Bayesian tracking of multiple point targets using expectation maximization
DEFF Research Database (Denmark)
Selvan, Raghavendra
The range of applications where target tracking is useful has grown well beyond the classical military and radar-based tracking applications. With the increasing enthusiasm in autonomous solutions for vehicular and robotics navigation, much of the maneuverability can be provided based on solutions...... the measurements from sensors to choose the best data association hypothesis, from which the estimates of target trajectories can be obtained. In an ideal world, we could maintain all possible data association hypotheses from observing all measurements, and pick the best hypothesis. But, it turns out the number...... joint density is maximized over the data association variables, or over the target state variables, two EM-based algorithms for tracking multiple point targets are derived, implemented and evaluated. In the first algorithm, the data association variable is integrated out, and the target states...
Nor, Shahdiba Binti Md; Mahmud, Zamalia
2016-10-01
The analysis of sports data has always aroused great interest among statisticians and sports data have been investigated from different perspectives often aim at forecasting the results. The study focuses on the 12 teams who join the Malaysian Super League (MSL) for season 2015. This paper used Bayesian Expectation Maximization for Generalized Bradley Terry Model to estimate all the football team's rankings. The Generalized Bradley-Terry model is possible to find the maximum likelihood (ML) estimate of the skill ratings λ using a simple iterative procedure. In order to maximize the function of ML, we need inferential bayesian method to get posterior distribution which can be computed quickly. The team's ability was estimated based on the previous year's game results by calculating the probability of winning based on the final scores for each team. It was found that model with tie scores does make a difference in affect the model of estimating the football team's ability in winning the next match. However, team with better results in the previous year has a better chance for scoring in the next game.
Vargas Cardona, Hernán Darío; Orozco, Álvaro Ángel; Álvarez, Mauricio A
2013-01-01
Automatic identification of biosignals is one of the more studied fields in biomedical engineering. In this paper, we present an approach for the unsupervised recognition of biomedical signals: Microelectrode Recordings (MER) and Electrocardiography signals (ECG). The unsupervised learning is based in classic and bayesian estimation theory. We employ gaussian mixtures models with two estimation methods. The first is derived from the frequentist estimation theory, known as Expectation-Maximization (EM) algorithm. The second is obtained from bayesian probabilistic estimation and it is called variational inference. In this framework, both methods are used for parameters estimation of Gaussian mixtures. The mixtures models are used for unsupervised pattern classification, through the responsibility matrix. The algorithms are applied in two real databases acquired in Parkinson's disease surgeries and electrocardiograms. The results show an accuracy over 85% in MER and 90% in ECG for identification of two classes. These results are statistically equal or even better than parametric (Naive Bayes) and nonparametric classifiers (K-nearest neighbor).
Are CEOs Expected Utility Maximizers?
John List; Charles Mason
2009-01-01
Are individuals expected utility maximizers? This question represents much more than academic curiosity. In a normative sense, at stake are the fundamental underpinnings of the bulk of the last half-century's models of choice under uncertainty. From a positive perspective, the ubiquitous use of benefit-cost analysis across government agencies renders the expected utility maximization paradigm literally the only game in town. In this study, we advance the literature by exploring CEO's preferen...
SYNTHESIZED EXPECTED BAYESIAN METHOD OF PARAMETRIC ESTIMATE
Institute of Scientific and Technical Information of China (English)
Ming HAN; Yuanyao DING
2004-01-01
This paper develops a new method of parametric estimate, which is named as "synthesized expected Bayesian method". When samples of products are tested and no failure events occur, thedefinition of expected Bayesian estimate is introduced and the estimates of failure probability and failure rate are provided. After some failure information is introduced by making an extra-test, a synthesized expected Bayesian method is defined and used to estimate failure probability, failure rateand some other parameters in exponential distribution and Weibull distribution of populations. Finally,calculations are performed according to practical problems, which show that the synthesized expected Bayesian method is feasible and easy to operate.
Operational Modal Analysis using Expectation Maximization Algorithm
Cara Cañas, Francisco Javier; Carpio Huertas, Jaime; Juan Ruiz, Jesús; Alarcón Álvarez, Enrique
2011-01-01
This paper presents a time-domain stochastic system identification method based on Maximum Likelihood Estimation and the Expectation Maximization algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated applying the proposed identification method...
Applications of expectation maximization algorithm for coherent optical communication
DEFF Research Database (Denmark)
Carvalho, L.; Oliveira, J.; Zibar, Darko
2014-01-01
In this invited paper, we present powerful statistical signal processing methods, used by machine learning community, and link them to current problems in optical communication. In particular, we will look into iterative maximum likelihood parameter estimation based on expectation maximization...
Joint Iterative Carrier Synchronization and Signal Detection Employing Expectation Maximization
DEFF Research Database (Denmark)
Zibar, Darko; de Carvalho, Luis Henrique Hecker; Estaran Tolosa, Jose Manuel
2014-01-01
In this paper, joint estimation of carrier frequency, phase, signal means and noise variance, in a maximum likelihood sense, is performed iteratively by employing expectation maximization. The parameter estimation is soft decision driven and allows joint carrier synchronization and data detection...
Document Classification Using Expectation Maximization with Semi Supervised Learning
Nigam, Bhawna; Salve, Sonal; Vamney, Swati
2011-01-01
As the amount of online document increases, the demand for document classification to aid the analysis and management of document is increasing. Text is cheap, but information, in the form of knowing what classes a document belongs to, is expensive. The main purpose of this paper is to explain the expectation maximization technique of data mining to classify the document and to learn how to improve the accuracy while using semi-supervised approach. Expectation maximization algorithm is applied with both supervised and semi-supervised approach. It is found that semi-supervised approach is more accurate and effective. The main advantage of semi supervised approach is "Dynamically Generation of New Class". The algorithm first trains a classifier using the labeled document and probabilistically classifies the unlabeled documents. The car dataset for the evaluation purpose is collected from UCI repository dataset in which some changes have been done from our side.
Image fusion based on expectation maximization algorithm and steerable pyramid
Institute of Scientific and Technical Information of China (English)
Gang Liu(刘刚); Zhongliang Jing(敬忠良); Shaoyuan Sun(孙韶媛); Jianxun Li(李建勋); Zhenhua Li(李振华); Henry Leung
2004-01-01
In this paper, a novel image fusion method based on the expectation maximization (EM) algorithm and steerable pyramid is proposed. The registered images are first decomposed by using steerable pyramid.The EM algorithm is used to fuse the image components in the low frequency band. The selection method involving the informative importance measure is applied to those in the high frequency band. The final fused image is then computed by taking the inverse transform on the composite coefficient representations.Experimental results show that the proposed method outperforms conventional image fusion methods.
Parallel Expectation-Maximization Algorithm for Large Databases
Institute of Scientific and Technical Information of China (English)
HUANG Hao; SONG Han-tao; LU Yu-chang
2006-01-01
A new parallel expectation-maximization (EM) algorithm is proposed for large databases. The purpose of the algorithm is to accelerate the operation of the EM algorithm. As a well-known algorithm for estimation in generic statistical problems, the EM algorithm has been widely used in many domains. But it often requires significant computational resources. So it is needed to develop more elaborate methods to adapt the databases to a large number of records or large dimensionality. The parallel EM algorithm is based on partial E-steps which has the standard convergence guarantee of EM. The algorithm utilizes fully the advantage of parallel computation. It was confirmed that the algorithm obtains about 2.6 speedups in contrast with the standard EM algorithm through its application to large databases. The running time will decrease near linearly when the number of processors increasing.
Expectation Maximization for Hard X-ray Count Modulation Profiles
Benvenuto, Federico; Piana, Michele; Massone, Anna Maria
2013-01-01
This paper is concerned with the image reconstruction problem when the measured data are solar hard X-ray modulation profiles obtained from the Reuven Ramaty High Energy Solar Spectroscopic Imager (RHESSI)} instrument. Our goal is to demonstrate that a statistical iterative method classically applied to the image deconvolution problem is very effective when utilized for the analysis of count modulation profiles in solar hard X-ray imaging based on Rotating Modulation Collimators. The algorithm described in this paper solves the maximum likelihood problem iteratively and encoding a positivity constraint into the iterative optimization scheme. The result is therefore a classical Expectation Maximization method this time applied not to an image deconvolution problem but to image reconstruction from count modulation profiles. The technical reason that makes our implementation particularly effective in this application is the use of a very reliable stopping rule which is able to regularize the solution providing, ...
Expectation-Maximization Binary Clustering for Behavioural Annotation.
Directory of Open Access Journals (Sweden)
Joan Garriga
Full Text Available The growing capacity to process and store animal tracks has spurred the development of new methods to segment animal trajectories into elementary units of movement. Key challenges for movement trajectory segmentation are to (i minimize the need of supervision, (ii reduce computational costs, (iii minimize the need of prior assumptions (e.g. simple parametrizations, and (iv capture biologically meaningful semantics, useful across a broad range of species. We introduce the Expectation-Maximization binary Clustering (EMbC, a general purpose, unsupervised approach to multivariate data clustering. The EMbC is a variant of the Expectation-Maximization Clustering (EMC, a clustering algorithm based on the maximum likelihood estimation of a Gaussian mixture model. This is an iterative algorithm with a closed form step solution and hence a reasonable computational cost. The method looks for a good compromise between statistical soundness and ease and generality of use (by minimizing prior assumptions and favouring the semantic interpretation of the final clustering. Here we focus on the suitability of the EMbC algorithm for behavioural annotation of movement data. We show and discuss the EMbC outputs in both simulated trajectories and empirical movement trajectories including different species and different tracking methodologies. We use synthetic trajectories to assess the performance of EMbC compared to classic EMC and Hidden Markov Models. Empirical trajectories allow us to explore the robustness of the EMbC to data loss and data inaccuracies, and assess the relationship between EMbC output and expert label assignments. Additionally, we suggest a smoothing procedure to account for temporal correlations among labels, and a proper visualization of the output for movement trajectories. Our algorithm is available as an R-package with a set of complementary functions to ease the analysis.
Expectation-Maximization Binary Clustering for Behavioural Annotation.
Garriga, Joan; Palmer, John R B; Oltra, Aitana; Bartumeus, Frederic
2016-01-01
The growing capacity to process and store animal tracks has spurred the development of new methods to segment animal trajectories into elementary units of movement. Key challenges for movement trajectory segmentation are to (i) minimize the need of supervision, (ii) reduce computational costs, (iii) minimize the need of prior assumptions (e.g. simple parametrizations), and (iv) capture biologically meaningful semantics, useful across a broad range of species. We introduce the Expectation-Maximization binary Clustering (EMbC), a general purpose, unsupervised approach to multivariate data clustering. The EMbC is a variant of the Expectation-Maximization Clustering (EMC), a clustering algorithm based on the maximum likelihood estimation of a Gaussian mixture model. This is an iterative algorithm with a closed form step solution and hence a reasonable computational cost. The method looks for a good compromise between statistical soundness and ease and generality of use (by minimizing prior assumptions and favouring the semantic interpretation of the final clustering). Here we focus on the suitability of the EMbC algorithm for behavioural annotation of movement data. We show and discuss the EMbC outputs in both simulated trajectories and empirical movement trajectories including different species and different tracking methodologies. We use synthetic trajectories to assess the performance of EMbC compared to classic EMC and Hidden Markov Models. Empirical trajectories allow us to explore the robustness of the EMbC to data loss and data inaccuracies, and assess the relationship between EMbC output and expert label assignments. Additionally, we suggest a smoothing procedure to account for temporal correlations among labels, and a proper visualization of the output for movement trajectories. Our algorithm is available as an R-package with a set of complementary functions to ease the analysis.
Blood detection in wireless capsule endoscopy using expectation maximization clustering
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.
Nonlinear Impairment Compensation Using Expectation Maximization for PDM 16-QAM Systems
DEFF Research Database (Denmark)
Zibar, Darko; Winther, Ole; Franceschi, Niccolo
2012-01-01
We show experimentally that by using non-linear signal processing based algorithm, expectation maximization, nonlinear system tolerance can be increased by 2 dB. Expectation maximization is also effective in combating I/Q modulator nonlinearities and laser linewidth.......We show experimentally that by using non-linear signal processing based algorithm, expectation maximization, nonlinear system tolerance can be increased by 2 dB. Expectation maximization is also effective in combating I/Q modulator nonlinearities and laser linewidth....
A Local Scalable Distributed Expectation Maximization Algorithm for Large Peer-to-Peer Networks
National Aeronautics and Space Administration — This paper describes a local and distributed expectation maximization algorithm for learning parameters of Gaussian mixture models (GMM) in large peer-to-peer (P2P)...
Parameter estimation via conditional expectation: a Bayesian inversion
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.
Estimating Rigid Transformation Between Two Range Maps Using Expectation Maximization Algorithm
Zeng, Shuqing
2012-01-01
We address the problem of estimating a rigid transformation between two point sets, which is a key module for target tracking system using Light Detection And Ranging (LiDAR). A fast implementation of Expectation-maximization (EM) algorithm is presented whose complexity is O(N) with $N$ the number of scan points.
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...
A batch algorithm for estimating trajectories of point targets using expectation maximization
DEFF Research Database (Denmark)
Rahmathullah, Abu; Raghavendra, Selvan; Svensson, Lennart
2016-01-01
In this paper, we propose a strategy that is based on expectation maximization for tracking multiple point targets. The algorithm is similar to probabilistic multi-hypothesis tracking (PMHT), but does not relax the point target model assumptions. According to the point target models, a target can...
A VARIATIONAL EXPECTATION-MAXIMIZATION METHOD FOR THE INVERSE BLACK BODY RADIATION PROBLEM
Institute of Scientific and Technical Information of China (English)
Jiantao Cheng; Tie Zhou
2008-01-01
The inverse black body radiation problem, which is to reconstruct the area tempera-ture distribution from the measurement of power spectrum distribution, is a well-known ill-posed problem. In this paper, a variational expectation-maximization (EM) method is developed and its convergence is studied. Numerical experiments demonstrate that the variational EM method is more efficient and accurate than the traditional methods, in-cluding the Tikhonov regularization method, the Landweber method and the conjugate gradient method.
Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger
2017-01-01
Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods. PMID:28166542
Expectation-Maximization Method for EEG-Based Continuous Cursor Control
Directory of Open Access Journals (Sweden)
Yixiao Wang
2007-01-01
Full Text Available To develop effective learning algorithms for continuous prediction of cursor movement using EEG signals is a challenging research issue in brain-computer interface (BCI. In this paper, we propose a novel statistical approach based on expectation-maximization (EM method to learn the parameters of a classifier for EEG-based cursor control. To train a classifier for continuous prediction, trials in training data-set are first divided into segments. The difficulty is that the actual intention (label at each time interval (segment is unknown. To handle the uncertainty of the segment label, we treat the unknown labels as the hidden variables in the lower bound on the log posterior and maximize this lower bound via an EM-like algorithm. Experimental results have shown that the averaged accuracy of the proposed method is among the best.
Acceleration of Expectation-Maximization algorithm for length-biased right-censored data.
Chan, Kwun Chuen Gary
2017-01-01
Vardi's Expectation-Maximization (EM) algorithm is frequently used for computing the nonparametric maximum likelihood estimator of length-biased right-censored data, which does not admit a closed-form representation. The EM algorithm may converge slowly, particularly for heavily censored data. We studied two algorithms for accelerating the convergence of the EM algorithm, based on iterative convex minorant and Aitken's delta squared process. Numerical simulations demonstrate that the acceleration algorithms converge more rapidly than the EM algorithm in terms of number of iterations and actual timing. The acceleration method based on a modification of Aitken's delta squared performed the best under a variety of settings.
Directory of Open Access Journals (Sweden)
Makram KRIT
2016-01-01
Full Text Available This paper presents several iterative methods based on Stochastic Expectation-Maximization (EM methodology in order to estimate parametric reliability models for randomly lifetime data. The methodology is related to Maximum Likelihood Estimates (MLE in the case of missing data. A bathtub form of failure intensity formulation of a repairable system reliability is presented where the estimation of its parameters is considered through EM algorithm . Field of failures data from industrial site are used to fit the model. Finally, the interval estimation basing on large-sample in literature is discussed and the examination of the actual coverage probabilities of these confidence intervals is presented using Monte Carlo simulation method.
Hong, Hunsop; Schonfeld, Dan
2008-06-01
In this paper, we propose a maximum-entropy expectation-maximization (MEEM) algorithm. We use the proposed algorithm for density estimation. The maximum-entropy constraint is imposed for smoothness of the estimated density function. The derivation of the MEEM algorithm requires determination of the covariance matrix in the framework of the maximum-entropy likelihood function, which is difficult to solve analytically. We, therefore, derive the MEEM algorithm by optimizing a lower-bound of the maximum-entropy likelihood function. We note that the classical expectation-maximization (EM) algorithm has been employed previously for 2-D density estimation. We propose to extend the use of the classical EM algorithm for image recovery from randomly sampled data and sensor field estimation from randomly scattered sensor networks. We further propose to use our approach in density estimation, image recovery and sensor field estimation. Computer simulation experiments are used to demonstrate the superior performance of the proposed MEEM algorithm in comparison to existing methods.
Balakrishnan, Narayanaswamy; Pal, Suvra
2016-08-01
Recently, a flexible cure rate survival model has been developed by assuming the number of competing causes of the event of interest to follow the Conway-Maxwell-Poisson distribution. This model includes some of the well-known cure rate models discussed in the literature as special cases. Data obtained from cancer clinical trials are often right censored and expectation maximization algorithm can be used in this case to efficiently estimate the model parameters based on right censored data. In this paper, we consider the competing cause scenario and assuming the time-to-event to follow the Weibull distribution, we derive the necessary steps of the expectation maximization algorithm for estimating the parameters of different cure rate survival models. The standard errors of the maximum likelihood estimates are obtained by inverting the observed information matrix. The method of inference developed here is examined by means of an extensive Monte Carlo simulation study. Finally, we illustrate the proposed methodology with a real data on cancer recurrence.
Farzinfar, Mahshid; Teoh, Eam Khwang; Xue, Zhong
2011-11-01
This study proposes an expectation-maximization (EM)-based curve evolution algorithm for segmentation of magnetic resonance brain images. In the proposed algorithm, the evolution curve is constrained not only by a shape-based statistical model but also by a hidden variable model from image observation. The hidden variable model herein is defined by the local voxel labeling, which is unknown and estimated by the expected likelihood function derived from the image data and prior anatomical knowledge. In the M-step, the shapes of the structures are estimated jointly by encoding the hidden variable model and the statistical prior model obtained from the training stage. In the E-step, the expected observation likelihood and the prior distribution of the hidden variables are estimated. In experiments, the proposed automatic segmentation algorithm is applied to multiple gray nuclei structures such as caudate, putamens and thalamus of three-dimensional magnetic resonance imaging in volunteers and patients. As for the robustness and accuracy of the segmentation algorithm, the results of the proposed EM-joint shape-based algorithm outperformed those obtained using the statistical shape model-based techniques in the same framework and a current state-of-the-art region competition level set method.
Fitting a mixture model by expectation maximization to discover motifs in biopolymers
Energy Technology Data Exchange (ETDEWEB)
Bailey, T.L.; Elkan, C. [Univ. of California, La Jolla, CA (United States)
1994-12-31
The algorithm described in this paper discovers one or more motifs in a collection of DNA or protein sequences by using the technique of expectation maximization to fit a two-component finite mixture model to the set of sequences. Multiple motifs are found by fitting a mixture model to the data, probabilistically erasing the occurrences of the motif thus found, and repeating the process to find successive motifs. The algorithm requires only a set of unaligned sequences and a number specifying the width of the motifs as input. It returns a model of each motif and a threshold which together can be used as a Bayes-optimal classifier for searching for occurrences of the motif in other databases. The algorithm estimates how many times each motif occurs in each sequence in the dataset and outputs an alignment of the occurrences of the motif. The algorithm is capable of discovering several different motifs with differing numbers of occurrences in a single dataset.
Garbarino, Sara; Massone, Anna Maria; Sannino, Alessia; Boselli, Antonella; Wang, Xuan; Spinelli, Nicola; Piana, Michele
2016-01-01
We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill--posed inverse problem that needs regularization, and we propose to use the Expectation--Maximization (EM) algorithm to provide stable solutions. Indeed, EM is an iterative algorithm that imposes a positivity constraint on the solution, and provides regularization if iterations are stopped early enough. We describe the algorithm and propose a stopping criterion inspired by a statistical principle. We then discuss its properties concerning the spatial resolution. Finally, we validate the proposed approach by using both synthetic data and experimental measurements; we compare the reconstructions obtained by EM with those obtained by the Tikhonov method, by the Levenberg-Marquardt method, as well as those obtained by combining data smoothing and numerical derivation.
Correspondenceless 3D-2D registration based on expectation conditional maximization
Kang, X.; Taylor, R. H.; Armand, M.; Otake, Y.; Yau, W. P.; Cheung, P. Y. S.; Hu, Y.
2011-03-01
3D-2D registration is a fundamental task in image guided interventions. Due to the physics of the X-ray imaging, however, traditional point based methods meet new challenges, where the local point features are indistinguishable, creating difficulties in establishing correspondence between 2D image feature points and 3D model points. In this paper, we propose a novel method to accomplish 3D-2D registration without known correspondences. Given a set of 3D and 2D unmatched points, this is achieved by introducing correspondence probabilities that we model as a mixture model. By casting it into the expectation conditional maximization framework, without establishing one-to-one point correspondences, we can iteratively refine the registration parameters. The method has been tested on 100 real X-ray images. The experiments showed that the proposed method accurately estimated the rotations (< 1°) and in-plane (X-Y plane) translations (< 1 mm).
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).
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.
Garbarino, Sara; Sorrentino, Alberto; Massone, Anna Maria; Sannino, Alessia; Boselli, Antonella; Wang, Xuan; Spinelli, Nicola; Piana, Michele
2016-09-19
We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill-posed inverse problem that needs regularization, and we propose to use the Expectation-Maximization (EM) algorithm to provide stable solutions. Indeed, EM is an iterative algorithm that imposes a positivity constraint on the solution, and provides regularization if iterations are stopped early enough. We describe the algorithm and propose a stopping criterion inspired by a statistical principle. We then discuss its properties concerning the spatial resolution. Finally, we validate the proposed approach by using both synthetic data and experimental measurements; we compare the reconstructions obtained by EM with those obtained by the Tikhonov method, by the Levenberg-Marquardt method, as well as those obtained by combining data smoothing and numerical derivation.
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.
Speckle reduction for medical ultrasound images with an expectation-maximization framework
Institute of Scientific and Technical Information of China (English)
HOU Tao; WANG Yuanyuan; GUO Yi
2011-01-01
In view of inherent speckle noise in medical images, a speckle reduction method was proposed based on an expectation-maximization （EM） framework. First, the real component of the in-phase/quadrature （I/Q） ultrasound image is extracted. Then, it is used to blindly estimate the point spread function （PSF） of the imaging system. Finally, based on the EM framework, an iterative algorithm alternating between the Wiener Filter and the anisotropic diffusion （AD） is exploited to produce despeckled images. The comparison experiment is carried out on both simulated and in vivo ultrasound images. It is shown that, with respect to the I/Q image, the proposed method averagely improves the speckle-signal-to-noise ratio （S-SNR） and the edge preservation index （β） of images by the factor of 1.94 and 7.52. Meanwhile, it averagely reduces the normalized mean-squared error （NMSE） by the factor of 3.95. The simulation and in vivo results indicates that the proposed method has a better overall performance than exited ones.
Liu, Haiguang; Spence, John C.H.
2014-01-01
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. PMID:25485120
Directory of Open Access Journals (Sweden)
Haiguang Liu
2014-11-01
Full Text Available Crystallographic auto-indexing algorithms provide crystal orientations and unit-cell parameters and assign Miller indices based on the geometric relations between the Bragg peaks observed in diffraction patterns. However, if the Bravais symmetry is higher than the space-group symmetry, there will be multiple indexing options that are geometrically equivalent, and hence many ways to merge diffraction intensities from protein nanocrystals. Structure factor magnitudes from full reflections are required to resolve this ambiguity but only partial reflections are available from each XFEL shot, which must be merged to obtain full reflections from these `stills'. To resolve this chicken-and-egg problem, an expectation maximization algorithm is described that iteratively constructs a model from the intensities recorded in the diffraction patterns as the indexing ambiguity is being resolved. The reconstructed model is then used to guide the resolution of the indexing ambiguity as feedback for the next iteration. Using both simulated and experimental data collected at an X-ray laser for photosystem I in the P63 space group (which supports a merohedral twinning indexing ambiguity, the method is validated.
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Takahashi, Yasuyuki; Murase, Kenya [Osaka Medical Coll., Takatsuki (Japan). Graduate School; Higashino, Hiroshi; Sogabe, Ichiro; Sakamoto, Kana
2001-12-01
The quality of images reconstructed by means of the maximum likelihood-expectation maximization (ML-EM) and ordered subset (OS)-EM algorithms, was examined with parameters such as the number of iterations and subsets, then compared with the quality of images reconstructed by the filtered back projection method. Phantoms showing signals inside signals, which mimicked single-photon emission computed tomography (SPECT) images of cerebral blood flow and myocardial perfusion, and phantoms showing signals around the signals obtained by SPECT of bone and tumor were used for experiments. To determine signals for recognition, SPECT images in which the signals could be appropriately recognized with a combination of fewer iterations and subsets of different sizes and densities were evaluated by receiver operating characteristic (ROC) analysis. The results of ROC analysis were applied to myocardial phantom experiments and scintigraphy of myocardial perfusion. Taking the image processing time into consideration, good SPECT images were obtained by OS-EM at iteration No. 10 and subset 5. This study will be helpful for selection of parameters such as the number of iterations and subsets when using the ML-EM or OS-EM algorithms. (author)
Hamada, Michiaki; Asai, Kiyoshi
2012-05-01
Many estimation problems in bioinformatics are formulated as point estimation problems in a high-dimensional discrete space. In general, it is difficult to design reliable estimators for this type of problem, because the number of possible solutions is immense, which leads to an extremely low probability for every solution-even for the one with the highest probability. Therefore, maximum score and maximum likelihood estimators do not work well in this situation although they are widely employed in a number of applications. Maximizing expected accuracy (MEA) estimation, in which accuracy measures of the target problem and the entire distribution of solutions are considered, is a more successful approach. In this review, we provide an extensive discussion of algorithms and software based on MEA. We describe how a number of algorithms used in previous studies can be classified from the viewpoint of MEA. We believe that this review will be useful not only for users wishing to utilize software to solve the estimation problems appearing in this article, but also for developers wishing to design algorithms on the basis of MEA.
An approach to operational modal analysis using the expectation maximization algorithm
Cara, F. Javier; Carpio, Jaime; Juan, Jesús; Alarcón, Enrique
2012-08-01
This paper presents the Expectation Maximization algorithm (EM) applied to operational modal analysis of structures. The EM algorithm is a general-purpose method for maximum likelihood estimation (MLE) that in this work is used to estimate state space models. As it is well known, the MLE enjoys some optimal properties from a statistical point of view, which make it very attractive in practice. However, the EM algorithm has two main drawbacks: its slow convergence and the dependence of the solution on the initial values used. This paper proposes two different strategies to choose initial values for the EM algorithm when used for operational modal analysis: to begin with the parameters estimated by Stochastic Subspace Identification method (SSI) and to start using random points. The effectiveness of the proposed identification method has been evaluated through numerical simulation and measured vibration data in the context of a benchmark problem. Modal parameters (natural frequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using SSI and the EM algorithm. On the whole, the results show that the application of the EM algorithm starting from the solution given by SSI is very useful to identify the vibration modes of a structure, discarding the spurious modes that appear in high order models and discovering other hidden modes. Similar results are obtained using random starting values, although this strategy allows us to analyze the solution of several starting points what overcome the dependence on the initial values used.
A Local Scalable Distributed Expectation Maximization Algorithm for Large Peer-to-Peer Networks
Bhaduri, Kanishka; Srivastava, Ashok N.
2009-01-01
This paper offers a local distributed algorithm for expectation maximization in large peer-to-peer environments. The algorithm can be used for a variety of well-known data mining tasks in a distributed environment such as clustering, anomaly detection, target tracking to name a few. This technology is crucial for many emerging peer-to-peer applications for bioinformatics, astronomy, social networking, sensor networks and web mining. Centralizing all or some of the data for building global models is impractical in such peer-to-peer environments because of the large number of data sources, the asynchronous nature of the peer-to-peer networks, and dynamic nature of the data/network. The distributed algorithm we have developed in this paper is provably-correct i.e. it converges to the same result compared to a similar centralized algorithm and can automatically adapt to changes to the data and the network. We show that the communication overhead of the algorithm is very low due to its local nature. This monitoring algorithm is then used as a feedback loop to sample data from the network and rebuild the model when it is outdated. We present thorough experimental results to verify our theoretical claims.
Two Time Point MS Lesion Segmentation in Brain MRI: An Expectation-Maximization Framework.
Jain, Saurabh; Ribbens, Annemie; Sima, Diana M; Cambron, Melissa; De Keyser, Jacques; Wang, Chenyu; Barnett, Michael H; Van Huffel, Sabine; Maes, Frederik; Smeets, Dirk
2016-01-01
Purpose: Lesion volume is a meaningful measure in multiple sclerosis (MS) prognosis. Manual lesion segmentation for computing volume in a single or multiple time points is time consuming and suffers from intra and inter-observer variability. Methods: In this paper, we present MSmetrix-long: a joint expectation-maximization (EM) framework for two time point white matter (WM) lesion segmentation. MSmetrix-long takes as input a 3D T1-weighted and a 3D FLAIR MR image and segments lesions in three steps: (1) cross-sectional lesion segmentation of the two time points; (2) creation of difference image, which is used to model the lesion evolution; (3) a joint EM lesion segmentation framework that uses output of step (1) and step (2) to provide the final lesion segmentation. The accuracy (Dice score) and reproducibility (absolute lesion volume difference) of MSmetrix-long is evaluated using two datasets. Results: On the first dataset, the median Dice score between MSmetrix-long and expert lesion segmentation was 0.63 and the Pearson correlation coefficient (PCC) was equal to 0.96. On the second dataset, the median absolute volume difference was 0.11 ml. Conclusions: MSmetrix-long is accurate and consistent in segmenting MS lesions. Also, MSmetrix-long compares favorably with the publicly available longitudinal MS lesion segmentation algorithm of Lesion Segmentation Toolbox.
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
Association studies with imputed variants using expectation-maximization likelihood-ratio tests.
Directory of Open Access Journals (Sweden)
Kuan-Chieh Huang
Full Text Available Genotype imputation has become standard practice in modern genetic studies. As sequencing-based reference panels continue to grow, increasingly more markers are being well or better imputed but at the same time, even more markers with relatively low minor allele frequency are being imputed with low imputation quality. Here, we propose new methods that incorporate imputation uncertainty for downstream association analysis, with improved power and/or computational efficiency. We consider two scenarios: I when posterior probabilities of all potential genotypes are estimated; and II when only the one-dimensional summary statistic, imputed dosage, is available. For scenario I, we have developed an expectation-maximization likelihood-ratio test for association based on posterior probabilities. When only imputed dosages are available (scenario II, we first sample the genotype probabilities from its posterior distribution given the dosages, and then apply the EM-LRT on the sampled probabilities. Our simulations show that type I error of the proposed EM-LRT methods under both scenarios are protected. Compared with existing methods, EM-LRT-Prob (for scenario I offers optimal statistical power across a wide spectrum of MAF and imputation quality. EM-LRT-Dose (for scenario II achieves a similar level of statistical power as EM-LRT-Prob and, outperforms the standard Dosage method, especially for markers with relatively low MAF or imputation quality. Applications to two real data sets, the Cebu Longitudinal Health and Nutrition Survey study and the Women's Health Initiative Study, provide further support to the validity and efficiency of our proposed methods.
