A.; Graczykowski, L. K.; Graham, K. L.; Grelli, A.; Grigoras, A.; Grigoras, C.; Grigoriev, V.; Grigoryan, A.; Grigoryan, S.; Grinyov, B.; Grion, N.; Gronefeld, J. M.; Grosse-Oetringhaus, J. F.; Grosso, R.; Guber, F.; Guernane, R.; Guerzoni, B.; Gulbrandsen, K.; Gunji, T.; Gupta, A.; Haake, R.; Haaland, O.; Hadjidakis, C.; Haiduc, M.; Hamagaki, H.; Hamar, G.; Hamon, J. C.; Harris, J. W.; Harton, A.; Hatzifotiadou, D.; Hayashi, S.; Heckel, S. T.; Hellbaer, E.; Helstrup, H.; Herghelegiu, A.; Herrera Corral, G.; Hess, B. A.; Hetland, K. F.; Hillemanns, H.; Hippolyte, B.; Horak, D.; Hosokawa, R.; Hristov, P.; Humanic, T. J.; Hussain, N.; Hussain, T.; Hutter, D.; Hwang, D. S.; Ilkaev, R.; Inaba, M.; Incani, E.; Ippolitov, M.; Irfan, M.; Ivanov, M.; Ivanov, V.; Izucheev, V.; Jacazio, N.; Jadhav, M. B.; Jadlovska, S.; Jadlovsky, J.; Jahnke, C.; Jakubowska, M. J.; Jang, H. J.; Janik, M. A.; Jayarathna, P. H. S. Y.; Jena, C.; Jena, S.; Bustamante, R. T. Jimenez; Jones, P. G.; Jusko, A.; Kalinak, P.; Kalweit, A.; Kamin, J.; Kaplin, V.; Kar, S.; Uysal, A. Karasu; Karavichev, O.; Karavicheva, T.; Karayan, L.; Karpechev, E.; Kebschull, U.; Keidel, R.; Keijdener, D. L. D.; Keil, M.; Khan, M. Mohisin; Khan, P.; Khan, S. A.; Khanzadeev, A.; Kharlov, Y.; Kileng, B.; Kim, D. W.; Kim, D. J.; Kim, D.; Kim, J. S.; Kim, M.; Kim, T.; Kirsch, S.; Kisel, I.; Kiselev, S.; Kisiel, A.; Kiss, G.; Klay, J. L.; Klein, C.; Klein-Boesing, C.; Klewin, S.; Kluge, A.; Knichel, M. L.; Knospe, A. G.; Kobdaj, C.; Kofarago, M.; Kollegger, T.; Kolojvari, A.; Kondratiev, V.; Kondratyeva, N.; Kondratyuk, E.; Konevskikh, A.; Kopcik, M.; Kostarakis, P.; Kour, M.; Kouzinopoulos, C.; Kovalenko, O.; Kovalenko, V.; Kowalski, M.; Meethaleveedu, G. Koyithatta; Kralik, I.; Kravcakova, A.; Krivda, M.; Krizek, F.; Kryshen, E.; Krzewicki, M.; Kubera, A. M.; Kucera, V.; Kuijer, P. G.; Kumar, J.; Kumar, L.; Kumar, S.; Kurashvili, P.; Kurepin, A.; Kurepin, A. B.; Kuryakin, A.; Kweon, M. J.; Kwon, Y.; La Pointe, S. L.; La Rocca, P.; Ladron de Guevara, P.; Lagana Fernandes, C.; Lakomov, I.; Langoy, R.; Lara, C.; Lardeux, A.; Lattuca, A.; Laudi, E.; Lea, R.; Leardini, L.; Lee, G. R.; Lee, S.; Lehas, F.; Lemmon, R. C.; Lenti, V.; Leogrande, E.; Monzon, I. Leon; Leon Vargas, H.; Leoncino, M.; Levai, P.; Lien, J.; Lietava, R.; Lindal, S.; Lindenstruth, V.; Lippmann, C.; Lisa, M. A.; Ljunggren, H. M.; Lodato, D. F.; Loenne, P. I.; Loginov, V.; Loizides, C.; Lopez, X.; Torres, E. Lopez; Lowe, A.; Luettig, P.; Lunardon, M.; Luparello, G.; Lutz, T. H.; Maevskaya, A.; Mager, M.; Mahajan, S.; Mahmood, S. M.; Maire, A.; Majka, R. D.; Malaev, M.; Maldonado Cervantes, I.; Malinina, L.; Mal'Kevich, D.; Malzacher, P.; Mamonov, A.; Manko, V.; Manso, F.; Manzari, V.; Marchisone, M.; Mares, J.; Margagliotti, G. V.; Margotti, A.; Margutti, J.; Marin, A.; Markert, C.; Marquard, M.; Martin, N. A.; Blanco, J. Martin; Martinengo, P.; Martinez, M. I.; Garcia, G. Martinez; Pedreira, M. Martinez; Mas, A.; Masciocchi, S.; Masera, M.; Masoni, A.; Mastroserio, A.; Matyja, A.; Mayer, C.; Mazer, J.; Mazzoni, M. A.; Mcdonald, D.; Meddi, F.; Melikyan, Y.; Menchaca-Rocha, A.; Meninno, E.; Perez, J. Mercado; Meres, M.; Miake, Y.; Mieskolainen, M. M.; Mikhaylov, K.; Milano, L.; Milosevic, J.; Mischke, A.; Mishra, A. N.; Miskowiec, D.; Mitra, J.; Mitu, C. M.; Mohammadi, N.; Mohanty, B.; Molnar, L.; Montano Zetina, L.; Montes, E.; De Godoy, D. A. Moreira; Moreno, L. A. P.; Moretto, S.; Morreale, A.; Morsch, A.; Muccifora, V.; Mudnic, E.; Muehlheim, D.; Muhuri, S.; Mukherjee, M.; Mulligan, J. D.; Munhoz, M. G.; Munzer, R. H.; Murakami, H.; Murray, S.; Musa, L.; Musinsky, J.; Naik, B.; Nair, R.; Nandi, B. K.; Nania, R.; Nappi, E.; Naru, M. U.; Natal da Luz, H.; Nattrass, C.; Navarro, S. R.; Nayak, K.; Nayak, R.; Nayak, T. K.; Nazarenko, S.; Nedosekin, A.; Nellen, L.; Ng, F.; Nicassio, M.; Niculescu, M.; Niedziela, J.; Nielsen, B. S.; Nikolaev, S.; Nikulin, S.; Nikulin, V.; Noferini, F.; Nomokonov, P.; Nooren, G.; Noris, J. C. C.; Norman, J.; Nyanin, A.; Nystrand, J.; Oeschler, H.; Oh, S.; Oh, S. K.; Ohlson, A.; Okatan, A.; Okubo, T.; Olah, L.; Oleniacz, J.; Oliveira Da Silva, A. C.; Oliver, M. H.; Onderwaater, J.; Oppedisano, C.; Orava, R.; Oravec, M.; Ortiz Velasquez, A.; Oskarsson, A.; Otwinowski, J.; Oyama, K.; Ozdemir, M.; Pachmayer, Y.; Pagano, D.; Pagano, P.; Paic, G.; Pal, S. K.; Pan, J.; Papikyan, V.; Pappalardo, G. S.; Pareek, P.; Park, W. J.; Parmar, S.; Passfeld, A.; Paticchio, V.; Patra, R. N.; Paul, B.; Pei, H.; Peitzmann, T.; Da Costa, H. Pereira; Peresunko, D.; Lara, C. E. Perez; Lezama, E. Perez; Peskov, V.; Pestov, Y.; Petracek, V.; Petrov, V.; Petrovici, M.; Petta, C.; Piano, S.; Pikna, M.; Pillot, P.; Pimentel, L. O. D. L.; Pinazza, O.; Pinsky, L.; Piyarathna, D. B.; Ploskon, M.; Planinic, M.; Pluta, J.; Pochybova, S.; Podesta-Lerma, P. L. M.; Poghosyan, M. G.; Polichtchouk, B.; Poljak, N.; Poonsawat, W.; Pop, A.; Porteboeuf-Houssais, S.; Porter, J.; Pospisil, J.; Prasad, S. K.; Preghenella, R.; Prino, F.; Pruneau, C. A.; Pshenichnov, I.; Puccio, M.; Puddu, G.; Pujahari, P.; Punin, V.; Putschke, J.; Qvigstad, H.; Rachevski, A.; Raha, S.; Rajput, S.; Rak, J.; Rakotozafindrabe, A.; Ramello, L.; Rami, F.; Raniwala, R.; Raniwala, S.; Raesaenen, S. S.; Rascanu, B. T.; Rathee, D.; Read, K. F.; Redlich, K.; Reed, R. J.; Reichelt, P.; Reidt, F.; Ren, X.; Renfordt, R.; Reolon, A. R.; Reshetin, A.; Reygers, K.; Riabov, V.; Ricci, R. A.; Richert, T.; Richter, M.; Riedler, P.; Riegler, W.; Riggi, F.; Ristea, C.; Rocco, E.; Rodriguez Cahuantzi, M.; Manso, A. Rodriguez; Roed, K.; Rogochaya, E.; Rohr, D.; Roehrich, D.; Ronchetti, F.; Ronflette, L.; Rosnet, P.; Rossi, A.; Roukoutakis, F.; Roy, A.; Roy, C.; Roy, P.; Montero, A. J. Rubio; Rui, R.; Russo, R.; Ryabinkin, E.; Ryabov, Y.; Rybicki, A.; Saarinen, S.; Sadhu, S.; Sadovsky, S.; Safarik, K.; Sahlmuller, B.; Sahoo, P.; Sahoo, R.; Sahoo, S.; Sahu, P. K.; Saini, J.; Sakai, S.; Saleh, M. A.; Salzwedel, J.; Sambyal, S.; Samsonov, V.; Sandor, L.; Sandoval, A.; Sano, M.; Sarkar, D.; Sarkar, N.; Sarma, P.; Scapparone, E.; Scarlassara, F.; Schiaua, C.; Schicker, R.; Schmidt, C.; Schmidt, H. R.; Schuchmann, S.; Schukraft, J.; Schulc, M.; Schutz, Y.; Schwarz, K.; Schweda, K.; Scioli, G.; Scomparin, E.; Scott, R.; Sefcik, M.; Seger, J. E.; Sekiguchi, Y.; Sekihata, D.; Selyuzhenkov, I.; Senosi, K.; Senyukov, S.; Serradilla, E.; Sevcenco, A.; Shabanov, A.; Shabetai, A.; Shadura, O.; Shahoyan, R.; Shahzad, M. I.; Shangaraev, A.; Sharma, M.; Sharma, M.; Sharma, N.; Sheikh, A. I.; Shigaki, K.; Shou, Q.; Shtejer, K.; Sibiriak, Y.; Siddhanta, S.; Sielewicz, K. M.; Siemiarczuk, T.; Silvermyr, D.; Silvestre, C.; Simatovic, G.; Simonetti, G.; Singaraju, R.; Singh, R.; Singha, S.; Singhal, V.; Sinha, B. C.; Sinha, T.; Sitar, B.; Sitta, M.; Skaali, T. B.; Slupecki, M.; Smirnov, N.; Snellings, R. J. M.; Snellman, T. W.; Song, J.; Song, M.; Song, Z.; Soramel, F.; Sorensen, S.; de Souza, R. D.; Sozzi, F.; Spacek, M.; Spiriti, E.; Sputowska, I.; Spyropoulou-Stassinaki, M.; Stachel, J.; Stan, I.; Stankus, P.; Stenlund, E.; Steyn, G.; Stiller, J. H.; Stocco, D.; Strmen, P.; Suaide, A. A. P.; Sugitate, T.; Suire, C.; Suleymanov, M.; Suljic, M.; Sultanov, R.; Sumbera, M.; Sumowidagdo, S.; Szabo, A.; Szanto de Toledo, A.; Szarka, I.; Szczepankiewicz, A.; Szymanski, M.; Tabassam, U.; Takahashi, J.; Tambave, G. J.; Tanaka, N.; Tarhini, M.; Tariq, M.; Tarzila, M. G.; Tauro, A.; Tejeda Munoz, G.; Telesca, A.; Terasaki, K.; Terrevoli, C.; Teyssier, B.; Thaeder, J.; Thakur, D.; Thomas, D.; Tieulent, R.; Timmins, A. R.; Toia, A.; Trogolo, S.; Trombetta, G.; Trubnikov, V.; Trzaska, W. H.; Tsuji, T.; Tumkin, A.; Turrisi, R.; Tveter, T. S.; Ullaland, K.; Uras, A.; Usai, G. L.; Utrobicic, A.; Vala, M.; Palomo, L. Valencia; Vallero, S.; Van Der Maarel, J.; Van Hoorne, J. W.; van Leeuwen, M.; Vanat, T.; Vyvre, P. Vande; Varga, D.; Vargas, A.; Vargyas, M.; Varma, R.; Vasileiou, M.; Vasiliev, A.; Vauthier, A.; Vechernin, V.; Veen, A. M.; Veldhoen, M.; Velure, A.; Vercellin, E.; Vergara Limon, S.; Vernet, R.; Verweij, M.; Vickovic, L.; Viesti, G.; Viinikainen, J.; Vilakazi, Z.; Baillie, O. Villalobos; Villatoro Tello, A.; Vinogradov, A.; Vinogradov, L.; Vinogradov, Y.; Virgili, T.; Vislavicius, V.; Viyogi, Y. P.; Vodopyanov, A.; Voelkl, M. A.; Voloshin, K.; Voloshin, S. A.; Volpe, G.; von Haller, B.; Vorobyev, I.; Vranic, D.; Vrlakova, J.; Vulpescu, B.; Wagner, B.; Wagner, J.; Wang, H.; Watanabe, D.; Watanabe, Y.; Weiser, D. F.; Westerhoff, U.; Whitehead, A. M.; Wiechula, J.; Wikne, J.; Wilk, G.; Wilkinson, J.; Williams, M. C. S.; Windelband, B.; Winn, M.; Yang, H.; Yano, S.; Yasin, Z.; Yokoyama, H.; Yoo, I. -K.; Yoon, J. H.; Yurchenko, V.; Yushmanov, I.; Zaborowska, A.; Zaccolo, V.; Zaman, A.; Zampolli, C.; Zanoli, H. J. C.; Zaporozhets, S.; Zardoshti, N.; Zarochentsev, A.; Zavada, P.; Zaviyalov, N.; Zbroszczyk, H.; Zgura, I. S.; Zhalov, M.; Zhang, C.; Zhao, C.; Zhigareva, N.; Zhou, Y.; Zhou, Z.; Zhu, H.; Zichichi, A.; Zimmermann, A.; Zimmermann, M. B.; Zinovjev, G.; Zyzak, M.

2016-01-01

We present a Bayesian approach to particle identification (PID) within the ALICE experiment. The aim is to more effectively combine the particle identification capabilities of its various detectors. After a brief explanation of the adopted methodology and formalism, the performance of the Bayesian

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...

A Bayesian Justification for Random Sampling in Sample Survey

Directory of Open Access Journals (Sweden)

Glen Meeden

2012-07-01

Full Text Available In the usual Bayesian approach to survey sampling the sampling design, plays a minimal role, at best. Although a close relationship between exchangeable prior distributions and simple random sampling has been noted; how to formally integrate simple random sampling into the Bayesian paradigm is not clear. Recently it has been argued that the sampling design can be thought of as part of a Bayesian's prior distribution. We will show here that under this scenario simple random sample can be given a Bayesian justification in survey sampling.

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

Science.gov (United States)

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

2017-11-01

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

Entropy maximization

Indian Academy of Sciences (India)

Abstract. 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 f that satisfy. ∫ fhi dμ = λi for i = 1, 2,...,...k the maximizer of entropy is an f0 that is pro- portional to exp(. ∑ ci hi ) for some choice of ci . An extension of this to a continuum of.

The Development of Bayesian Theory and Its Applications in Business and Bioinformatics

Science.gov (United States)

Zhang, Yifei

2018-03-01

Bayesian Theory originated from an Essay of a British mathematician named Thomas Bayes in 1763, and after its development in 20th century, Bayesian Statistics has been taking a significant part in statistical study of all fields. Due to the recent breakthrough of high-dimensional integral, Bayesian Statistics has been improved and perfected, and now it can be used to solve problems that Classical Statistics failed to solve. This paper summarizes Bayesian Statistics’ history, concepts and applications, which are illustrated in five parts: the history of Bayesian Statistics, the weakness of Classical Statistics, Bayesian Theory and its development and applications. The first two parts make a comparison between Bayesian Statistics and Classical Statistics in a macroscopic aspect. And the last three parts focus on Bayesian Theory in specific -- from introducing some particular Bayesian Statistics’ concepts to listing their development and finally their applications.

Empirical Bayesian inference and model uncertainty

International Nuclear Information System (INIS)

Poern, K.

1994-01-01

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

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki; Long, Quan; Scavino, Marco; Tempone, Raul

2015-01-01

Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.

Bayesian Optimal Experimental Design Using Multilevel Monte Carlo

KAUST Repository

Ben Issaid, Chaouki

2015-01-07

Experimental design is very important since experiments are often resource-exhaustive and time-consuming. We carry out experimental design in the Bayesian framework. To measure the amount of information, which can be extracted from the data in an experiment, we use the expected information gain as the utility function, which specifically is the expected logarithmic ratio between the posterior and prior distributions. Optimizing this utility function enables us to design experiments that yield the most informative data for our purpose. One of the major difficulties in evaluating the expected information gain is that the integral is nested and can be high dimensional. We propose using Multilevel Monte Carlo techniques to accelerate the computation of the nested high dimensional integral. The advantages are twofold. First, the Multilevel Monte Carlo can significantly reduce the cost of the nested integral for a given tolerance, by using an optimal sample distribution among different sample averages of the inner integrals. Second, the Multilevel Monte Carlo method imposes less assumptions, such as the concentration of measures, required by Laplace method. We test our Multilevel Monte Carlo technique using a numerical example on the design of sensor deployment for a Darcy flow problem governed by one dimensional Laplace equation. We also compare the performance of the Multilevel Monte Carlo, Laplace approximation and direct double loop Monte Carlo.

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…

Classifying emotion in Twitter using Bayesian network

Science.gov (United States)

Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya

2018-03-01

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

Probability biases as Bayesian inference

Directory of Open Access Journals (Sweden)

Andre; C. R. Martins

2006-11-01

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

Bayesian data analysis in population ecology: motivations, methods, and benefits

Science.gov (United States)

Dorazio, Robert

2016-01-01

During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.

Entropy Maximization

Indian Academy of Sciences (India)

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 ∫ f h i d = i for i = 1 , 2 , … , … k the maximizer of entropy is an f 0 that is proportional to exp ⁡ ( ∑ c i h i ) for some choice of c i . An extension of this to a continuum of ...

Bayesian psychometric scaling

NARCIS (Netherlands)

Fox, Gerardus J.A.; van den Berg, Stéphanie Martine; Veldkamp, Bernard P.; Irwing, P.; Booth, T.; Hughes, D.

2015-01-01

In educational and psychological studies, psychometric methods are involved in the measurement of constructs, and in constructing and validating measurement instruments. Assessment results are typically used to measure student proficiency levels and test characteristics. Recently, Bayesian item

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

An Intuitive Dashboard for Bayesian Network Inference

International Nuclear Information System (INIS)

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

2014-01-01

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++

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++.

Empirical verification for application of Bayesian inference in situation awareness evaluations

International Nuclear Information System (INIS)

Kang, Seongkeun; Kim, Ar Ryum; Seong, Poong Hyun

2017-01-01

Highlights: • Situation awareness (SA) of human operators is significantly important for safe operation in nuclear power plants (NPPs). • SA of human operators was empirically estimated using Bayesian inference. • In this empirical study, the effect of attention and working memory to SA was considered. • Complexcity of the given task and design of human machine interface (HMI) considerably affect SA of human operators. - Abstract: Bayesian methodology has been widely used in various research fields. According to current research, malfunctions of nuclear power plants can be detected using this Bayesian inference, which consistently piles up newly incoming data and updates the estimation. However, these studies have been based on the assumption that people work like computers—perfectly—a supposition that may cause a problem in real world applications. Studies in cognitive psychology indicate that when the amount of information to be processed becomes larger, people cannot save the whole set of data in their heads due to limited attention and limited memory capacity, also known as working memory. The purpose of the current research is to consider how actual human aware the situation contrasts with our expectations, and how such disparity affects the results of conventional Bayesian inference, if at all. We compared situation awareness (SA) of ideal operators with SA of human operators, and for the human operator we used both text-based human machine interface (HMI) and infographic-based HMI to further compare two existing human operators. In addition, two different scenarios were selected how scenario complexity affects SA of human operators. As a results, when a malfunction occurred, the ideal operator found the malfunction nearly 100% probability of the time using Bayesian inference. In contrast, out of forty-six human operators, only 69.57% found the correct malfunction with simple scenario and 58.70% with complex scenario in the text-based HMI. In

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

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

Work Placement in UK Undergraduate Programmes. Student Expectations and Experiences.

Science.gov (United States)

Leslie, David; Richardson, Anne

1999-01-01

A survey of 189 pre- and 106 post-sandwich work-experience students in tourism suggested that potential benefits were not being maximized. Students needed better preparation for the work experience, especially in terms of their expectations. The work experience needed better design, and the role of industry tutors needed clarification. (SK)

Parton Distributions based on a Maximally Consistent Dataset

Science.gov (United States)

Rojo, Juan

2016-04-01

The choice of data that enters a global QCD analysis can have a substantial impact on the resulting parton distributions and their predictions for collider observables. One of the main reasons for this has to do with the possible presence of inconsistencies, either internal within an experiment or external between different experiments. In order to assess the robustness of the global fit, different definitions of a conservative PDF set, that is, a PDF set based on a maximally consistent dataset, have been introduced. However, these approaches are typically affected by theory biases in the selection of the dataset. In this contribution, after a brief overview of recent NNPDF developments, we propose a new, fully objective, definition of a conservative PDF set, based on the Bayesian reweighting approach. Using the new NNPDF3.0 framework, we produce various conservative sets, which turn out to be mutually in agreement within the respective PDF uncertainties, as well as with the global fit. We explore some of their implications for LHC phenomenology, finding also good consistency with the global fit result. These results provide a non-trivial validation test of the new NNPDF3.0 fitting methodology, and indicate that possible inconsistencies in the fitted dataset do not affect substantially the global fit PDFs.

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.

Maximally incompatible quantum observables

International Nuclear Information System (INIS)

Heinosaari, Teiko; Schultz, Jussi; Toigo, Alessandro; Ziman, Mario

2014-01-01

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.

Loss Modification Incentives for Insurers Under Expected Utility and Loss Aversion

NARCIS (Netherlands)

Soetevent, Adriaan R.; Zhou, Liting

We investigate whether a profit-maximizing insurer with the opportunity to modify the loss probability will engage in loss prevention or instead spend effort to increase the loss probability. First we study this question within a traditional expected utility framework; then we apply Koszegi and

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…

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...