DEFF Research Database (Denmark)
Zibar, Darko; Carvalho, L.; Piels, Molly
2014-01-01
We show that phase noise estimation based on Bayesian filtering outperforms conventional time-domain approaches in the presence of moderate measurement noise. Additionally, carrier synchronization based on Bayesian filtering, in combination with expectation maximization, is demonstrated...
Very slow search and reach: failure to maximize expected gain in an eye-hand coordination task.
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Hang Zhang
Full Text Available We examined an eye-hand coordination task where optimal visual search and hand movement strategies were inter-related. Observers were asked to find and touch a target among five distractors on a touch screen. Their reward for touching the target was reduced by an amount proportional to how long they took to locate and reach to it. Coordinating the eye and the hand appropriately would markedly reduce the search-reach time. Using statistical decision theory we derived the sequence of interrelated eye and hand movements that would maximize expected gain and we predicted how hand movements should change as the eye gathered further information about target location. We recorded human observers' eye movements and hand movements and compared them with the optimal strategy that would have maximized expected gain. We found that most observers failed to adopt the optimal search-reach strategy. We analyze and describe the strategies they did adopt.
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.
Maximizing Expected Achievable Rates for Block-Fading Buffer-Aided Relay Channels
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.
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Lemaire, H.; Barat, E.; Carrel, F.; Dautremer, T.; Dubos, S.; Limousin, O.; Montagu, T.; Normand, S.; Schoepff, V. [CEA, Gif-sur-Yvette, F-91191 (France); Amgarou, K.; Menaa, N. [CANBERRA, 1, rue des Herons, Saint Quentin en Yvelines, F-78182 (France); Angelique, J.-C. [LPC, 6, boulevard du Marechal Juin, F-14050 (France); Patoz, A. [CANBERRA, 10, route de Vauzelles, Loches, F-37600 (France)
2015-07-01
In this work, we tested Maximum likelihood expectation-maximization (MLEM) algorithms optimized for gamma imaging applications on two recent coded mask gamma cameras. We respectively took advantage of the characteristics of the GAMPIX and Caliste HD-based gamma cameras: noise reduction thanks to mask/anti-mask procedure but limited energy resolution for GAMPIX, high energy resolution for Caliste HD. One of our short-term perspectives is the test of MAPEM algorithms integrating specific prior values for the data to reconstruct adapted to the gamma imaging topic. (authors)
Directory of Open Access Journals (Sweden)
Chang Luo
2015-01-01
Full Text Available The many-objective optimization performance of the Kriging-surrogate-based evolutionary algorithm (EA, which maximizes expected hypervolume improvement (EHVI for updating the Kriging model, is investigated and compared with those using expected improvement (EI and estimation (EST updating criteria in this paper. Numerical experiments are conducted in 3- to 15-objective DTLZ1-7 problems. In the experiments, an exact hypervolume calculating algorithm is used for the problems with less than six objectives. On the other hand, an approximate hypervolume calculating algorithm based on Monte Carlo sampling is adopted for the problems with more objectives. The results indicate that, in the nonconstrained case, EHVI is a highly competitive updating criterion for the Kriging model and EA based many-objective optimization, especially when the test problem is complex and the number of objectives or design variables is large.
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Endrizzi, M., E-mail: m.endrizzi@ucl.ac.uk [Dipartimento di Fisica, Università di Siena, Via Roma 56, 53100 Siena (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Delogu, P. [Istituto Nazionale di Fisica Nucleare, Sezione di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Dipartimento di Fisica “E. Fermi”, Università di Pisa, Largo B. Pontecorvo 3, 56127 Pisa (Italy); Oliva, P. [Dipartimento di Chimica e Farmacia, Università di Sassari, via Vienna 2, 07100 Sassari (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Cagliari, s.p. per Monserrato-Sestu Km 0.700, 09042 Monserrato (Italy)
2014-12-01
An expectation maximization method is applied to the reconstruction of X-ray tube spectra from transmission measurements in the energy range 7–40 keV. A semiconductor single-photon counting detector, ionization chambers and a scintillator-based detector are used for the experimental measurement of the transmission. The number of iterations required to reach an approximate solution is estimated on the basis of the measurement error, according to the discrepancy principle. The effectiveness of the stopping rule is studied on simulated data and validated with experiments. The quality of the reconstruction depends on the information available on the source itself and the possibility to add this knowledge to the solution process is investigated. The method can produce good approximations provided that the amount of noise in the data can be estimated. - Highlights: • An expectation maximization method was used together with the discrepancy principle. • The discrepancy principle is a suitable criterion for stopping the iteration. • The method can be applied to a variety of detectors/experimental conditions. • The minimum information required is the amount of noise that affects the data. • Improved results are achieved by inserting more information when available.
Meena Prakash, R; Shantha Selva Kumari, R
2017-01-01
The Fuzzy C Means (FCM) and Expectation Maximization (EM) algorithms are the most prevalent methods for automatic segmentation of MR brain images into three classes Gray Matter (GM), White Matter (WM) and Cerebrospinal Fluid (CSF). The major difficulties associated with these conventional methods for MR brain image segmentation are the Intensity Non-uniformity (INU) and noise. In this paper, EM and FCM with spatial information and bias correction are proposed to overcome these effects. The spatial information is incorporated by convolving the posterior probability during E-Step of the EM algorithm with mean filter. Also, a method of pixel re-labeling is included to improve the segmentation accuracy. The proposed method is validated by extensive experiments on both simulated and real brain images from standard database. Quantitative and qualitative results depict that the method is superior to the conventional methods by around 25% and over the state-of-the art method by 8%.
Liu, Mengyuan; Kitsch, Averi; Miller, Steven; Chau, Vann; Poskitt, Kenneth; Rousseau, Francois; Shaw, Dennis; Studholme, Colin
2016-02-15
Accurate automated tissue segmentation of premature neonatal magnetic resonance images is a crucial task for quantification of brain injury and its impact on early postnatal growth and later cognitive development. In such studies it is common for scans to be acquired shortly after birth or later during the hospital stay and therefore occur at arbitrary gestational ages during a period of rapid developmental change. It is important to be able to segment any of these scans with comparable accuracy. Previous work on brain tissue segmentation in premature neonates has focused on segmentation at specific ages. Here we look at solving the more general problem using adaptations of age specific atlas based methods and evaluate this using a unique manually traced database of high resolution images spanning 20 gestational weeks of development. We examine the complimentary strengths of age specific atlas-based Expectation-Maximization approaches and patch-based methods for this problem and explore the development of two new hybrid techniques, patch-based augmentation of Expectation-Maximization with weighted fusion and a spatial variability constrained patch search. The former approach seeks to combine the advantages of both atlas- and patch-based methods by learning from the performance of the two techniques across the brain anatomy at different developmental ages, while the latter technique aims to use anatomical variability maps learnt from atlas training data to locally constrain the patch-based search range. The proposed approaches were evaluated using leave-one-out cross-validation. Compared with the conventional age specific atlas-based segmentation and direct patch based segmentation, both new approaches demonstrate improved accuracy in the automated labeling of cortical gray matter, white matter, ventricles and sulcal cortical-spinal fluid regions, while maintaining comparable results in deep gray matter.
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.
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.
Ortiz-Rosario, Alexis; Adeli, Hojjat; Buford, John A
2017-01-15
Researchers often rely on simple methods to identify involvement of neurons in a particular motor task. The historical approach has been to inspect large groups of neurons and subjectively separate neurons into groups based on the expertise of the investigator. In cases where neuron populations are small it is reasonable to inspect these neuronal recordings and their firing rates carefully to avoid data omissions. In this paper, a new methodology is presented for automatic objective classification of neurons recorded in association with behavioral tasks into groups. By identifying characteristics of neurons in a particular group, the investigator can then identify functional classes of neurons based on their relationship to the task. The methodology is based on integration of a multiple signal classification (MUSIC) algorithm to extract relevant features from the firing rate and an expectation-maximization Gaussian mixture algorithm (EM-GMM) to cluster the extracted features. The methodology is capable of identifying and clustering similar firing rate profiles automatically based on specific signal features. An empirical wavelet transform (EWT) was used to validate the features found in the MUSIC pseudospectrum and the resulting signal features captured by the methodology. Additionally, this methodology was used to inspect behavioral elements of neurons to physiologically validate the model. This methodology was tested using a set of data collected from awake behaving non-human primates.
Ng, C M
2013-10-01
The development of a population PK/PD model, an essential component for model-based drug development, is both time- and labor-intensive. A graphical-processing unit (GPU) computing technology has been proposed and used to accelerate many scientific computations. The objective of this study was to develop a hybrid GPU-CPU implementation of parallelized Monte Carlo parametric expectation maximization (MCPEM) estimation algorithm for population PK data analysis. A hybrid GPU-CPU implementation of the MCPEM algorithm (MCPEMGPU) and identical algorithm that is designed for the single CPU (MCPEMCPU) were developed using MATLAB in a single computer equipped with dual Xeon 6-Core E5690 CPU and a NVIDIA Tesla C2070 GPU parallel computing card that contained 448 stream processors. Two different PK models with rich/sparse sampling design schemes were used to simulate population data in assessing the performance of MCPEMCPU and MCPEMGPU. Results were analyzed by comparing the parameter estimation and model computation times. Speedup factor was used to assess the relative benefit of parallelized MCPEMGPU over MCPEMCPU in shortening model computation time. The MCPEMGPU consistently achieved shorter computation time than the MCPEMCPU and can offer more than 48-fold speedup using a single GPU card. The novel hybrid GPU-CPU implementation of parallelized MCPEM algorithm developed in this study holds a great promise in serving as the core for the next-generation of modeling software for population PK/PD analysis.
Ye, Hongwei; Vogelsang, Levon; Feiglin, David H.; Lipson, Edward D.; Krol, Andrzej
2008-03-01
In order to improve reconstructed image quality for cone-beam collimator SPECT, we have developed and implemented a fully 3D reconstruction, using an ordered subsets expectation maximization (OSEM) algorithm, along with a volumetric system model - cone-volume system model (CVSM), a modified attenuation compensation, and a 3D depth- and angle-dependent resolution and sensitivity correction. SPECT data were acquired in a 128×128 matrix, in 120 views with a single circular orbit. Two sets of numerical Defrise phantoms were used to simulate CBC SPECT scans, and low noise and scatter-free projection datasets were obtained using the SimSET Monte Carlo package. The reconstructed images, obtained using OSEM with a line-length system model (LLSM) and a 3D Gaussian post-filter, and OSEM with FVSM and a 3D Gaussian post-filter were quantitatively studied. Overall improvement in the image quality has been observed, including better transaxial resolution, higher contrast-to-noise ratio between hot and cold disks, and better accuracy and lower bias in OSEM-CVSM, compared with OSEM-LLSM.
González, M; Gutiérrez, C; Martínez, R
2012-09-01
A two-dimensional bisexual branching process has recently been presented for the analysis of the generation-to-generation evolution of the number of carriers of a Y-linked gene. In this model, preference of females for males with a specific genetic characteristic is assumed to be determined by an allele of the gene. It has been shown that the behavior of this kind of Y-linked gene is strongly related to the reproduction law of each genotype. In practice, the corresponding offspring distributions are usually unknown, and it is necessary to develop their estimation theory in order to determine the natural selection of the gene. Here we deal with the estimation problem for the offspring distribution of each genotype of a Y-linked gene when the only observable data are each generation's total numbers of males of each genotype and of females. We set out the problem in a non parametric framework and obtain the maximum likelihood estimators of the offspring distributions using an expectation-maximization algorithm. From these estimators, we also derive the estimators for the reproduction mean of each genotype and forecast the distribution of the future population sizes. Finally, we check the accuracy of the algorithm by means of a simulation study.
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.
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
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.
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Hugo Fort
2015-11-01
Full Text Available Mutualistic networks in nature are widespread and play a key role in generating the diversity of life on Earth. They constitute an interdisciplinary field where physicists, biologists and computer scientists work together. Plant-pollinator mutualisms in particular form complex networks of interdependence between often hundreds of species. Understanding the architecture of these networks is of paramount importance for assessing the robustness of the corresponding communities to global change and management strategies. Advances in this problem are currently limited mainly due to the lack of methodological tools to deal with the intrinsic complexity of mutualisms, as well as the scarcity and incompleteness of available empirical data. One way to uncover the structure underlying complex networks is to employ information theoretical statistical inference methods, such as the expectation maximization (EM algorithm. In particular, such an approach can be used to cluster the nodes of a network based on the similarity of their node neighborhoods. Here, we show how to connect network theory with the classical ecological niche theory for mutualistic plant-pollinator webs by using the EM algorithm. We apply EM to classify the nodes of an extensive collection of mutualistic plant-pollinator networks according to their connection similarity. We find that EM recovers largely the same clustering of the species as an alternative recently proposed method based on resource overlap, where one considers each party as a consuming resource for the other party (plants providing food to animals, while animals assist the reproduction of plants. Furthermore, using the EM algorithm, we can obtain a sequence of successfully-refined classifications that enables us to identify the fine-structure of the ecological network and understand better the niche distribution both for plants and animals. This is an example of how information theoretical methods help to systematize and
Dey, D; Slomka, P J; Hahn, L J; Kloiber, R
1998-12-01
Photon attenuation is one of the primary causes of artifacts in cardiac single photon emission tomography (SPET). Several attenuation correction algorithms have been proposed. The aim of this study was to compare the effect of using the ordered subsets expectation maximization (OSEM) reconstruction algorithm and Chang's non-uniform attenuation correction method on quantitative cardiac SPET. We performed SPET scans of an anthropomorphic phantom simulating normal and abnormal myocardial studies. Attenuation maps of the phantom were obtained from computed tomographic images. The SPET projection data were corrected for attenuation using OSEM reconstruction, as well as Chang's method. For each defect scan and attenuation correction method, we calculated three quantitative parameters: average radial maximum (ARM) ratio of the defect-to-normal area, maximum defect contrast (MDC) and defect volume, using automated three-dimensional quantitation. The differences between the two methods were less than 4% for defect-to-normal ARM ratio, 19% for MDC and 13% for defect volume. These differences are within the range of estimated statistical variation of SPET. The calculation times of the two methods were comparable. For all SPET studies, OSEM attenuation correction gave a more correct activity distribution, with respect to both the homogeneity of the radiotracer and the shape of the cardiac insert. The difference in uniformity between OSEM and Chang's method was quantified by segmental analysis and found to be less than 8% for the normal study. In conclusion, OSEM and Chang's attenuation correction are quantitatively equivalent, with comparable calculation times. OSEM reconstruction gives a more correct activity distribution and is therefore preferred.
Energy Technology Data Exchange (ETDEWEB)
Hufnagel, Heike [Institut National de Recherche en Informatique et en Automatique (INRIA), Asclepios Project, Sophia Antipolis (France); University Medical Center Hamburg-Eppendorf, Department of Medical Informatics, Hamburg (Germany); Pennec, Xavier; Ayache, Nicholas [Institut National de Recherche en Informatique et en Automatique (INRIA), Asclepios Project, Sophia Antipolis (France); Ehrhardt, Jan; Handels, Heinz [University Medical Center Hamburg-Eppendorf, Department of Medical Informatics, Hamburg (Germany)
2008-03-15
Identification of point correspondences between shapes is required for statistical analysis of organ shapes differences. Since manual identification of landmarks is not a feasible option in 3D, several methods were developed to automatically find one-to-one correspondences on shape surfaces. For unstructured point sets, however, one-to-one correspondences do not exist but correspondence probabilities can be determined. A method was developed to compute a statistical shape model based on shapes which are represented by unstructured point sets with arbitrary point numbers. A fundamental problem when computing statistical shape models is the determination of correspondences between the points of the shape observations of the training data set. In the absence of landmarks, exact correspondences can only be determined between continuous surfaces, not between unstructured point sets. To overcome this problem, we introduce correspondence probabilities instead of exact correspondences. The correspondence probabilities are found by aligning the observation shapes with the affine expectation maximization-iterative closest points (EM-ICP) registration algorithm. In a second step, the correspondence probabilities are used as input to compute a mean shape (represented once again by an unstructured point set). Both steps are unified in a single optimization criterion which depe nds on the two parameters 'registration transformation' and 'mean shape'. In a last step, a variability model which best represents the variability in the training data set is computed. Experiments on synthetic data sets and in vivo brain structure data sets (MRI) are then designed to evaluate the performance of our algorithm. The new method was applied to brain MRI data sets, and the estimated point correspondences were compared to a statistical shape model built on exact correspondences. Based on established measures of 'generalization ability' and &apos
Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib
2016-08-01
Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate K i as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting K i images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit K i bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source software for tomographic image reconstruction platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced K i target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D versus the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10-20 sub-iterations. Moreover, systematic reduction in K i % bias and improved TBR were
DEFF Research Database (Denmark)
Hove, Jens Dahlgaard; Rasmussen, R.; Freiberg, J.
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...
DEFF Research Database (Denmark)
Hobolth, Asger
2008-01-01
-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...
Narsky, I
2000-01-01
Expected coverage and expected length of 90% upper and lower limit and 68.27% central intervals are plotted as functions of the true signal for various values of expected background. Results for several objective priors are shown, and formulas for calculation of confidence intervals are obtained. For comparison, expected coverage and length of frequentist intervals constructed with the unified approach of Feldman and Cousins and a simple classical method are also shown. It is assumed that the expected background is accurately known prior to performing an experiment. The plots of expected coverage and length are provided for values of signal and background typical for particle experiments with small numbers of events.
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.
Subgroup finding via Bayesian additive regression trees.
Sivaganesan, Siva; Müller, Peter; Huang, Bin
2017-03-09
We provide a Bayesian decision theoretic approach to finding subgroups that have elevated treatment effects. Our approach separates the modeling of the response variable from the task of subgroup finding and allows a flexible modeling of the response variable irrespective of potential subgroups of interest. We use Bayesian additive regression trees to model the response variable and use a utility function defined in terms of a candidate subgroup and the predicted response for that subgroup. Subgroups are identified by maximizing the expected utility where the expectation is taken with respect to the posterior predictive distribution of the response, and the maximization is carried out over an a priori specified set of candidate subgroups. Our approach allows subgroups based on both quantitative and categorical covariates. We illustrate the approach using simulated data set study and a real data set. Copyright © 2017 John Wiley & Sons, Ltd.
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.
Directory of Open Access Journals (Sweden)
Rutledge John
2011-05-01
Full Text Available Abstract Background Standard mean imputation for missing values in the Western Ontario and Mc Master (WOMAC Osteoarthritis Index limits the use of collected data and may lead to bias. Probability model-based imputation methods overcome such limitations but were never before applied to the WOMAC. In this study, we compare imputation results for the Expectation Maximization method (EM and the mean imputation method for WOMAC in a cohort of total hip replacement patients. Methods WOMAC data on a consecutive cohort of 2062 patients scheduled for surgery were analyzed. Rates of missing values in each of the WOMAC items from this large cohort were used to create missing patterns in the subset of patients with complete data. EM and the WOMAC's method of imputation are then applied to fill the missing values. Summary score statistics for both methods are then described through box-plot and contrasted with the complete case (CC analysis and the true score (TS. This process is repeated using a smaller sample size of 200 randomly drawn patients with higher missing rate (5 times the rates of missing values observed in the 2062 patients capped at 45%. Results Rate of missing values per item ranged from 2.9% to 14.5% and 1339 patients had complete data. Probability model-based EM imputed a score for all subjects while WOMAC's imputation method did not. Mean subscale scores were very similar for both imputation methods and were similar to the true score; however, the EM method results were more consistent with the TS after simulation. This difference became more pronounced as the number of items in a subscale increased and the sample size decreased. Conclusions The EM method provides a better alternative to the WOMAC imputation method. The EM method is more accurate and imputes data to create a complete data set. These features are very valuable for patient-reported outcomes research in which resources are limited and the WOMAC score is used in a multivariate
Energy Technology Data Exchange (ETDEWEB)
El Naschie, M.S. [King Abdullah Al Saud Institute of Nano and Advanced Technologies KSU, Riyadh (Saudi Arabia); Frankfurt Institute for the Advancement of Science, Frankfurt (Germany)], E-mail: Chaossf@aol.com
2008-11-15
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
Directory of Open Access Journals (Sweden)
Line Brotnow
Full Text Available Mothers' stress in pregnancy is considered an environmental risk factor in child development. Multiple stressors may combine to increase risk, and maternal personal characteristics may offset the effects of stress. This study aimed to test the effect of 1 multifactorial prenatal stress, integrating objective "stressors" and subjective "distress" and 2 the moderating effects of maternal characteristics (perceived social support, self-esteem and specific personality traits on infant birthweight.Hierarchical regression modeling was used to examine cross-sectional data on 403 birth mothers and their newborns from an adoption study.Distress during pregnancy showed a statistically significant association with birthweight (R2 = 0.032, F(2, 398 = 6.782, p = .001. The hierarchical regression model revealed an almost two-fold increase in variance of birthweight predicted by stressors as compared with distress measures (R2Δ = 0.049, F(4, 394 = 5.339, p < .001. Further, maternal characteristics moderated this association (R2Δ = 0.031, F(4, 389 = 3.413, p = .009. Specifically, the expected benefit to birthweight as a function of higher SES was observed only for mothers with lower levels of harm-avoidance and higher levels of perceived social support. Importantly, the results were not better explained by prematurity, pregnancy complications, exposure to drugs, alcohol or environmental toxins.The findings support multidimensional theoretical models of prenatal stress. Although both objective stressors and subjectively measured distress predict birthweight, they should be considered distinct and cumulative components of stress. This study further highlights that jointly considering risk factors and protective factors in pregnancy improves the ability to predict birthweight.
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.
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 Network Based Fault Prognosis via Bond Graph Modeling of High-Speed Railway Traction Device
Directory of Open Access Journals (Sweden)
Yunkai Wu
2015-01-01
component-level faults accurately for a high-speed railway traction system, a fault prognosis approach via Bayesian network and bond graph modeling techniques is proposed. The inherent structure of a railway traction system is represented by bond graph model, based on which a multilayer Bayesian network is developed for fault propagation analysis and fault prediction. For complete and incomplete data sets, two different parameter learning algorithms such as Bayesian estimation and expectation maximization (EM algorithm are adopted to determine the conditional probability table of the Bayesian network. The proposed prognosis approach using Pearl’s polytree propagation algorithm for joint probability reasoning can predict the failure probabilities of leaf nodes based on the current status of root nodes. Verification results in a high-speed railway traction simulation system can demonstrate the effectiveness of the proposed approach.
Institute of Scientific and Technical Information of China (English)
蔡忠义; 陈云翔; 项华春; 董骁雄
2015-01-01
针对无失效数据情况下产品的可靠性评估问题，提出加权最小二乘法结合期望 Bayes（expected-Bayesian，E-Bayes）可靠性评估方法与模型。根据工程经验，构造出产品失效概率的先验分布；运用 Bayes 理论与方法，给出产品失效概率的 E-Bayes 估计；在威布尔分布场合下，采用加权最小二乘法来拟合产品寿命分布参数，给出产品可靠性指标的点估计和区间估计；结合算例分析，探讨模型的稳健性与方法的优越性，表明该方法具有较好的工程应用价值。%Aiming at the problem of product reliability evaluation in condition of zero-failure data,a method combining the weight-least-square method with expected-Bayesian (E-Bayes)reliability evaluation is put for-ward.According to the engineering experience,the prior distribution of product failure probability is construc-ted.Then the E-Bayes estimation of product failure probability is given by using the theory and method of Bayesian.In condition of Weibull distribution,the weight-least-square method is used to seek out the parameter of Weibull distribution,and obtain the reliability indexes’point and interval estimation.At last the robustness of the model and the superiority of the method are discussed by an example which shows the value of the method in engineering application.
Brendle, Joerg
2016-01-01
We show that, consistently, there can be maximal subtrees of P (omega) and P (omega) / fin of arbitrary regular uncountable size below the size of the continuum. We also show that there are no maximal subtrees of P (omega) / fin with countable levels. Our results answer several questions of Campero, Cancino, Hrusak, and Miranda.
Institute of Scientific and Technical Information of China (English)
王璐; 李光春; 乔相伟; 王兆龙; 马涛
2012-01-01
In order to solve the state estimation problem of nonlinear systems without knowing prior noise statistical characteristics, an adaptive unscented Kalman filter (UKF) based on the maximum likelihood principle and expectation maximization algorithm is proposed in this paper. In our algorithm, the maximum likelihood principle is used to find a log likelihood function with noise statistical characteristics. Then, the problem of noise estimation turns out to be maximizing the mean of the log likelihood function, which can be achieved by using the expectation maximization algorithm. Finally, the adaptive UKF algorithm with a suboptimal and recurred noise statistical estimator can be obtained. The simulation analysis shows that the proposed adaptive UKF algorithm can overcome the problem of filtering accuracy declination of traditional UKF used in nonlinear filtering without knowing prior noise statistical characteristics and that the algorithm can estimate the noise statistical parameters online.%针对噪声先验统计特性未知情况下的非线性系统状态估计问题,提出了基于极大似然准则和最大期望算法的自适应无迹卡尔曼滤波(Unscented Kalman filter,UKF)算法.利用极大似然准则构造含有噪声统计特性的对数似然函数,通过最大期望算法将噪声估计问题转化为对数似然函数数学期望极大化问题,最终得到带次优递推噪声统计估计器的自适应UKF算法.仿真分析表明,与传统UKF算法相比,提出的自适应UKF算法有效克服了传统UKF算法在系统噪声统计特性未知情况下滤波精度下降的问题,并实现了系统噪声统计特性的在线估计.
Sparse Bayesian learning in ISAR tomography imaging
Institute of Scientific and Technical Information of China (English)
SU Wu-ge; WANG Hong-qiang; DENG Bin; WANG Rui-jun; QIN Yu-liang
2015-01-01
Inverse synthetic aperture radar (ISAR) imaging can be regarded as a narrow-band version of the computer aided tomography (CT). The traditional CT imaging algorithms for ISAR, including the polar format algorithm (PFA) and the convolution back projection algorithm (CBP), usually suffer from the problem of the high sidelobe and the low resolution. The ISAR tomography image reconstruction within a sparse Bayesian framework is concerned. Firstly, the sparse ISAR tomography imaging model is established in light of the CT imaging theory. Then, by using the compressed sensing (CS) principle, a high resolution ISAR image can be achieved with limited number of pulses. Since the performance of existing CS-based ISAR imaging algorithms is sensitive to the user parameter, this makes the existing algorithms inconvenient to be used in practice. It is well known that the Bayesian formalism of recover algorithm named sparse Bayesian learning (SBL) acts as an effective tool in regression and classification, which uses an efficient expectation maximization procedure to estimate the necessary parameters, and retains a preferable property of thel0-norm diversity measure. Motivated by that, a fully automated ISAR tomography imaging algorithm based on SBL is proposed. Experimental results based on simulated and electromagnetic (EM) data illustrate the effectiveness and the superiority of the proposed algorithm over the existing algorithms.
Indian Academy of Sciences (India)
K B Athreya
2009-09-01
It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf that satisfy $\\int fh_id_=_i$ for $i=1,2,\\ldots,\\ldots k$ the maximizer of entropy is an $f_0$ that is proportional to $\\exp(\\sum c_i h_i)$ for some choice of $c_i$. An extension of this to a continuum of constraints and many examples are presented.
Maximizing Entropy over Markov Processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2013-01-01
The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...
Maximizing entropy over Markov processes
DEFF Research Database (Denmark)
Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis
2014-01-01
The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... computation reduces to finding a model of a specification with highest entropy. Entropy maximization for probabilistic process specifications has not been studied before, even though it is well known in Bayesian inference for discrete distributions. We give a characterization of global entropy of a process...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...
Sparse Bayesian learning for DOA estimation with mutual coupling.
Dai, Jisheng; Hu, Nan; Xu, Weichao; Chang, Chunqi
2015-10-16
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.
Sparse Bayesian Learning for DOA Estimation with Mutual Coupling
Directory of Open Access Journals (Sweden)
Jisheng Dai
2015-10-01
Full Text Available Sparse Bayesian learning (SBL has given renewed interest to the problem of direction-of-arrival (DOA estimation. It is generally assumed that the measurement matrix in SBL is precisely known. Unfortunately, this assumption may be invalid in practice due to the imperfect manifold caused by unknown or misspecified mutual coupling. This paper describes a modified SBL method for joint estimation of DOAs and mutual coupling coefficients with uniform linear arrays (ULAs. Unlike the existing method that only uses stationary priors, our new approach utilizes a hierarchical form of the Student t prior to enforce the sparsity of the unknown signal more heavily. We also provide a distinct Bayesian inference for the expectation-maximization (EM algorithm, which can update the mutual coupling coefficients more efficiently. Another difference is that our method uses an additional singular value decomposition (SVD to reduce the computational complexity of the signal reconstruction process and the sensitivity to the measurement noise.
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
Kadane, Joseph B
2010-01-01
This paper reviews the maxims used by three early modern fictional detectives: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes. It find similarities between these maxims and Bayesian thought. Poe's Dupin uses ideas very similar to Bayesian game theory. Sherlock Holmes' statements also show thought patterns justifiable in Bayesian terms.
新家, 健精
2013-01-01
© 2012 Springer Science+Business Media, LLC. All rights reserved. Article Outline: Glossary Definition of the Subject and Introduction The Bayesian Statistical Paradigm Three Examples Comparison with the Frequentist Statistical Paradigm Future Directions Bibliography
Bayesian Approach for Inconsistent Information.
Stein, M; Beer, M; Kreinovich, V
2013-10-01
In engineering situations, we usually have a large amount of prior knowledge that needs to be taken into account when processing data. Traditionally, the Bayesian approach is used to process data in the presence of prior knowledge. Sometimes, when we apply the traditional Bayesian techniques to engineering data, we get inconsistencies between the data and prior knowledge. These inconsistencies are usually caused by the fact that in the traditional approach, we assume that we know the exact sample values, that the prior distribution is exactly known, etc. In reality, the data is imprecise due to measurement errors, the prior knowledge is only approximately known, etc. So, a natural way to deal with the seemingly inconsistent information is to take this imprecision into account in the Bayesian approach - e.g., by using fuzzy techniques. In this paper, we describe several possible scenarios for fuzzifying the Bayesian approach. Particular attention is paid to the interaction between the estimated imprecise parameters. In this paper, to implement the corresponding fuzzy versions of the Bayesian formulas, we use straightforward computations of the related expression - which makes our computations reasonably time-consuming. Computations in the traditional (non-fuzzy) Bayesian approach are much faster - because they use algorithmically efficient reformulations of the Bayesian formulas. We expect that similar reformulations of the fuzzy Bayesian formulas will also drastically decrease the computation time and thus, enhance the practical use of the proposed methods.