Bayesian Statistics: Concepts and Applications in Animal Breeding – A Review

Directory of Open Access Journals (Sweden)

Lsxmikant-Sambhaji Kokate

2011-07-01

Full Text Available Statistics uses two major approaches- conventional (or frequentist and Bayesian approach. Bayesian approach provides a complete paradigm for both statistical inference and decision making under uncertainty. Bayesian methods solve many of the difficulties faced by conventional statistical methods, and extend the applicability of statistical methods. It exploits the use of probabilistic models to formulate scientific problems. To use Bayesian statistics, there is computational difficulty and secondly, Bayesian methods require specifying prior probability distributions. Markov Chain Monte-Carlo (MCMC methods were applied to overcome the computational difficulty, and interest in Bayesian methods was renewed. In Bayesian statistics, Bayesian structural equation model (SEM is used. It provides a powerful and flexible approach for studying quantitative traits for wide spectrum problems and thus it has no operational difficulties, with the exception of some complex cases. In this method, the problems are solved at ease, and the statisticians feel it comfortable with the particular way of expressing the results and employing the software available to analyze a large variety of problems.

Bayesian non- and semi-parametric methods and applications

CERN Document Server

Rossi, Peter

2014-01-01

This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number

Wind Farm Reliability Modelling Using Bayesian Networks and Semi-Markov Processes

Directory of Open Access Journals (Sweden)

Robert Adam Sobolewski

2015-09-01

Full Text Available Technical reliability plays an important role among factors affecting the power output of a wind farm. The reliability is determined by an internal collection grid topology and reliability of its electrical components, e.g. generators, transformers, cables, switch breakers, protective relays, and busbars. A wind farm reliability’s quantitative measure can be the probability distribution of combinations of operating and failed states of the farm’s wind turbines. The operating state of a wind turbine is its ability to generate power and to transfer it to an external power grid, which means the availability of the wind turbine and other equipment necessary for the power transfer to the external grid. This measure can be used for quantitative analysis of the impact of various wind farm topologies and the reliability of individual farm components on the farm reliability, and for determining the expected farm output power with consideration of the reliability. This knowledge may be useful in an analysis of power generation reliability in power systems. The paper presents probabilistic models that quantify the wind farm reliability taking into account the above-mentioned technical factors. To formulate the reliability models Bayesian networks and semi-Markov processes were used. Using Bayesian networks the wind farm structural reliability was mapped, as well as quantitative characteristics describing equipment reliability. To determine the characteristics semi-Markov processes were used. The paper presents an example calculation of: (i probability distribution of the combination of both operating and failed states of four wind turbines included in the wind farm, and (ii expected wind farm output power with consideration of its reliability.

A Selective Role for Dopamine in Learning to Maximize Reward But Not to Minimize Effort: Evidence from Patients with Parkinson's Disease.

Science.gov (United States)

Skvortsova, Vasilisa; Degos, Bertrand; Welter, Marie-Laure; Vidailhet, Marie; Pessiglione, Mathias

2017-06-21

Instrumental learning is a fundamental process through which agents optimize their choices, taking into account various dimensions of available options such as the possible reward or punishment outcomes and the costs associated with potential actions. Although the implication of dopamine in learning from choice outcomes is well established, less is known about its role in learning the action costs such as effort. Here, we tested the ability of patients with Parkinson's disease (PD) to maximize monetary rewards and minimize physical efforts in a probabilistic instrumental learning task. The implication of dopamine was assessed by comparing performance ON and OFF prodopaminergic medication. In a first sample of PD patients ( n = 15), we observed that reward learning, but not effort learning, was selectively impaired in the absence of treatment, with a significant interaction between learning condition (reward vs effort) and medication status (OFF vs ON). These results were replicated in a second, independent sample of PD patients ( n = 20) using a simplified version of the task. According to Bayesian model selection, the best account for medication effects in both studies was a specific amplification of reward magnitude in a Q-learning algorithm. These results suggest that learning to avoid physical effort is independent from dopaminergic circuits and strengthen the general idea that dopaminergic signaling amplifies the effects of reward expectation or obtainment on instrumental behavior. SIGNIFICANCE STATEMENT Theoretically, maximizing reward and minimizing effort could involve the same computations and therefore rely on the same brain circuits. Here, we tested whether dopamine, a key component of reward-related circuitry, is also implicated in effort learning. We found that patients suffering from dopamine depletion due to Parkinson's disease were selectively impaired in reward learning, but not effort learning. Moreover, anti-parkinsonian medication restored the

A Fast Iterative Bayesian Inference Algorithm for Sparse Channel Estimation

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand; Manchón, Carles Navarro; Fleury, Bernard Henri

2013-01-01

representation of the Bessel K probability density function; a highly efficient, fast iterative Bayesian inference method is then applied to the proposed model. The resulting estimator outperforms other state-of-the-art Bayesian and non-Bayesian estimators, either by yielding lower mean squared estimation error...

A Gentle Introduction to Bayesian Analysis : Applications to Developmental Research

NARCIS (Netherlands)

Van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A G

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First,

A gentle introduction to Bayesian analysis : Applications to developmental research

NARCIS (Netherlands)

van de Schoot, R.; Kaplan, D.; Denissen, J.J.A.; Asendorpf, J.B.; Neyer, F.J.; van Aken, M.A.G.

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First,

A nonparametric Bayesian approach for genetic evaluation in ...

African Journals Online (AJOL)

South African Journal of Animal Science ... the Bayesian and Classical models, a Bayesian procedure is provided which allows these random ... data from the Elsenburg Dormer sheep stud and data from a simulation experiment are utilized. >

Genetic interaction motif finding by expectation maximization – a novel statistical model for inferring gene modules from synthetic lethality

Directory of Open Access Journals (Sweden)

Ye Ping

2005-12-01

Full Text Available Abstract Background Synthetic lethality experiments identify pairs of genes with complementary function. More direct functional associations (for example greater probability of membership in a single protein complex may be inferred between genes that share synthetic lethal interaction partners than genes that are directly synthetic lethal. Probabilistic algorithms that identify gene modules based on motif discovery are highly appropriate for the analysis of synthetic lethal genetic interaction data and have great potential in integrative analysis of heterogeneous datasets. Results We have developed Genetic Interaction Motif Finding (GIMF, an algorithm for unsupervised motif discovery from synthetic lethal interaction data. Interaction motifs are characterized by position weight matrices and optimized through expectation maximization. Given a seed gene, GIMF performs a nonlinear transform on the input genetic interaction data and automatically assigns genes to the motif or non-motif category. We demonstrate the capacity to extract known and novel pathways for Saccharomyces cerevisiae (budding yeast. Annotations suggested for several uncharacterized genes are supported by recent experimental evidence. GIMF is efficient in computation, requires no training and automatically down-weights promiscuous genes with high degrees. Conclusion GIMF effectively identifies pathways from synthetic lethality data with several unique features. It is mostly suitable for building gene modules around seed genes. Optimal choice of one single model parameter allows construction of gene networks with different levels of confidence. The impact of hub genes the generic probabilistic framework of GIMF may be used to group other types of biological entities such as proteins based on stochastic motifs. Analysis of the strongest motifs discovered by the algorithm indicates that synthetic lethal interactions are depleted between genes within a motif, suggesting that synthetic

3D Bayesian contextual classifiers

DEFF Research Database (Denmark)

Larsen, Rasmus

2000-01-01

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

Bayesian probability theory and inverse problems

International Nuclear Information System (INIS)

Kopec, S.

1994-01-01

Bayesian probability theory is applied to approximate solving of the inverse problems. In order to solve the moment problem with the noisy data, the entropic prior is used. The expressions for the solution and its error bounds are presented. When the noise level tends to zero, the Bayesian solution tends to the classic maximum entropy solution in the L 2 norm. The way of using spline prior is also shown. (author)

Variations on Bayesian Prediction and Inference

Science.gov (United States)

2016-05-09

inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle

In-situ resource utilization for the human exploration of Mars : a Bayesian approach to valuation of precursor missions

Science.gov (United States)

Smith, Jeffrey H.

2006-01-01

The need for sufficient quantities of oxygen, water, and fuel resources to support a crew on the surface of Mars presents a critical logistical issue of whether to transport such resources from Earth or manufacture them on Mars. An approach based on the classical Wildcat Drilling Problem of Bayesian decision theory was applied to the problem of finding water in order to compute the expected value of precursor mission sample information. An implicit (required) probability of finding water on Mars was derived from the value of sample information using the expected mass savings of alternative precursor missions.

Bayesian inference for psychology. Part II: Example applications with JASP.

Science.gov (United States)

Wagenmakers, Eric-Jan; Love, Jonathon; Marsman, Maarten; Jamil, Tahira; Ly, Alexander; Verhagen, Josine; Selker, Ravi; Gronau, Quentin F; Dropmann, Damian; Boutin, Bruno; Meerhoff, Frans; Knight, Patrick; Raj, Akash; van Kesteren, Erik-Jan; van Doorn, Johnny; Šmíra, Martin; Epskamp, Sacha; Etz, Alexander; Matzke, Dora; de Jong, Tim; van den Bergh, Don; Sarafoglou, Alexandra; Steingroever, Helen; Derks, Koen; Rouder, Jeffrey N; Morey, Richard D

2018-02-01

Bayesian hypothesis testing presents an attractive alternative to p value hypothesis testing. Part I of this series outlined several advantages of Bayesian hypothesis testing, including the ability to quantify evidence and the ability to monitor and update this evidence as data come in, without the need to know the intention with which the data were collected. Despite these and other practical advantages, Bayesian hypothesis tests are still reported relatively rarely. An important impediment to the widespread adoption of Bayesian tests is arguably the lack of user-friendly software for the run-of-the-mill statistical problems that confront psychologists for the analysis of almost every experiment: the t-test, ANOVA, correlation, regression, and contingency tables. In Part II of this series we introduce JASP ( http://www.jasp-stats.org ), an open-source, cross-platform, user-friendly graphical software package that allows users to carry out Bayesian hypothesis tests for standard statistical problems. JASP is based in part on the Bayesian analyses implemented in Morey and Rouder's BayesFactor package for R. Armed with JASP, the practical advantages of Bayesian hypothesis testing are only a mouse click away.

Bayesian analysis of heat pipe life test data for reliability demonstration testing

International Nuclear Information System (INIS)

Bartholomew, R.J.; Martz, H.F.

1985-01-01

The demonstration testing duration requirements to establish a quantitative measure of assurance of expected lifetime for heat pipes was determined. The heat pipes are candidate devices for transporting heat generated in a nuclear reactor core to thermoelectric converters for use as a space-based electric power plant. A Bayesian analysis technique is employed, utilizing a limited Delphi survey, and a geometric mean accelerated test criterion involving heat pipe power (P) and temperature (T). Resulting calculations indicate considerable test savings can be achieved by employing the method, but development testing to determine heat pipe failure mechanisms should not be circumvented

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

Science.gov (United States)

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

2015-12-01

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

Improving Transparency and Replication in Bayesian Statistics : The WAMBS-Checklist

NARCIS (Netherlands)

Depaoli, Sarah; van de Schoot, Rens

2017-01-01

Bayesian statistical methods are slowly creeping into all fields of science and are becoming ever more popular in applied research. Although it is very attractive to use Bayesian statistics, our personal experience has led us to believe that naively applying Bayesian methods can be dangerous for at

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

Directory of Open Access Journals (Sweden)

Ta-Chien Chan

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

Elements of probability and statistics an introduction to probability with De Finetti’s approach and to Bayesian statistics

CERN Document Server

Biagini, Francesca

2016-01-01

This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. One of the features of this approach is that it does not require the introduction of sample space – a non-intrinsic concept that makes the treatment of elementary probability unnecessarily complicate – but introduces as fundamental the concept of random numbers directly related to their interpretation in applications. Events become a particular case of random numbers and probability a particular case of expectation when it is applied to events. The subjective evaluation of expectation and of conditional expectation is based on an economic choice of an acceptable bet or penalty. The properties of expectation and conditional expectation are derived by applying a coherence criterion that the evaluation has to follow. The book is suitable for all introductory courses in probability and statistics for students in Mathematics, Informatics, Engineering, and Physics.