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...... nodes and the arc prior models variations in row and column spacing across the grid. Grid matching is done by placing an initial rough grid over the image and applying an ensemble annealing scheme to maximize the posterior distribution of the grid. The method can be applied to noisy images with missing...
Bernardo, Jose M
2000-01-01
This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critica
Institute of Scientific and Technical Information of China (English)
陈雁翔; 吴玺
2012-01-01
盲取证指针对篡改信号无需添加任何附加信息就可鉴别出信号的真伪,而音频篡改中篡改者经常利用重采样以达到更好的篡改效果,因此重采样检测作为音频盲取证的重要组成部分得到了高度的重视.对信号的重采样会引入相关性,这种相关性是周期出现的,本文通过基于期望最大化的检测方法揭示这种相关性,并通过判断这种相关性是否呈现周期性达到检测目的.在检测流程中采取了奇异防止、低频段去除、归一化三阶原点矩等措施,达到了更好的检测效果.实验验证了该方法对于各种插值函数的鲁棒性,以及不同重采样率下和音频拼接篡改时检测的有效性.%Blind forensics can discriminate such tampered signal without any additional information. During the audio tampering tampers often use re-sampling to achieve better results, thus re-sampling detection obtained the high value as an important aspect of blind forensics. Re-sampling will introduce correlation and this relationship is often periodic. We use method based on Expectation Maximization to reveal the correlation and reach the purpose of detection by checking whether the correlation is periodic. To achieve better effect, we also take the steps of singularity prevention, low-band elimination and normalized 3-order origin moment. The experiment results show the robustness of interpolating functions, and the validity of detection under different re-sampling rates as well as during splice tampering.
Institute of Scientific and Technical Information of China (English)
李旭超
2012-01-01
期望最大值算法是近年来图像统计模型参数估计技术领域的研究热点之一.在对期望最大值算法分析的基础上,结合其在图像统计模型参数估计中的应用研究,对改变标准期望最大值算法的3种方式进行比较分析.结合图像恢复、分割、目标跟踪以及与其他优化算法的融合应用,从丢失数据集的选取、丢失数据集和不完全数据集统计模型的建立,以及统计模型参数估计3个方面,评述期望最大值算法优缺点.丢失数据的选取和不完全数据的描述形式直接决定期望最大值算法的结构和计算复杂度,以致算法的成败.最后,讨论期望最大值算法目前存在的问题及未来的发展方向,指出其在具有丢失数据统计模型参数估计中广泛应用.%Expectation maximization (EM) algorithm for parameter estimation of image statistical model is one of the striking rsearch fields in recent decades. Based on the analysis of the EM algorithm, combining the current application research in parameter estimation of image statistical model, analysis and comparison are conducted in terms of the three improvement schemes of standard EM algorithm. In this paper, integrating image restoration, segmentation, object tracking and the fusion of other evolution optimization algorithms, through three aspects, such as the selection of missing data sets, the statistical model establishments of missing and incomplete data sets, and parameter estimation of image statistical models, as well as the advantages and disadvantages of the corresponding EM algorithm are expanded. The structure and complexity of EM algorithm, so far as to success or failure, are directly determined by the selection of missing data and the expression form of incomplete data. In the end, challenges and possible trends are discussed, and extensive applications of EM algorithm to parameter estimation of statistical model with missing data are pointed out.
Variational Bayesian Inference of Line Spectra
DEFF Research Database (Denmark)
Badiu, Mihai Alin; Hansen, Thomas Lundgaard; Fleury, Bernard Henri
2017-01-01
In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid; and the coeffici......In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid......) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional...... just point estimates, significantly improves the performance. The performance of VALSE is superior to that of state-of-the-art methods and closely approaches the Cramér-Rao bound computed for the true model order....
Villalba, Jesús
2015-01-01
In this document we are going to derive the equations needed to implement a Variational Bayes estimation of the parameters of the simplified probabilistic linear discriminant analysis (SPLDA) model. This can be used to adapt SPLDA from one database to another with few development data or to implement the fully Bayesian recipe. Our approach is similar to Bishop's VB PPCA.
Martin Weale
2005-01-01
This paper focusses on survey expectations and discusses their uses for testing and modeling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations hypothesis which focusses on average expectations rather than individual expectations is advanced. Other models of expectations formation, such as the adaptive expectations hypothesis, are briefly discussed. ...
Pesaran, M.H.; Weale, M.
2005-01-01
This paper focuses on survey expectations and discusses their uses for testing and modeling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations hypothesis which focuses on average expectations rather than individual expectations is advanced. Other models of expectations formation, such as the adaptive expectations hypothesis, are briefly discussed. Te...
Pesaran, Mohammad Hashem; Weale, Martin R.
2005-01-01
This paper focuses on survey expectations and discusses their uses for testing and modeling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations hypothesis which focuses on average expectations rather than individual expectations is advanced. Other models of expectations formation, such as the adaptive expectations hypothesis, are briefly discussed. Te...
Directory of Open Access Journals (Sweden)
Hao Zhang
2016-01-01
Full Text Available Under the increasingly uncertain economic environment, the research on the reliability of urban distribution system has great practical significance for the integration of logistics and supply chain resources. This paper summarizes the factors that affect the city logistics distribution system. Starting from the research of factors that influence the reliability of city distribution system, further construction of city distribution system reliability influence model is built based on Bayesian networks. The complex problem is simplified by using the sub-Bayesian network, and an example is analyzed. In the calculation process, we combined the traditional Bayesian algorithm and the Expectation Maximization (EM algorithm, which made the Bayesian model able to lay a more accurate foundation. The results show that the Bayesian network can accurately reflect the dynamic relationship among the factors affecting the reliability of urban distribution system. Moreover, by changing the prior probability of the node of the cause, the correlation degree between the variables that affect the successful distribution can be calculated. The results have significant practical significance on improving the quality of distribution, the level of distribution, and the efficiency of enterprises.
Hedlund, Jonas
2014-01-01
This paper introduces private sender information into a sender-receiver game of Bayesian persuasion with monotonic sender preferences. I derive properties of increasing differences related to the precision of signals and use these to fully characterize the set of equilibria robust to the intuitive criterion. In particular, all such equilibria are either separating, i.e., the sender's choice of signal reveals his private information to the receiver, or fully disclosing, i.e., the outcome of th...
Kirstein, Roland
2005-01-01
This paper presents a modification of the inspection game: The ?Bayesian Monitoring? model rests on the assumption that judges are interested in enforcing compliant behavior and making correct decisions. They may base their judgements on an informative but imperfect signal which can be generated costlessly. In the original inspection game, monitoring is costly and generates a perfectly informative signal. While the inspection game has only one mixed strategy equilibrium, three Perfect Bayesia...
Maximum margin Bayesian network classifiers.
Pernkopf, Franz; Wohlmayr, Michael; Tschiatschek, Sebastian
2012-03-01
We present a maximum margin parameter learning algorithm for Bayesian network classifiers using a conjugate gradient (CG) method for optimization. In contrast to previous approaches, we maintain the normalization constraints on the parameters of the Bayesian network during optimization, i.e., the probabilistic interpretation of the model is not lost. This enables us to handle missing features in discriminatively optimized Bayesian networks. In experiments, we compare the classification performance of maximum margin parameter learning to conditional likelihood and maximum likelihood learning approaches. Discriminative parameter learning significantly outperforms generative maximum likelihood estimation for naive Bayes and tree augmented naive Bayes structures on all considered data sets. Furthermore, maximizing the margin dominates the conditional likelihood approach in terms of classification performance in most cases. We provide results for a recently proposed maximum margin optimization approach based on convex relaxation. While the classification results are highly similar, our CG-based optimization is computationally up to orders of magnitude faster. Margin-optimized Bayesian network classifiers achieve classification performance comparable to support vector machines (SVMs) using fewer parameters. Moreover, we show that unanticipated missing feature values during classification can be easily processed by discriminatively optimized Bayesian network classifiers, a case where discriminative classifiers usually require mechanisms to complete unknown feature values in the data first.
Bessiere, Pierre; Ahuactzin, Juan Manuel; Mekhnacha, Kamel
2013-01-01
Probability as an Alternative to Boolean LogicWhile logic is the mathematical foundation of rational reasoning and the fundamental principle of computing, it is restricted to problems where information is both complete and certain. However, many real-world problems, from financial investments to email filtering, are incomplete or uncertain in nature. Probability theory and Bayesian computing together provide an alternative framework to deal with incomplete and uncertain data. Decision-Making Tools and Methods for Incomplete and Uncertain DataEmphasizing probability as an alternative to Boolean
Perception, illusions and Bayesian inference.
Nour, Matthew M; Nour, Joseph M
2015-01-01
Descriptive psychopathology makes a distinction between veridical perception and illusory perception. In both cases a perception is tied to a sensory stimulus, but in illusions the perception is of a false object. This article re-examines this distinction in light of new work in theoretical and computational neurobiology, which views all perception as a form of Bayesian statistical inference that combines sensory signals with prior expectations. Bayesian perceptual inference can solve the 'inverse optics' problem of veridical perception and provides a biologically plausible account of a number of illusory phenomena, suggesting that veridical and illusory perceptions are generated by precisely the same inferential mechanisms.
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.
BayesLCA: An R Package for Bayesian Latent Class Analysis
Directory of Open Access Journals (Sweden)
Arthur White
2014-11-01
Full Text Available The BayesLCA package for R provides tools for performing latent class analysis within a Bayesian setting. Three methods for fitting the model are provided, incorporating an expectation-maximization algorithm, Gibbs sampling and a variational Bayes approximation. The article briefly outlines the methodology behind each of these techniques and discusses some of the technical difficulties associated with them. Methods to remedy these problems are also described. Visualization methods for each of these techniques are included, as well as criteria to aid model selection.
DEFF Research Database (Denmark)
Nash, Ulrik William
2014-01-01
The concept of evolutionary expectations descends from cue learning psychology, synthesizing ideas on rational expectations with ideas on bounded rationality, to provide support for these ideas simultaneously. Evolutionary expectations are rational, but within cognitive bounds. Moreover......, they are correlated among people who share environments because these individuals satisfice within their cognitive bounds by using cues in order of validity, as opposed to using cues arbitrarily. Any difference in expectations thereby arise from differences in cognitive ability, because two individuals with identical...... expectations emphasizes not only that causal structure changes are common in social systems but also that causal structures in social systems, and expectations about them, develop together....
Lin, Lin; Chan, Cliburn; West, Mike
2016-01-01
We discuss the evaluation of subsets of variables for the discriminative evidence they provide in multivariate mixture modeling for classification. The novel development of Bayesian classification analysis presented is partly motivated by problems of design and selection of variables in biomolecular studies, particularly involving widely used assays of large-scale single-cell data generated using flow cytometry technology. For such studies and for mixture modeling generally, we define discriminative analysis that overlays fitted mixture models using a natural measure of concordance between mixture component densities, and define an effective and computationally feasible method for assessing and prioritizing subsets of variables according to their roles in discrimination of one or more mixture components. We relate the new discriminative information measures to Bayesian classification probabilities and error rates, and exemplify their use in Bayesian analysis of Dirichlet process mixture models fitted via Markov chain Monte Carlo methods as well as using a novel Bayesian expectation-maximization algorithm. We present a series of theoretical and simulated data examples to fix concepts and exhibit the utility of the approach, and compare with prior approaches. We demonstrate application in the context of automatic classification and discriminative variable selection in high-throughput systems biology using large flow cytometry datasets.
DEFF Research Database (Denmark)
Hall, Elisabeth O C; Aagaard, Hanne; Larsen, Jette Schilling
2008-01-01
was conducted using Noblit and Hare’s methodological approach. Results: The metasynthesis shows that confidence in breastfeeding is shaped by shattered expectations and is affected on an immediate level by mothers’ expectations, the network and the breastfeeding experts and on a discourse level...... in breastfeeding and leads to shattered expectations....
Root Sparse Bayesian Learning for Off-Grid DOA Estimation
Dai, Jisheng; Bao, Xu; Xu, Weichao; Chang, Chunqi
2017-01-01
The performance of the existing sparse Bayesian learning (SBL) methods for off-gird DOA estimation is dependent on the trade off between the accuracy and the computational workload. To speed up the off-grid SBL method while remain a reasonable accuracy, this letter describes a computationally efficient root SBL method for off-grid DOA estimation, where a coarse refinable grid, whose sampled locations are viewed as the adjustable parameters, is adopted. We utilize an expectation-maximization (EM) algorithm to iteratively refine this coarse grid, and illustrate that each updated grid point can be simply achieved by the root of a certain polynomial. Simulation results demonstrate that the computational complexity is significantly reduced and the modeling error can be almost eliminated.
Optimal execution in high-frequency trading with Bayesian learning
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.
Profit maximization mitigates competition
DEFF Research Database (Denmark)
Dierker, Egbert; Grodal, Birgit
1996-01-01
competition than utility maximization. Since profit maximization tends to raise prices, it may be regarded as beneficial for the owners as a whole. Moreover, if profit maximization is a good proxy for utility maximization, then there is no need for a general equilibrium analysis that takes the distribution...
Introduction to Bayesian statistics
Bolstad, William M
2017-01-01
There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this Third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian staistics. The author continues to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inferenfe cfor discrete random variables, bionomial proprotion, Poisson, normal mean, and simple linear regression. In addition, newly-developing topics in the field are presented in four new chapters: Bayesian inference with unknown mean and variance; Bayesian inference for Multivariate Normal mean vector; Bayesian inference for Multiple Linear RegressionModel; and Computati...
Bayesian artificial intelligence
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 artificial intelligence
Korb, Kevin B
2010-01-01
Updated and expanded, Bayesian Artificial Intelligence, Second Edition provides a practical and accessible introduction to the main concepts, foundation, and applications of Bayesian networks. It focuses on both the causal discovery of networks and Bayesian inference procedures. Adopting a causal interpretation of Bayesian networks, the authors discuss the use of Bayesian networks for causal modeling. They also draw on their own applied research to illustrate various applications of the technology.New to the Second EditionNew chapter on Bayesian network classifiersNew section on object-oriente
Optimal Bayesian Experimental Design for Combustion Kinetics
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.
A new approach for Bayesian model averaging
Institute of Scientific and Technical Information of China (English)
TIAN XiangJun; XIE ZhengHui; WANG AiHui; YANG XiaoChun
2012-01-01
Bayesian model averaging (BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weights and variances of the individual competing models in the ensemble.Two methods,namely the Expectation-Maximization (EM) and the Markov Chain Monte Carlo (MCMC) algorithms,are widely used for BMA model training.Both methods have their own respective strengths and weaknesses.In this paper,we first modify the BMA log-likelihood function with the aim of removing the additional limitation that requires that the BMA weights add to one,and then use a limited memory quasi-Newtonian algorithm for solving the nonlinear optimization problem,thereby formulating a new approach for BMA (referred to as BMA-BFGS).Several groups of multi-model soil moisture simulation experiments from three land surface models show that the performance of BMA-BFGS is similar to the MCMC method in terms of simulation accuracy,and that both are superior to the EM algorithm.On the other hand,the computational cost of the BMA-BFGS algorithm is substantially less than for MCMC and is almost equivalent to that for EM.
Bayesian Nonparametric Clustering for Positive Definite Matrices.
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.
Applied Bayesian Hierarchical Methods
Congdon, Peter D
2010-01-01
Bayesian methods facilitate the analysis of complex models and data structures. Emphasizing data applications, alternative modeling specifications, and computer implementation, this book provides a practical overview of methods for Bayesian analysis of hierarchical models.
DEFF Research Database (Denmark)
Karlson, Kristian Bernt
stratification, I argue that students facing significant educational transitions form their educational expectations by taking into account the foreseeable, yet inherently uncertain, consequences of potential educational pathways. This process of expectation formation, I posit, involves evaluations...... of the relation between the self and educational prospects; evaluations that are socially bounded in that students take their family's social position into consideration when forming their educational expectations. One important consequence of this learning process is that equally talented students tend to make...... different educational choices according to their family background. IEO thus appears to be mediated by the expectations students hold for their futures. Taken together, this research agenda argues that both researchers and policy-makers need to consider the expectation-based origin of educational...
Gelman, Andrew; Stern, Hal S; Dunson, David B; Vehtari, Aki; Rubin, Donald B
2013-01-01
FUNDAMENTALS OF BAYESIAN INFERENCEProbability and InferenceSingle-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian ApproachesHierarchical ModelsFUNDAMENTALS OF BAYESIAN DATA ANALYSISModel Checking Evaluating, Comparing, and Expanding ModelsModeling Accounting for Data Collection Decision AnalysisADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional ApproximationsREGRESSION MODELS Introduction to Regression Models Hierarchical Linear
Directory of Open Access Journals (Sweden)
Gallo A. S.
2005-01-01
Full Text Available We investigate the application of the Bayesian expectation-maximization (BEM technique to the design of soft-in soft-out (SISO detection algorithms for wireless communication systems operating over channels affected by parametric uncertainty. First, the BEM algorithm is described in detail and its relationship with the well-known expectation-maximization (EM technique is explained. Then, some of its applications are illustrated. In particular, the problems of SISO detection of spread spectrum, single-carrier and multicarrier space-time block coded signals are analyzed. Numerical results show that BEM-based detectors perform closely to the maximum likelihood (ML receivers endowed with perfect channel state information as long as channel variations are not too fast.
Bayesian blind source separation for data with network structure.
Illner, Katrin; Fuchs, Christiane; Theis, Fabian J
2014-11-01
In biology, more and more information about the interactions in regulatory systems becomes accessible, and this often leads to prior knowledge for recent data interpretations. In this work we focus on multivariate signaling data, where the structure of the data is induced by a known regulatory network. To extract signals of interest we assume a blind source separation (BSS) model, and we capture the structure of the source signals in terms of a Bayesian network. To keep the parameter space small, we consider stationary signals, and we introduce the new algorithm emGrade, where model parameters and source signals are estimated using expectation maximization. For network data, we find an improved estimation performance compared to other BSS algorithms, and the flexible Bayesian modeling enables us to deal with repeated and missing observation values. The main advantage of our method is the statistically interpretable likelihood, and we can use model selection criteria to determine the (in general unknown) number of source signals or decide between different given networks. In simulations we demonstrate the recovery of the source signals dependent on the graph structure and the dimensionality of the data.
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.
DEFF Research Database (Denmark)
Karlson, Kristian Bernt
different educational choices according to their family background. IEO thus appears to be mediated by the expectations students hold for their futures. Taken together, this research agenda argues that both researchers and policy-makers need to consider the expectation-based origin of educational......In this dissertation I examine the relationship between subjective beliefs about the outcomes of educational choices and the generation of inequality of educational opportunity (IEO) in post-industrial society. Taking my departure in the rational action turn in the sociology of educational...... stratification, I argue that students facing significant educational transitions form their educational expectations by taking into account the foreseeable, yet inherently uncertain, consequences of potential educational pathways. This process of expectation formation, I posit, involves evaluations...
Tactile length contraction as Bayesian inference.
Tong, Jonathan; Ngo, Vy; Goldreich, Daniel
2016-08-01
To perceive, the brain must interpret stimulus-evoked neural activity. This is challenging: The stochastic nature of the neural response renders its interpretation inherently uncertain. Perception would be optimized if the brain used Bayesian inference to interpret inputs in light of expectations derived from experience. Bayesian inference would improve perception on average but cause illusions when stimuli violate expectation. Intriguingly, tactile, auditory, and visual perception are all prone to length contraction illusions, characterized by the dramatic underestimation of the distance between punctate stimuli delivered in rapid succession; the origin of these illusions has been mysterious. We previously proposed that length contraction illusions occur because the brain interprets punctate stimulus sequences using Bayesian inference with a low-velocity expectation. A novel prediction of our Bayesian observer model is that length contraction should intensify if stimuli are made more difficult to localize. Here we report a tactile psychophysical study that tested this prediction. Twenty humans compared two distances on the forearm: a fixed reference distance defined by two taps with 1-s temporal separation and an adjustable comparison distance defined by two taps with temporal separation t ≤ 1 s. We observed significant length contraction: As t was decreased, participants perceived the two distances as equal only when the comparison distance was made progressively greater than the reference distance. Furthermore, the use of weaker taps significantly enhanced participants' length contraction. These findings confirm the model's predictions, supporting the view that the spatiotemporal percept is a best estimate resulting from a Bayesian inference process.
Dickens, Charles
2005-01-01
One of Dickens's most renowned and enjoyable novels, Great Expectations tells the story of Pip, an orphan boy who wishes to transcend his humble origins and finds himself unexpectedly given the opportunity to live a life of wealth and respectability. Over the course of the tale, in which Pip encount
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
The past year marks robust economic growth for Latin America and rapid development in cooperation with China. The future in this partnership looks bright Latin America's economy is expected to grow by 4.3 percent in 2005, according to the projection of the Economic Commission for Latin America and the Caribbean. This fig-
Maximization, learning, and economic behavior.
Erev, Ido; Roth, Alvin E
2014-07-22
The rationality assumption that underlies mainstream economic theory has proved to be a useful approximation, despite the fact that systematic violations to its predictions can be found. That is, the assumption of rational behavior is useful in understanding the ways in which many successful economic institutions function, although it is also true that actual human behavior falls systematically short of perfect rationality. We consider a possible explanation of this apparent inconsistency, suggesting that mechanisms that rest on the rationality assumption are likely to be successful when they create an environment in which the behavior they try to facilitate leads to the best payoff for all agents on average, and most of the time. Review of basic learning research suggests that, under these conditions, people quickly learn to maximize expected return. This review also shows that there are many situations in which experience does not increase maximization. In many cases, experience leads people to underweight rare events. In addition, the current paper suggests that it is convenient to distinguish between two behavioral approaches to improve economic analyses. The first, and more conventional approach among behavioral economists and psychologists interested in judgment and decision making, highlights violations of the rational model and proposes descriptive models that capture these violations. The second approach studies human learning to clarify the conditions under which people quickly learn to maximize expected return. The current review highlights one set of conditions of this type and shows how the understanding of these conditions can facilitate market design.
Parker, Andrew M.; 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...
Great Expectations for "Great Expectations."
Ridley, Cheryl
Designed to make the study of Dickens'"Great Expectations" an appealing and worthwhile experience, this paper presents a unit of study intended to help students gain (1) an appreciation of Dickens' skill at creating realistic human characters; (2) an insight into the problems of a young man confused by false values and unreal ambitions and ways to…
Bayesian Games with Intentions
Directory of Open Access Journals (Sweden)
Adam Bjorndahl
2016-06-01
Full Text Available We show that standard Bayesian games cannot represent the full spectrum of belief-dependent preferences. However, by introducing a fundamental distinction between intended and actual strategies, we remove this limitation. We define Bayesian games with intentions, generalizing both Bayesian games and psychological games, and prove that Nash equilibria in psychological games correspond to a special class of equilibria as defined in our setting.
Bayesian statistics an introduction
Lee, Peter M
2012-01-01
Bayesian Statistics is the school of thought that combines prior beliefs with the likelihood of a hypothesis to arrive at posterior beliefs. The first edition of Peter Lee’s book appeared in 1989, but the subject has moved ever onwards, with increasing emphasis on Monte Carlo based techniques. This new fourth edition looks at recent techniques such as variational methods, Bayesian importance sampling, approximate Bayesian computation and Reversible Jump Markov Chain Monte Carlo (RJMCMC), providing a concise account of the way in which the Bayesian approach to statistics develops as wel
Understanding Computational Bayesian Statistics
Bolstad, William M
2011-01-01
A hands-on introduction to computational statistics from a Bayesian point of view Providing a solid grounding in statistics while uniquely covering the topics from a Bayesian perspective, Understanding Computational Bayesian Statistics successfully guides readers through this new, cutting-edge approach. With its hands-on treatment of the topic, the book shows how samples can be drawn from the posterior distribution when the formula giving its shape is all that is known, and how Bayesian inferences can be based on these samples from the posterior. These ideas are illustrated on common statistic
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.
Institute of Scientific and Technical Information of China (English)
Ming Yi WANG; Guo ZHAO
2005-01-01
A right R-module E over a ring R is said to be maximally injective in case for any maximal right ideal m of R, every R-homomorphism f : m → E can be extended to an R-homomorphism f' : R → E. In this paper, we first construct an example to show that maximal injectivity is a proper generalization of injectivity. Then we prove that any right R-module over a left perfect ring R is maximally injective if and only if it is injective. We also give a partial affirmative answer to Faith's conjecture by further investigating the property of maximally injective rings. Finally, we get an approximation to Faith's conjecture, which asserts that every injective right R-module over any left perfect right self-injective ring R is the injective hull of a projective submodule.
Brüstle, Thomas; Pérotin, Matthieu
2012-01-01
Maximal green sequences are particular sequences of quiver mutations which were introduced by Keller in the context of quantum dilogarithm identities and independently by Cecotti-Cordova-Vafa in the context of supersymmetric gauge theory. Our aim is to initiate a systematic study of these sequences from a combinatorial point of view. Interpreting maximal green sequences as paths in various natural posets arising in representation theory, we prove the finiteness of the number of maximal green sequences for cluster finite quivers, affine quivers and acyclic quivers with at most three vertices. We also give results concerning the possible numbers and lengths of these maximal green sequences. Finally we describe an algorithm for computing maximal green sequences for arbitrary valued quivers which we used to obtain numerous explicit examples that we present.
Adaptive sampling by information maximization
Machens, C K
2002-01-01
The investigation of input-output systems often requires a sophisticated choice of test inputs to make best use of limited experimental time. Here we present an iterative algorithm that continuously adjusts an ensemble of test inputs online, subject to the data already acquired about the system under study. The algorithm focuses the input ensemble by maximizing the mutual information between input and output. We apply the algorithm to simulated neurophysiological experiments and show that it serves to extract the ensemble of stimuli that a given neural system ``expects'' as a result of its natural history.
Asymptotics of robust utility maximization
Knispel, Thomas
2012-01-01
For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $\\lambda\\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading strategy and an asymptotic worst-case model in terms of an ergodic Bellman equation. With these results we propose a duality approach to a "robust large deviations" criterion for optimal long-term investment.
Utility maximization under solvency constraints and unhedgeable risks
T. Kleinow; A. Pelsser
2008-01-01
We consider the utility maximization problem for an investor who faces a solvency or risk constraint in addition to a budget constraint. The investor wishes to maximize her expected utility from terminal wealth subject to a bound on her expected solvency at maturity. We measure solvency using a solv
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…
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.
Simulation-based optimal Bayesian experimental design for nonlinear systems
Huan, Xun
2013-01-01
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters.Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics. © 2012 Elsevier Inc.
Directory of Open Access Journals (Sweden)
Rudiger Bubner
1998-12-01
Full Text Available Even though the maxims' theory is not at thecenter of Kant's ethics, it is the unavoidable basis of the categoric imperative's formulation. Kant leanson the transmitted representations of modem moral theory. During the last decades, the notion of maxims has deserved more attention, due to the philosophy of language's debates on rules, and due to action theory's interest in this notion. I here by brietly expound my views in these discussions.
Konstruksi Bayesian Network Dengan Algoritma Bayesian Association Rule Mining Network
Octavian
2015-01-01
Beberapa tahun terakhir, Bayesian Network telah menjadi konsep yang populer digunakan dalam berbagai bidang kehidupan seperti dalam pengambilan sebuah keputusan dan menentukan peluang suatu kejadian dapat terjadi. Sayangnya, pengkonstruksian struktur dari Bayesian Network itu sendiri bukanlah hal yang sederhana. Oleh sebab itu, penelitian ini mencoba memperkenalkan algoritma Bayesian Association Rule Mining Network untuk memudahkan kita dalam mengkonstruksi Bayesian Network berdasarkan data ...
Bayesian analysis of MEG visual evoked responses
Energy Technology Data Exchange (ETDEWEB)
Schmidt, D.M.; George, J.S.; Wood, C.C.
1999-04-01
The authors developed a method for analyzing neural electromagnetic data that allows probabilistic inferences to be drawn about regions of activation. The method involves the generation of a large number of possible solutions which both fir the data and prior expectations about the nature of probable solutions made explicit by a Bayesian formalism. In addition, they have introduced a model for the current distributions that produce MEG and (EEG) data that allows extended regions of activity, and can easily incorporate prior information such as anatomical constraints from MRI. To evaluate the feasibility and utility of the Bayesian approach with actual data, they analyzed MEG data from a visual evoked response experiment. They compared Bayesian analyses of MEG responses to visual stimuli in the left and right visual fields, in order to examine the sensitivity of the method to detect known features of human visual cortex organization. They also examined the changing pattern of cortical activation as a function of time.
People believe each other to be selfish hedonic maximizers.
De Vito, Stefania; Bonnefon, Jean-François
2014-10-01
Current computational models of theory of mind typically assume that humans believe each other to selfishly maximize utility, for a conception of utility that makes it indistinguishable from personal gains. We argue that this conception is at odds with established facts about human altruism, as well as the altruism that humans expect from each other. We report two experiments showing that people expect other agents to selfishly maximize their pleasure, even when these other agents behave altruistically. Accordingly, defining utility as pleasure permits us to reconcile the assumption that humans expect each other to selfishly maximize utility with the fact that humans expect each other to behave altruistically.
Model Diagnostics for Bayesian Networks
Sinharay, Sandip
2006-01-01
Bayesian networks are frequently used in educational assessments primarily for learning about students' knowledge and skills. There is a lack of works on assessing fit of Bayesian networks. This article employs the posterior predictive model checking method, a popular Bayesian model checking tool, to assess fit of simple Bayesian networks. A…
Bayesian ensemble refinement by replica simulations and reweighting.
Hummer, Gerhard; Köfinger, Jürgen
2015-12-28
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.
Directory of Open Access Journals (Sweden)
Gaoning He
2010-01-01
Full Text Available A Bayesian game-theoretic model is developed to design and analyze the resource allocation problem in K-user fading multiple access channels (MACs, where the users are assumed to selfishly maximize their average achievable rates with incomplete information about the fading channel gains. In such a game-theoretic study, the central question is whether a Bayesian equilibrium exists, and if so, whether the network operates efficiently at the equilibrium point. We prove that there exists exactly one Bayesian equilibrium in our game. Furthermore, we study the network sum-rate maximization problem by assuming that the users coordinate according to a symmetric strategy profile. This result also serves as an upper bound for the Bayesian equilibrium. Finally, simulation results are provided to show the network efficiency at the unique Bayesian equilibrium and to compare it with other strategies.
Bayesian Lensing Shear Measurement
Bernstein, Gary M
2013-01-01
We derive an estimator of weak gravitational lensing shear from background galaxy images that avoids noise-induced biases through a rigorous Bayesian treatment of the measurement. The Bayesian formalism requires a prior describing the (noiseless) distribution of the target galaxy population over some parameter space; this prior can be constructed from low-noise images of a subsample of the target population, attainable from long integrations of a fraction of the survey field. We find two ways to combine this exact treatment of noise with rigorous treatment of the effects of the instrumental point-spread function and sampling. The Bayesian model fitting (BMF) method assigns a likelihood of the pixel data to galaxy models (e.g. Sersic ellipses), and requires the unlensed distribution of galaxies over the model parameters as a prior. The Bayesian Fourier domain (BFD) method compresses galaxies to a small set of weighted moments calculated after PSF correction in Fourier space. It requires the unlensed distributi...
Fox, G.J.A.; Berg, van den S.M.; Veldkamp, B.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 resp
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...
Granade, Christopher; Cory, D G
2015-01-01
In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of- the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we solve all three problems. First, we use modern statistical methods, as pioneered by Husz\\'ar and Houlsby and by Ferrie, to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first informative priors on quantum states and channels. Finally, we develop a method that allows online tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.
Inverse Problems in a Bayesian Setting
Matthies, Hermann G.
2016-02-13
In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.
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.
DEFF Research Database (Denmark)
Andersen, Klaus Ejner
1985-01-01
Guinea pig maximization tests (GPMT) with chlorocresol were performed to ascertain whether the sensitization rate was affected by minor changes in the Freund's complete adjuvant (FCA) emulsion used. Three types of emulsion were evaluated: the oil phase was mixed with propylene glycol, saline...
Prior expectations facilitate metacognition for perceptual decision.
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.
Optimal Joint Detection and Estimation That Maximizes ROC-Type Curves.
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.
Maximizing profit using recommender systems
Das, Aparna; Ricketts, Daniel
2009-01-01
Traditional recommendation systems make recommendations based solely on the customer's past purchases, product ratings and demographic data without considering the profitability the items being recommended. In this work we study the question of how a vendor can directly incorporate the profitability of items into its recommender so as to maximize its expected profit while still providing accurate recommendations. Our approach uses the output of any traditional recommender system and adjust them according to item profitabilities. Our approach is parameterized so the vendor can control how much the recommendation incorporating profits can deviate from the traditional recommendation. We study our approach under two settings and show that it achieves approximately 22% more profit than traditional recommendations.
A Bayesian approach to person perception.
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.
Bayesian seismic AVO inversion
Energy Technology Data Exchange (ETDEWEB)
Buland, Arild
2002-07-01
A new linearized AVO inversion technique is developed in a Bayesian framework. The objective is to obtain posterior distributions for P-wave velocity, S-wave velocity and density. Distributions for other elastic parameters can also be assessed, for example acoustic impedance, shear impedance and P-wave to S-wave velocity ratio. The inversion algorithm is based on the convolutional model and a linearized weak contrast approximation of the Zoeppritz equation. The solution is represented by a Gaussian posterior distribution with explicit expressions for the posterior expectation and covariance, hence exact prediction intervals for the inverted parameters can be computed under the specified model. The explicit analytical form of the posterior distribution provides a computationally fast inversion method. Tests on synthetic data show that all inverted parameters were almost perfectly retrieved when the noise approached zero. With realistic noise levels, acoustic impedance was the best determined parameter, while the inversion provided practically no information about the density. The inversion algorithm has also been tested on a real 3-D dataset from the Sleipner Field. The results show good agreement with well logs but the uncertainty is high. The stochastic model includes uncertainties of both the elastic parameters, the wavelet and the seismic and well log data. The posterior distribution is explored by Markov chain Monte Carlo simulation using the Gibbs sampler algorithm. The inversion algorithm has been tested on a seismic line from the Heidrun Field with two wells located on the line. The uncertainty of the estimated wavelet is low. In the Heidrun examples the effect of including uncertainty of the wavelet and the noise level was marginal with respect to the AVO inversion results. We have developed a 3-D linearized AVO inversion method with spatially coupled model parameters where the objective is to obtain posterior distributions for P-wave velocity, S
Multisnapshot Sparse Bayesian Learning for DOA
Gerstoft, Peter; Mecklenbrauker, Christoph F.; Xenaki, Angeliki; Nannuru, Santosh
2016-10-01
The directions of arrival (DOA) of plane waves are estimated from multi-snapshot sensor array data using Sparse Bayesian Learning (SBL). The prior source amplitudes is assumed independent zero-mean complex Gaussian distributed with hyperparameters the unknown variances (i.e. the source powers). For a complex Gaussian likelihood with hyperparameter the unknown noise variance, the corresponding Gaussian posterior distribution is derived. For a given number of DOAs, the hyperparameters are automatically selected by maximizing the evidence and promote sparse DOA estimates. The SBL scheme for DOA estimation is discussed and evaluated competitively against LASSO ($\\ell_1$-regularization), conventional beamforming, and MUSIC
Bayesian global analysis of neutrino oscillation data
Bergstrom, Johannes; Maltoni, Michele; Schwetz, Thomas
2015-01-01
We perform a Bayesian analysis of current neutrino oscillation data. When estimating the oscillation parameters we find that the results generally agree with those of the $\\chi^2$ method, with some differences involving $s_{23}^2$ and CP-violating effects. We discuss the additional subtleties caused by the circular nature of the CP-violating phase, and how it is possible to obtain correlation coefficients with $s_{23}^2$. When performing model comparison, we find that there is no significant evidence for any mass ordering, any octant of $s_{23}^2$ or a deviation from maximal mixing, nor the presence of CP-violation.
Directory of Open Access Journals (Sweden)
Janusz Brzozowski
2014-05-01
Full Text Available The atoms of a regular language are non-empty intersections of complemented and uncomplemented quotients of the language. Tight upper bounds on the number of atoms of a language and on the quotient complexities of atoms are known. We introduce a new class of regular languages, called the maximally atomic languages, consisting of all languages meeting these bounds. We prove the following result: If L is a regular language of quotient complexity n and G is the subgroup of permutations in the transition semigroup T of the minimal DFA of L, then L is maximally atomic if and only if G is transitive on k-subsets of 1,...,n for 0 <= k <= n and T contains a transformation of rank n-1.
Zak, Michail
2008-01-01
A report discusses an algorithm for a new kind of dynamics based on a quantum- classical hybrid-quantum-inspired maximizer. The model is represented by a modified Madelung equation in which the quantum potential is replaced by different, specially chosen 'computational' potential. As a result, the dynamics attains both quantum and classical properties: it preserves superposition and entanglement of random solutions, while allowing one to measure its state variables, using classical methods. Such optimal combination of characteristics is a perfect match for quantum-inspired computing. As an application, an algorithm for global maximum of an arbitrary integrable function is proposed. The idea of the proposed algorithm is very simple: based upon the Quantum-inspired Maximizer (QIM), introduce a positive function to be maximized as the probability density to which the solution is attracted. Then the larger value of this function will have the higher probability to appear. Special attention is paid to simulation of integer programming and NP-complete problems. It is demonstrated that the problem of global maximum of an integrable function can be found in polynomial time by using the proposed quantum- classical hybrid. The result is extended to a constrained maximum with applications to integer programming and TSP (Traveling Salesman Problem).
Bayesian Face Sketch Synthesis.
Wang, Nannan; Gao, Xinbo; Sun, Leiyu; Li, Jie
2017-03-01
Exemplar-based face sketch synthesis has been widely applied to both digital entertainment and law enforcement. In this paper, we propose a Bayesian framework for face sketch synthesis, which provides a systematic interpretation for understanding the common properties and intrinsic difference in different methods from the perspective of probabilistic graphical models. The proposed Bayesian framework consists of two parts: the neighbor selection model and the weight computation model. Within the proposed framework, we further propose a Bayesian face sketch synthesis method. The essential rationale behind the proposed Bayesian method is that we take the spatial neighboring constraint between adjacent image patches into consideration for both aforementioned models, while the state-of-the-art methods neglect the constraint either in the neighbor selection model or in the weight computation model. Extensive experiments on the Chinese University of Hong Kong face sketch database demonstrate that the proposed Bayesian method could achieve superior performance compared with the state-of-the-art methods in terms of both subjective perceptions and objective evaluations.
Variational Bayesian strategies for high-dimensional, stochastic design problems
Energy Technology Data Exchange (ETDEWEB)
Koutsourelakis, P.S., E-mail: p.s.koutsourelakis@tum.de
2016-03-01
This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual difficulties encountered in UQ tasks (e.g. the high computational cost of each forward simulation, the large number of random variables) but also by the need to solve a nonlinear optimization problem involving large numbers of design variables and potentially constraints. We propose a framework that is suitable for a class of such problems and is based on the idea of recasting them as probabilistic inference tasks. To that end, we propose a Variational Bayesian (VB) formulation and an iterative VB–Expectation-Maximization scheme that is capable of identifying a local maximum as well as a low-dimensional set of directions in the design space, along which, the objective exhibits the largest sensitivity. We demonstrate the validity of the proposed approach in the context of two numerical examples involving thousands of random and design variables. In all cases considered the cost of the computations in terms of calls to the forward model was of the order of 100 or less. The accuracy of the approximations provided is assessed by information-theoretic metrics.
Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.
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.
Thermodynamically consistent Bayesian analysis of closed biochemical reaction systems
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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
Bioucas-Dias, José M
2006-04-01
Image deconvolution is formulated in the wavelet domain under the Bayesian framework. The well-known sparsity of the wavelet coefficients of real-world images is modeled by heavy-tailed priors belonging to the Gaussian scale mixture (GSM) class; i.e., priors given by a linear (finite of infinite) combination of Gaussian densities. This class includes, among others, the generalized Gaussian, the Jeffreys, and the Gaussian mixture priors. Necessary and sufficient conditions are stated under which the prior induced by a thresholding/shrinking denoising rule is a GSM. This result is then used to show that the prior induced by the "nonnegative garrote" thresholding/shrinking rule, herein termed the garrote prior, is a GSM. To compute the maximum a posteriori estimate, we propose a new generalized expectation maximization (GEM) algorithm, where the missing variables are the scale factors of the GSM densities. The maximization step of the underlying expectation maximization algorithm is replaced with a linear stationary second-order iterative method. The result is a GEM algorithm of O(N log N) computational complexity. In a series of benchmark tests, the proposed approach outperforms or performs similarly to state-of-the art methods, demanding comparable (in some cases, much less) computational complexity.
Bayesian least squares deconvolution
Asensio Ramos, A.; Petit, P.
2015-11-01
Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.
Hybrid Batch Bayesian Optimization
Azimi, Javad; Fern, Xiaoli
2012-01-01
Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose to either sequentially evaluate the function, one input at a time and wait for the output of the function before making the next selection, or evaluate the function at a batch of multiple inputs at once. These two different settings are commonly referred to as the sequential and batch settings of Bayesian Optimization. In general, the sequential setting leads to better optimization performance as each function evaluation is selected with more information, whereas the batch setting has an advantage in terms of the total experimental time (the number of iterations). In this work, our goal is to combine the strength of both settings. Specifically, we systematically analyze Bayesian optimization using Gaussian process as the posterior estimator and provide a hybrid algorithm t...
Bayesian least squares deconvolution
Ramos, A Asensio
2015-01-01
Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider LSD under the Bayesian framework and we introduce a flexible Gaussian Process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results. We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.
Bayesian Exploratory Factor Analysis
DEFF Research Database (Denmark)
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.;
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corr......This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor......, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates...
Center, Julian L.; Knuth, Kevin H.
2011-03-01
Visual odometry refers to tracking the motion of a body using an onboard vision system. Practical visual odometry systems combine the complementary accuracy characteristics of vision and inertial measurement units. The Mars Exploration Rovers, Spirit and Opportunity, used this type of visual odometry. The visual odometry algorithms in Spirit and Opportunity were based on Bayesian methods, but a number of simplifying approximations were needed to deal with onboard computer limitations. Furthermore, the allowable motion of the rover had to be severely limited so that computations could keep up. Recent advances in computer technology make it feasible to implement a fully Bayesian approach to visual odometry. This approach combines dense stereo vision, dense optical flow, and inertial measurements. As with all true Bayesian methods, it also determines error bars for all estimates. This approach also offers the possibility of using Micro-Electro Mechanical Systems (MEMS) inertial components, which are more economical, weigh less, and consume less power than conventional inertial components.
Bayesian Unsupervised Learning of DNA Regulatory Binding Regions
Directory of Open Access Journals (Sweden)
Jukka Corander
2009-01-01
positions within a set of DNA sequences are very rare in the literature. Here we show how such a learning problem can be formulated using a Bayesian model that targets to simultaneously maximize the marginal likelihood of sequence data arising under multiple motif types as well as under the background DNA model, which equals a variable length Markov chain. It is demonstrated how the adopted Bayesian modelling strategy combined with recently introduced nonstandard stochastic computation tools yields a more tractable learning procedure than is possible with the standard Monte Carlo approaches. Improvements and extensions of the proposed approach are also discussed.
Choquet expectation and Peng's g-expectation
Chen, Zengjing; Tao CHEN; Davison, Matt
2005-01-01
In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng’s g-expectation. An open question has been, after making suitable restrictions to the class of random variables acted on by the Choquet expectation, for what class of expectation do these two definitions coincide? In this paper we provide a necessary and sufficient condition which proves that the only expectation which lies in both classes is the traditional lin...
The Size-Weight Illusion is not anti-Bayesian after all: a unifying Bayesian account.
Peters, Megan A K; Ma, Wei Ji; Shams, Ladan
2016-01-01
When we lift two differently-sized but equally-weighted objects, we expect the larger to be heavier, but the smaller feels heavier. However, traditional Bayesian approaches with "larger is heavier" priors predict the smaller object should feel lighter; this Size-Weight Illusion (SWI) has thus been labeled "anti-Bayesian" and has stymied psychologists for generations. We propose that previous Bayesian approaches neglect the brain's inference process about density. In our Bayesian model, objects' perceived heaviness relationship is based on both their size and inferred density relationship: observers evaluate competing, categorical hypotheses about objects' relative densities, the inference about which is then used to produce the final estimate of weight. The model can qualitatively and quantitatively reproduce the SWI and explain other researchers' findings, and also makes a novel prediction, which we confirmed. This same computational mechanism accounts for other multisensory phenomena and illusions; that the SWI follows the same process suggests that competitive-prior Bayesian inference can explain human perception across many domains.
Probabilistic Inferences in Bayesian Networks
Ding, Jianguo
2010-01-01
This chapter summarizes the popular inferences methods in Bayesian networks. The results demonstrates that the evidence can propagated across the Bayesian networks by any links, whatever it is forward or backward or intercausal style. The belief updating of Bayesian networks can be obtained by various available inference techniques. Theoretically, exact inferences in Bayesian networks is feasible and manageable. However, the computing and inference is NP-hard. That means, in applications, in ...
Bayesian multiple target tracking
Streit, Roy L
2013-01-01
This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements
Brandes, U; Gaertler, M; Goerke, R; Hoefer, M; Nikoloski, Z; Wagner, D
2006-01-01
Several algorithms have been proposed to compute partitions of networks into communities that score high on a graph clustering index called modularity. While publications on these algorithms typically contain experimental evaluations to emphasize the plausibility of results, none of these algorithms has been shown to actually compute optimal partitions. We here settle the unknown complexity status of modularity maximization by showing that the corresponding decision version is NP-complete in the strong sense. As a consequence, any efficient, i.e. polynomial-time, algorithm is only heuristic and yields suboptimal partitions on many instances.
Social group utility maximization
Gong, Xiaowen; Yang, Lei; Zhang, Junshan
2014-01-01
This SpringerBrief explains how to leverage mobile users' social relationships to improve the interactions of mobile devices in mobile networks. It develops a social group utility maximization (SGUM) framework that captures diverse social ties of mobile users and diverse physical coupling of mobile devices. Key topics include random access control, power control, spectrum access, and location privacy.This brief also investigates SGUM-based power control game and random access control game, for which it establishes the socially-aware Nash equilibrium (SNE). It then examines the critical SGUM-b
Bayesian Recurrent Neural Network for Language Modeling.
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 methods for hackers probabilistic programming and Bayesian inference
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...
DEFF Research Database (Denmark)
Jensen, Finn Verner; Nielsen, Thomas Dyhre
2016-01-01
and edges. The nodes represent variables, which may be either discrete or continuous. An edge between two nodes A and B indicates a direct influence between the state of A and the state of B, which in some domains can also be interpreted as a causal relation. The wide-spread use of Bayesian networks...
DEFF Research Database (Denmark)
Antoniou, Constantinos; Harrison, Glenn W.; Lau, Morten I.;
2015-01-01
A large literature suggests that many individuals do not apply Bayes’ Rule when making decisions that depend on them correctly pooling prior information and sample data. We replicate and extend a classic experimental study of Bayesian updating from psychology, employing the methods of experimental...
Bayesian inference for OPC modeling
Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.
2016-03-01
The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.
Utility maximization in incomplete markets with default
Lim, Thomas
2008-01-01
We adress the maximization problem of expected utility from terminal wealth. The special feature of this paper is that we consider a financial market where the price process of risky assets can have a default time. Using dynamic programming, we characterize the value function with a backward stochastic differential equation and the optimal portfolio policies. We separately treat the cases of exponential, power and logarithmic utility.
Approximate Revenue Maximization in Interdependent Value Settings
Chawla, Shuchi; Fu, Hu; Karlin, Anna
2014-01-01
We study revenue maximization in settings where agents' values are interdependent: each agent receives a signal drawn from a correlated distribution and agents' values are functions of all of the signals. We introduce a variant of the generalized VCG auction with reserve prices and random admission, and show that this auction gives a constant approximation to the optimal expected revenue in matroid environments. Our results do not require any assumptions on the signal distributions, however, ...
HEMI: Hyperedge Majority Influence Maximization
Gangal, Varun; Narayanam, Ramasuri
2016-01-01
In this work, we consider the problem of influence maximization on a hypergraph. We first extend the Independent Cascade (IC) model to hypergraphs, and prove that the traditional influence maximization problem remains submodular. We then present a variant of the influence maximization problem (HEMI) where one seeks to maximize the number of hyperedges, a majority of whose nodes are influenced. We prove that HEMI is non-submodular under the diffusion model proposed.
Hierarchical Bayesian sparse image reconstruction with application to MRFM
Dobigeon, Nicolas; Tourneret, Jean-Yves
2008-01-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g. by maximizing the estimated posterior distribution. In our fully Bayesian approach the posteriors of all the parameters are available. Thus our algorithm provides more information than other previously proposed sparse reconstr...
Bayesian Population Projections for the United Nations.
Raftery, Adrian E; Alkema, Leontine; Gerland, Patrick
2014-02-01
The United Nations regularly publishes projections of the populations of all the world's countries broken down by age and sex. These projections are the de facto standard and are widely used by international organizations, governments and researchers. Like almost all other population projections, they are produced using the standard deterministic cohort-component projection method and do not yield statements of uncertainty. We describe a Bayesian method for producing probabilistic population projections for most countries that the United Nations could use. It has at its core Bayesian hierarchical models for the total fertility rate and life expectancy at birth. We illustrate the method and show how it can be extended to address concerns about the UN's current assumptions about the long-term distribution of fertility. The method is implemented in the R packages bayesTFR, bayesLife, bayesPop and bayesDem.
Bayesian parameter estimation for effective field theories
Wesolowski, S.; Klco, N.; Furnstahl, R. J.; Phillips, D. R.; Thapaliya, A.
2016-07-01
We present procedures based on Bayesian statistics for estimating, from data, the parameters of effective field theories (EFTs). The extraction of low-energy constants (LECs) is guided by theoretical expectations in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools is developed that analyzes the fit and ensures that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems, including the extraction of LECs for the nucleon-mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.
Bayesian parameter estimation for effective field theories
Wesolowski, S; Furnstahl, R J; Phillips, D R; Thapaliya, A
2015-01-01
We present procedures based on Bayesian statistics for effective field theory (EFT) parameter estimation from data. The extraction of low-energy constants (LECs) is guided by theoretical expectations that supplement such information in a quantifiable way through the specification of Bayesian priors. A prior for natural-sized LECs reduces the possibility of overfitting, and leads to a consistent accounting of different sources of uncertainty. A set of diagnostic tools are developed that analyze the fit and ensure that the priors do not bias the EFT parameter estimation. The procedures are illustrated using representative model problems and the extraction of LECs for the nucleon mass expansion in SU(2) chiral perturbation theory from synthetic lattice data.
MAXIMS VIOLATIONS IN LITERARY WORK
Directory of Open Access Journals (Sweden)
Widya Hanum Sari Pertiwi
2015-12-01
Full Text Available This study was qualitative research action that focuses to find out the flouting of Gricean maxims and the functions of the flouting in the tales which are included in collection of children literature entitled My Giant Treasury of Stories and Rhymes. The objective of the study is generally to identify the violation of maxims of quantity, quality, relevance, and manner in the data sources and also to analyze the use of the flouting in the tales which are included in the book. Qualitative design using categorizing strategies, specifically coding strategy, was applied. Thus, the researcher as the instrument in this investigation was selecting the tales, reading them, and gathering every item which reflects the violation of Gricean maxims based on some conditions of flouting maxims. On the basis of the data analysis, it was found that the some utterances in the tales, both narration and conversation, flouting the four maxims of conversation, namely maxim of quality, maxim of quantity, maxim of relevance, and maxim of manner. The researcher has also found that the flouting of maxims has one basic function that is to encourage the readers’ imagination toward the tales. This one basic function is developed by six others functions: (1 generating specific situation, (2 developing the plot, (3 enlivening the characters’ utterance, (4 implicating message, (5 indirectly characterizing characters, and (6 creating ambiguous setting. Keywords: children literature, tales, flouting maxims
Probability and Bayesian statistics
1987-01-01
This book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics an...
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...... 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....... 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...
Albrecht, S; Busch, J; Kloppenburg, M; Metze, F; Tavan, P
2000-12-01
By adding reverse connections from the output layer to the central layer it is shown how a generalized radial basis functions (GRBF) network can self-organize to form a Bayesian classifier, which is also capable of novelty detection. For this purpose, three stochastic sequential learning rules are introduced from biological considerations which pertain to the centers, the shapes, and the widths of the receptive fields of the neurons and allow ajoint optimization of all network parameters. The rules are shown to generate maximum-likelihood estimates of the class-conditional probability density functions of labeled data in terms of multivariate normal mixtures. Upon combination with a hierarchy of deterministic annealing procedures, which implement a multiple-scale approach, the learning process can avoid the convergence problems hampering conventional expectation-maximization algorithms. Using an example from the field of speech recognition, the stages of the learning process and the capabilities of the self-organizing GRBF classifier are illustrated.
A Bayesian experimental design approach to structural health monitoring
Energy Technology Data Exchange (ETDEWEB)
Farrar, Charles [Los Alamos National Laboratory; Flynn, Eric [UCSD; Todd, Michael [UCSD
2010-01-01
Optimal system design for SHM involves two primarily challenges. The first is the derivation of a proper performance function for a given system design. The second is the development of an efficient optimization algorithm for choosing a design that maximizes, or nearly maximizes the performance function. In this paper we will outline how an SHM practitioner can construct the proper performance function by casting the entire design problem into a framework of Bayesian experimental design. The approach demonstrates how the design problem necessarily ties together all steps of the SHM process.
Swanepoel, Konrad J
2011-01-01
A subset of a normed space X is called equilateral if the distance between any two points is the same. Let m(X) be the smallest possible size of an equilateral subset of X maximal with respect to inclusion. We first observe that Petty's construction of a d-dimensional X of any finite dimension d >= 4 with m(X)=4 can be generalised to show that m(X\\oplus_1\\R)=4 for any X of dimension at least 2 which has a smooth point on its unit sphere. By a construction involving Hadamard matrices we then show that both m(\\ell_p) and m(\\ell_p^d) are finite and bounded above by a function of p, for all 1 1 such that m(X) <= d+1 for all d-dimensional X with Banach-Mazur distance less than c from \\ell_p^d. Using Brouwer's fixed-point theorem we show that m(X) <= d+1 for all d-\\dimensional X with Banach-Mazur distance less than 3/2 from \\ell_\\infty^d. A graph-theoretical argument furthermore shows that m(\\ell_\\infty^d)=d+1. The above results lead us to conjecture that m(X) <= 1+\\dim X.
Unified Maximally Natural Supersymmetry
Huang, Junwu
2016-01-01
Maximally Natural Supersymmetry, an unusual weak-scale supersymmetric extension of the Standard Model based upon the inherently higher-dimensional mechanism of Scherk-Schwarz supersymmetry breaking (SSSB), possesses remarkably good fine tuning given present LHC limits. Here we construct a version with precision $SU(2)_{\\rm L} \\times U(1)_{\\rm Y} $ unification: $\\sin^2 \\theta_W(M_Z) \\simeq 0.231$ is predicted to $\\pm 2\\%$ by unifying $SU(2)_{\\rm L} \\times U(1)_{\\rm Y} $ into a 5D $SU(3)_{\\rm EW}$ theory at a Kaluza-Klein scale of $1/R_5 \\sim 4.4\\,{\\rm TeV}$, where SSSB is simultaneously realised. Full unification with $SU(3)_{\\rm C}$ is accommodated by extending the 5D theory to a $N=4$ supersymmetric $SU(6)$ gauge theory on a 6D rectangular orbifold at $1/R_6 \\sim 40 \\,{\\rm TeV}$. TeV-scale states beyond the SM include exotic charged fermions implied by $SU(3)_{\\rm EW}$ with masses lighter than $\\sim 1.2\\,{\\rm TeV}$, and squarks in the mass range $1.4\\,{\\rm TeV} - 2.3\\,{\\rm TeV}$, providing distinct signature...
Bayesian Independent Component Analysis
DEFF Research Database (Denmark)
Winther, Ole; Petersen, Kaare Brandt
2007-01-01
In this paper we present an empirical Bayesian framework for independent component analysis. The framework provides estimates of the sources, the mixing matrix and the noise parameters, and is flexible with respect to choice of source prior and the number of sources and sensors. Inside the engine...... in a Matlab toolbox, is demonstrated for non-negative decompositions and compared with non-negative matrix factorization....
Bayesian theory and applications
Dellaportas, Petros; Polson, Nicholas G; Stephens, David A
2013-01-01
The development of hierarchical models and Markov chain Monte Carlo (MCMC) techniques forms one of the most profound advances in Bayesian analysis since the 1970s and provides the basis for advances in virtually all areas of applied and theoretical Bayesian statistics. This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field. The book has a unique format. There is an explanatory chapter devoted to each conceptual advance followed by journal-style chapters that provide applications or further advances on the concept. Thus, the volume is both a textbook and a compendium of papers covering a vast range of topics. It is appropriate for a well-informed novice interested in understanding the basic approach, methods and recent applications. Because of its advanced chapters and recent work, it is also appropriate for a more mature reader interested in recent applications and devel...
Maximal subgroups of finite groups
Directory of Open Access Journals (Sweden)
S. Srinivasan
1990-01-01
Full Text Available In finite groups maximal subgroups play a very important role. Results in the literature show that if the maximal subgroup has a very small index in the whole group then it influences the structure of the group itself. In this paper we study the case when the index of the maximal subgroups of the groups have a special type of relation with the Fitting subgroup of the group.
PAC-Bayesian Analysis of Martingales and Multiarmed Bandits
Seldin, Yevgeny; Shawe-Taylor, John; Peters, Jan; Auer, Peter
2011-01-01
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by expectations of the same functions of independent Bernoulli random variables. This lemma provides an alternative tool to Hoeffding-Azuma inequality to bound concentration of martingale values. Our second approach is based on integration of Hoeffding-Azuma inequality with PAC-Bayesian analysis. We also introduce a way to apply PAC-Bayesian analysis in situation of limited feedback. We combine the new tools to derive PAC-Bayesian generalization and regret bounds for the multiarmed bandit problem. Although our regret bound is not yet as tight as state-of-the-art regret bounds based on other well-established techniques, our results significantly expand the range of potential applications of PAC-Bayesian analysis and introduce a new analysis tool to reinforcement learning and many ...
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...
Bayesian Network Based XP Process Modelling
Directory of Open Access Journals (Sweden)
Mohamed Abouelela
2010-07-01
Full Text Available A Bayesian Network based mathematical model has been used for modelling Extreme Programmingsoftware development process. The model is capable of predicting the expected finish time and theexpected defect rate for each XP release. Therefore, it can be used to determine the success/failure of anyXP Project. The model takes into account the effect of three XP practices, namely: Pair Programming,Test Driven Development and Onsite Customer practices. The model’s predictions were validated againsttwo case studies. Results show the precision of our model especially in predicting the project finish time.
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.
Gradient-based stochastic optimization methods in Bayesian experimental design
2012-01-01
Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue OED for nonlinear systems from a Bayesian perspective, with the goal of choosing experiments that are optimal for parameter inference. Our objective in this context is the expected information gain in model parameters, which in general can only be estimated u...
Double Conditional Expectation
Institute of Scientific and Technical Information of China (English)
HU Di-he
2004-01-01
The concept of double conditional expectation is introduced. A series of properties for the double conditional expectation are obtained several convergence theorems and Jensen inequality are proved. Finally we discuss the special cases and application for double conditional expectation.
Congdon, Peter
2014-01-01
This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first edition, this book aims to make a wide range of statistical modeling applications accessible using tested code that can be readily adapted to the reader's own applications. The second edition has been thoroughly reworked and updated to take account of advances in the field. A new set of worked examples is included. The novel aspect of the first edition was the coverage of statistical modeling using WinBU
Bayesian nonparametric data analysis
Müller, Peter; Jara, Alejandro; Hanson, Tim
2015-01-01
This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.
Classification using Bayesian neural nets
J.C. Bioch (Cor); O. van der Meer; R. Potharst (Rob)
1995-01-01
textabstractRecently, Bayesian methods have been proposed for neural networks to solve regression and classification problems. These methods claim to overcome some difficulties encountered in the standard approach such as overfitting. However, an implementation of the full Bayesian approach to neura
Bayesian Intersubjectivity and Quantum Theory
Pérez-Suárez, Marcos; Santos, David J.
2005-02-01
Two of the major approaches to probability, namely, frequentism and (subjectivistic) Bayesian theory, are discussed, together with the replacement of frequentist objectivity for Bayesian intersubjectivity. This discussion is then expanded to Quantum Theory, as quantum states and operations can be seen as structural elements of a subjective nature.
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....
Gonzalez-Sanchez, Jon
2010-01-01
Let $w = w(x_1,..., x_n)$ be a word, i.e. an element of the free group $F =$ on $n$ generators $x_1,..., x_n$. The verbal subgroup $w(G)$ of a group $G$ is the subgroup generated by the set $\\{w (g_1,...,g_n)^{\\pm 1} | g_i \\in G, 1\\leq i\\leq n \\}$ of all $w$-values in $G$. We say that a (finite) group $G$ is $w$-maximal if $|G:w(G)|> |H:w(H)|$ for all proper subgroups $H$ of $G$ and that $G$ is hereditarily $w$-maximal if every subgroup of $G$ is $w$-maximal. In this text we study $w$-maximal and hereditarily $w$-maximal (finite) groups.
A Bayesian framework for active artificial perception.
Ferreira, João Filipe; Lobo, Jorge; Bessière, Pierre; Castelo-Branco, Miguel; Dias, Jorge
2013-04-01
In this paper, we present a Bayesian framework for the active multimodal perception of 3-D structure and motion. The design of this framework finds its inspiration in the role of the dorsal perceptual pathway of the human brain. Its composing models build upon a common egocentric spatial configuration that is naturally fitting for the integration of readings from multiple sensors using a Bayesian approach. In the process, we will contribute with efficient and robust probabilistic solutions for cyclopean geometry-based stereovision and auditory perception based only on binaural cues, modeled using a consistent formalization that allows their hierarchical use as building blocks for the multimodal sensor fusion framework. We will explicitly or implicitly address the most important challenges of sensor fusion using this framework, for vision, audition, and vestibular sensing. Moreover, interaction and navigation require maximal awareness of spatial surroundings, which, in turn, is obtained through active attentional and behavioral exploration of the environment. The computational models described in this paper will support the construction of a simultaneously flexible and powerful robotic implementation of multimodal active perception to be used in real-world applications, such as human-machine interaction or mobile robot navigation.