Bayesian ARTMAP for regression.

Science.gov (United States)

Sasu, L M; Andonie, R

2013-10-01

Bayesian ARTMAP (BA) is a recently introduced neural architecture which uses a combination of Fuzzy ARTMAP competitive learning and Bayesian learning. Training is generally performed online, in a single-epoch. During training, BA creates input data clusters as Gaussian categories, and also infers the conditional probabilities between input patterns and categories, and between categories and classes. During prediction, BA uses Bayesian posterior probability estimation. So far, BA was used only for classification. The goal of this paper is to analyze the efficiency of BA for regression problems. Our contributions are: (i) we generalize the BA algorithm using the clustering functionality of both ART modules, and name it BA for Regression (BAR); (ii) we prove that BAR is a universal approximator with the best approximation property. In other words, BAR approximates arbitrarily well any continuous function (universal approximation) and, for every given continuous function, there is one in the set of BAR approximators situated at minimum distance (best approximation); (iii) we experimentally compare the online trained BAR with several neural models, on the following standard regression benchmarks: CPU Computer Hardware, Boston Housing, Wisconsin Breast Cancer, and Communities and Crime. Our results show that BAR is an appropriate tool for regression tasks, both for theoretical and practical reasons. Copyright © 2013 Elsevier Ltd. All rights reserved.

Using Bayesian belief networks in adaptive management.

Science.gov (United States)

J.B. Nyberg; B.G. Marcot; R. Sulyma

2006-01-01

Bayesian belief and decision networks are relatively new modeling methods that are especially well suited to adaptive-management applications, but they appear not to have been widely used in adaptive management to date. Bayesian belief networks (BBNs) can serve many purposes for practioners of adaptive management, from illustrating system relations conceptually to...

The R package MitISEM : efficient and robust simulation procedures for Bayesian inference

NARCIS (Netherlands)

Baştürk, N.; Grassi, S.; Hoogerheide, L.; Opschoor, A.; van Dijk, H.K.

2015-01-01

This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior density kernel - using an adaptive mixture of

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

International Nuclear Information System (INIS)

Hufnagel, Heike; Pennec, Xavier; Ayache, Nicholas; Ehrhardt, Jan; Handels, Heinz

2008-01-01

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

Maximal combustion temperature estimation

International Nuclear Information System (INIS)

Golodova, E; Shchepakina, E

2006-01-01

This work is concerned with the phenomenon of delayed loss of stability and the estimation of the maximal temperature of safe combustion. Using the qualitative theory of singular perturbations and canard techniques we determine the maximal temperature on the trajectories located in the transition region between the slow combustion regime and the explosive one. This approach is used to estimate the maximal temperature of safe combustion in multi-phase combustion models

Developing maximal neuromuscular power: part 2 - training considerations for improving maximal power production.

Science.gov (United States)

Cormie, Prue; McGuigan, Michael R; Newton, Robert U

2011-02-01

This series of reviews focuses on the most important neuromuscular function in many sport performances: the ability to generate maximal muscular power. Part 1, published in an earlier issue of Sports Medicine, focused on the factors that affect maximal power production while part 2 explores the practical application of these findings by reviewing the scientific literature relevant to the development of training programmes that most effectively enhance maximal power production. The ability to generate maximal power during complex motor skills is of paramount importance to successful athletic performance across many sports. A crucial issue faced by scientists and coaches is the development of effective and efficient training programmes that improve maximal power production in dynamic, multi-joint movements. Such training is referred to as 'power training' for the purposes of this review. Although further research is required in order to gain a deeper understanding of the optimal training techniques for maximizing power in complex, sports-specific movements and the precise mechanisms underlying adaptation, several key conclusions can be drawn from this review. First, a fundamental relationship exists between strength and power, which dictates that an individual cannot possess a high level of power without first being relatively strong. Thus, enhancing and maintaining maximal strength is essential when considering the long-term development of power. Second, consideration of movement pattern, load and velocity specificity is essential when designing power training programmes. Ballistic, plyometric and weightlifting exercises can be used effectively as primary exercises within a power training programme that enhances maximal power. The loads applied to these exercises will depend on the specific requirements of each particular sport and the type of movement being trained. The use of ballistic exercises with loads ranging from 0% to 50% of one-repetition maximum (1RM) and

A maximal incremental effort alters tear osmolarity depending on the fitness level in military helicopter pilots.

Science.gov (United States)

Vera, Jesús; Jiménez, Raimundo; Madinabeitia, Iker; Masiulis, Nerijus; Cárdenas, David

2017-10-01

Fitness level modulates the physiological responses to exercise for a variety of indices. While intense bouts of exercise have been demonstrated to increase tear osmolarity (Tosm), it is not known if fitness level can affect the Tosm response to acute exercise. This study aims to compare the effect of a maximal incremental test on Tosm between trained and untrained military helicopter pilots. Nineteen military helicopter pilots (ten trained and nine untrained) performed a maximal incremental test on a treadmill. A tear sample was collected before and after physical effort to determine the exercise-induced changes on Tosm. The Bayesian statistical analysis demonstrated that Tosm significantly increased from 303.72 ± 6.76 to 310.56 ± 8.80 mmol/L after performance of a maximal incremental test. However, while the untrained group showed an acute Tosm rise (12.33 mmol/L of increment), the trained group experienced a stable Tosm physical effort (1.45 mmol/L). There was a significant positive linear association between fat indices and Tosm changes (correlation coefficients [r] range: 0.77-0.89), whereas the Tosm changes displayed a negative relationship with the cardiorespiratory capacity (VO2 max; r = -0.75) and performance parameters (r = -0.75 for velocity, and r = -0.67 for time to exhaustion). The findings from this study provide evidence that fitness level is a major determinant of Tosm response to maximal incremental physical effort, showing a fairly linear association with several indices related to fitness level. High fitness level seems to be beneficial to avoid Tosm changes as consequence of intense exercise. Copyright © 2017 Elsevier Inc. All rights reserved.

Doing bayesian data analysis a tutorial with R and BUGS

CERN Document Server

Kruschke, John K

2011-01-01

There is an explosion of interest in Bayesian statistics, primarily because recently created computational methods have finally made Bayesian analysis obtainable to a wide audience. Doing Bayesian Data Analysis, A Tutorial Introduction with R and BUGS provides an accessible approach to Bayesian data analysis, as material is explained clearly with concrete examples. The book begins with the basics, including essential concepts of probability and random sampling, and gradually progresses to advanced hierarchical modeling methods for realistic data. The text delivers comprehensive coverage of all

Bayesian estimation of dose rate effectiveness

International Nuclear Information System (INIS)

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

2000-01-01

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

BATSE gamma-ray burst line search. 2: Bayesian consistency methodology

Science.gov (United States)

Band, D. L.; Ford, L. A.; Matteson, J. L.; Briggs, M.; Paciesas, W.; Pendleton, G.; Preece, R.; Palmer, D.; Teegarden, B.; Schaefer, B.

1994-01-01

We describe a Bayesian methodology to evaluate the consistency between the reported Ginga and Burst and Transient Source Experiment (BATSE) detections of absorption features in gamma-ray burst spectra. Currently no features have been detected by BATSE, but this methodology will still be applicable if and when such features are discovered. The Bayesian methodology permits the comparison of hypotheses regarding the two detectors' observations and makes explicit the subjective aspects of our analysis (e.g., the quantification of our confidence in detector performance). We also present non-Bayesian consistency statistics. Based on preliminary calculations of line detectability, we find that both the Bayesian and non-Bayesian techniques show that the BATSE and Ginga observations are consistent given our understanding of these detectors.

The vortex-finding property of maximal center (and other) gauges

International Nuclear Information System (INIS)

Faber, M.; Greensite, J.; Olejnik, S.; Yamada, D.

1999-01-01

The authors argue that the vortex-finding property of maximal center gauge, i.e. the ability of this gauge to locate center vortices inserted by hand on any given lattice, is the key to its success in extracting the vortex content of thermalized lattice configurations. The authors explain how this property comes about, and why it is expected not only in maximal center gauge, but also in an infinite class of gauge conditions based on adjoint-representation link variables. In principle, the vortex-finding property can be foiled by Gribov copies. This fact is relevant to a gauge-fixing procedure devised by Kovacs and Tomboulis, where they show that the loss of center dominance, found in their procedure, is explained by a corresponding loss of the vortex-finding property. The dependence of center dominance on the vortex-finding property is demonstrated numerically in a number of other gauges

Bayesian signal processing classical, modern, and particle filtering methods

CERN Document Server

Candy, James V

2016-01-01

This book aims to give readers a unified Bayesian treatment starting from the basics (Baye's rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on "Sequential Bayesian Detection," a new section on "Ensemble Kalman Filters" as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to "fill-in-the gaps" of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical "sanity testing" lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed an...

Bayesian Networks for Modeling Dredging Decisions

Science.gov (United States)

2011-10-01

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

A Bayesian classifier for symbol recognition

OpenAIRE

Barrat , Sabine; Tabbone , Salvatore; Nourrissier , Patrick

2007-01-01

URL : http://www.buyans.com/POL/UploadedFile/134_9977.pdf; International audience; We present in this paper an original adaptation of Bayesian networks to symbol recognition problem. More precisely, a descriptor combination method, which enables to improve significantly the recognition rate compared to the recognition rates obtained by each descriptor, is presented. In this perspective, we use a simple Bayesian classifier, called naive Bayes. In fact, probabilistic graphical models, more spec...

Sparse reconstruction using distribution agnostic bayesian matching pursuit

KAUST Repository

Masood, Mudassir; Al-Naffouri, Tareq Y.

2013-01-01

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It is agnostic on signal statistics

Bayesian emulation for optimization in multi-step portfolio decisions

OpenAIRE

Irie, Kaoru; West, Mike

2016-01-01

We discuss the Bayesian emulation approach to computational solution of multi-step portfolio studies in financial time series. "Bayesian emulation for decisions" involves mapping the technical structure of a decision analysis problem to that of Bayesian inference in a purely synthetic "emulating" statistical model. This provides access to standard posterior analytic, simulation and optimization methods that yield indirect solutions of the decision problem. We develop this in time series portf...

Mean field theory of EM algorithm for Bayesian grey scale image restoration

International Nuclear Information System (INIS)

Inoue, Jun-ichi; Tanaka, Kazuyuki

2003-01-01

The EM algorithm for the Bayesian grey scale image restoration is investigated in the framework of the mean field theory. Our model system is identical to the infinite range random field Q-Ising model. The maximum marginal likelihood method is applied to the determination of hyper-parameters. We calculate both the data-averaged mean square error between the original image and its maximizer of posterior marginal estimate, and the data-averaged marginal likelihood function exactly. After evaluating the hyper-parameter dependence of the data-averaged marginal likelihood function, we derive the EM algorithm which updates the hyper-parameters to obtain the maximum likelihood estimate analytically. The time evolutions of the hyper-parameters and so-called Q function are obtained. The relation between the speed of convergence of the hyper-parameters and the shape of the Q function is explained from the viewpoint of dynamics

Bayesian Analysis for Penalized Spline Regression Using WinBUGS

Directory of Open Access Journals (Sweden)

Ciprian M. Crainiceanu

2005-09-01

Full Text Available Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. Good mixing properties of the MCMC chains are obtained by using low-rank thin-plate splines, while simulation times per iteration are reduced employing WinBUGS specific computational tricks.

Comparative Study of Inference Methods for Bayesian Nonnegative Matrix Factorisation

DEFF Research Database (Denmark)

Brouwer, Thomas; Frellsen, Jes; Liò, Pietro

2017-01-01

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider Bayesian nonnegative variants of matrix factorisation and tri......-factorisation, and compare non-probabilistic inference, Gibbs sampling, variational Bayesian inference, and a maximum-a-posteriori approach. The variational approach is new for the Bayesian nonnegative models. We compare their convergence, and robustness to noise and sparsity of the data, on both synthetic and real...

Optimal Experimental Design of Borehole Locations for Bayesian Inference of Past Ice Sheet Surface Temperatures

Science.gov (United States)

Davis, A. D.; Huan, X.; Heimbach, P.; Marzouk, Y.

2017-12-01

Borehole data are essential for calibrating ice sheet models. However, field expeditions for acquiring borehole data are often time-consuming, expensive, and dangerous. It is thus essential to plan the best sampling locations that maximize the value of data while minimizing costs and risks. We present an uncertainty quantification (UQ) workflow based on rigorous probability framework to achieve these objectives. First, we employ an optimal experimental design (OED) procedure to compute borehole locations that yield the highest expected information gain. We take into account practical considerations of location accessibility (e.g., proximity to research sites, terrain, and ice velocity may affect feasibility of drilling) and robustness (e.g., real-time constraints such as weather may force researchers to drill at sub-optimal locations near those originally planned), by incorporating a penalty reflecting accessibility as well as sensitivity to deviations from the optimal locations. Next, we extract vertical temperature profiles from these boreholes and formulate a Bayesian inverse problem to reconstruct past surface temperatures. Using a model of temperature advection/diffusion, the top boundary condition (corresponding to surface temperatures) is calibrated via efficient Markov chain Monte Carlo (MCMC). The overall procedure can then be iterated to choose new optimal borehole locations for the next expeditions.Through this work, we demonstrate powerful UQ methods for designing experiments, calibrating models, making predictions, and assessing sensitivity--all performed under an uncertain environment. We develop a theoretical framework as well as practical software within an intuitive workflow, and illustrate their usefulness for combining data and models for environmental and climate research.

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

Science.gov (United States)

Kaplan, David; Lee, Chansoon

2018-01-01

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

Fast Estimation of Expected Information Gain for Bayesian Experimental Design Based on Laplace Approximation

KAUST Repository

Long, Quan; Scavino, Marco; Tempone, Raul; Wang, Suojin

2014-01-01

Shannon-type expected information gain is an important utility in evaluating the usefulness of a proposed experiment that involves uncertainty. Its estimation, however, cannot rely solely on Monte Carlo sampling methods, that are generally too computationally expensive for realistic physical models, especially for those involving the solution of stochastic partial differential equations. In this work we present a new methodology, based on the Laplace approximation of the posterior probability density function, to accelerate the estimation of expected information gain in the model parameters and predictive quantities of interest. Furthermore, in order to deal with the issue of dimensionality in a complex problem, we use sparse quadratures for the integration over the prior. We show the accuracy and efficiency of the proposed method via several nonlinear numerical examples, including a single parameter design of one dimensional cubic polynomial function and the current pattern for impedance tomography.

Fast Estimation of Expected Information Gain for Bayesian Experimental Design Based on Laplace Approximation

KAUST Repository

Long, Quan

2014-01-06

Shannon-type expected information gain is an important utility in evaluating the usefulness of a proposed experiment that involves uncertainty. Its estimation, however, cannot rely solely on Monte Carlo sampling methods, that are generally too computationally expensive for realistic physical models, especially for those involving the solution of stochastic partial differential equations. In this work we present a new methodology, based on the Laplace approximation of the posterior probability density function, to accelerate the estimation of expected information gain in the model parameters and predictive quantities of interest. Furthermore, in order to deal with the issue of dimensionality in a complex problem, we use sparse quadratures for the integration over the prior. We show the accuracy and efficiency of the proposed method via several nonlinear numerical examples, including a single parameter design of one dimensional cubic polynomial function and the current pattern for impedance tomography.

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

KAUST Repository

Long, Quan; Scavino, Marco; Tempone, Raul; Wang, Suojin

2013-01-01

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.

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.

Mechanistic curiosity will not kill the Bayesian cat

NARCIS (Netherlands)

Borsboom, D.; Wagenmakers, E.-J.; Romeijn, J.-W.

2011-01-01

Jones & Love (J&L) suggest that Bayesian approaches to the explanation of human behavior should be constrained by mechanistic theories. We argue that their proposal misconstrues the relation between process models, such as the Bayesian model, and mechanisms. While mechanistic theories can answer

Mechanistic curiosity will not kill the Bayesian cat

NARCIS (Netherlands)

Borsboom, Denny; Wagenmakers, Eric-Jan; Romeijn, Jan-Willem

Jones & Love (J&L) suggest that Bayesian approaches to the explanation of human behavior should be constrained by mechanistic theories. We argue that their proposal misconstrues the relation between process models, such as the Bayesian model, and mechanisms. While mechanistic theories can answer

Non-homogeneous dynamic Bayesian networks for continuous data

NARCIS (Netherlands)

Grzegorczyk, Marco; Husmeier, Dirk

Classical dynamic Bayesian networks (DBNs) are based on the homogeneous Markov assumption and cannot deal with non-homogeneous temporal processes. Various approaches to relax the homogeneity assumption have recently been proposed. The present paper presents a combination of a Bayesian network with

Statistics: a Bayesian perspective

National Research Council Canada - National Science Library

Berry, Donald A

1996-01-01

...: it is the only introductory textbook based on Bayesian ideas, it combines concepts and methods, it presents statistics as a means of integrating data into the significant process, it develops ideas...

Embedding the results of focussed Bayesian fusion into a global context

Science.gov (United States)

Sander, Jennifer; Heizmann, Michael

2014-05-01

Bayesian statistics offers a well-founded and powerful fusion methodology also for the fusion of heterogeneous information sources. However, except in special cases, the needed posterior distribution is not analytically derivable. As consequence, Bayesian fusion may cause unacceptably high computational and storage costs in practice. Local Bayesian fusion approaches aim at reducing the complexity of the Bayesian fusion methodology significantly. This is done by concentrating the actual Bayesian fusion on the potentially most task relevant parts of the domain of the Properties of Interest. Our research on these approaches is motivated by an analogy to criminal investigations where criminalists pursue clues also only locally. This publication follows previous publications on a special local Bayesian fusion technique called focussed Bayesian fusion. Here, the actual calculation of the posterior distribution gets completely restricted to a suitably chosen local context. By this, the global posterior distribution is not completely determined. Strategies for using the results of a focussed Bayesian analysis appropriately are needed. In this publication, we primarily contrast different ways of embedding the results of focussed Bayesian fusion explicitly into a global context. To obtain a unique global posterior distribution, we analyze the application of the Maximum Entropy Principle that has been shown to be successfully applicable in metrology and in different other areas. To address the special need for making further decisions subsequently to the actual fusion task, we further analyze criteria for decision making under partial information.

A Bayesian Optimal Design for Sequential Accelerated Degradation Testing

Directory of Open Access Journals (Sweden)

Xiaoyang Li

2017-07-01

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

A Bayesian Method for Weighted Sampling

OpenAIRE

Lo, Albert Y.

1993-01-01

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

A Bayesian truth serum for subjective data.

Science.gov (United States)

Prelec, Drazen

2004-10-15

Subjective judgments, an essential information source for science and policy, are problematic because there are no public criteria for assessing judgmental truthfulness. I present a scoring method for eliciting truthful subjective data in situations where objective truth is unknowable. The method assigns high scores not to the most common answers but to the answers that are more common than collectively predicted, with predictions drawn from the same population. This simple adjustment in the scoring criterion removes all bias in favor of consensus: Truthful answers maximize expected score even for respondents who believe that their answer represents a minority view.

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...

Auctioning access to networks: evidence and expectations

International Nuclear Information System (INIS)

McDaniel, T.

2003-01-01

Under very strict assumptions the outcomes that make common auction designs theoretically attractive can be expected to emerge: goods will go to those who value them most and the allocation will maximize revenue for the auctioneer. In network industries such as electricity, gas, telecommunications, rail, and airlines where agents are of different sizes and incumbency these assumptions do not always apply for a number of reasons. For example, the auctioned product may be an intermediate good, bidders are not symmetric with respect to values and information, markets are mixed, and property rights are hard to define. We discuss why it is not straightforward to make theoretical predictions about expected outcomes for these industries and use the British gas industry to discuss the importance of competition and scarcity for auctions of network capacity. (Author)

OBJECTIVE BAYESIAN ANALYSIS OF ''ON/OFF'' MEASUREMENTS

Energy Technology Data Exchange (ETDEWEB)

Casadei, Diego, E-mail: diego.casadei@fhnw.ch [Visiting Scientist, Department of Physics and Astronomy, UCL, Gower Street, London WC1E 6BT (United Kingdom)

2015-01-01

In high-energy astrophysics, it is common practice to account for the background overlaid with counts from the source of interest with the help of auxiliary measurements carried out by pointing off-source. In this ''on/off'' measurement, one knows the number of photons detected while pointing toward the source, the number of photons collected while pointing away from the source, and how to estimate the background counts in the source region from the flux observed in the auxiliary measurements. For very faint sources, the number of photons detected is so low that the approximations that hold asymptotically are not valid. On the other hand, an analytical solution exists for the Bayesian statistical inference, which is valid at low and high counts. Here we illustrate the objective Bayesian solution based on the reference posterior and compare the result with the approach very recently proposed by Knoetig, and discuss its most delicate points. In addition, we propose to compute the significance of the excess with respect to the background-only expectation with a method that is able to account for any uncertainty on the background and is valid for any photon count. This method is compared to the widely used significance formula by Li and Ma, which is based on asymptotic properties.

Bayesian inference for psychology. Part I : Theoretical advantages and practical ramifications

NARCIS (Netherlands)

Wagenmakers, E.-J.; Marsman, M.; Jamil, T.; Ly, A.; Verhagen, J.; Love, J.; Selker, R.; Gronau, Q.F.; Šmíra, M.; Epskamp, S.; Matzke, D.; Rouder, J.N.; Morey, R.D.

2018-01-01

Bayesian parameter estimation and Bayesian hypothesis testing present attractive alternatives to classical inference using confidence intervals and p values. In part I of this series we outline ten prominent advantages of the Bayesian approach. Many of these advantages translate to concrete

A tutorial introduction to Bayesian models of cognitive development.

Science.gov (United States)

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

2011-09-01

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

Approximate Bayesian evaluations of measurement uncertainty

Science.gov (United States)

Possolo, Antonio; Bodnar, Olha

2018-04-01

The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

AUC-Maximizing Ensembles through Metalearning.

Science.gov (United States)

LeDell, Erin; van der Laan, Mark J; Petersen, 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.