Continuous expected utility for arbitrary state spaces
Wakker, P.P.
1985-01-01
Subjective expected utility maximization with continuous utility is characterized, extending the result of Wakker (1984, Journal of Mathematical Psychology) to infinite state spaces. In Savage (1954, The Foundations of Statistics) the main restriction, P6, requires structure for the state space, e.g
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.
Approximate Bayesian computation.
Directory of Open Access Journals (Sweden)
Mikael Sunnåker
Full Text Available Approximate Bayesian computation (ABC constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices among different models. For simple models, an analytical formula for the likelihood function can typically be derived. However, for more complex models, an analytical formula might be elusive or the likelihood function might be computationally very costly to evaluate. ABC methods bypass the evaluation of the likelihood function. In this way, ABC methods widen the realm of models for which statistical inference can be considered. ABC methods are mathematically well-founded, but they inevitably make assumptions and approximations whose impact needs to be carefully assessed. Furthermore, the wider application domain of ABC exacerbates the challenges of parameter estimation and model selection. ABC has rapidly gained popularity over the last years and in particular for the analysis of complex problems arising in biological sciences (e.g., in population genetics, ecology, epidemiology, and systems biology.
Coster, Adelle C. F.; Alstrøm, Preben
2001-02-01
We present a dynamical model that embodies both classical and instrumental conditioning paradigms in the same framework. The model is based on the formation of expectations of stimuli and of rewards. The expectations of stimuli are formed in a recurrent process called expectation learning in which one activity pattern evokes another. The expectation of rewards or punishments (motivation) is modelled using reinforcement learning.
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 primar
Principles of maximally classical and maximally realistic quantum mechanics
Indian Academy of Sciences (India)
S M Roy
2002-08-01
Recently Auberson, Mahoux, Roy and Singh have proved a long standing conjecture of Roy and Singh: In 2-dimensional phase space, a maximally realistic quantum mechanics can have quantum probabilities of no more than + 1 complete commuting cets (CCS) of observables coexisting as marginals of one positive phase space density. Here I formulate a stationary principle which gives a nonperturbative deﬁnition of a maximally classical as well as maximally realistic phase space density. I show that the maximally classical trajectories are in fact exactly classical in the simple examples of coherent states and bound states of an oscillator and Gaussian free particle states. In contrast, it is known that the de Broglie–Bohm realistic theory gives highly nonclassical trajectories.
Implementing Bayesian Vector Autoregressions Implementing Bayesian Vector Autoregressions
Directory of Open Access Journals (Sweden)
Richard M. Todd
1988-03-01
Full Text Available Implementing Bayesian Vector Autoregressions This paper discusses how the Bayesian approach can be used to construct a type of multivariate forecasting model known as a Bayesian vector autoregression (BVAR. In doing so, we mainly explain Doan, Littermann, and Sims (1984 propositions on how to estimate a BVAR based on a certain family of prior probability distributions. indexed by a fairly small set of hyperparameters. There is also a discussion on how to specify a BVAR and set up a BVAR database. A 4-variable model is used to iliustrate the BVAR approach.
Bayesian nonparametric adaptive control using Gaussian processes.
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.
Bayesian parameter estimation for chiral effective field theory
Wesolowski, Sarah; Furnstahl, Richard; Phillips, Daniel; Klco, Natalie
2016-09-01
The low-energy constants (LECs) of a chiral effective field theory (EFT) interaction in the two-body sector are fit to observable data using a Bayesian parameter estimation framework. By using Bayesian prior probability distributions (pdfs), we quantify relevant physical expectations such as LEC naturalness and include them in the parameter estimation procedure. The final result is a posterior pdf for the LECs, which can be used to propagate uncertainty resulting from the fit to data to the final observable predictions. The posterior pdf also allows an empirical test of operator redundancy and other features of the potential. We compare results of our framework with other fitting procedures, interpreting the underlying assumptions in Bayesian probabilistic language. We also compare results from fitting all partial waves of the interaction simultaneously to cross section data compared to fitting to extracted phase shifts, appropriately accounting for correlations in the data. Supported in part by the NSF and DOE.
Bayesian Inference in Monte-Carlo Tree Search
Tesauro, Gerald; Segal, Richard
2012-01-01
Monte-Carlo Tree Search (MCTS) methods are drawing great interest after yielding breakthrough results in computer Go. This paper proposes a Bayesian approach to MCTS that is inspired by distributionfree approaches such as UCT [13], yet significantly differs in important respects. The Bayesian framework allows potentially much more accurate (Bayes-optimal) estimation of node values and node uncertainties from a limited number of simulation trials. We further propose propagating inference in the tree via fast analytic Gaussian approximation methods: this can make the overhead of Bayesian inference manageable in domains such as Go, while preserving high accuracy of expected-value estimates. We find substantial empirical outperformance of UCT in an idealized bandit-tree test environment, where we can obtain valuable insights by comparing with known ground truth. Additionally we rigorously prove on-policy and off-policy convergence of the proposed methods.
Book review: Bayesian analysis for population ecology
Link, William A.
2011-01-01
Brian Dennis described the field of ecology as “fertile, uncolonized ground for Bayesian ideas.” He continued: “The Bayesian propagule has arrived at the shore. Ecologists need to think long and hard about the consequences of a Bayesian ecology. The Bayesian outlook is a successful competitor, but is it a weed? I think so.” (Dennis 2004)
Ortega, Pedro A
2011-01-01
Discovering causal relationships is a hard task, often hindered by the need for intervention, and often requiring large amounts of data to resolve statistical uncertainty. However, humans quickly arrive at useful causal relationships. One possible reason is that humans use strong prior knowledge; and rather than encoding hard causal relationships, they encode beliefs over causal structures, allowing for sound generalization from the observations they obtain from directly acting in the world. In this work we propose a Bayesian approach to causal induction which allows modeling beliefs over multiple causal hypotheses and predicting the behavior of the world under causal interventions. We then illustrate how this method extracts causal information from data containing interventions and observations.
Blundell, Charles; Heller, Katherine A
2012-01-01
Hierarchical structure is ubiquitous in data across many domains. There are many hier- archical clustering methods, frequently used by domain experts, which strive to discover this structure. However, most of these meth- ods limit discoverable hierarchies to those with binary branching structure. This lim- itation, while computationally convenient, is often undesirable. In this paper we ex- plore a Bayesian hierarchical clustering algo- rithm that can produce trees with arbitrary branching structure at each node, known as rose trees. We interpret these trees as mixtures over partitions of a data set, and use a computationally efficient, greedy ag- glomerative algorithm to find the rose trees which have high marginal likelihood given the data. Lastly, we perform experiments which demonstrate that rose trees are better models of data than the typical binary trees returned by other hierarchical clustering algorithms.
Bayesian inference in geomagnetism
Backus, George E.
1988-01-01
The inverse problem in empirical geomagnetic modeling is investigated, with critical examination of recently published studies. Particular attention is given to the use of Bayesian inference (BI) to select the damping parameter lambda in the uniqueness portion of the inverse problem. The mathematical bases of BI and stochastic inversion are explored, with consideration of bound-softening problems and resolution in linear Gaussian BI. The problem of estimating the radial magnetic field B(r) at the earth core-mantle boundary from surface and satellite measurements is then analyzed in detail, with specific attention to the selection of lambda in the studies of Gubbins (1983) and Gubbins and Bloxham (1985). It is argued that the selection method is inappropriate and leads to lambda values much larger than those that would result if a reasonable bound on the heat flow at the CMB were assumed.
Using Bayesian neural networks to classify forest scenes
Vehtari, Aki; Heikkonen, Jukka; Lampinen, Jouko; Juujarvi, Jouni
1998-10-01
We present results that compare the performance of Bayesian learning methods for neural networks on the task of classifying forest scenes into trees and background. Classification task is demanding due to the texture richness of the trees, occlusions of the forest scene objects and diverse lighting conditions under operation. This makes it difficult to determine which are optimal image features for the classification. A natural way to proceed is to extract many different types of potentially suitable features, and to evaluate their usefulness in later processing stages. One approach to cope with large number of features is to use Bayesian methods to control the model complexity. Bayesian learning uses a prior on model parameters, combines this with evidence from a training data, and the integrates over the resulting posterior to make predictions. With this method, we can use large networks and many features without fear of overfitting. For this classification task we compare two Bayesian learning methods for multi-layer perceptron (MLP) neural networks: (1) The evidence framework of MacKay uses a Gaussian approximation to the posterior weight distribution and maximizes with respect to hyperparameters. (2) In a Markov Chain Monte Carlo (MCMC) method due to Neal, the posterior distribution of the network parameters is numerically integrated using the MCMC method. As baseline classifiers for comparison we use (3) MLP early stop committee, (4) K-nearest-neighbor and (5) Classification And Regression Tree.
Salvio, Alberto; Strumia, Alessandro; Urbano, Alfredo
2016-01-01
Motivated by the 750 GeV diphoton excess found at LHC, we compute the maximal width into $\\gamma\\gamma$ that a neutral scalar can acquire through a loop of charged fermions or scalars as function of the maximal scale at which the theory holds, taking into account vacuum (meta)stability bounds. We show how an extra gauge symmetry can qualitatively weaken such bounds, and explore collider probes and connections with Dark Matter.
Maximizing PTH Anabolic Osteoporosis Therapy
2015-09-01
AD_________________ Award Number: W81XWH-13-1-0129 TITLE: “Maximizing PTH Anabolic Osteoporosis Therapy” PRINCIPAL INVESTIGATOR: Joseph Bidwell...Maximizing PTH Anabolic Osteoporosis Therapy” 5a. CONTRACT NUMBER W81XWH-13-1-0129 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Betty...specific contributions to the enhanced response of the Nmp4-/- mouse to these osteoporosis therapies. In YEAR 2 we completed experiments comparing
Gaussian maximally multipartite entangled states
Facchi, Paolo; Lupo, Cosmo; Mancini, Stefano; Pascazio, Saverio
2009-01-01
We introduce the notion of maximally multipartite entangled states (MMES) in the context of Gaussian continuous variable quantum systems. These are bosonic multipartite states that are maximally entangled over all possible bipartitions of the system. By considering multimode Gaussian states with constrained energy, we show that perfect MMESs, which exhibit the maximum amount of bipartite entanglement for all bipartitions, only exist for systems containing n=2 or 3 modes. We further numerically investigate the structure of MMESs and their frustration for n <= 7.
All maximally entangling unitary operators
Energy Technology Data Exchange (ETDEWEB)
Cohen, Scott M. [Department of Physics, Duquesne University, Pittsburgh, Pennsylvania 15282 (United States); Department of Physics, Carnegie-Mellon University, Pittsburgh, Pennsylvania 15213 (United States)
2011-11-15
We characterize all maximally entangling bipartite unitary operators, acting on systems A and B of arbitrary finite dimensions d{sub A}{<=}d{sub B}, when ancillary systems are available to both parties. Several useful and interesting consequences of this characterization are discussed, including an understanding of why the entangling and disentangling capacities of a given (maximally entangling) unitary can differ and a proof that these capacities must be equal when d{sub A}=d{sub B}.
Current trends in Bayesian methodology with applications
Upadhyay, Satyanshu K; Dey, Dipak K; Loganathan, Appaia
2015-01-01
Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics.Each chapter is self-contained and focuses on
Wagener, F.
2013-01-01
The rational expectations hypothesis is one of the cornerstones of current economic theorising. this review discusses a number of experiments that focus on expectation formation by human subjects and analyses the implications for the rational expectations hypothesis. The experiments show that most a
Spiking the expectancy profiles
DEFF Research Database (Denmark)
Hansen, Niels Chr.; Loui, Psyche; Vuust, Peter
Melodic expectations have long been quantified using expectedness ratings. Motivated by statistical learning and sharper key profiles in musicians, we model musical learning as a process of reducing the relative entropy between listeners' prior expectancy profiles and probability distributions...... learning over varying timescales enables listeners to generate expectations with reduced entropy....
Client Expectations for Counseling
Tinsley, Howard E. A.; Harris, Donna J.
1976-01-01
Undergraduate students (N=287) completed an 82-item questionnaire about their expectations of counseling. The respondents' strongest expectations were of seeing an experienced, genuine, expert, and accepting counselor they could trust. Expectancies that the counselor would be understanding and directive were lower. Significant sex differences were…
Leisure and Alcohol Expectancies.
Carruthers, Cynthia P.
1993-01-01
Presents the results of a study that investigated the ways individuals expected drinking to affect their leisure experiences, and the relationship of those expectancies to alcohol consumption patterns. Data from a sample of 144 adults indicated they expected alcohol to positively affect their leisure experiences. (SM)
Bayesian Calibration of Microsimulation Models.
Rutter, Carolyn M; Miglioretti, Diana L; Savarino, James E
2009-12-01
Microsimulation models that describe disease processes synthesize information from multiple sources and can be used to estimate the effects of screening and treatment on cancer incidence and mortality at a population level. These models are characterized by simulation of individual event histories for an idealized population of interest. Microsimulation models are complex and invariably include parameters that are not well informed by existing data. Therefore, a key component of model development is the choice of parameter values. Microsimulation model parameter values are selected to reproduce expected or known results though the process of model calibration. Calibration may be done by perturbing model parameters one at a time or by using a search algorithm. As an alternative, we propose a Bayesian method to calibrate microsimulation models that uses Markov chain Monte Carlo. We show that this approach converges to the target distribution and use a simulation study to demonstrate its finite-sample performance. Although computationally intensive, this approach has several advantages over previously proposed methods, including the use of statistical criteria to select parameter values, simultaneous calibration of multiple parameters to multiple data sources, incorporation of information via prior distributions, description of parameter identifiability, and the ability to obtain interval estimates of model parameters. We develop a microsimulation model for colorectal cancer and use our proposed method to calibrate model parameters. The microsimulation model provides a good fit to the calibration data. We find evidence that some parameters are identified primarily through prior distributions. Our results underscore the need to incorporate multiple sources of variability (i.e., due to calibration data, unknown parameters, and estimated parameters and predicted values) when calibrating and applying microsimulation models.
Irregular-Time Bayesian Networks
Ramati, Michael
2012-01-01
In many fields observations are performed irregularly along time, due to either measurement limitations or lack of a constant immanent rate. While discrete-time Markov models (as Dynamic Bayesian Networks) introduce either inefficient computation or an information loss to reasoning about such processes, continuous-time Markov models assume either a discrete state space (as Continuous-Time Bayesian Networks), or a flat continuous state space (as stochastic dif- ferential equations). To address these problems, we present a new modeling class called Irregular-Time Bayesian Networks (ITBNs), generalizing Dynamic Bayesian Networks, allowing substantially more compact representations, and increasing the expressivity of the temporal dynamics. In addition, a globally optimal solution is guaranteed when learning temporal systems, provided that they are fully observed at the same irregularly spaced time-points, and a semiparametric subclass of ITBNs is introduced to allow further adaptation to the irregular nature of t...
Bayesian Inference: with ecological applications
Link, William A.; Barker, Richard J.
2010-01-01
This text provides a mathematically rigorous yet accessible and engaging introduction to Bayesian inference with relevant examples that will be of interest to biologists working in the fields of ecology, wildlife management and environmental studies as well as students in advanced undergraduate statistics.. This text opens the door to Bayesian inference, taking advantage of modern computational efficiencies and easily accessible software to evaluate complex hierarchical models.
Bayesian Methods for Statistical Analysis
Puza, Borek
2015-01-01
Bayesian methods for statistical analysis is a book on statistical methods for analysing a wide variety of data. The book consists of 12 chapters, starting with basic concepts and covering numerous topics, including Bayesian estimation, decision theory, prediction, hypothesis testing, hierarchical models, Markov chain Monte Carlo methods, finite population inference, biased sampling and nonignorable nonresponse. The book contains many exercises, all with worked solutions, including complete c...
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...
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...
Algebraic curves of maximal cyclicity
Caubergh, Magdalena; Dumortier, Freddy
2006-01-01
The paper deals with analytic families of planar vector fields, studying methods to detect the cyclicity of a non-isolated closed orbit, i.e. the maximum number of limit cycles that can locally bifurcate from it. It is known that this multi-parameter problem can be reduced to a single-parameter one, in the sense that there exist analytic curves in parameter space along which the maximal cyclicity can be attained. In that case one speaks about a maximal cyclicity curve (mcc) in case only the number is considered and of a maximal multiplicity curve (mmc) in case the multiplicity is also taken into account. In view of obtaining efficient algorithms for detecting the cyclicity, we investigate whether such mcc or mmc can be algebraic or even linear depending on certain general properties of the families or of their associated Bautin ideal. In any case by well chosen examples we show that prudence is appropriate.
BOUNDEDNESS OF MAXIMAL SINGULAR INTEGRALS
Institute of Scientific and Technical Information of China (English)
CHEN JIECHENG; ZHU XIANGRONG
2005-01-01
The authors study the singular integrals under the Hormander condition and the measure not satisfying the doubling condition. At first, if the corresponding singular integral is bounded from L2 to itseff, it is proved that the maximal singu lar integral is bounded from L∞ to RBMO except that it is infinite μ-a.e. on Rd. A sufficient condition and a necessary condition such that the maximal singular integral is bounded from L2 to itself are also obtained. There is a small gap between the two conditions.
Dynamic Batch Bayesian Optimization
Azimi, Javad; Fern, Xiaoli
2011-01-01
Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is selected at each iteration. This method can be time inefficient when each experiment takes a long time and more than one experiment can be ran concurrently. On the other hand, requesting a fix-sized batch of experiments at each iteration causes performance inefficiency in BO compared to the sequential policies. In this paper, we present an algorithm that asks a batch of experiments at each time step t where the batch size p_t is dynamically determined in each step. Our algorithm is based on the observation that the sequence of experiments selected by the sequential policy can sometimes be almost independent from each other. Our algorithm identifies such scenarios and request those experiments at the same time without degrading the performance. We evaluate our proposed method us...
Analysis of COSIMA spectra: Bayesian approach
Directory of Open Access Journals (Sweden)
H. J. Lehto
2014-11-01
Full Text Available We describe the use of Bayesian analysis methods applied to TOF-SIMS spectra. The method finds the probability density functions of measured line parameters (number of lines, and their widths, peak amplitudes, integrated amplitudes, positions in mass intervals over the whole spectrum. We discuss the results we can expect from this analysis. We discuss the effects the instrument dead time causes in the COSIMA TOF SIMS. We address this issue in a new way. The derived line parameters can be used to further calibrate the mass scaling of TOF-SIMS and to feed the results into other analysis methods such as multivariate analyses of spectra. We intend to use the method in two ways, first as a comprehensive tool to perform quantitative analysis of spectra, and second as a fast tool for studying interesting targets for obtaining additional TOF-SIMS measurements of the sample, a property unique for COSIMA. Finally, we point out that the Bayesian method can be thought as a means to solve inverse problems but with forward calculations only.
Brañas-Garza, Pablo; Rodríguez-Lara, Ismael; Sánchez, Angel
2017-02-01
Mechanisms supporting human ultra-cooperativeness are very much subject to debate. One psychological feature likely to be relevant is the formation of expectations, particularly about receiving cooperative or generous behavior from others. Without such expectations, social life will be seriously impeded and, in turn, expectations leading to satisfactory interactions can become norms and institutionalize cooperation. In this paper, we assess people’s expectations of generosity in a series of controlled experiments using the dictator game. Despite differences in respective roles, involvement in the game, degree of social distance or variation of stakes, the results are conclusive: subjects seldom predict that dictators will behave selfishly (by choosing the Nash equilibrium action, namely giving nothing). The majority of subjects expect that dictators will choose the equal split. This implies that generous behavior is not only observed in the lab, but also expected by subjects. In addition, expectations are accurate, matching closely the donations observed and showing that as a society we have a good grasp of how we interact. Finally, correlation between expectations and actual behavior suggests that expectations can be an important ingredient of generous or cooperative behavior.
Understanding maximal repetitions in strings
Crochemore, Maxime
2008-01-01
The cornerstone of any algorithm computing all repetitions in a string of length n in O(n) time is the fact that the number of runs (or maximal repetitions) is O(n). We give a simple proof of this result. As a consequence of our approach, the stronger result concerning the linearity of the sum of exponents of all runs follows easily.
Case studies in Bayesian microbial risk assessments
Directory of Open Access Journals (Sweden)
Turner Joanne
2009-12-01
Full Text Available Abstract Background The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates. Methods We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs. Results We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5. The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11. In the second
Identifying expectations about the strength of causal relationships.
Yeung, Saiwing; Griffiths, Thomas L
2015-02-01
When we try to identify causal relationships, how strong do we expect that relationship to be? Bayesian models of causal induction rely on assumptions regarding people's a priori beliefs about causal systems, with recent research focusing on people's expectations about the strength of causes. These expectations are expressed in terms of prior probability distributions. While proposals about the form of such prior distributions have been made previously, many different distributions are possible, making it difficult to test such proposals exhaustively. In Experiment 1 we used iterated learning-a method in which participants make inferences about data generated based on their own responses in previous trials-to estimate participants' prior beliefs about the strengths of causes. This method produced estimated prior distributions that were quite different from those previously proposed in the literature. Experiment 2 collected a large set of human judgments on the strength of causal relationships to be used as a benchmark for evaluating different models, using stimuli that cover a wider and more systematic set of contingencies than previous research. Using these judgments, we evaluated the predictions of various Bayesian models. The Bayesian model with priors estimated via iterated learning compared favorably against the others. Experiment 3 estimated participants' prior beliefs concerning different causal systems, revealing key similarities in their expectations across diverse scenarios.
Bayesian microsaccade detection
Mihali, Andra; van Opheusden, Bas; Ma, Wei Ji
2017-01-01
Microsaccades are high-velocity fixational eye movements, with special roles in perception and cognition. The default microsaccade detection method is to determine when the smoothed eye velocity exceeds a threshold. We have developed a new method, Bayesian microsaccade detection (BMD), which performs inference based on a simple statistical model of eye positions. In this model, a hidden state variable changes between drift and microsaccade states at random times. The eye position is a biased random walk with different velocity distributions for each state. BMD generates samples from the posterior probability distribution over the eye state time series given the eye position time series. Applied to simulated data, BMD recovers the “true” microsaccades with fewer errors than alternative algorithms, especially at high noise. Applied to EyeLink eye tracker data, BMD detects almost all the microsaccades detected by the default method, but also apparent microsaccades embedded in high noise—although these can also be interpreted as false positives. Next we apply the algorithms to data collected with a Dual Purkinje Image eye tracker, whose higher precision justifies defining the inferred microsaccades as ground truth. When we add artificial measurement noise, the inferences of all algorithms degrade; however, at noise levels comparable to EyeLink data, BMD recovers the “true” microsaccades with 54% fewer errors than the default algorithm. Though unsuitable for online detection, BMD has other advantages: It returns probabilities rather than binary judgments, and it can be straightforwardly adapted as the generative model is refined. We make our algorithm available as a software package. PMID:28114483
Wavelet domain hidden markovian bayesian document segmentation
Institute of Scientific and Technical Information of China (English)
Sun Junxi; Xiao Changyan; Zhang Su; Chen Yazhu
2005-01-01
A novel algorithm for Bayesian document segmentation is proposed based on the wavelet domain hidden Markov tree (HMT) model. Once the parameters of model are known, according to the sequential maximum a posterior probability (SMAP) rule, firstly, the likelihood probability of HMT model for each pattern is computed from fine to coarse procedure. Then, the interscale state transition probability is solved using Expectation Maximum (EM) algorithm based on hybrid-quadtree and multiscale context information is fused from coarse to fine procedure. In order to get pixellevel segmentation, the redundant wavelet domain Gaussian mixture model (GMM) is employed to formulate pixel-level statistical property. The experiment results show that the proposed scheme is feasible and robust.
Exploration vs Exploitation in Bayesian Optimization
Jalali, Ali; Fern, Xiaoli
2012-01-01
The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper, we assume the unknown function is Lipschitz continuous. Leveraging the Lipschitz property, we propose an algorithm with a distinct exploration phase followed by an exploitation phase. The exploration phase aims to select samples that shrink the search space as much as possible. The exploitation phase then focuses on the reduced search space and selects samples closest to the optimizer. Considering the Expected Improvement (EI) as a baseline, we empirically show that the proposed algorithm significantly outperforms EI.
Greedy Maximal Scheduling in Wireless Networks
Li, Qiao
2010-01-01
In this paper we consider greedy scheduling algorithms in wireless networks, i.e., the schedules are computed by adding links greedily based on some priority vector. Two special cases are considered: 1) Longest Queue First (LQF) scheduling, where the priorities are computed using queue lengths, and 2) Static Priority (SP) scheduling, where the priorities are pre-assigned. We first propose a closed-form lower bound stability region for LQF scheduling, and discuss the tightness result in some scenarios. We then propose an lower bound stability region for SP scheduling with multiple priority vectors, as well as a heuristic priority assignment algorithm, which is related to the well-known Expectation-Maximization (EM) algorithm. The performance gain of the proposed heuristic algorithm is finally confirmed by simulations.
Bayesian modeling using WinBUGS
Ntzoufras, Ioannis
2009-01-01
A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...
Bayesian Methods and Universal Darwinism
Campbell, John
2010-01-01
Bayesian methods since the time of Laplace have been understood by their practitioners as closely aligned to the scientific method. Indeed a recent champion of Bayesian methods, E. T. Jaynes, titled his textbook on the subject Probability Theory: the Logic of Science. Many philosophers of science including Karl Popper and Donald Campbell have interpreted the evolution of Science as a Darwinian process consisting of a 'copy with selective retention' algorithm abstracted from Darwin's theory of Natural Selection. Arguments are presented for an isomorphism between Bayesian Methods and Darwinian processes. Universal Darwinism, as the term has been developed by Richard Dawkins, Daniel Dennett and Susan Blackmore, is the collection of scientific theories which explain the creation and evolution of their subject matter as due to the operation of Darwinian processes. These subject matters span the fields of atomic physics, chemistry, biology and the social sciences. The principle of Maximum Entropy states that system...
Attention in a bayesian framework
DEFF Research Database (Denmark)
Whiteley, Louise Emma; Sahani, Maneesh
2012-01-01
The behavioral phenomena of sensory attention are thought to reflect the allocation of a limited processing resource, but there is little consensus on the nature of the resource or why it should be limited. Here we argue that a fundamental bottleneck emerges naturally within Bayesian models...... of perception, and use this observation to frame a new computational account of the need for, and action of, attention - unifying diverse attentional phenomena in a way that goes beyond previous inferential, probabilistic and Bayesian models. Attentional effects are most evident in cluttered environments......, and include both selective phenomena, where attention is invoked by cues that point to particular stimuli, and integrative phenomena, where attention is invoked dynamically by endogenous processing. However, most previous Bayesian accounts of attention have focused on describing relatively simple experimental...
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.
A Data-Based Approach to Social Influence Maximization
Goyal, Amit; Lakshmanan, Laks V S
2011-01-01
Influence maximization is the problem of finding a set of users in a social network, such that by targeting this set, one maximizes the expected spread of influence in the network. Most of the literature on this topic has focused exclusively on the social graph, overlooking historical data, i.e., traces of past action propagations. In this paper, we study influence maximization from a novel data-based perspective. In particular, we introduce a new model, which we call credit distribution, that directly leverages available propagation traces to learn how influence flows in the network and uses this to estimate expected influence spread. Our approach also learns the different levels of influenceability of users, and it is time-aware in the sense that it takes the temporal nature of influence into account. We show that influence maximization under the credit distribution model is NP-hard and that the function that defines expected spread under our model is submodular. Based on these, we develop an approximation ...
Bayesian Missile System Reliability from Point Estimates
2014-10-28
OCT 2014 2. REPORT TYPE N/A 3. DATES COVERED - 4. TITLE AND SUBTITLE Bayesian Missile System Reliability from Point Estimates 5a. CONTRACT...Principle (MEP) to convert point estimates to probability distributions to be used as priors for Bayesian reliability analysis of missile data, and...illustrate this approach by applying the priors to a Bayesian reliability model of a missile system. 15. SUBJECT TERMS priors, Bayesian , missile
Note on maximal distance separable codes
Institute of Scientific and Technical Information of China (English)
YANG Jian-sheng; WANG De-xiu; JIN Qing-fang
2009-01-01
In this paper, the maximal length of maximal distance separable(MDS)codes is studied, and a new upper bound formula of the maximal length of MDS codes is obtained. Especially, the exact values of the maximal length of MDS codes in some parameters are given.
Bayesian test and Kuhn's paradigm
Institute of Scientific and Technical Information of China (English)
Chen Xiaoping
2006-01-01
Kuhn's theory of paradigm reveals a pattern of scientific progress,in which normal science alternates with scientific revolution.But Kuhn underrated too much the function of scientific test in his pattern,because he focuses all his attention on the hypothetico-deductive schema instead of Bayesian schema.This paper employs Bayesian schema to re-examine Kuhn's theory of paradigm,to uncover its logical and rational components,and to illustrate the tensional structure of logic and belief,rationality and irrationality,in the process of scientific revolution.
3D Bayesian contextual classifiers
DEFF Research Database (Denmark)
Larsen, Rasmus
2000-01-01
We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours.......We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours....
Spiking the expectancy profiles
DEFF Research Database (Denmark)
Hansen, Niels Chr.; Loui, Psyche; Vuust, Peter
Melodic expectations are generated with different degrees of certainty. Given distributions of expectedness ratings for multiple continuations of each context, as obtained with the probe-tone paradigm, this certainty can be quantified in terms of Shannon entropy. Because expectations arise from...... Kullback-Leibler or Jensen-Shannon Divergence) between listeners’ prior expectancy profiles and probability distributions of a musical style or of stimuli used in short-term experiments. Five previous probe-tone experiments with musicians and non-musicians were revisited. In Experiments 1-2 participants...... and relevance of musical training and within-participant decreases after short-term exposure to novel music. Thus, whereas inexperienced listeners make high-entropy predictions, statistical learning over varying timescales enables listeners to generate melodic expectations with reduced entropy...
Expect Respect: Healthy Relationships
... Pediatrician Ages & Stages Prenatal Baby Toddler Preschool Gradeschool Teen Dating & Sex Fitness Nutrition Driving Safety School Substance Abuse Young Adult Healthy Children > Ages & Stages > Teen > Dating & Sex > Expect Respect: Healthy Relationships Ages & Stages Listen Español ...
A Bayesian Nonparametric Approach to Test Equating
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
Bayesian Model Averaging for Propensity Score Analysis
Kaplan, David; Chen, Jianshen
2013-01-01
The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…
Bayesian networks and food security - An introduction
Stein, A.
2004-01-01
This paper gives an introduction to Bayesian networks. Networks are defined and put into a Bayesian context. Directed acyclical graphs play a crucial role here. Two simple examples from food security are addressed. Possible uses of Bayesian networks for implementation and further use in decision sup
Plug & Play object oriented Bayesian networks
DEFF Research Database (Denmark)
Bangsø, Olav; Flores, J.; Jensen, Finn Verner
2003-01-01
Object oriented Bayesian networks have proven themselves useful in recent years. The idea of applying an object oriented approach to Bayesian networks has extended their scope to larger domains that can be divided into autonomous but interrelated entities. Object oriented Bayesian networks have b...
Controllability under rational expectations.
Hughes Hallett Andrew; Di Bartolomeo Giovanni; Acocella Nicola
2008-01-01
We show that rational expectations do not affect the controllability of an economic system, either in its static or in its dynamic version, even though their introduction in many other circumstances may make it impossible for the policymaker to affect certain variables due to policy invariance, policy neutrality or time inconsistency problems. The controllability conditions stated by Tinbergen and subsequent authors continue to hold under rational expectations; and when they are satisfied rat...
Expectations for English Teachers
Institute of Scientific and Technical Information of China (English)
刘铁凤
2009-01-01
In the article,the author consciously compared American educational systems and the students' expectation of their teachers with their Chinese equivalents.An investigation about students' expectations towards their teachers is done among college freshmen she was teaching.The result is both exciting and worrying.Through careful analysis and summary she has made,the author hopes it will arouse concerns of both teachers and students.
Expected Classification Accuracy
Directory of Open Access Journals (Sweden)
Lawrence M. Rudner
2005-08-01
Full Text Available Every time we make a classification based on a test score, we should expect some number..of misclassifications. Some examinees whose true ability is within a score range will have..observed scores outside of that range. A procedure for providing a classification table of..true and expected scores is developed for polytomously scored items under item response..theory and applied to state assessment data. A simplified procedure for estimating the..table entries is also presented.
Paul Krugman
1989-01-01
In models with external economies, there are often two or more long run equilibria. Which equilibrium is chosen? Much of the literature presumes that "history" sets initial conditions which determine the outcome, but an alternative view stresses the role of "expectations", i.e. of self-fulfilling prophecy. This paper uses a simple trade model with both external economies and adjustment costs to show how the parameters of the economy determine the relative importance of history and expectation...
Bayesian estimation of generalized exponential distribution under noninformative priors
Moala, Fernando Antonio; Achcar, Jorge Alberto; Tomazella, Vera Lúcia Damasceno
2012-10-01
The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional noninformative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.
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.
Bayesian stable isotope mixing models
In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional contributions of various sources to a mixtur...
Naive Bayesian for Email Filtering
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
The paper presents a method of email filter based on Naive Bayesian theory that can effectively filter junk mail and illegal mail. Furthermore, the keys of implementation are discussed in detail. The filtering model is obtained from training set of email. The filtering can be done without the users specification of filtering rules.
Bayesian analysis of binary sequences
Torney, David C.
2005-03-01
This manuscript details Bayesian methodology for "learning by example", with binary n-sequences encoding the objects under consideration. Priors prove influential; conformable priors are described. Laplace approximation of Bayes integrals yields posterior likelihoods for all n-sequences. This involves the optimization of a definite function over a convex domain--efficiently effectuated by the sequential application of the quadratic program.
Bayesian NL interpretation and learning
Zeevat, H.
2011-01-01
Everyday natural language communication is normally successful, even though contemporary computational linguistics has shown that NL is characterised by very high degree of ambiguity and the results of stochastic methods are not good enough to explain the high success rate. Bayesian natural language
ANALYSIS OF BAYESIAN CLASSIFIER ACCURACY
Directory of Open Access Journals (Sweden)
Felipe Schneider Costa
2013-01-01
Full Text Available The naÃ¯ve Bayes classifier is considered one of the most effective classification algorithms today, competing with more modern and sophisticated classifiers. Despite being based on unrealistic (naÃ¯ve assumption that all variables are independent, given the output class, the classifier provides proper results. However, depending on the scenario utilized (network structure, number of samples or training cases, number of variables, the network may not provide appropriate results. This study uses a process variable selection, using the chi-squared test to verify the existence of dependence between variables in the data model in order to identify the reasons which prevent a Bayesian network to provide good performance. A detailed analysis of the data is also proposed, unlike other existing work, as well as adjustments in case of limit values between two adjacent classes. Furthermore, variable weights are used in the calculation of a posteriori probabilities, calculated with mutual information function. Tests were applied in both a naÃ¯ve Bayesian network and a hierarchical Bayesian network. After testing, a significant reduction in error rate has been observed. The naÃ¯ve Bayesian network presented a drop in error rates from twenty five percent to five percent, considering the initial results of the classification process. In the hierarchical network, there was not only a drop in fifteen percent error rate, but also the final result came to zero.
Bayesian inference for Hawkes processes
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl
The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...
Bayesian Classification of Image Structures
DEFF Research Database (Denmark)
Goswami, Dibyendu; Kalkan, Sinan; Krüger, Norbert
2009-01-01
In this paper, we describe work on Bayesian classi ers for distinguishing between homogeneous structures, textures, edges and junctions. We build semi-local classiers from hand-labeled images to distinguish between these four different kinds of structures based on the concept of intrinsic dimensi...
3-D contextual Bayesian classifiers
DEFF Research Database (Denmark)
Larsen, Rasmus
In this paper we will consider extensions of a series of Bayesian 2-D contextual classification pocedures proposed by Owen (1984) Hjort & Mohn (1984) and Welch & Salter (1971) and Haslett (1985) to 3 spatial dimensions. It is evident that compared to classical pixelwise classification further...
Bayesian Networks and Influence Diagrams
DEFF Research Database (Denmark)
Kjærulff, Uffe Bro; Madsen, Anders Læsø
Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. This new edition contains six new...
Bayesian image restoration, using configurations
DEFF Research Database (Denmark)
Thorarinsdottir, Thordis
configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for salt and pepper noise. The inference in the model is discussed...
Bayesian image restoration, using configurations
DEFF Research Database (Denmark)
Thorarinsdottir, Thordis Linda
2006-01-01
configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for the salt and pepper noise. The inference in the model is discussed...
Bayesian Evidence and Model Selection
Knuth, Kevin H; Malakar, Nabin K; Mubeen, Asim M; Placek, Ben
2014-01-01
In this paper we review the concept of the Bayesian evidence and its application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical techniques. Application to several practical examples within the context of signal processing are discussed.
Differentiated Bayesian Conjoint Choice Designs
Z. Sándor (Zsolt); M. Wedel (Michel)
2003-01-01
textabstractPrevious conjoint choice design construction procedures have produced a single design that is administered to all subjects. This paper proposes to construct a limited set of different designs. The designs are constructed in a Bayesian fashion, taking into account prior uncertainty about
Institute of Scientific and Technical Information of China (English)
ZHANG Jian; YE Jian-shu; ZHAO Xin-ming
2007-01-01
The finite strip controlling equation of pinned curve box was deduced on basis of Novozhilov theory and with flexibility method, and the problem of continuous curve box was resolved. Dynamic Bayesian error function of displacement parameters of continuous curve box was found. The corresponding formulas of dynamic Bayesian expectation and variance were derived. After the method of solving the automatic search of step length was put forward, the optimization estimation computing formulas were also obtained by adapting conjugate gradient method. Then the steps of dynamic Bayesian estimation were given in detail. Through analysis of a classic example, the criterion of judging the precision of the known information is gained as well as some other important conclusions about dynamic Bayesian stochastic estimation of displacement parameters of continuous curve box.
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
Bayesian Image Classification At High Latitudes
Bulgin, Claire E.; Eastwood, Steinar; Merchant, Chris J.
2013-12-01
The European Space Agency created the Climate Change Initiative (CCI) to maximize the usefulness of Earth Observations to climate science. Sea Surface Temperature (SST) is an essential climate variable to which satellite observations make a crucial contribution, and is one of the projects within the CCI program. SST retrieval is dependent on successful cloud clearing and identification of clear-sky pixels over ocean. At high latitudes image classification is more difficult due to the presence of sea-ice. Newly formed ice has a temperature close to the freezing point of water and a dark surface making it difficult to distinguish from open ocean using data at visible and infrared wavelengths. Similarly, melt ponds on the sea-ice surface make image classification more difficult. We present here a three- way Bayesian classifier for the AATSR instrument classifying pixels as ‘clear-sky over ocean', ‘clear-sky over ice' or ‘cloud' using the 0.6, 1.6, 11 and 12 micron channels. We demonstrate the ability of the classifier to successfully identify sea-ice and consider the potential for generating an ice surface temperature record from AATSR which could be extended using data from SLSTR.
Bayesian data assimilation in shape registration
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.
Expectation propagation for continuous time stochastic processes
Cseke, Botond; Schnoerr, David; Opper, Manfred; Sanguinetti, Guido
2016-12-01
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.
Psychology students' career expectations
Directory of Open Access Journals (Sweden)
Eva Boštjančič
2011-04-01
Full Text Available Developing career expectations is a process through which young people get to know their own characteristics, skills, and values, assess their opportunities on the labor market, and develop various career plans and goals for themselves. In this study, 190 students completed the "Career Planning" questionnaire, which is composed of a series of open-response questions. The results showed that students have very little work experiences connected with psychology and more in administration, working with children, and volunteer work. They tend to evaluate their skills as high. Their career expectations are distributed by employment area, in which they draw attention to various obstacles in achieving their set goals, especially with regard to personality factors and financing. They primarily expect good interpersonal relations and working conditions from their future workplaces.
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.
Maximal Congruences on Some Semigroups
Institute of Scientific and Technical Information of China (English)
Jintana Sanwong; R.P. Sullivan
2007-01-01
In 1976 Howie proved that a finite congruence-free semigroup is a simple group if it has at least three elements but no zero elementInfinite congruence-free semigroups are far more complicated to describe, but some have been constructed using semigroups of transformations (for example, by Howie in 1981 and by Marques in 1983)Here, forcertain semigroups S of numbers and of transformations, we determine all congruences p on S such that S/p is congruence-free, that is, we describe all maximal congruences on such semigroups S.
Beeping a Maximal Independent Set
Afek, Yehuda; Alon, Noga; Bar-Joseph, Ziv; Cornejo, Alejandro; Haeupler, Bernhard; Kuhn, Fabian
2012-01-01
We consider the problem of computing a maximal independent set (MIS) in an extremely harsh broadcast model that relies only on carrier sensing. The model consists of an anonymous broadcast network in which nodes have no knowledge about the topology of the network or even an upper bound on its size. Furthermore, it is assumed that an adversary chooses at which time slot each node wakes up. At each time slot a node can either beep, that is, emit a signal, or be silent. At a particular time slot...
Energy Technology Data Exchange (ETDEWEB)
Ray, P.E.
1998-09-04
This document outlines the significant accomplishments of fiscal year 1998 for the Tank Waste Remediation System (TWRS) Project Hanford Management Contract (PHMC) team. Opportunities for improvement to better meet some performance expectations have been identified. The PHMC has performed at an excellent level in administration of leadership, planning, and technical direction. The contractor has met and made notable improvement of attaining customer satisfaction in mission execution. This document includes the team`s recommendation that the PHMC TWRS Performance Expectation Plan evaluation rating for fiscal year 1998 be an Excellent.
Chinese students' great expectations
DEFF Research Database (Denmark)
Thøgersen, Stig
2013-01-01
to study abroad, the article shows how personal, professional and even national goals are closely interwoven. Students expect education abroad to be a personally transformative experience, but rather than defining their goals of individual freedom and creativity in opposition to the authoritarian political......The article focuses on Chinese students' hopes and expectations before leaving to study abroad. The national political environment for their decision to go abroad is shaped by an official narrative of China's transition to a more creative and innovative economy. Students draw on this narrative...
STATISTICAL BAYESIAN ANALYSIS OF EXPERIMENTAL DATA.
Directory of Open Access Journals (Sweden)
AHLAM LABDAOUI
2012-12-01
Full Text Available The Bayesian researcher should know the basic ideas underlying Bayesian methodology and the computational tools used in modern Bayesian econometrics. Some of the most important methods of posterior simulation are Monte Carlo integration, importance sampling, Gibbs sampling and the Metropolis- Hastings algorithm. The Bayesian should also be able to put the theory and computational tools together in the context of substantive empirical problems. We focus primarily on recent developments in Bayesian computation. Then we focus on particular models. Inevitably, we combine theory and computation in the context of particular models. Although we have tried to be reasonably complete in terms of covering the basic ideas of Bayesian theory and the computational tools most commonly used by the Bayesian, there is no way we can cover all the classes of models used in econometrics. We propose to the user of analysis of variance and linear regression model.
Bayesian methods for measures of agreement
Broemeling, Lyle D
2009-01-01
Using WinBUGS to implement Bayesian inferences of estimation and testing hypotheses, Bayesian Methods for Measures of Agreement presents useful methods for the design and analysis of agreement studies. It focuses on agreement among the various players in the diagnostic process.The author employs a Bayesian approach to provide statistical inferences based on various models of intra- and interrater agreement. He presents many examples that illustrate the Bayesian mode of reasoning and explains elements of a Bayesian application, including prior information, experimental information, the likelihood function, posterior distribution, and predictive distribution. The appendices provide the necessary theoretical foundation to understand Bayesian methods as well as introduce the fundamentals of programming and executing the WinBUGS software.Taking a Bayesian approach to inference, this hands-on book explores numerous measures of agreement, including the Kappa coefficient, the G coefficient, and intraclass correlation...
Knowledge discovery by accuracy maximization.
Cacciatore, Stefano; Luchinat, Claudio; Tenori, Leonardo
2014-04-01
Here we describe KODAMA (knowledge discovery by accuracy maximization), an unsupervised and semisupervised learning algorithm that performs feature extraction from noisy and high-dimensional data. Unlike other data mining methods, the peculiarity of KODAMA is that it is driven by an integrated procedure of cross-validation of the results. The discovery of a local manifold's topology is led by a classifier through a Monte Carlo procedure of maximization of cross-validated predictive accuracy. Briefly, our approach differs from previous methods in that it has an integrated procedure of validation of the results. In this way, the method ensures the highest robustness of the obtained solution. This robustness is demonstrated on experimental datasets of gene expression and metabolomics, where KODAMA compares favorably with other existing feature extraction methods. KODAMA is then applied to an astronomical dataset, revealing unexpected features. Interesting and not easily predictable features are also found in the analysis of the State of the Union speeches by American presidents: KODAMA reveals an abrupt linguistic transition sharply separating all post-Reagan from all pre-Reagan speeches. The transition occurs during Reagan's presidency and not from its beginning.
Inapproximability of maximal strip recovery
Jiang, Minghui
2009-01-01
In comparative genomic, the first step of sequence analysis is usually to decompose two or more genomes into syntenic blocks that are segments of homologous chromosomes. For the reliable recovery of syntenic blocks, noise and ambiguities in the genomic maps need to be removed first. Maximal Strip Recovery (MSR) is an optimization problem proposed by Zheng, Zhu, and Sankoff for reliably recovering syntenic blocks from genomic maps in the midst of noise and ambiguities. Given $d$ genomic maps as sequences of gene markers, the objective of \\msr{d} is to find $d$ subsequences, one subsequence of each genomic map, such that the total length of syntenic blocks in these subsequences is maximized. For any constant $d \\ge 2$, a polynomial-time 2d-approximation for \\msr{d} was previously known. In this paper, we show that for any $d \\ge 2$, \\msr{d} is APX-hard, even for the most basic version of the problem in which all gene markers are distinct and appear in positive orientation in each genomic map. Moreover, we provi...
Maximal right smooth extension chains
Huang, Yun Bao
2010-01-01
If $w=u\\alpha$ for $\\alpha\\in \\Sigma=\\{1,2\\}$ and $u\\in \\Sigma^*$, then $w$ is said to be a \\textit{simple right extension}of $u$ and denoted by $u\\prec w$. Let $k$ be a positive integer and $P^k(\\epsilon)$ denote the set of all $C^\\infty$-words of height $k$. Set $u_{1},\\,u_{2},..., u_{m}\\in P^{k}(\\epsilon)$, if $u_{1}\\prec u_{2}\\prec ...\\prec u_{m}$ and there is no element $v$ of $P^{k}(\\epsilon)$ such that $v\\prec u_{1}\\text{or} u_{m}\\prec v$, then $u_{1}\\prec u_{2}\\prec...\\prec u_{m}$ is said to be a \\textit{maximal right smooth extension (MRSE) chains}of height $k$. In this paper, we show that \\textit{MRSE} chains of height $k$ constitutes a partition of smooth words of height $k$ and give the formula of the number of \\textit{MRSE} chains of height $k$ for each positive integer $k$. Moreover, since there exist the minimal height $h_1$ and maximal height $h_2$ of smooth words of length $n$ for each positive integer $n$, we find that \\textit{MRSE} chains of heights $h_1-1$ and $h_2+1$ are good candidates t...
Institute of Scientific and Technical Information of China (English)
Lu Zhongyuan
2011-01-01
China's recent slovdown is the result of short-term moderation to the overheated real economy and the growth rate is still within a normal range.China's economic growth rate is expected to exceed 9 percent this year.A healthy economic growth rate features fluctuations in a reasonable range that is determined by growth potential.
Quality Adjusted Life Expectancy
R. Veenhoven (Ruut)
2014-01-01
markdownabstract__Abstract__ The term life expectancy is used for statistical estimates of how long a particular kind of people will live. Such estimates are based on the observed length of life of similar people who have died in the past and on probable future changes in mortality. Used in this se
Great Expectations. [Lesson Plan].
Devine, Kelley
Based on Charles Dickens' novel "Great Expectations," this lesson plan presents activities designed to help students understand the differences between totalitarianism and democracy; and a that a writer of a story considers theme, plot, characters, setting, and point of view. The main activity of the lesson involves students working in groups to…
Expectations for Cancun Conference
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
Compared with the great hopes raised by the Copenhagen Climate Conference in 2009, the 2010 UN Climate Change Conference in Cancun aroused fewer expectations. However, the international community is still waiting for a positive outcome that will benefit humankind as a whole.
DEFF Research Database (Denmark)
Nielsen, Christian; Bentsen, Martin Juul
Commitment and trust are often mentioned as important aspects of creating a perception of reliability between counterparts. In the context of university-industry collaborations (UICs), agreeing on ambitions and expectations are adamant to achieving outcomes that are equally valuable to all parties...
Institute of Scientific and Technical Information of China (English)
2009-01-01
The first-quarter economic indicators, released by the National Bureau of Statistics (NBS) in mid-April, have revealed some "better-than-expected" developments in the nation’s economy, and considerably cleared up initial concerns that China may be sailing further into the doldrums as a result of the ongoing global economic crisis.
Clustered nested sampling: efficient Bayesian inference for cosmology
Shaw, R; Hobson, M P
2007-01-01
Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general applicability or were computationally demanding. However, nested sampling (Skilling 2004), which was recently applied successfully to cosmology by Muhkerjee et al. 2006, overcomes both of these impediments. Their implementation restricts the parameter space sampled, and thus improves the efficiency, using a decreasing ellipsoidal bound in the $n$-dimensional parameter space centred on the maximum likelihood point. However, if the likelihood function contains any multi-modality, then the ellipse is prevented from constraining the sampling region efficiently. In this paper we introduce a method of clustered ellipsoidal nested sampling which can form multiple ellipses around each individual peak in the likelihood. In addition we have implemented a method for determining the expectation...
Bayesian exploration for intelligent identification of textures.
Fishel, Jeremy A; Loeb, Gerald E
2012-01-01
In order to endow robots with human-like abilities to characterize and identify objects, they must be provided with tactile sensors and intelligent algorithms to select, control, and interpret data from useful exploratory movements. Humans make informed decisions on the sequence of exploratory movements that would yield the most information for the task, depending on what the object may be and prior knowledge of what to expect from possible exploratory movements. This study is focused on texture discrimination, a subset of a much larger group of exploratory movements and percepts that humans use to discriminate, characterize, and identify objects. Using a testbed equipped with a biologically inspired tactile sensor (the BioTac), we produced sliding movements similar to those that humans make when exploring textures. Measurement of tactile vibrations and reaction forces when exploring textures were used to extract measures of textural properties inspired from psychophysical literature (traction, roughness, and fineness). Different combinations of normal force and velocity were identified to be useful for each of these three properties. A total of 117 textures were explored with these three movements to create a database of prior experience to use for identifying these same textures in future encounters. When exploring a texture, the discrimination algorithm adaptively selects the optimal movement to make and property to measure based on previous experience to differentiate the texture from a set of plausible candidates, a process we call Bayesian exploration. Performance of 99.6% in correctly discriminating pairs of similar textures was found to exceed human capabilities. Absolute classification from the entire set of 117 textures generally required a small number of well-chosen exploratory movements (median = 5) and yielded a 95.4% success rate. The method of Bayesian exploration developed and tested in this paper may generalize well to other cognitive problems.
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
Constraining duty cycles through a Bayesian technique
Romano, P; Segreto, A; Ducci, L; Vercellone, S
2014-01-01
The duty cycle (DC) of astrophysical sources is generally defined as the fraction of time during which the sources are active. However, DCs are generally not provided with statistical uncertainties, since the standard approach is to perform Monte Carlo bootstrap simulations to evaluate them, which can be quite time consuming for a large sample of sources. As an alternative, considerably less time-consuming approach, we derived the theoretical expectation value for the DC and its error for sources whose state is one of two possible, mutually exclusive states, inactive (off) or flaring (on), as based on a finite set of independent observational data points. Following a Bayesian approach, we derived the analytical expression for the posterior, the conjugated distribution adopted as prior, and the expectation value and variance. We applied our method to the specific case of the inactivity duty cycle (IDC) for supergiant fast X-ray transients. We also studied IDC as a function of the number of observations in the ...
Bayesian versus 'plain-vanilla Bayesian' multitarget statistics
Mahler, Ronald P. S.
2004-08-01
Finite-set statistics (FISST) is a direct generalization of single-sensor, single-target Bayes statistics to the multisensor-multitarget realm, based on random set theory. Various aspects of FISST are being investigated by several research teams around the world. In recent years, however, a few partisans have claimed that a "plain-vanilla Bayesian approach" suffices as down-to-earth, "straightforward," and general "first principles" for multitarget problems. Therefore, FISST is mere mathematical "obfuscation." In this and a companion paper I demonstrate the speciousness of these claims. In this paper I summarize general Bayes statistics, what is required to use it in multisensor-multitarget problems, and why FISST is necessary to make it practical. Then I demonstrate that the "plain-vanilla Bayesian approach" is so heedlessly formulated that it is erroneous, not even Bayesian denigrates FISST concepts while unwittingly assuming them, and has resulted in a succession of algorithms afflicted by inherent -- but less than candidly acknowledged -- computational "logjams."
The maximal D=5 supergravities
de Wit, Bernard; Trigiante, M; Wit, Bernard de; Samtleben, Henning; Trigiante, Mario
2007-01-01
The general Lagrangian for maximal supergravity in five spacetime dimensions is presented with vector potentials in the \\bar{27} and tensor fields in the 27 representation of E_6. This novel tensor-vector system is subject to an intricate set of gauge transformations, describing 3(27-t) massless helicity degrees of freedom for the vector fields and 3t massive spin degrees of freedom for the tensor fields, where the (even) value of t depends on the gauging. The kinetic term of the tensor fields is accompanied by a unique Chern-Simons coupling which involves both vector and tensor fields. The Lagrangians are completely encoded in terms of the embedding tensor which defines the E_6 subgroup that is gauged by the vectors. The embedding tensor is subject to two constraints which ensure the consistency of the combined vector-tensor gauge transformations and the supersymmetry of the full Lagrangian. This new formulation encompasses all possible gaugings.
The maximal D = 4 supergravities
Energy Technology Data Exchange (ETDEWEB)
Wit, Bernard de [Institute for Theoretical Physics and Spinoza Institute, Utrecht University, Postbus 80.195, NL-3508 TD Utrecht (Netherlands); Samtleben, Henning [Laboratoire de Physique, ENS Lyon, 46 allee d' Italie, F-69364 Lyon CEDEX 07 (France); Trigiante, Mario [Dept. of Physics, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Turin (Italy)
2007-06-15
All maximal supergravities in four space-time dimensions are presented. The ungauged Lagrangians can be encoded in an E{sub 7(7)}-Sp(56; R)/GL(28) matrix associated with the freedom of performing electric/magnetic duality transformations. The gauging is defined in terms of an embedding tensor {theta} which encodes the subgroup of E{sub 7(7)} that is realized as a local invariance. This embedding tensor may imply the presence of magnetic charges which require corresponding dual gauge fields. The latter can be incorporated by using a recently proposed formulation that involves tensor gauge fields in the adjoint representation of E{sub 7(7)}. In this formulation the results take a universal form irrespective of the electric/magnetic duality basis. We present the general class of supersymmetric and gauge invariant Lagrangians and discuss a number of applications.
Constraint Propagation as Information Maximization
Abdallah, A Nait
2012-01-01
Dana Scott used the partial order among partial functions for his mathematical model of recursively defined functions. He interpreted the partial order as one of information content. In this paper we elaborate on Scott's suggestion of regarding computation as a process of information maximization by applying it to the solution of constraint satisfaction problems. Here the method of constraint propagation can be interpreted as decreasing uncertainty about the solution -- that is, as gain in information about the solution. As illustrative example we choose numerical constraint satisfaction problems to be solved by interval constraints. To facilitate this approach to constraint solving we formulate constraint satisfaction problems as formulas in predicate logic. This necessitates extending the usual semantics for predicate logic so that meaning is assigned not only to sentences but also to formulas with free variables.
Expectations for Cancun Conference
Institute of Scientific and Technical Information of China (English)
DING ZHITAO
2010-01-01
Compared with the great hopes raised by the Copenhagen Climate Conference in 2009, the 2010 UN Climate Change Conference in Cancun aroused fewer expectations. However, the international community is still waiting for a positive outcome that will benefit humankind as a whole. The Cancun conference is another important opportunity for all the participants to advance the Bali Road Map negotiations after last year's meeting in Copenhagen, which failed to reach a legally binding treaty for the years beyond 2012.
Market Expects Demand Increase
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In the recent releasing Textile Industry Invigorating Plan,"givingattention to both domestlc and overseas markets"is put into a keyposition.Under a series policies,such as increasing the tax rebaterate for textile and garment exports,and granting loan for SME,thefurther development of this industry is expectative.Otherwise,weshould know that it costs time for demand driving.This need ourpatients.The only questionis how much time we have to wait.
Bayesian priors for transiting planets
Kipping, David M
2016-01-01
As astronomers push towards discovering ever-smaller transiting planets, it is increasingly common to deal with low signal-to-noise ratio (SNR) events, where the choice of priors plays an influential role in Bayesian inference. In the analysis of exoplanet data, the selection of priors is often treated as a nuisance, with observers typically defaulting to uninformative distributions. Such treatments miss a key strength of the Bayesian framework, especially in the low SNR regime, where even weak a priori information is valuable. When estimating the parameters of a low-SNR transit, two key pieces of information are known: (i) the planet has the correct geometric alignment to transit and (ii) the transit event exhibits sufficient signal-to-noise to have been detected. These represent two forms of observational bias. Accordingly, when fitting transits, the model parameter priors should not follow the intrinsic distributions of said terms, but rather those of both the intrinsic distributions and the observational ...
Bayesian approach to rough set
Marwala, Tshilidzi
2007-01-01
This paper proposes an approach to training rough set models using Bayesian framework trained using Markov Chain Monte Carlo (MCMC) method. The prior probabilities are constructed from the prior knowledge that good rough set models have fewer rules. Markov Chain Monte Carlo sampling is conducted through sampling in the rough set granule space and Metropolis algorithm is used as an acceptance criteria. The proposed method is tested to estimate the risk of HIV given demographic data. The results obtained shows that the proposed approach is able to achieve an average accuracy of 58% with the accuracy varying up to 66%. In addition the Bayesian rough set give the probabilities of the estimated HIV status as well as the linguistic rules describing how the demographic parameters drive the risk of HIV.
Deep Learning and Bayesian Methods
Directory of Open Access Journals (Sweden)
Prosper Harrison B.
2017-01-01
Full Text Available A revolution is underway in which deep neural networks are routinely used to solve diffcult problems such as face recognition and natural language understanding. Particle physicists have taken notice and have started to deploy these methods, achieving results that suggest a potentially significant shift in how data might be analyzed in the not too distant future. We discuss a few recent developments in the application of deep neural networks and then indulge in speculation about how such methods might be used to automate certain aspects of data analysis in particle physics. Next, the connection to Bayesian methods is discussed and the paper ends with thoughts on a significant practical issue, namely, how, from a Bayesian perspective, one might optimize the construction of deep neural networks.
Deep Learning and Bayesian Methods
Prosper, Harrison B.
2017-03-01
A revolution is underway in which deep neural networks are routinely used to solve diffcult problems such as face recognition and natural language understanding. Particle physicists have taken notice and have started to deploy these methods, achieving results that suggest a potentially significant shift in how data might be analyzed in the not too distant future. We discuss a few recent developments in the application of deep neural networks and then indulge in speculation about how such methods might be used to automate certain aspects of data analysis in particle physics. Next, the connection to Bayesian methods is discussed and the paper ends with thoughts on a significant practical issue, namely, how, from a Bayesian perspective, one might optimize the construction of deep neural networks.
Bayesian Source Separation and Localization
Knuth, K H
1998-01-01
The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals emanating from the active acoustic sources. The inverse problem consists of using the sound recorded by the detectors to separate the signals and recover the original source waveforms. In general, the inverse problem is unsolvable without additional information. This general problem is called source separation, and several techniques have been developed that utilize maximum entropy, minimum mutual information, and maximum likelihood. In previous work, it has been demonstrated that these techniques can be recast in a Bayesian framework. This paper demonstrates the power of the Bayesian approach, which provides a natural means for incorporating prior information into a source model. An algorithm is developed that utilizes information regarding both the statistics of the amplitudes...
Bayesian Inference for Radio Observations
Lochner, Michelle; Zwart, Jonathan T L; Smirnov, Oleg; Bassett, Bruce A; Oozeer, Nadeem; Kunz, Martin
2015-01-01
(Abridged) New telescopes like the Square Kilometre Array (SKA) will push into a new sensitivity regime and expose systematics, such as direction-dependent effects, that could previously be ignored. Current methods for handling such systematics rely on alternating best estimates of instrumental calibration and models of the underlying sky, which can lead to inaccurate uncertainty estimates and biased results because such methods ignore any correlations between parameters. These deconvolution algorithms produce a single image that is assumed to be a true representation of the sky, when in fact it is just one realisation of an infinite ensemble of images compatible with the noise in the data. In contrast, here we report a Bayesian formalism that simultaneously infers both systematics and science. Our technique, Bayesian Inference for Radio Observations (BIRO), determines all parameters directly from the raw data, bypassing image-making entirely, by sampling from the joint posterior probability distribution. Thi...
Bayesian inference on proportional elections.
Directory of Open Access Journals (Sweden)
Gabriel Hideki Vatanabe Brunello
Full Text Available Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software.
Bayesian analysis for kaon photoproduction
Energy Technology Data Exchange (ETDEWEB)
Marsainy, T., E-mail: tmart@fisika.ui.ac.id; Mart, T., E-mail: tmart@fisika.ui.ac.id [Department Fisika, FMIPA, Universitas Indonesia, Depok 16424 (Indonesia)
2014-09-25
We have investigated contribution of the nucleon resonances in the kaon photoproduction process by using an established statistical decision making method, i.e. the Bayesian method. This method does not only evaluate the model over its entire parameter space, but also takes the prior information and experimental data into account. The result indicates that certain resonances have larger probabilities to contribute to the process.