Study on shielded pump system failure analysis method based on Bayesian network

International Nuclear Information System (INIS)

Bao Yilan; Huang Gaofeng; Tong Lili; Cao Xuewu

2012-01-01

This paper applies Bayesian network to the system failure analysis, with an aim to improve knowledge representation of the uncertainty logic and multi-fault states in system failure analysis. A Bayesian network for shielded pump failure analysis is presented, conducting fault parameter learning, updating Bayesian network parameter based on new samples. Finally, through the Bayesian network inference, vulnerability in this system, the largest possible failure modes, and the fault probability are obtained. The powerful ability of Bayesian network to analyze system fault is illustrated by examples. (authors)

Topics in Computational Bayesian Statistics With Applications to Hierarchical Models in Astronomy and Sociology

Science.gov (United States)

Sahai, Swupnil

This thesis includes three parts. The overarching theme is how to analyze structured hierarchical data, with applications to astronomy and sociology. The first part discusses how expectation propagation can be used to parallelize the computation when fitting big hierarchical bayesian models. This methodology is then used to fit a novel, nonlinear mixture model to ultraviolet radiation from various regions of the observable universe. The second part discusses how the Stan probabilistic programming language can be used to numerically integrate terms in a hierarchical bayesian model. This technique is demonstrated on supernovae data to significantly speed up convergence to the posterior distribution compared to a previous study that used a Gibbs-type sampler. The third part builds a formal latent kernel representation for aggregate relational data as a way to more robustly estimate the mixing characteristics of agents in a network. In particular, the framework is applied to sociology surveys to estimate, as a function of ego age, the age and sex composition of the personal networks of individuals in the United States.

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.

Safety culture in Bayesian and legal contexts

International Nuclear Information System (INIS)

Krug, H.E.P. Jr.

1992-01-01

While contemplating the similarities between the law of torts and concepts of safety, the author realized that there was a close correspondence between the law of negligence and the way safety ought to be generally defined. This definition of safety is provided herein. A safety culture must have an adequate definition of safety in order to function most effectively. This paper provides a practical definition of safety that answers the question 'How safe is safe enough? The development rests on two bases: the subjectivistic-Bayesian definition of probability and certain legal definitions primarily from the tort law of negligence. The development also leads to the conclusion that one cannot generally expect greater specificity in determining how safe is safe enough than one finds in the legal definition of liability under the tort of negligence. It then follows that some of the public's aversion to complex technical undertakings is rooted in its typically intuitive and vague notions concerning safety

Bayesian reliability demonstration for failure-free periods

International Nuclear Information System (INIS)

Coolen, F.P.A.; Coolen-Schrijner, P.; Rahrouh, M.

2005-01-01

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

Bayesian Dark Knowledge

NARCIS (Netherlands)

Korattikara, A.; Rathod, V.; Murphy, K.; Welling, M.; Cortes, C.; Lawrence, N.D.; Lee, D.D.; Sugiyama, M.; Garnett, R.

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

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 r...

An introduction to Bayesian statistics in health psychology

NARCIS (Netherlands)

Depaoli, Sarah; Rus, Holly; Clifton, James; van de Schoot, A.G.J.; Tiemensma, Jitske

2017-01-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of Health Psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation

Bayesian estimation of the discrete coefficient of determination.

Science.gov (United States)

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

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

A Bayesian approach to particle identification in ALICE

CERN Multimedia

CERN. Geneva

2016-01-01

Among the LHC experiments, ALICE has unique particle identification (PID) capabilities exploiting different types of detectors. During Run 1, a Bayesian approach to PID was developed and intensively tested. It facilitates the combination of information from different sub-systems. The adopted methodology and formalism as well as the performance of the Bayesian PID approach for charged pions, kaons and protons in the central barrel of ALICE will be reviewed. Results are presented with PID performed via measurements of specific energy loss (dE/dx) and time-of-flight using information from the TPC and TOF detectors, respectively. Methods to extract priors from data and to compare PID efficiencies and misidentification probabilities in data and Monte Carlo using high-purity samples of identified particles will be presented. Bayesian PID results were found consistent with previous measurements published by ALICE. The Bayesian PID approach gives a higher signal-to-background ratio and a similar or larger statist...

Documenting and explaining the common AAB pattern in music and humor: establishing and breaking expectations.

Science.gov (United States)

Rozin, Paul; Rozin, Alexander; Appel, Brian; Wachtel, Charles

2006-08-01

The AAB pattern consists of two similar events followed by a third dissimilar event. The prevalence of this pattern in the aesthetic domain may be explained as violation of expectation: A minimum of two iterations is required to establish a repetitive pattern; once established, it is most efficient to promptly violate the expected continuance of the pattern to produce the maximal aesthetic effect. We demonstrate the prevalence of this pattern (in comparison to AB or AAAB) in a representative sample of a variety of musical genres and in a representative sample of repetitive genre of jokes. We also provide experimental evidence that the AAB pattern in jokes is maximally effective in producing a humor response in participants. (c) 2006 APA, all rights reserved

Optimal Detection under the Restricted Bayesian Criterion

Directory of Open Access Journals (Sweden)

Shujun Liu

2017-07-01

Full Text Available This paper aims to find a suitable decision rule for a binary composite hypothesis-testing problem with a partial or coarse prior distribution. To alleviate the negative impact of the information uncertainty, a constraint is considered that the maximum conditional risk cannot be greater than a predefined value. Therefore, the objective of this paper becomes to find the optimal decision rule to minimize the Bayes risk under the constraint. By applying the Lagrange duality, the constrained optimization problem is transformed to an unconstrained optimization problem. In doing so, the restricted Bayesian decision rule is obtained as a classical Bayesian decision rule corresponding to a modified prior distribution. Based on this transformation, the optimal restricted Bayesian decision rule is analyzed and the corresponding algorithm is developed. Furthermore, the relation between the Bayes risk and the predefined value of the constraint is also discussed. The Bayes risk obtained via the restricted Bayesian decision rule is a strictly decreasing and convex function of the constraint on the maximum conditional risk. Finally, the numerical results including a detection example are presented and agree with the theoretical results.

Bayesian approach and application to operation safety

International Nuclear Information System (INIS)

Procaccia, H.; Suhner, M.Ch.

2003-01-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

Bayesian fuzzy logic-based estimation of electron cyclotron heating (ECH) power deposition in MHD control systems

Energy Technology Data Exchange (ETDEWEB)

Davoudi, Mehdi, E-mail: mehdi.davoudi@polimi.it [Department of Electrical and Computer Engineering, Buein Zahra Technical University, Buein Zahra, Qazvin (Iran, Islamic Republic of); Davoudi, Mohsen, E-mail: davoudi@eng.ikiu.ac.ir [Department of Electrical Engineering, Imam Khomeini International University, Qazvin, 34148-96818 (Iran, Islamic Republic of)

2017-06-15

Highlights: • A couple of algorithms to diagnose if Electron Cyclotron Heating (ECH) power is deposited properly on the expected deposition minor radius are proposed. • The algorithms are based on Bayesian theory and Fuzzy logic. • The algorithms are tested on the off-line experimental data acquired from Frascati Tokamak Upgrade (FTU), Frascati, Italy. • Uncertainties and evidences derived from the combination of online information formed by the measured diagnostic data and the prior information are also estimated. - Abstract: In the thermonuclear fusion systems, the new plasma control systems use some measured on-line information acquired from different sensors and prior information obtained by predictive plasma models in order to stabilize magnetic hydro dynamics (MHD) activity in a tokamak. Suppression of plasma instabilities is a key issue to improve the confinement time of controlled thermonuclear fusion with tokamaks. This paper proposes a couple of algorithms based on Bayesian theory and Fuzzy logic to diagnose if Electron Cyclotron Heating (ECH) power is deposited properly on the expected deposition minor radius (r{sub DEP}). Both algorithms also estimate uncertainties and evidences derived from the combination of the online information formed by the measured diagnostic data and the prior information. The algorithms have been employed on a set of off-line ECE channels data which have been acquired from the experimental shot number 21364 at Frascati Tokamak Upgrade (FTU), Frascati, Italy.

Validating Bayesian truth serum in large-scale online human experiments.

Science.gov (United States)

Frank, Morgan R; Cebrian, Manuel; Pickard, Galen; Rahwan, Iyad

2017-01-01

Bayesian truth serum (BTS) is an exciting new method for improving honesty and information quality in multiple-choice survey, but, despite the method's mathematical reliance on large sample sizes, existing literature about BTS only focuses on small experiments. Combined with the prevalence of online survey platforms, such as Amazon's Mechanical Turk, which facilitate surveys with hundreds or thousands of participants, BTS must be effective in large-scale experiments for BTS to become a readily accepted tool in real-world applications. We demonstrate that BTS quantifiably improves honesty in large-scale online surveys where the "honest" distribution of answers is known in expectation on aggregate. Furthermore, we explore a marketing application where "honest" answers cannot be known, but find that BTS treatment impacts the resulting distributions of answers.

Towards Bayesian Inference of the Fast-Ion Distribution Function

DEFF Research Database (Denmark)

Stagner, L.; Heidbrink, W.W.; Salewski, Mirko

2012-01-01

sensitivity of the measurements are incorporated into Bayesian likelihood probabilities, while prior probabilities enforce physical constraints. As an initial step, this poster uses Bayesian statistics to infer the DIII-D electron density profile from multiple diagnostic measurements. Likelihood functions....... However, when theory and experiment disagree (for one or more diagnostics), it is unclear how to proceed. Bayesian statistics provides a framework to infer the DF, quantify errors, and reconcile discrepant diagnostic measurements. Diagnostic errors and ``weight functions" that describe the phase space...

Bayesian Correlation Analysis for Sequence Count Data.

Directory of Open Access Journals (Sweden)

Daniel Sánchez-Taltavull

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

Is CP violation maximal

International Nuclear Information System (INIS)

Gronau, M.

1984-01-01

Two ambiguities are noted in the definition of the concept of maximal CP violation. The phase convention ambiguity is overcome by introducing a CP violating phase in the quark mixing matrix U which is invariant under rephasing transformations. The second ambiguity, related to the parametrization of U, is resolved by finding a single empirically viable definition of maximal CP violation when assuming that U does not single out one generation. Considerable improvement in the calculation of nonleptonic weak amplitudes is required to test the conjecture of maximal CP violation. 21 references

Inference in hybrid Bayesian networks

International Nuclear Information System (INIS)

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

2009-01-01

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

The image recognition based on neural network and Bayesian decision

Science.gov (United States)

Wang, Chugege

2018-04-01

The artificial neural network began in 1940, which is an important part of artificial intelligence. At present, it has become a hot topic in the fields of neuroscience, computer science, brain science, mathematics, and psychology. Thomas Bayes firstly reported the Bayesian theory in 1763. After the development in the twentieth century, it has been widespread in all areas of statistics. In recent years, due to the solution of the problem of high-dimensional integral calculation, Bayesian Statistics has been improved theoretically, which solved many problems that cannot be solved by classical statistics and is also applied to the interdisciplinary fields. In this paper, the related concepts and principles of the artificial neural network are introduced. It also summarizes the basic content and principle of Bayesian Statistics, and combines the artificial neural network technology and Bayesian decision theory and implement them in all aspects of image recognition, such as enhanced face detection method based on neural network and Bayesian decision, as well as the image classification based on the Bayesian decision. It can be seen that the combination of artificial intelligence and statistical algorithms has always been the hot research topic.

Editorial: Bayesian benefits for child psychology and psychiatry researchers.

Science.gov (United States)

Oldehinkel, Albertine J

2016-09-01

For many scientists, performing statistical tests has become an almost automated routine. However, p-values are frequently used and interpreted incorrectly; and even when used appropriately, p-values tend to provide answers that do not match researchers' questions and hypotheses well. Bayesian statistics present an elegant and often more suitable alternative. The Bayesian approach has rarely been applied in child psychology and psychiatry research so far, but the development of user-friendly software packages and tutorials has placed it well within reach now. Because Bayesian analyses require a more refined definition of hypothesized probabilities of possible outcomes than the classical approach, going Bayesian may offer the additional benefit of sparkling the development and refinement of theoretical models in our field. © 2016 Association for Child and Adolescent Mental Health.