Bayesian priors and nuisance parameters
Gupta, Sourendu
2016-01-01
Bayesian techniques are widely used to obtain spectral functions from correlators. We suggest a technique to rid the results of nuisance parameters, ie, parameters which are needed for the regularization but cannot be determined from data. We give examples where the method works, including a pion mass extraction with two flavours of staggered quarks at a lattice spacing of about 0.07 fm. We also give an example where the method does not work.
Space Shuttle RTOS Bayesian Network
Morris, A. Terry; Beling, Peter A.
2001-01-01
With shrinking budgets and the requirements to increase reliability and operational life of the existing orbiter fleet, NASA has proposed various upgrades for the Space Shuttle that are consistent with national space policy. The cockpit avionics upgrade (CAU), a high priority item, has been selected as the next major upgrade. The primary functions of cockpit avionics include flight control, guidance and navigation, communication, and orbiter landing support. Secondary functions include the provision of operational services for non-avionics systems such as data handling for the payloads and caution and warning alerts to the crew. Recently, a process to selection the optimal commercial-off-the-shelf (COTS) real-time operating system (RTOS) for the CAU was conducted by United Space Alliance (USA) Corporation, which is a joint venture between Boeing and Lockheed Martin, the prime contractor for space shuttle operations. In order to independently assess the RTOS selection, NASA has used the Bayesian network-based scoring methodology described in this paper. Our two-stage methodology addresses the issue of RTOS acceptability by incorporating functional, performance and non-functional software measures related to reliability, interoperability, certifiability, efficiency, correctness, business, legal, product history, cost and life cycle. The first stage of the methodology involves obtaining scores for the various measures using a Bayesian network. The Bayesian network incorporates the causal relationships between the various and often competing measures of interest while also assisting the inherently complex decision analysis process with its ability to reason under uncertainty. The structure and selection of prior probabilities for the network is extracted from experts in the field of real-time operating systems. Scores for the various measures are computed using Bayesian probability. In the second stage, multi-criteria trade-off analyses are performed between the scores
Elements of Bayesian experimental design
Energy Technology Data Exchange (ETDEWEB)
Sivia, D.S. [Rutherford Appleton Lab., Oxon (United Kingdom)
1997-09-01
We consider some elements of the Bayesian approach that are important for optimal experimental design. While the underlying principles used are very general, and are explained in detail in a recent tutorial text, they are applied here to the specific case of characterising the inferential value of different resolution peakshapes. This particular issue was considered earlier by Silver, Sivia and Pynn (1989, 1990a, 1990b), and the following presentation confirms and extends the conclusions of their analysis.
Bayesian Sampling using Condition Indicators
DEFF Research Database (Denmark)
Faber, Michael H.; Sørensen, John Dalsgaard
2002-01-01
. This allows for a Bayesian formulation of the indicators whereby the experience and expertise of the inspection personnel may be fully utilized and consistently updated as frequentistic information is collected. The approach is illustrated on an example considering a concrete structure subject to corrosion....... It is shown how half-cell potential measurements may be utilized to update the probability of excessive repair after 50 years....
Expectation Maximization and its Application in Modeling, Segmentation and Anomaly Detection
2008-05-01
ocomplNc <la!a rrot>lcm,. ",., i’lCOll\\l>lc,c,ICSS of Ihc dala mayan "" IIuc lu missing dala. (J,,,,,,.,ed di,nibu!ions . elc . 0"" such c • ..- is a...Estimation Techniques in Computer Huiyan, Z., Yongfeng, C., Wen, Y. SAR Image Segmentation Using MPM Constrained Stochastic Relaxation. Civil Engineering
Efficient Retrieval of Text for Biomedical Domain using Expectation Maximization Algorithm
Directory of Open Access Journals (Sweden)
Sumit Vashishtha
2011-11-01
Full Text Available Data mining, a branch of computer science [1], is the process of extracting patterns from large data sets by combining methods from statistics and artificial intelligence with database management. Data mining is seen as an increasingly important tool by modern business to transform data into business intelligence giving an informational advantage. Biomedical text retrieval refers to text retrieval techniques applied to biomedical resources and literature available of the biomedical and molecular biology domain. The volume of published biomedical research, and therefore the underlying biomedical knowledge base, is expanding at an increasing rate. Biomedical text retrieval is a way to aid researchers in coping with information overload. By discovering predictive relationships between different pieces of extracted data, data-mining algorithms can be used to improve the accuracy of information extraction. However, textual variation due to typos, abbreviations, and other sources can prevent the productive discovery and utilization of hard-matching rules. Recent methods of soft clustering can exploit predictive relationships in textual data. This paper presents a technique for using soft clustering data mining algorithm to increase the accuracy of biomedical text extraction. Experimental results demonstrate that this approach improves text extraction more effectively that hard keyword matching rules.
12th Brazilian Meeting on Bayesian Statistics
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...
Bayesian Inversion of Seabed Scattering Data
2014-09-30
Bayesian Inversion of Seabed Scattering Data (Special Research Award in Ocean Acoustics) Gavin A.M.W. Steininger School of Earth & Ocean...project are to carry out joint Bayesian inversion of scattering and reflection data to estimate the in-situ seabed scattering and geoacoustic parameters...valid OMB control number. 1. REPORT DATE 30 SEP 2014 2. REPORT TYPE 3. DATES COVERED 00-00-2014 to 00-00-2014 4. TITLE AND SUBTITLE Bayesian
Anomaly Detection and Attribution Using Bayesian Networks
2014-06-01
UNCLASSIFIED Anomaly Detection and Attribution Using Bayesian Networks Andrew Kirk, Jonathan Legg and Edwin El-Mahassni National Security and...detection in Bayesian networks , en- abling both the detection and explanation of anomalous cases in a dataset. By exploiting the structure of a... Bayesian network , our algorithm is able to efficiently search for local maxima of data conflict between closely related vari- ables. Benchmark tests using
Compiling Relational Bayesian Networks for Exact Inference
DEFF Research Database (Denmark)
Jaeger, Manfred; Chavira, Mark; Darwiche, Adnan
2004-01-01
We describe a system for exact inference with relational Bayesian networks as defined in the publicly available \\primula\\ tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference by evaluating...... and differentiating these circuits in time linear in their size. We report on experimental results showing the successful compilation, and efficient inference, on relational Bayesian networks whose {\\primula}--generated propositional instances have thousands of variables, and whose jointrees have clusters...
Modelling and Forecasting Health Expectancy
I.M. Májer (István)
2012-01-01
textabstractLife expectancy of a human population measures the expected (or average) remaining years of life at a given age. Life expectancy can be defined by two forms of measurement: the period and the cohort life expectancy. The period life expectancy represents the mortality conditions at a spec
DEFF Research Database (Denmark)
Heller, Rasmus; Chikhi, Lounes; Siegismund, Hans
2013-01-01
when it is violated. Among the most widely applied demographic inference methods are Bayesian skyline plots (BSPs), which are used across a range of biological fields. Violations of the panmixia assumption are to be expected in many biological systems, but the consequences for skyline plot inferences...
Directory of Open Access Journals (Sweden)
Susana A. Eisenchlas
2013-09-01
Full Text Available One consequence of the advent of cyber communication is that increasing numbers of people go online to ask for, obtain, and presumably act upon advice dispensed by unknown peers. Just as advice seekers may not have access to information about the identities, ideologies, and other personal characteristics of advice givers, advice givers are equally ignorant about their interlocutors except for the bits of demographic information that the latter may offer freely. In the present study, that information concerns sex. As the sex of the advice seeker may be the only, or the predominant, contextual variable at hand, it is expected that that identifier will guide advice givers in formulating their advice. The aim of this project is to investigate whether and how the sex of advice givers and receivers affects the type of advice, through the empirical analysis of a corpus of web-based Spanish language forums on personal relationship difficulties. The data revealed that, in the absence of individuating information beyond that implicit in the advice request, internalized gender expectations along the lines of agency and communality are the sources from which advice givers draw to guide their counsel. This is despite the trend in discursive practices used in formulating advice, suggesting greater language convergence across sexes.
ATLAS: Exceeding all expectations
CERN Bulletin
2010-01-01
“One year ago it would have been impossible for us to guess that the machine and the experiments could achieve so much so quickly”, says Fabiola Gianotti, ATLAS spokesperson. The whole chain – from collision to data analysis – has worked remarkably well in ATLAS. The first LHC proton run undoubtedly exceeded expectations for the ATLAS experiment. “ATLAS has worked very well since the beginning. Its overall data-taking efficiency is greater than 90%”, says Fabiola Gianotti. “The quality and maturity of the reconstruction and simulation software turned out to be better than we expected for this initial stage of the experiment. The Grid is a great success, and right from the beginning it has allowed members of the collaboration all over the world to participate in the data analysis in an effective and timely manner, and to deliver physics results very quickly”. In just a few months of data taking, ATLAS has observed t...
Whittle, Peter
1992-01-01
This book is a complete revision of the earlier work Probability which ap peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text...
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....... An automated procedure for specifying prior distributions for the parameters in a dynamic Bayesian network is presented. It is a simple extension of the procedure for the ordinary Bayesian networks. Finally the W¨olfer?s sunspot numbers are analyzed....
Variational bayesian method of estimating variance components.
Arakawa, Aisaku; Taniguchi, Masaaki; Hayashi, Takeshi; Mikawa, Satoshi
2016-07-01
We developed a Bayesian analysis approach by using a variational inference method, a so-called variational Bayesian method, to determine the posterior distributions of variance components. This variational Bayesian method and an alternative Bayesian method using Gibbs sampling were compared in estimating genetic and residual variance components from both simulated data and publically available real pig data. In the simulated data set, we observed strong bias toward overestimation of genetic variance for the variational Bayesian method in the case of low heritability and low population size, and less bias was detected with larger population sizes in both methods examined. The differences in the estimates of variance components between the variational Bayesian and the Gibbs sampling were not found in the real pig data. However, the posterior distributions of the variance components obtained with the variational Bayesian method had shorter tails than those obtained with the Gibbs sampling. Consequently, the posterior standard deviations of the genetic and residual variances of the variational Bayesian method were lower than those of the method using Gibbs sampling. The computing time required was much shorter with the variational Bayesian method than with the method using Gibbs sampling.
Beeping a Maximal Independent Set
Afek, Yehuda; Bar-Joseph, Ziv; Cornejo, Alejandro; Haeupler, Bernhard; Kuhn, Fabian
2012-01-01
We consider the problem of computing a maximal independent set (MIS) in an extremely harsh broadcast model that relies only on carrier sensing. The model consists of an anonymous broadcast network in which nodes have no knowledge about the topology of the network or even an upper bound on its size. Furthermore, it is assumed that an adversary chooses at which time slot each node wakes up. At each time slot a node can either beep, that is, emit a signal, or be silent. At a particular time slot, beeping nodes receive no feedback, while silent nodes can only differentiate between none of its neighbors beeping, or at least one of its neighbors beeping. We start by proving a lower bound that shows that in this model, it is not possible to locally converge to an MIS in sub-polynomial time. We then study four different relaxations of the model which allow us to circumvent the lower bound and find an MIS in polylogarithmic time. First, we show that if a polynomial upper bound on the network size is known, it is possi...
A Maximally Supersymmetric Kondo Model
Energy Technology Data Exchange (ETDEWEB)
Harrison, Sarah; Kachru, Shamit; Torroba, Gonzalo; /Stanford U., Phys. Dept. /SLAC
2012-02-17
We study the maximally supersymmetric Kondo model obtained by adding a fermionic impurity to N = 4 supersymmetric Yang-Mills theory. While the original Kondo problem describes a defect interacting with a free Fermi liquid of itinerant electrons, here the ambient theory is an interacting CFT, and this introduces qualitatively new features into the system. The model arises in string theory by considering the intersection of a stack of M D5-branes with a stack of N D3-branes, at a point in the D3 worldvolume. We analyze the theory holographically, and propose a dictionary between the Kondo problem and antisymmetric Wilson loops in N = 4 SYM. We perform an explicit calculation of the D5 fluctuations in the D3 geometry and determine the spectrum of defect operators. This establishes the stability of the Kondo fixed point together with its basic thermodynamic properties. Known supergravity solutions for Wilson loops allow us to go beyond the probe approximation: the D5s disappear and are replaced by three-form flux piercing a new topologically non-trivial S3 in the corrected geometry. This describes the Kondo model in terms of a geometric transition. A dual matrix model reflects the basic properties of the corrected gravity solution in its eigenvalue distribution.
Maximal switchability of centralized networks
Vakulenko, Sergei; Morozov, Ivan; Radulescu, Ovidiu
2016-08-01
We consider continuous time Hopfield-like recurrent networks as dynamical models for gene regulation and neural networks. We are interested in networks that contain n high-degree nodes preferably connected to a large number of N s weakly connected satellites, a property that we call n/N s -centrality. If the hub dynamics is slow, we obtain that the large time network dynamics is completely defined by the hub dynamics. Moreover, such networks are maximally flexible and switchable, in the sense that they can switch from a globally attractive rest state to any structurally stable dynamics when the response time of a special controller hub is changed. In particular, we show that a decrease of the controller hub response time can lead to a sharp variation in the network attractor structure: we can obtain a set of new local attractors, whose number can increase exponentially with N, the total number of nodes of the nework. These new attractors can be periodic or even chaotic. We provide an algorithm, which allows us to design networks with the desired switching properties, or to learn them from time series, by adjusting the interactions between hubs and satellites. Such switchable networks could be used as models for context dependent adaptation in functional genetics or as models for cognitive functions in neuroscience.
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 accounts of covert selective attention: A tutorial review.
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.
Collaborative autonomous sensing with Bayesians in the loop
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.
Bayesian analysis of truncation errors in chiral effective field theory
Melendez, J.; Furnstahl, R. J.; Klco, N.; Phillips, D. R.; Wesolowski, S.
2016-09-01
In the Bayesian approach to effective field theory (EFT) expansions, truncation errors are derived from degree-of-belief (DOB) intervals for EFT predictions. By encoding expectations about the naturalness of EFT expansion coefficients for observables, this framework provides a statistical interpretation of the standard EFT procedure where truncation errors are estimated using the order-by-order convergence of the expansion. We extend and test previous calculations of DOB intervals for chiral EFT observables, examine correlations between contributions at different orders and energies, and explore methods to validate the statistical consistency of the EFT expansion parameter. Supported in part by the NSF and the DOE.
The subjectivity of scientists and the Bayesian statistical approach
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
Bayesian Inference for Structured Spike and Slab Priors
DEFF Research Database (Denmark)
Andersen, Michael Riis; Winther, Ole; Hansen, Lars Kai
2014-01-01
Sparse signal recovery addresses the problem of solving underdetermined linear inverse problems subject to a sparsity constraint. We propose a novel prior formulation, the structured spike and slab prior, which allows to incorporate a priori knowledge of the sparsity pattern by imposing a spatial...... Gaussian process on the spike and slab probabilities. Thus, prior information on the structure of the sparsity pattern can be encoded using generic covariance functions. Furthermore, we provide a Bayesian inference scheme for the proposed model based on the expectation propagation framework. Using...
Great expectations: what do patients expect and how can expectations be managed?
Newton, J T; Cunningham, S J
2013-06-01
Patients' expectations of their treatment are a key determinant in their satisfaction with treatment. Expectations may encompass not only notions of the outcome of treatment, but also the process of treatment. This article explores the processes by which expectations are formed, differences in expectations across patient groups, and the psychopathology of individuals with unrealistic expectations of treatment manifest in body dysmorphic disorder.
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
DEFF Research Database (Denmark)
Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas
Based on individual expectations from the Survey of Professional Forecasters, we construct a realtime proxy for expected term premium changes on long-term bonds. We empirically investigate the relation of these bond term premium expectations with expectations about key macroeconomic variables as ...
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
DEFF Research Database (Denmark)
Dick, Christian D.; Schmeling, Maik; Schrimpf, Andreas
2013-01-01
Based on individual expectations from the Survey of Professional Forecasters, we construct a realtime proxy for expected term premium changes on long-term bonds. We empirically investigate the relation of these bond term premium expectations with expectations about key macroeconomic variables as ...
Bayesian Methods and Universal Darwinism
Campbell, John
2009-12-01
Bayesian methods since the time of Laplace have been understood by their practitioners as closely aligned to the scientific method. Indeed a recent Champion of Bayesian methods, E. T. Jaynes, titled his textbook on the subject Probability Theory: the Logic of Science. Many philosophers of science including Karl Popper and Donald Campbell have interpreted the evolution of Science as a Darwinian process consisting of a `copy with selective retention' algorithm abstracted from Darwin's theory of Natural Selection. Arguments are presented for an isomorphism between Bayesian Methods and Darwinian processes. Universal Darwinism, as the term has been developed by Richard Dawkins, Daniel Dennett and Susan Blackmore, is the collection of scientific theories which explain the creation and evolution of their subject matter as due to the Operation of Darwinian processes. These subject matters span the fields of atomic physics, chemistry, biology and the social sciences. The principle of Maximum Entropy states that Systems will evolve to states of highest entropy subject to the constraints of scientific law. This principle may be inverted to provide illumination as to the nature of scientific law. Our best cosmological theories suggest the universe contained much less complexity during the period shortly after the Big Bang than it does at present. The scientific subject matter of atomic physics, chemistry, biology and the social sciences has been created since that time. An explanation is proposed for the existence of this subject matter as due to the evolution of constraints in the form of adaptations imposed on Maximum Entropy. It is argued these adaptations were discovered and instantiated through the Operations of a succession of Darwinian processes.
Bayesian phylogeography finds its roots.
Directory of Open Access Journals (Sweden)
Philippe Lemey
2009-09-01
Full Text Available As a key factor in endemic and epidemic dynamics, the geographical distribution of viruses has been frequently interpreted in the light of their genetic histories. Unfortunately, inference of historical dispersal or migration patterns of viruses has mainly been restricted to model-free heuristic approaches that provide little insight into the temporal setting of the spatial dynamics. The introduction of probabilistic models of evolution, however, offers unique opportunities to engage in this statistical endeavor. Here we introduce a Bayesian framework for inference, visualization and hypothesis testing of phylogeographic history. By implementing character mapping in a Bayesian software that samples time-scaled phylogenies, we enable the reconstruction of timed viral dispersal patterns while accommodating phylogenetic uncertainty. Standard Markov model inference is extended with a stochastic search variable selection procedure that identifies the parsimonious descriptions of the diffusion process. In addition, we propose priors that can incorporate geographical sampling distributions or characterize alternative hypotheses about the spatial dynamics. To visualize the spatial and temporal information, we summarize inferences using virtual globe software. We describe how Bayesian phylogeography compares with previous parsimony analysis in the investigation of the influenza A H5N1 origin and H5N1 epidemiological linkage among sampling localities. Analysis of rabies in West African dog populations reveals how virus diffusion may enable endemic maintenance through continuous epidemic cycles. From these analyses, we conclude that our phylogeographic framework will make an important asset in molecular epidemiology that can be easily generalized to infer biogeogeography from genetic data for many organisms.
Bayesian Revision of Residual Detection Power
DeLoach, Richard
2013-01-01
This paper addresses some issues with quality assessment and quality assurance in response surface modeling experiments executed in wind tunnels. The role of data volume on quality assurance for response surface models is reviewed. Specific wind tunnel response surface modeling experiments are considered for which apparent discrepancies exist between fit quality expectations based on implemented quality assurance tactics, and the actual fit quality achieved in those experiments. These discrepancies are resolved by using Bayesian inference to account for certain imperfections in the assessment methodology. Estimates of the fraction of out-of-tolerance model predictions based on traditional frequentist methods are revised to account for uncertainty in the residual assessment process. The number of sites in the design space for which residuals are out of tolerance is seen to exceed the number of sites where the model actually fails to fit the data. A method is presented to estimate how much of the design space in inadequately modeled by low-order polynomial approximations to the true but unknown underlying response function.
Bayesian Query-Focused Summarization
Daumé, Hal
2009-01-01
We present BayeSum (for ``Bayesian summarization''), a model for sentence extraction in query-focused summarization. BayeSum leverages the common case in which multiple documents are relevant to a single query. Using these documents as reinforcement for query terms, BayeSum is not afflicted by the paucity of information in short queries. We show that approximate inference in BayeSum is possible on large data sets and results in a state-of-the-art summarization system. Furthermore, we show how BayeSum can be understood as a justified query expansion technique in the language modeling for IR framework.
Numeracy, frequency, and Bayesian reasoning
Directory of Open Access Journals (Sweden)
Gretchen B. Chapman
2009-02-01
Full Text Available Previous research has demonstrated that Bayesian reasoning performance is improved if uncertainty information is presented as natural frequencies rather than single-event probabilities. A questionnaire study of 342 college students replicated this effect but also found that the performance-boosting benefits of the natural frequency presentation occurred primarily for participants who scored high in numeracy. This finding suggests that even comprehension and manipulation of natural frequencies requires a certain threshold of numeracy abilities, and that the beneficial effects of natural frequency presentation may not be as general as previously believed.
Bayesian inference for Hawkes processes
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl
2013-01-01
The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...... intensity function, while the second approach is based on an underlying clustering and branching structure in the Hawkes process. For practical use, MCMC (Markov chain Monte Carlo) methods are employed. The two approaches are compared numerically using three examples of the Hawkes process....
Bayesian inference for Hawkes processes
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl
The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...... intensity function, while the second approach is based on an underlying clustering and branching structure in the Hawkes process. For practical use, MCMC (Markov chain Monte Carlo) methods are employed. The two approaches are compared numerically using three examples of the Hawkes process....
Bayesian homeopathy: talking normal again.
Rutten, A L B
2007-04-01
Homeopathy has a communication problem: important homeopathic concepts are not understood by conventional colleagues. Homeopathic terminology seems to be comprehensible only after practical experience of homeopathy. The main problem lies in different handling of diagnosis. In conventional medicine diagnosis is the starting point for randomised controlled trials to determine the effect of treatment. In homeopathy diagnosis is combined with other symptoms and personal traits of the patient to guide treatment and predict response. Broadening our scope to include diagnostic as well as treatment research opens the possibility of multi factorial reasoning. Adopting Bayesian methodology opens the possibility of investigating homeopathy in everyday practice and of describing some aspects of homeopathy in conventional terms.
Maximal inequalities for demimartingales and their applications
Institute of Scientific and Technical Information of China (English)
WANG XueJun; HU ShuHe
2009-01-01
In this paper,we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides.The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob's type maximal inequality for demimartingales,strong laws of large numbers and growth rate for demimartingales and associated random variables.At last,we give an equivalent condition of uniform integrability for demisubmartingales.
Maximal inequalities for demimartingales and their applications
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper, we establish some maximal inequalities for demimartingales which generalize and improve the results of Christofides. The maximal inequalities for demimartingales are used as key inequalities to establish other results including Doob’s type maximal inequality for demimartingales, strong laws of large numbers and growth rate for demimartingales and associated random variables. At last, we give an equivalent condition of uniform integrability for demisubmartingales.
Determining the Bayesian optimal sampling strategy in a hierarchical system.
Energy Technology Data Exchange (ETDEWEB)
Grace, Matthew D.; Ringland, James T.; Boggs, Paul T.; Pebay, Philippe Pierre
2010-09-01
Consider a classic hierarchy tree as a basic model of a 'system-of-systems' network, where each node represents a component system (which may itself consist of a set of sub-systems). For this general composite system, we present a technique for computing the optimal testing strategy, which is based on Bayesian decision analysis. In previous work, we developed a Bayesian approach for computing the distribution of the reliability of a system-of-systems structure that uses test data and prior information. This allows for the determination of both an estimate of the reliability and a quantification of confidence in the estimate. Improving the accuracy of the reliability estimate and increasing the corresponding confidence require the collection of additional data. However, testing all possible sub-systems may not be cost-effective, feasible, or even necessary to achieve an improvement in the reliability estimate. To address this sampling issue, we formulate a Bayesian methodology that systematically determines the optimal sampling strategy under specified constraints and costs that will maximally improve the reliability estimate of the composite system, e.g., by reducing the variance of the reliability distribution. This methodology involves calculating the 'Bayes risk of a decision rule' for each available sampling strategy, where risk quantifies the relative effect that each sampling strategy could have on the reliability estimate. A general numerical algorithm is developed and tested using an example multicomponent system. The results show that the procedure scales linearly with the number of components available for testing.
Bayesian credible interval construction for Poisson statistics
Institute of Scientific and Technical Information of China (English)
ZHU Yong-Sheng
2008-01-01
The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented.Introducing the conditional probability satisfying the requirement of the background not larger than the observed events to construct the Bayesian credible interval is also discussed.A Fortran routine,BPOCI,has been developed to implement the calculation.
Advances in Bayesian Modeling in Educational Research
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…
Nonparametric Bayesian Modeling of Complex Networks
DEFF Research Database (Denmark)
Schmidt, Mikkel Nørgaard; Mørup, Morten
2013-01-01
Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...... for complex networks can be derived and point out relevant literature....
Modeling Diagnostic Assessments with Bayesian Networks
Almond, Russell G.; DiBello, Louis V.; Moulder, Brad; Zapata-Rivera, Juan-Diego
2007-01-01
This paper defines Bayesian network models and examines their applications to IRT-based cognitive diagnostic modeling. These models are especially suited to building inference engines designed to be synchronous with the finer grained student models that arise in skills diagnostic assessment. Aspects of the theory and use of Bayesian network models…
Using Bayesian Networks to Improve Knowledge Assessment
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…
The Bayesian Revolution Approaches Psychological Development
Shultz, Thomas R.
2007-01-01
This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…
Bayesian analysis of exoplanet and binary orbits
Schulze-Hartung, Tim; Launhardt, Ralf; Henning, Thomas
2012-01-01
We introduce BASE (Bayesian astrometric and spectroscopic exoplanet detection and characterisation tool), a novel program for the combined or separate Bayesian analysis of astrometric and radial-velocity measurements of potential exoplanet hosts and binary stars. The capabilities of BASE are demonstrated using all publicly available data of the binary Mizar A.
Bayesian Network for multiple hypthesis tracking
W.P. Zajdel; B.J.A. Kröse
2002-01-01
For a flexible camera-to-camera tracking of multiple objects we model the objects behavior with a Bayesian network and combine it with the multiple hypohesis framework that associates observations with objects. Bayesian networks offer a possibility to factor complex, joint distributions into a produ
Task-oriented maximally entangled states
Energy Technology Data Exchange (ETDEWEB)
Agrawal, Pankaj; Pradhan, B, E-mail: agrawal@iopb.res.i, E-mail: bpradhan@iopb.res.i [Institute of Physics, Sachivalaya Marg, Bhubaneswar, Orissa 751 005 (India)
2010-06-11
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.
Designing nanostructures for interfacial phonon transport via Bayesian optimization
Ju, Shenghong; Feng, Lei; Hou, Zhufeng; Tsuda, Koji; Shiomi, Junichiro
2016-01-01
We demonstrate optimization of thermal conductance across nanostructures by developing a method combining atomistic Green's function and Bayesian optimization. With an aim to minimize and maximize the interfacial thermal conductance (ITC) across Si-Si and Si-Ge interfaces by means of Si/Ge composite interfacial structure, the method identifies the optimal structures from calculations of only a few percent of the entire candidates (over 60,000 structures). The obtained optimal interfacial structures are non-intuitive and impacting: the minimum-ITC structure is an aperiodic superlattice that realizes 50% reduction from the best periodic superlattice. The physical mechanism of the minimum ITC can be understood in terms of crossover of the two effects on phonon transport: as the layer thickness in superlattice increases, the impact of Fabry-P\\'erot interference increases, and the rate of reflection at the layer-interfaces decreases. Aperiodic superlattice with spatial variation in the layer thickness has a degree...
On Bayesian methods of exploring qualitative interactions for targeted treatment.
Chen, Wei; Ghosh, Debashis; Raghunathan, Trivellore E; Norkin, Maxim; Sargent, Daniel J; Bepler, Gerold
2012-12-10
Providing personalized treatments designed to maximize benefits and minimizing harms is of tremendous current medical interest. One problem in this area is the evaluation of the interaction between the treatment and other predictor variables. Treatment effects in subgroups having the same direction but different magnitudes are called quantitative interactions, whereas those having opposite directions in subgroups are called qualitative interactions (QIs). Identifying QIs is challenging because they are rare and usually unknown among many potential biomarkers. Meanwhile, subgroup analysis reduces the power of hypothesis testing and multiple subgroup analyses inflate the type I error rate. We propose a new Bayesian approach to search for QI in a multiple regression setting with adaptive decision rules. We consider various regression models for the outcome. We illustrate this method in two examples of phase III clinical trials. The algorithm is straightforward and easy to implement using existing software packages. We provide a sample code in Appendix A.
Inflation in maximal gauged supergravities
Energy Technology Data Exchange (ETDEWEB)
Kodama, Hideo [Theory Center, KEK,Tsukuba 305-0801 (Japan); Department of Particles and Nuclear Physics,The Graduate University for Advanced Studies,Tsukuba 305-0801 (Japan); Nozawa, Masato [Dipartimento di Fisica, Università di Milano, and INFN, Sezione di Milano,Via Celoria 16, 20133 Milano (Italy)
2015-05-18
We discuss the dynamics of multiple scalar fields and the possibility of realistic inflation in the maximal gauged supergravity. In this paper, we address this problem in the framework of recently discovered 1-parameter deformation of SO(4,4) and SO(5,3) dyonic gaugings, for which the base point of the scalar manifold corresponds to an unstable de Sitter critical point. In the gauge-field frame where the embedding tensor takes the value in the sum of the 36 and 36’ representations of SL(8), we present a scheme that allows us to derive an analytic expression for the scalar potential. With the help of this formalism, we derive the full potential and gauge coupling functions in analytic forms for the SO(3)×SO(3)-invariant subsectors of SO(4,4) and SO(5,3) gaugings, and argue that there exist no new critical points in addition to those discovered so far. For the SO(4,4) gauging, we also study the behavior of 6-dimensional scalar fields in this sector near the Dall’Agata-Inverso de Sitter critical point at which the negative eigenvalue of the scalar mass square with the largest modulus goes to zero as the deformation parameter s approaches a critical value s{sub c}. We find that when the deformation parameter s is taken sufficiently close to the critical value, inflation lasts more than 60 e-folds even if the initial point of the inflaton allows an O(0.1) deviation in Planck units from the Dall’Agata-Inverso critical point. It turns out that the spectral index n{sub s} of the curvature perturbation at the time of the 60 e-folding number is always about 0.96 and within the 1σ range n{sub s}=0.9639±0.0047 obtained by Planck, irrespective of the value of the η parameter at the critical saddle point. The tensor-scalar ratio predicted by this model is around 10{sup −3} and is close to the value in the Starobinsky model.
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.