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...

M-Theory and Maximally Supersymmetric Gauge Theories

CERN Document Server

Lambert, Neil

2012-01-01

In this informal review for non-specalists we discuss the construction of maximally supersymmetric gauge theories that arise on the worldvolumes branes in String Theory and M-Theory. Particular focus is made on the relatively recent construction of M2-brane worldvolume theories. In a formal sense, the existence of these quantum field theories can be viewed as predictions of M-Theory. Their construction is therefore a reinforcement of the ideas underlying String Theory and M-Theory. We also briefly discuss the six-dimensional conformal field theory that is expected to arise on M5-branes. The construction of this theory is not only an important open problem for M-Theory but also a significant challenge to our current understanding of quantum field theory more generally.

Bayesian Inference Methods for Sparse Channel Estimation

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand

2013-01-01

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

Bayesian-based localization in inhomogeneous transmission media

DEFF Research Database (Denmark)

Nadimi, E. S.; Blanes-Vidal, V.; Johansen, P. M.

2013-01-01

In this paper, we propose a novel robust probabilistic approach based on the Bayesian inference using received-signal-strength (RSS) measurements with varying path-loss exponent. We derived the probability density function (pdf) of the distance between any two sensors in the network with heteroge......In this paper, we propose a novel robust probabilistic approach based on the Bayesian inference using received-signal-strength (RSS) measurements with varying path-loss exponent. We derived the probability density function (pdf) of the distance between any two sensors in the network...... with heterogeneous transmission medium as a function of the given RSS measurements and the characteristics of the heterogeneous medium. The results of this study show that the localization mean square error (MSE) of the Bayesian-based method outperformed all other existing localization approaches. © 2013 ACM....

Bayesian modeling of ChIP-chip data using latent variables.

KAUST Repository

Wu, Mingqi

2009-10-26

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

Pharmacokinetic modelling of intravenous tobramycin in adolescent and adult patients with cystic fibrosis using the nonparametric expectation maximization (NPEM) algorithm.

Science.gov (United States)

Touw, D J; Vinks, A A; Neef, C

1997-06-01

The availability of personal computer programs for individualizing drug dosage regimens has stimulated the interest in modelling population pharmacokinetics. Data from 82 adolescent and adult patients with cystic fibrosis (CF) who were treated with intravenous tobramycin because of an exacerbation of their pulmonary infection were analysed with a non-parametric expectation maximization (NPEM) algorithm. This algorithm estimates the entire discrete joint probability density of the pharmacokinetic parameters. It also provides traditional parametric statistics such as the means, standard deviation, median, covariances and correlations among the various parameters. It also provides graphic-2- and 3-dimensional representations of the marginal densities of the parameters investigated. Several models for intravenous tobramycin in adolescent and adult patients with CF were compared. Covariates were total body weight (for the volume of distribution) and creatinine clearance (for the total body clearance and elimination rate). Because of lack of data on patients with poor renal function, restricted models with non-renal clearance and the non-renal elimination rate constant fixed at literature values of 0.15 L/h and 0.01 h-1 were also included. In this population, intravenous tobramycin could be best described by median (+/-dispersion factor) volume of distribution per unit of total body weight of 0.28 +/- 0.05 L/kg, elimination rate constant of 0.25 +/- 0.10 h-1 and elimination rate constant per unit of creatinine clearance of 0.0008 +/- 0.0009 h-1/(ml/min/1.73 m2). Analysis of populations of increasing size showed that using a restricted model with a non-renal elimination rate constant fixed at 0.01 h-1, a model based on a population of only 10 to 20 patients, contained parameter values similar to those of the entire population and, using the full model, a larger population (at least 40 patients) was needed.

Task-oriented maximally entangled states

International Nuclear Information System (INIS)

Agrawal, Pankaj; Pradhan, B

2010-01-01

We introduce the notion of a task-oriented maximally entangled state (TMES). This notion depends on the task for which a quantum state is used as the resource. TMESs are the states that can be used to carry out the task maximally. This concept may be more useful than that of a general maximally entangled state in the case of a multipartite system. We illustrate this idea by giving an operational definition of maximally entangled states on the basis of communication tasks of teleportation and superdense coding. We also give examples and a procedure to obtain such TMESs for n-qubit systems.

The Bayesian count rate probability distribution in measurement of ionizing radiation by use of a ratemeter

Energy Technology Data Exchange (ETDEWEB)

Weise, K.

2004-06-01

Recent metrological developments concerning measurement uncertainty, founded on Bayesian statistics, give rise to a revision of several parts of the DIN 25482 and ISO 11929 standard series. These series stipulate detection limits and decision thresholds for ionizing-radiation measurements. Part 3 and, respectively, part 4 of them deal with measurements by use of linear-scale analogue ratemeters. A normal frequency distribution of the momentary ratemeter indication for a fixed count rate value is assumed. The actual distribution, which is first calculated numerically by solving an integral equation, differs, however, considerably from the normal distribution although this one represents an approximation of it for sufficiently large values of the count rate to be measured. As is shown, this similarly holds true for the Bayesian probability distribution of the count rate for sufficiently large given measured values indicated by the ratemeter. This distribution follows from the first one mentioned by means of the Bayes theorem. Its expectation value and variance are needed for the standards to be revised on the basis of Bayesian statistics. Simple expressions are given by the present standards for estimating these parameters and for calculating the detection limit and the decision threshold. As is also shown, the same expressions can similarly be used as sufficient approximations by the revised standards if, roughly, the present indicated value exceeds the reciprocal ratemeter relaxation time constant. (orig.)

Fully probabilistic design of hierarchical Bayesian models

Czech Academy of Sciences Publication Activity Database

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

2016-01-01

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

Flood quantile estimation at ungauged sites by Bayesian networks

Science.gov (United States)

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

2012-04-01

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

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

Science.gov (United States)

Takiyama, Ken

2016-05-01

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

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

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

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

FLOUTING MAXIMS IN INDONESIA LAWAK KLUB CONVERSATION

Directory of Open Access Journals (Sweden)

Rahmawati Sukmaningrum

2017-04-01

Full Text Available This study aims to identify the types of maxims flouted in the conversation in famous comedy show, Indonesia Lawak Club. Likewise, it also tries to reveal the speakers‘ intention of flouting the maxim in the conversation during the show. The writers use descriptive qualitative method in conducting this research. The data is taken from the dialogue of Indonesia Lawak club and then analyzed based on Grice‘s cooperative principles. The researchers read the dialogue‘s transcripts, identify the maxims, and interpret the data to find the speakers‘ intention for flouting the maxims in the communication. The results show that there are four types of maxims flouted in the dialogue. Those are maxim of quality (23%, maxim of quantity (11%, maxim of manner (31%, and maxim of relevance (35. Flouting the maxims in the conversations is intended to make the speakers feel uncomfortable with the conversation, show arrogances, show disagreement or agreement, and ridicule other speakers.

Genomic selection in mink yield higher accuracies with a Bayesian approach allowing for heterogeneous variance than a GBLUP model

DEFF Research Database (Denmark)

Villumsen, Trine Michelle; Su, Guosheng; Cai, Zexi

2018-01-01

by sequencing. Four live grading traits and four traits on dried pelts for size and quality were analysed. GWAS analysis detected significant SNPs for all the traits. The single-trait Bayesian model resulted in higher accuracies for the genomic predictions than the single-trait GBLUP model, especially......The accuracy of genomic prediction for mink was compared for single-trait and multiple-trait GBLUP models and Bayesian models that allowed for heterogeneous (co)variance structure over the genome. The mink population consisted of 2,103 brown minks genotyped with the method of genotyping...... for the traits measured on dried pelts. We expected the multiple-trait models to be superior to the single trait models since the multiple-trait model can make use of information when traits are correlated. However, we did not find a general improvement in accuracies with the multiple-trait models compared...

Comprehension and computation in Bayesian problem solving

Directory of Open Access Journals (Sweden)

Eric D. Johnson

2015-07-01

Full Text Available Humans have long been characterized as poor probabilistic reasoners when presented with explicit numerical information. Bayesian word problems provide a well-known example of this, where even highly educated and cognitively skilled individuals fail to adhere to mathematical norms. It is widely agreed that natural frequencies can facilitate Bayesian reasoning relative to normalized formats (e.g. probabilities, percentages, both by clarifying logical set-subset relations and by simplifying numerical calculations. Nevertheless, between-study performance on transparent Bayesian problems varies widely, and generally remains rather unimpressive. We suggest there has been an over-focus on this representational facilitator (i.e. transparent problem structures at the expense of the specific logical and numerical processing requirements and the corresponding individual abilities and skills necessary for providing Bayesian-like output given specific verbal and numerical input. We further suggest that understanding this task-individual pair could benefit from considerations from the literature on mathematical cognition, which emphasizes text comprehension and problem solving, along with contributions of online executive working memory, metacognitive regulation, and relevant stored knowledge and skills. We conclude by offering avenues for future research aimed at identifying the stages in problem solving at which correct versus incorrect reasoners depart, and how individual difference might influence this time point.

Being Bayesian in a quantum world

International Nuclear Information System (INIS)

Fuchs, C.

2005-01-01

Full text: To be a Bayesian about probability theory is to accept that probabilities represent subjective degrees of belief and nothing more. This is in distinction to the idea that probabilities represent long-term frequencies or objective propensities. But, how can a subjective account of probabilities coexist with the existence of quantum mechanics? To accept quantum mechanics is to accept the calculational apparatus of quantum states and the Born rule for determining probabilities in a quantum measurement. If there ever were a place for probabilities to be objective, it ought to be here. This raises the question of whether Bayesianism and quantum mechanics are compatible at all. For the Bayesian, it only suggests that we should rethink what quantum mechanics is about. Is it 'law of nature' or really more 'law of thought'? From transistors to lasers, the evidence is in that we live in a quantum world. One could infer from this that all the elements in the quantum formalism necessarily mirror nature itself: wave functions are so successful as calculational tools precisely because they represent elements of reality. A more Bayesian-like perspective is that if wave functions generate probabilities, then they too must be Bayesian degrees of belief, with all that such a radical idea entails. In particular, quantum probabilities have no firmer hold on reality than the word 'belief' in 'degrees of belief' already indicates. From this perspective, the only sense in which the quantum formalism mirrors nature is through the constraints it places on gambling agents who would like to better navigate through world. One might think that this is thin information, but it is not insubstantial. To the extent that an agent should use quantum mechanics for his uncertainty accounting rather than some other theory tells us something about the world itself - i.e., the world independent of the agent and his particular beliefs at any moment. In this talk, I will try to shore up these

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.

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...... in the suffix tree that have a superprimitive path-label....

Bayesian and likelihood phylogenetic reconstructions of morphological traits are not discordant when taking uncertainty into consideration: a comment on Puttick et al.

Science.gov (United States)

Brown, Joseph W; Parins-Fukuchi, Caroline; Stull, Gregory W; Vargas, Oscar M; Smith, Stephen A

2017-10-11

Puttick et al. (2017 Proc. R. Soc. B 284 , 20162290 (doi:10.1098/rspb.2016.2290)) performed a simulation study to compare accuracy among methods of inferring phylogeny from discrete morphological characters. They report that a Bayesian implementation of the Mk model (Lewis 2001 Syst. Biol. 50 , 913-925 (doi:10.1080/106351501753462876)) was most accurate (but with low resolution), while a maximum-likelihood (ML) implementation of the same model was least accurate. They conclude by strongly advocating that Bayesian implementations of the Mk model should be the default method of analysis for such data. While we appreciate the authors' attempt to investigate the accuracy of alternative methods of analysis, their conclusion is based on an inappropriate comparison of the ML point estimate, which does not consider confidence, with the Bayesian consensus, which incorporates estimation credibility into the summary tree. Using simulation, we demonstrate that ML and Bayesian estimates are concordant when confidence and credibility are comparably reflected in summary trees, a result expected from statistical theory. We therefore disagree with the conclusions of Puttick et al. and consider their prescription of any default method to be poorly founded. Instead, we recommend caution and thoughtful consideration of the model or method being applied to a morphological dataset. © 2017 The Author(s).

Bayesian approach for the reliability assessment of corroded interdependent pipe networks

International Nuclear Information System (INIS)

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

2016-01-01

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

Bayesian target tracking based on particle filter

Institute of Scientific and Technical Information of China (English)

无

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.

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...

Bayesian statistical inference

Directory of Open Access Journals (Sweden)

Bruno De Finetti

2017-04-01

Full Text Available This work was translated into English and published in the volume: Bruno De Finetti, Induction and Probability, Biblioteca di Statistica, eds. P. Monari, D. Cocchi, Clueb, Bologna, 1993.Bayesian statistical Inference is one of the last fundamental philosophical papers in which we can find the essential De Finetti's approach to the statistical inference.

Bayesian Exponential Smoothing.

OpenAIRE

Forbes, C.S.; Snyder, R.D.; Shami, R.S.

2000-01-01

In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based on a state space model containing only a single source of error for each time interval. This model allows us to improve current practices surrounding exponential smoothing by providing both point predictions and measures of the uncertainty surrounding them.

Power in Bayesian Mediation Analysis for Small Sample Research

NARCIS (Netherlands)

Miočević, M.; MacKinnon, David; Levy, Roy

2017-01-01

Bayesian methods have the potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This article compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product,

Bayesian analyses of seasonal runoff forecasts

Science.gov (United States)

Krzysztofowicz, R.; Reese, S.

1991-12-01

Forecasts of seasonal snowmelt runoff volume provide indispensable information for rational decision making by water project operators, irrigation district managers, and farmers in the western United States. Bayesian statistical models and communication frames have been researched in order to enhance the forecast information disseminated to the users, and to characterize forecast skill from the decision maker's point of view. Four products are presented: (i) a Bayesian Processor of Forecasts, which provides a statistical filter for calibrating the forecasts, and a procedure for estimating the posterior probability distribution of the seasonal runoff; (ii) the Bayesian Correlation Score, a new measure of forecast skill, which is related monotonically to the ex ante economic value of forecasts for decision making; (iii) a statistical predictor of monthly cumulative runoffs within the snowmelt season, conditional on the total seasonal runoff forecast; and (iv) a framing of the forecast message that conveys the uncertainty associated with the forecast estimates to the users. All analyses are illustrated with numerical examples of forecasts for six gauging stations from the period 1971 1988.

Bayesian methodology for reliability model acceptance

International Nuclear Information System (INIS)

Zhang Ruoxue; Mahadevan, Sankaran

2003-01-01

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

Bayesian Network Constraint-Based Structure Learning Algorithms: Parallel and Optimized Implementations in the bnlearn R Package

Directory of Open Access Journals (Sweden)

Marco Scutari

2017-03-01

Full Text Available It is well known in the literature that the problem of learning the structure of Bayesian networks is very hard to tackle: Its computational complexity is super-exponential in the number of nodes in the worst case and polynomial in most real-world scenarios. Efficient implementations of score-based structure learning benefit from past and current research in optimization theory, which can be adapted to the task by using the network score as the objective function to maximize. This is not true for approaches based on conditional independence tests, called constraint-based learning algorithms. The only optimization in widespread use, backtracking, leverages the symmetries implied by the definitions of neighborhood and Markov blanket. In this paper we illustrate how backtracking is implemented in recent versions of the bnlearn R package, and how it degrades the stability of Bayesian network structure learning for little gain in terms of speed. As an alternative, we describe a software architecture and framework that can be used to parallelize constraint-based structure learning algorithms (also implemented in bnlearn and we demonstrate its performance using four reference networks and two real-world data sets from genetics and systems biology. We show that on modern multi-core or multiprocessor hardware parallel implementations are preferable over backtracking, which was developed when single-processor machines were the norm.

BAYESIAN SEMI-BLIND COMPONENT SEPARATION FOR FOREGROUND REMOVAL IN INTERFEROMETRIC 21 cm OBSERVATIONS

Energy Technology Data Exchange (ETDEWEB)

Zhang, Le; Timbie, Peter T. [Department of Physics, University of Wisconsin, Madison, WI 53706 (United States); Bunn, Emory F. [Physics Department, University of Richmond, Richmond, VA 23173 (United States); Karakci, Ata; Korotkov, Andrei; Tucker, Gregory S. [Department of Physics, Brown University, 182 Hope Street, Providence, RI 02912 (United States); Sutter, P. M. [Center for Cosmology and Astro-Particle Physics, Ohio State University, Columbus, OH 43210 (United States); Wandelt, Benjamin D., E-mail: lzhang263@wisc.edu [Department of Physics, University of Illinois at Urbana-Champaign, 1110 W Green Street, Urbana, IL 61801 (United States)

2016-01-15

In this paper, we present a new Bayesian semi-blind approach for foreground removal in observations of the 21 cm signal measured by interferometers. The technique, which we call H i Expectation–Maximization Independent Component Analysis (HIEMICA), is an extension of the Independent Component Analysis technique developed for two-dimensional (2D) cosmic microwave background 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 the signal based on the diversity of their power spectra. Relying only on the statistical independence of the components, this approach can jointly estimate the 3D power spectrum of the 21 cm signal, as well as the 2D angular power spectrum and the frequency dependence of each foreground component, without any prior assumptions about the foregrounds. This approach has been tested extensively by applying it to mock data from interferometric 21 cm intensity mapping observations under idealized assumptions of instrumental effects. We also discuss the impact when the noise properties are not known completely. As a first step toward solving the 21 cm power spectrum analysis problem, we compare the semi-blind HIEMICA technique to the commonly used Principal Component Analysis. Under the same idealized circumstances, the proposed technique provides significantly improved recovery of the power spectrum. This technique can be applied in a straightforward manner to all 21 cm interferometric observations, including epoch of reionization measurements, and can be extended to single-dish observations as well.

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

Science.gov (United States)

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

2012-04-01

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

A Gap-Filling Procedure for Hydrologic Data Based on Kalman Filtering and Expectation Maximization: Application to Data from the Wireless Sensor Networks of the Sierra Nevada

Science.gov (United States)

Coogan, A.; Avanzi, F.; Akella, R.; Conklin, M. H.; Bales, R. C.; Glaser, S. D.

2017-12-01

Automatic meteorological and snow stations provide large amounts of information at dense temporal resolution, but data quality is often compromised by noise and missing values. We present a new gap-filling and cleaning procedure for networks of these stations based on Kalman filtering and expectation maximization. Our method utilizes a multi-sensor, regime-switching Kalman filter to learn a latent process that captures dependencies between nearby stations and handles sharp changes in snowfall rate. Since the latent process is inferred using observations across working stations in the network, it can be used to fill in large data gaps for a malfunctioning station. The procedure was tested on meteorological and snow data from Wireless Sensor Networks (WSN) in the American River basin of the Sierra Nevada. Data include air temperature, relative humidity, and snow depth from dense networks of 10 to 12 stations within 1 km2 swaths. Both wet and dry water years have similar data issues. Data with artificially created gaps was used to quantify the method's performance. Our multi-sensor approach performs better than a single-sensor one, especially with large data gaps, as it learns and exploits the dominant underlying processes in snowpack at each site.

Shareholder, stakeholder-owner or broad stakeholder maximization

DEFF Research Database (Denmark)

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...... including the shareholders of a company. Although it may be the ultimate goal for Corporate Social Responsibility to achieve this kind of maximization, broad stakeholder maximization is quite difficult to give a precise definition. There is no one-dimensional measure to add different stakeholder benefits...... not traded on the mar-ket, and therefore there is no possibility for practical application. Broad stakeholder maximization instead in practical applications becomes satisfying certain stakeholder demands, so that the practical application will be stakeholder-owner maximization un-der constraints defined...

Applications of Bayesian decision theory to intelligent tutoring systems

NARCIS (Netherlands)

Vos, Hendrik J.

1994-01-01

Some applications of Bayesian decision theory to intelligent tutoring systems are considered. How the problem of adapting the appropriate amount of instruction to the changing nature of a student's capabilities during the learning process can be situated in the general framework of Bayesian decision

On the maximal superalgebras of supersymmetric backgrounds

International Nuclear Information System (INIS)

Figueroa-O'Farrill, Jose; Hackett-Jones, Emily; Moutsopoulos, George; Simon, Joan

2009-01-01

In this paper we give a precise definition of the notion of a maximal superalgebra of certain types of supersymmetric supergravity backgrounds, including the Freund-Rubin backgrounds, and propose a geometric construction extending the well-known construction of its Killing superalgebra. We determine the structure of maximal Lie superalgebras and show that there is a finite number of isomorphism classes, all related via contractions from an orthosymplectic Lie superalgebra. We use the structure theory to show that maximally supersymmetric waves do not possess such a maximal superalgebra, but that the maximally supersymmetric Freund-Rubin backgrounds do. We perform the explicit geometric construction of the maximal superalgebra of AdS 4 X S 7 and find that it is isomorphic to osp(1|32). We propose an algebraic construction of the maximal superalgebra of any background asymptotic to AdS 4 X S 7 and we test this proposal by computing the maximal superalgebra of the M2-brane in its two maximally supersymmetric limits, finding agreement.

Spatial and spatio-temporal bayesian models with R - INLA

CERN Document Server

Blangiardo, Marta

2015-01-01

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

A bayesian approach to classification criteria for spectacled eiders

Science.gov (United States)

Taylor, B.L.; Wade, P.R.; Stehn, R.A.; Cochrane, J.F.

1996-01-01

To facilitate decisions to classify species according to risk of extinction, we used Bayesian methods to analyze trend data for the Spectacled Eider, an arctic sea duck. Trend data from three independent surveys of the Yukon-Kuskokwim Delta were analyzed individually and in combination to yield posterior distributions for population growth rates. We used classification criteria developed by the recovery team for Spectacled Eiders that seek to equalize errors of under- or overprotecting the species. We conducted both a Bayesian decision analysis and a frequentist (classical statistical inference) decision analysis. Bayesian decision analyses are computationally easier, yield basically the same results, and yield results that are easier to explain to nonscientists. With the exception of the aerial survey analysis of the 10 most recent years, both Bayesian and frequentist methods indicated that an endangered classification is warranted. The discrepancy between surveys warrants further research. Although the trend data are abundance indices, we used a preliminary estimate of absolute abundance to demonstrate how to calculate extinction distributions using the joint probability distributions for population growth rate and variance in growth rate generated by the Bayesian analysis. Recent apparent increases in abundance highlight the need for models that apply to declining and then recovering species.

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.

MCMC for parameters estimation by bayesian approach

International Nuclear Information System (INIS)

Ait Saadi, H.; Ykhlef, F.; Guessoum, A.

2011-01-01

This article discusses the parameter estimation for dynamic system by a Bayesian approach associated with Markov Chain Monte Carlo methods (MCMC). The MCMC methods are powerful for approximating complex integrals, simulating joint distributions, and the estimation of marginal posterior distributions, or posterior means. The MetropolisHastings algorithm has been widely used in Bayesian inference to approximate posterior densities. Calibrating the proposal distribution is one of the main issues of MCMC simulation in order to accelerate the convergence.