Hepatitis disease detection using Bayesian theory
Maseleno, Andino; Hidayati, Rohmah Zahroh
2017-02-01
This paper presents hepatitis disease diagnosis using a Bayesian theory for better understanding of the theory. In this research, we used a Bayesian theory for detecting hepatitis disease and displaying the result of diagnosis process. Bayesian algorithm theory is rediscovered and perfected by Laplace, the basic idea is using of the known prior probability and conditional probability density parameter, based on Bayes theorem to calculate the corresponding posterior probability, and then obtained the posterior probability to infer and make decisions. Bayesian methods combine existing knowledge, prior probabilities, with additional knowledge derived from new data, the likelihood function. The initial symptoms of hepatitis which include malaise, fever and headache. The probability of hepatitis given the presence of malaise, fever, and headache. The result revealed that a Bayesian theory has successfully identified the existence of hepatitis disease.
2nd Bayesian Young Statisticians Meeting
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 ...
Who are you expecting? Biases in face perception reveal prior expectations for sex and age.
Watson, Tamara Lea; Otsuka, Yumiko; Clifford, Colin Walter Giles
2016-01-01
A person's appearance contains a wealth of information, including indicators of their sex and age. Because first impressions can set the tone of subsequent relationships, it is crucial we form an accurate initial impression. Yet prior expectation can bias our decisions: Studies have reported biases to respond "male" when asked to report a person's sex from an image of their face and to place their age closer to their own. Perceptual expectation effects and cognitive response biases may both contribute to these inaccuracies. The current research used a Bayesian modeling approach to establish the perceptual biases involved when estimating the sex and age of an individual from their face. We demonstrate a perceptual bias for male and older faces evident under conditions of uncertainty. This suggests the well-established male bias is perceptual in origin and may be impervious to cognitive control. In comparison, the own age anchor effect is not operationalized at the perceptual level: The perceptual expectation is for a face of advanced age. Thus, distinct biases in the estimation of age operate at the perceptual and cognitive levels.
BAYESIAN BICLUSTERING FOR PATIENT STRATIFICATION.
Khakabimamaghani, Sahand; Ester, Martin
2016-01-01
The move from Empirical Medicine towards Personalized Medicine has attracted attention to Stratified Medicine (SM). Some methods are provided in the literature for patient stratification, which is the central task of SM, however, there are still significant open issues. First, it is still unclear if integrating different datatypes will help in detecting disease subtypes more accurately, and, if not, which datatype(s) are most useful for this task. Second, it is not clear how we can compare different methods of patient stratification. Third, as most of the proposed stratification methods are deterministic, there is a need for investigating the potential benefits of applying probabilistic methods. To address these issues, we introduce a novel integrative Bayesian biclustering method, called B2PS, for patient stratification and propose methods for evaluating the results. Our experimental results demonstrate the superiority of B2PS over a popular state-of-the-art method and the benefits of Bayesian approaches. Our results agree with the intuition that transcriptomic data forms a better basis for patient stratification than genomic data.
Computing Maximally Supersymmetric Scattering Amplitudes
Stankowicz, James Michael, Jr.
This dissertation reviews work in computing N = 4 super-Yang--Mills (sYM) and N = 8 maximally supersymmetric gravity (mSUGRA) scattering amplitudes in D = 4 spacetime dimensions in novel ways. After a brief introduction and overview in Ch. 1, the various techniques used to construct amplitudes in the remainder of the dissertation are discussed in Ch. 2. This includes several new concepts such as d log and pure integrand bases, as well as how to construct the amplitude using exactly one kinematic point where it vanishes. Also included in this chapter is an outline of the Mathematica package on shell diagrams and numerics.m (osdn) that was developed for the computations herein. The rest of the dissertation is devoted to explicit examples. In Ch. 3, the starting point is tree-level sYM amplitudes that have integral representations with residues that obey amplitude relations. These residues are shown to have corresponding residue numerators that allow a double copy prescription that results in mSUGRA residues. In Ch. 4, the two-loop four-point sYM amplitude is constructed in several ways, showcasing many of the techniques of Ch. 2; this includes an example of how to use osdn. The two-loop five-point amplitude is also presented in a pure integrand representation with comments on how it was constructed from one homogeneous cut of the amplitude. On-going work on the two-loop n-point amplitude is presented at the end of Ch. 4. In Ch. 5, the three-loop four-point amplitude is presented in the d log representation and in the pure integrand representation. In Ch. 6, there are several examples of four- through seven-loop planar diagrams that illustrate how considerations of the singularity structure of the amplitude underpin dual-conformal invariance. Taken with the previous examples, this is additional evidence that the structure known to exist in the planar sector extends to the full theory. At the end of this chapter is a proof that all mSUGRA amplitudes have a pole at
Jois, Manjunath Holaykoppa Nanjunda
The conventional Influence Maximization problem is the problem of finding such a team (a small subset) of seed nodes in a social network that would maximize the spread of influence over the whole network. This paper considers a lottery system aimed at maximizing the awareness spread to promote energy conservation behavior as a stochastic Influence Maximization problem with the constraints ensuring lottery fairness. The resulting Multi-Team Influence Maximization problem involves assigning the probabilities to multiple teams of seeds (interpreted as lottery winners) to maximize the expected awareness spread. Such a variation of the Influence Maximization problem is modeled as a Linear Program; however, enumerating all the possible teams is a hard task considering that the feasible team count grows exponentially with the network size. In order to address this challenge, we develop a column generation based approach to solve the problem with a limited number of candidate teams, where new candidates are generated and added to the problem iteratively. We adopt a piecewise linear function to model the impact of including a new team so as to pick only such teams which can improve the existing solution. We demonstrate that with this approach we can solve such influence maximization problems to optimality, and perform computational study with real-world social network data sets to showcase the efficiency of the approach in finding lottery designs for optimal awareness spread. Lastly, we explore other possible scenarios where this model can be utilized to optimally solve the otherwise hard to solve influence maximization problems.
An ethical justification of profit maximization
DEFF Research Database (Denmark)
Koch, Carsten Allan
2010-01-01
In much of the literature on business ethics and corporate social responsibility, it is more or less taken for granted that attempts to maximize profits are inherently unethical. The purpose of this paper is to investigate whether an ethical argument can be given in support of profit maximizing b...
DEFF Research Database (Denmark)
Lisonek, Petr
1996-01-01
our classifications confirmthe maximality of previously known sets, the results in E^7 and E^8are new. Their counterpart in dimension larger than 10is a set of unit vectors with only two values of inner products in the Lorentz space R^{d,1}.The maximality of this set again follows from a bound due...
Are all maximally entangled states pure?
Cavalcanti, D; Terra-Cunha, M O
2005-01-01
In this Letter we study if all maximally entangled states are pure through several entanglement monotones. Our conclusions allow us to generalize the idea of monogamy of entanglement. Then we propose a polygamy of entanglement, which express that if a general multipartite state is maximally entangled it is necessarily factorized by any other system.
Cohomology of Weakly Reducible Maximal Triangular Algebras
Institute of Scientific and Technical Information of China (English)
董浙; 鲁世杰
2000-01-01
In this paper, we introduce the concept of weakly reducible maximal triangular algebras φwhich form a large class of maximal triangular algebras. Let B be a weakly closed algebra containing 5φ, we prove that the cohomology spaces Hn(φ, B) (n≥1) are trivial.
Inclusive fitness maximization: An axiomatic approach.
Okasha, Samir; Weymark, John A; Bossert, Walter
2014-06-01
Kin selection theorists argue that evolution in social contexts will lead organisms to behave as if maximizing their inclusive, as opposed to personal, fitness. The inclusive fitness concept allows biologists to treat organisms as akin to rational agents seeking to maximize a utility function. Here we develop this idea and place it on a firm footing by employing a standard decision-theoretic methodology. We show how the principle of inclusive fitness maximization and a related principle of quasi-inclusive fitness maximization can be derived from axioms on an individual׳s 'as if preferences' (binary choices) for the case in which phenotypic effects are additive. Our results help integrate evolutionary theory and rational choice theory, help draw out the behavioural implications of inclusive fitness maximization, and point to a possible way in which evolution could lead organisms to implement it.
Maximal Hypersurfaces in Spacetimes with Translational Symmetry
Bulawa, Andrew
2016-01-01
We consider four-dimensional vacuum spacetimes which admit a free isometric spacelike R-action. Taking a quotient with respect to the R-action produces a three-dimensional quotient spacetime. We establish several results regarding maximal hypersurfaces (spacelike hypersurfaces of zero mean curvature) in quotient spacetimes. First, we show that complete noncompact maximal hypersurfaces must either be flat cylinders S^1 x R or conformal to the Euclidean plane. Second, we establish a positive mass theorem for certain maximal hypersurfaces. Finally, while it is meaningful to use a bounded lapse when adopting the maximal hypersurface gauge condition in the four-dimensional (asymptotically flat) setting, it is shown here that nontrivial quotient spacetimes admit the maximal hypersurface gauge only with an unbounded lapse.
Risk Forecasting of Karachi Stock Exchange: A Comparison of Classical and Bayesian GARCH Models
Directory of Open Access Journals (Sweden)
Farhat Iqbal
2016-09-01
Full Text Available This paper is concerned with the estimation, forecasting and evaluation of Value-at-Risk (VaR of Karachi Stock Exchange before and after the global financial crisis of 2008 using Bayesian method. The generalized autoregressive conditional heteroscedastic (GARCH models under the assumption of normal and heavy-tailed errors are used to forecast one-day-ahead risk estimates. Various measures and backtesting methods are employed to evaluate VaR forecasts. The observed number of VaR violations using Bayesian method is found close to the expected number of violations. The losses are also found smaller than the competing Maximum Likelihood method. The results showed that the Bayesian method produce accurate and reliable VaR forecasts and can be preferred over other methods.
Comparison of Bayesian Land Surface Temperature algorithm performance with Terra MODIS observations
Morgan, J A
2009-01-01
An approach to land surface temperature (LST) estimation that relies upon Bayesian inference has been validated against multiband infrared radiometric imagery from the Terra MODIS instrument. Bayesian LST estimators are shown to reproduce standard MODIS product LST values starting from a parsimoniously chosen (hence, uninformative) range of prior band emissivity knowledge. Two estimation methods have been tested. The first is the iterative contraction mapping of joint expectation values for LST and surface emissivity described in a previous paper. In the second method, the Bayesian algorithm is reformulated as a Maximum \\emph{A-Posteriori} (MAP) search for the maximum joint \\emph{a-posteriori} probability for LST, given observed sensor aperture radiances and \\emph{a-priori} probabilities for LST and emissivity. Two MODIS data granules each for daytime and nighttime were used for the comparison. The granules were chosen to be largely cloud-free, with limited vertical relief in those portions of the granules fo...
Social gradient in life expectancy and health expectancy in Denmark
DEFF Research Database (Denmark)
Brønnum-Hansen, Henrik; Andersen, Otto; Kjøller, Mette
2004-01-01
Health status of a population can be evaluated by health expectancy expressed as average lifetime in various states of health. The purpose of the study was to compare health expectancy in population groups at high, medium and low educational levels.......Health status of a population can be evaluated by health expectancy expressed as average lifetime in various states of health. The purpose of the study was to compare health expectancy in population groups at high, medium and low educational levels....
Rufibach, Kaspar; Burger, Hans Ulrich; Abt, Markus
2016-09-01
Bayesian predictive power, the expectation of the power function with respect to a prior distribution for the true underlying effect size, is routinely used in drug development to quantify the probability of success of a clinical trial. Choosing the prior is crucial for the properties and interpretability of Bayesian predictive power. We review recommendations on the choice of prior for Bayesian predictive power and explore its features as a function of the prior. The density of power values induced by a given prior is derived analytically and its shape characterized. We find that for a typical clinical trial scenario, this density has a u-shape very similar, but not equal, to a β-distribution. Alternative priors are discussed, and practical recommendations to assess the sensitivity of Bayesian predictive power to its input parameters are provided. Copyright © 2016 John Wiley & Sons, Ltd.
Great Expectations: Temporal Expectation Modulates Perceptual Processing Speed
Vangkilde, Signe; Coull, Jennifer T.; Bundesen, Claus
2012-01-01
In a crowded dynamic world, temporal expectations guide our attention in time. Prior investigations have consistently demonstrated that temporal expectations speed motor behavior. We explore effects of temporal expectation on "perceptual" speed in three nonspeeded, cued recognition paradigms. Different hazard rate functions for the cue-stimulus…
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
Parton distributions based on a maximally consistent dataset
Rojo, Juan
2014-01-01
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 the...
Maximizing the Spread of Cascades Using Network Design
Sheldon, Daniel; Elmachtoub, Adam N; Finseth, Ryan; Sabharwal, Ashish; Conrad, Jon; Gomes, Carla P; Shmoys, David; Allen, William; Amundsen, Ole; Vaughan, William
2012-01-01
We introduce a new optimization framework to maximize the expected spread of cascades in networks. Our model allows a rich set of actions that directly manipulate cascade dy- namics by adding nodes or edges to the net- work. Our motivating application is one in spatial conservation planning, where a cas- cade models the dispersal of wild animals through a fragmented landscape. We propose a mixed integer programming (MIP) formu- lation that combines elements from network design and stochastic optimization. Our ap- proach results in solutions with stochastic op- timality guarantees and points to conserva- tion strategies that are fundamentally dier- ent from naive approaches.
Quantum Bayesianism at the Perimeter
Fuchs, Christopher A
2010-01-01
The author summarizes the Quantum Bayesian viewpoint of quantum mechanics, developed originally by C. M. Caves, R. Schack, and himself. It is a view crucially dependent upon the tools of quantum information theory. Work at the Perimeter Institute for Theoretical Physics continues the development and is focused on the hard technical problem of a finding a good representation of quantum mechanics purely in terms of probabilities, without amplitudes or Hilbert-space operators. The best candidate representation involves a mysterious entity called a symmetric informationally complete quantum measurement. Contemplation of it gives a way of thinking of the Born Rule as an addition to the rules of probability theory, applicable when one gambles on the consequences of interactions with physical systems. The article ends by outlining some directions for future work.
On Bayesian System Reliability Analysis
Energy Technology Data Exchange (ETDEWEB)
Soerensen Ringi, M.
1995-05-01
The view taken in this thesis is that reliability, the probability that a system will perform a required function for a stated period of time, depends on a person`s state of knowledge. Reliability changes as this state of knowledge changes, i.e. when new relevant information becomes available. Most existing models for system reliability prediction are developed in a classical framework of probability theory and they overlook some information that is always present. Probability is just an analytical tool to handle uncertainty, based on judgement and subjective opinions. It is argued that the Bayesian approach gives a much more comprehensive understanding of the foundations of probability than the so called frequentistic school. A new model for system reliability prediction is given in two papers. The model encloses the fact that component failures are dependent because of a shared operational environment. The suggested model also naturally permits learning from failure data of similar components in non identical environments. 85 refs.
Hedging Strategies for Bayesian Optimization
Brochu, Eric; de Freitas, Nando
2010-01-01
Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive black-box optimization scenarios. It is able to do this by sampling the objective using an acquisition function which incorporates the model's estimate of the objective and the uncertainty at any given point. However, there are several different parameterized acquisition functions in the literature, and it is often unclear which one to use. Instead of using a single acquisition function, we adopt a portfolio of acquisition functions governed by an online multi-armed bandit strategy. We describe the method, which we call GP-Hedge, and show that this method almost always outperforms the best individual acquisition function.
Nonparametric Bayesian inference in biostatistics
Müller, Peter
2015-01-01
As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...
Bayesian Inference with Optimal Maps
Moselhy, Tarek A El
2011-01-01
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving map is established by formulating the problem in the context of optimal transport theory. We discuss various means of explicitly parameterizing the map and computing it efficiently through solution of an optimization problem, exploiting gradient information from the forward model when possible. The resulting algorithm overcomes many of the computational bottlenecks associated with Markov chain Monte Carlo. Advantages of a map-based representation of the posterior include analytical expressions for posterior moments and the ability to generate arbitrary numbers of independent posterior samples without additional likelihood evaluations or forward solves. The optimization approach also provides clear convergence criteria for posterior approximation and facilitates model selectio...
Multiview Bayesian Correlated Component Analysis
DEFF Research Database (Denmark)
Kamronn, Simon Due; Poulsen, Andreas Trier; Hansen, Lars Kai
2015-01-01
Correlated component analysis as proposed by Dmochowski, Sajda, Dias, and Parra (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks are iden......Correlated component analysis as proposed by Dmochowski, Sajda, Dias, and Parra (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks...... we denote Bayesian correlated component analysis, evaluates favorably against three relevant algorithms in simulated data. A well-established benchmark EEG data set is used to further validate the new model and infer the variability of spatial representations across multiple subjects....
Bayesian networks in educational assessment
Almond, Russell G; Steinberg, Linda S; Yan, Duanli; Williamson, David M
2015-01-01
Bayesian inference networks, a synthesis of statistics and expert systems, have advanced reasoning under uncertainty in medicine, business, and social sciences. This innovative volume is the first comprehensive treatment exploring how they can be applied to design and analyze innovative educational assessments. Part I develops Bayes nets’ foundations in assessment, statistics, and graph theory, and works through the real-time updating algorithm. Part II addresses parametric forms for use with assessment, model-checking techniques, and estimation with the EM algorithm and Markov chain Monte Carlo (MCMC). A unique feature is the volume’s grounding in Evidence-Centered Design (ECD) framework for assessment design. This “design forward” approach enables designers to take full advantage of Bayes nets’ modularity and ability to model complex evidentiary relationships that arise from performance in interactive, technology-rich assessments such as simulations. Part III describes ECD, situates Bayes nets as ...
Elvira, Clément; Dobigeon, Nicolas
2015-01-01
Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients exhibits relevant properties in various applications such as digital communications. Anti-sparse regularization can be naturally expressed through an $\\ell_{\\infty}$-norm penalty. This paper derives a probabilistic formulation of such representations. A new probability distribution, referred to as the democratic prior, is first introduced. Its main properties as well as three random variate generators for this distribution are derived. Then this probability distribution is used as a prior to promote anti-sparsity in a Gaussian linear inverse problem, yielding a fully Bayesian formulation of anti-sparse coding. Two Markov chain Monte Carlo (MCMC) algorithms are proposed to generate samples according to the posterior distribution. The first one is a standard Gibbs sampler. The seco...
Bayesian Inference in Queueing Networks
Sutton, Charles
2010-01-01
Modern Web services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical understanding of their performance is of great practical interest. Such services are modeled by networks of queues, where one queue models each of the individual computers in the system. A key challenge is that the data is incomplete, because recording detailed information about every request to a heavily used system can require unacceptable overhead. In this paper we develop a Bayesian perspective on queueing models in which the arrival and departure times that are not observed are treated as latent variables. Underlying this viewpoint is the observation that a queueing model defines a deterministic transformation between the data and a set of independent variables called the service times. With this viewpoint in hand, we sample from the posterior distribution over missing data and model...
Quantum Bayesian rule for weak measurements of qubits in superconducting circuit QED
Wang, Peiyue; Qin, Lupei; Li, Xin-Qi
2014-12-01
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.
Predicting the Severity of Breast Masses with Ensemble of Bayesian Classifiers
Directory of Open Access Journals (Sweden)
Alaa M. Elsayad
2010-01-01
Full Text Available Problem statement: This study evaluated two different Bayesian classifiers; tree augmented Naive Bayes and Markov blanket estimation networks in order to build an ensemble model for prediction the severity of breast masses. The objective of the proposed algorithm was to help physicians in their decisions to perform a breast biopsy on a suspicious lesion seen in a mammogram image or to perform a short term follow-up examination instead. While, mammography is the most effective and available tool for breast cancer screening, mammograms do not detect all breast cancers. Also, a small portion of mammograms show that a cancer could probably be present when it is not (called a false-positive result. Approach: Apply ensemble of Bayesian classifiers to predict the severity of breast masses. Bayesian classifiers had been selected as they were able to produce probability estimates rather than predictions. These estimated allow predictions to be ranked and their expected costs to be minimized. The proposed ensemble used the confidence scores where the highest confidence wins to combine the predictions of individual classifiers. Results: The prediction accuracies of Bayesian ensemble was benchmarked against the well-known multilayer perceptron neural network and the ensemble had achieved a remarkable performance with 91.83% accuracy on training subset and 90.63% of test one and outperformed the neural network model. Conclusion: Experimental results showed that the Bayesian classifiers are competitive techniques in the problem of prediction the severity of breast masses.
Bayesian models a statistical primer for ecologists
Hobbs, N Thompson
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili
Compiling Relational Bayesian Networks for Exact Inference
DEFF Research Database (Denmark)
Jaeger, Manfred; Darwiche, Adnan; Chavira, Mark
2006-01-01
We describe in this paper a system for exact inference with relational Bayesian networks as defined in the publicly available PRIMULA tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference...... by evaluating and differentiating these circuits in time linear in their size. We report on experimental results showing successful compilation and efficient inference on relational Bayesian networks, whose PRIMULA--generated propositional instances have thousands of variables, and whose jointrees have clusters...
The Weak Expectation Property and Riesz Interpolation
Kavruk, Ali S
2012-01-01
We show that Lance's weak expectation property is connected to tight Riesz interpolations in lattice theory. More precisely we first prove that if A \\subset B(H) is a unital C*-subalgebra, where B(H) is the bounded linear operators on a Hilbert space H, then A has (2,2) tight Riesz interpolation property in B(H) (defined below). An extension of this requires an additional assumption on A: A has (2,3) tight Riesz interpolation property in B(H) at every matricial level if and only if A has the weak expectation property. Let $J = span{(1,1,-1,-1,-1)}$ in $C^5$ . We show that a unital C*-algebra A has the weak expectation property if and only if $A \\otimesmin (C^5/J) = A \\otimesmax (C^5/J)$ (here \\otimesmin and \\otimesmax are the minimal and the maximal operator system tensor products, respectively, and $C^5/J$ is the operator system quotient of $C^5$ by $J$). We express the Kirchberg conjecture (KC) in terms of a four dimensional operator system problem. We prove that KC has an affirmative answer if and only if ...
Burge, Johannes
2017-01-01
Accuracy Maximization Analysis (AMA) is a recently developed Bayesian ideal observer method for task-specific dimensionality reduction. Given a training set of proximal stimuli (e.g. retinal images), a response noise model, and a cost function, AMA returns the filters (i.e. receptive fields) that extract the most useful stimulus features for estimating a user-specified latent variable from those stimuli. Here, we first contribute two technical advances that significantly reduce AMA’s compute time: we derive gradients of cost functions for which two popular estimators are appropriate, and we implement a stochastic gradient descent (AMA-SGD) routine for filter learning. Next, we show how the method can be used to simultaneously probe the impact on neural encoding of natural stimulus variability, the prior over the latent variable, noise power, and the choice of cost function. Then, we examine the geometry of AMA’s unique combination of properties that distinguish it from better-known statistical methods. Using binocular disparity estimation as a concrete test case, we develop insights that have general implications for understanding neural encoding and decoding in a broad class of fundamental sensory-perceptual tasks connected to the energy model. Specifically, we find that non-orthogonal (partially redundant) filters with scaled additive noise tend to outperform orthogonal filters with constant additive noise; non-orthogonal filters and scaled additive noise can interact to sculpt noise-induced stimulus encoding uncertainty to match task-irrelevant stimulus variability. Thus, we show that some properties of neural response thought to be biophysical nuisances can confer coding advantages to neural systems. Finally, we speculate that, if repurposed for the problem of neural systems identification, AMA may be able to overcome a fundamental limitation of standard subunit model estimation. As natural stimuli become more widely used in the study of psychophysical and
Student Expectations in Introductory Physics.
Redish, Edward F.; Saul, Jeffery M.; Steinberg, Richard N.
Students' understanding of what science is about and how it is done and their expectations as to what goes on in a science course play a powerful role in what they can get out of introductory college physics. This is particularly true when there is a large gap between what the students expect to do and what the instructor expects them to do. This…
Bayesian parameter estimation in the Expectancy Valence model of the Iowa gamblling task
Wetzels, R.; Vandekerckhove, J.; Tuerlinckx, F.; Wagenmakers, E.-J.
2010-01-01
The purpose of the popular Iowa gambling task is to study decision making deficits in clinical populations by mimicking real-life decision making in an experimental context. Busemeyer and Stout [Busemeyer, J. R., & Stout, J. C. (2002). A contribution of cognitive decision models to clinical assessme
Robust utility maximization in a discontinuous filtration
Jeanblanc, Monique; Ngoupeyou, Armand
2012-01-01
We study a problem of utility maximization under model uncertainty with information including jumps. We prove first that the value process of the robust stochastic control problem is described by the solution of a quadratic-exponential backward stochastic differential equation with jumps. Then, we establish a dynamic maximum principle for the optimal control of the maximization problem. The characterization of the optimal model and the optimal control (consumption-investment) is given via a forward-backward system which generalizes the result of Duffie and Skiadas (1994) and El Karoui, Peng and Quenez (2001) in the case of maximization of recursive utilities including model with jumps.
Are all maximally entangled states pure?
Cavalcanti, D.; Brandão, F. G. S. L.; Terra Cunha, M. O.
2005-10-01
We study if all maximally entangled states are pure through several entanglement monotones. In the bipartite case, we find that the same conditions which lead to the uniqueness of the entropy of entanglement as a measure of entanglement exclude the existence of maximally mixed entangled states. In the multipartite scenario, our conclusions allow us to generalize the idea of the monogamy of entanglement: we establish the polygamy of entanglement, expressing that if a general state is maximally entangled with respect to some kind of multipartite entanglement, then it is necessarily factorized of any other system.
Collaborative decision-analytic framework to maximize resilience of tidal marshes to climate change
Thorne, Karen M.; Mattsson, Brady J.; Takekawa, John Y.; Cummings, Jonathan; Crouse, Debby; Block, Giselle; Bloom, Valary; Gerhart, Matt; Goldbeck, Steve; Huning, Beth; Sloop, Christina; Stewart, Mendel; Taylor, Karen; Valoppi, Laura
2015-01-01
Decision makers that are responsible for stewardship of natural resources face many challenges, which are complicated by uncertainty about impacts from climate change, expanding human development, and intensifying land uses. A systematic process for evaluating the social and ecological risks, trade-offs, and cobenefits associated with future changes is critical to maximize resilience and conserve ecosystem services. This is particularly true in coastal areas where human populations and landscape conversion are increasing, and where intensifying storms and sea-level rise pose unprecedented threats to coastal ecosystems. We applied collaborative decision analysis with a diverse team of stakeholders who preserve, manage, or restore tidal marshes across the San Francisco Bay estuary, California, USA, as a case study. Specifically, we followed a structured decision-making approach, and we using expert judgment developed alternative management strategies to increase the capacity and adaptability to manage tidal marsh resilience while considering uncertainties through 2050. Because sea-level rise projections are relatively confident to 2050, we focused on uncertainties regarding intensity and frequency of storms and funding. Elicitation methods allowed us to make predictions in the absence of fully compatible models and to assess short- and long-term trade-offs. Specifically we addressed two questions. (1) Can collaborative decision analysis lead to consensus among a diverse set of decision makers responsible for environmental stewardship and faced with uncertainties about climate change, funding, and stakeholder values? (2) What is an optimal strategy for the conservation of tidal marshes, and what strategy is robust to the aforementioned uncertainties? We found that when taking this approach, consensus was reached among the stakeholders about the best management strategies to maintain tidal marsh integrity. A Bayesian decision network revealed that a strategy
Collaborative decision-analytic framework to maximize resilience of tidal marshes to climate change
Directory of Open Access Journals (Sweden)
Karen M. Thorne
2015-03-01
Full Text Available Decision makers that are responsible for stewardship of natural resources face many challenges, which are complicated by uncertainty about impacts from climate change, expanding human development, and intensifying land uses. A systematic process for evaluating the social and ecological risks, trade-offs, and cobenefits associated with future changes is critical to maximize resilience and conserve ecosystem services. This is particularly true in coastal areas where human populations and landscape conversion are increasing, and where intensifying storms and sea-level rise pose unprecedented threats to coastal ecosystems. We applied collaborative decision analysis with a diverse team of stakeholders who preserve, manage, or restore tidal marshes across the San Francisco Bay estuary, California, USA, as a case study. Specifically, we followed a structured decision-making approach, and we using expert judgment developed alternative management strategies to increase the capacity and adaptability to manage tidal marsh resilience while considering uncertainties through 2050. Because sea-level rise projections are relatively confident to 2050, we focused on uncertainties regarding intensity and frequency of storms and funding. Elicitation methods allowed us to make predictions in the absence of fully compatible models and to assess short- and long-term trade-offs. Specifically we addressed two questions. (1 Can collaborative decision analysis lead to consensus among a diverse set of decision makers responsible for environmental stewardship and faced with uncertainties about climate change, funding, and stakeholder values? (2 What is an optimal strategy for the conservation of tidal marshes, and what strategy is robust to the aforementioned uncertainties? We found that when taking this approach, consensus was reached among the stakeholders about the best management strategies to maintain tidal marsh integrity. A Bayesian decision network revealed that a
The Diagnosis of Reciprocating Machinery by Bayesian Networks
Institute of Scientific and Technical Information of China (English)
无
2003-01-01
A Bayesian Network is a reasoning tool based on probability theory and has many advantages that other reasoning tools do not have. This paper discusses the basic theory of Bayesian networks and studies the problems in constructing Bayesian networks. The paper also constructs a Bayesian diagnosis network of a reciprocating compressor. The example helps us to draw a conclusion that Bayesian diagnosis networks can diagnose reciprocating machinery effectively.
Maximal sfermion flavour violation in super-GUTs
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.
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.)
GPstuff: Bayesian Modeling with Gaussian Processes
Vanhatalo, J.; Riihimaki, J.; Hartikainen, J.; Jylänki, P.P.; Tolvanen, V.; Vehtari, A.
2013-01-01
The GPstuff toolbox is a versatile collection of Gaussian process models and computational tools required for Bayesian inference. The tools include, among others, various inference methods, sparse approximations and model assessment methods.
Bayesian Uncertainty Analyses Via Deterministic Model
Krzysztofowicz, R.
2001-05-01
Rational decision-making requires that the total uncertainty about a variate of interest (a predictand) be quantified in terms of a probability distribution, conditional on all available information and knowledge. Suppose the state-of-knowledge is embodied in a deterministic model, which is imperfect and outputs only an estimate of the predictand. Fundamentals are presented of three Bayesian approaches to producing a probability distribution of the predictand via any deterministic model. The Bayesian Processor of Output (BPO) quantifies the total uncertainty in terms of a posterior distribution, conditional on model output. The Bayesian Processor of Ensemble (BPE) quantifies the total uncertainty in terms of a posterior distribution, conditional on an ensemble of model output. The Bayesian Forecasting System (BFS) decomposes the total uncertainty into input uncertainty and model uncertainty, which are characterized independently and then integrated into a predictive distribution.
Picturing classical and quantum Bayesian inference
Coecke, Bob
2011-01-01
We introduce a graphical framework for Bayesian inference that is sufficiently general to accommodate not just the standard case but also recent proposals for a theory of quantum Bayesian inference wherein one considers density operators rather than probability distributions as representative of degrees of belief. The diagrammatic framework is stated in the graphical language of symmetric monoidal categories and of compact structures and Frobenius structures therein, in which Bayesian inversion boils down to transposition with respect to an appropriate compact structure. We characterize classical Bayesian inference in terms of a graphical property and demonstrate that our approach eliminates some purely conventional elements that appear in common representations thereof, such as whether degrees of belief are represented by probabilities or entropic quantities. We also introduce a quantum-like calculus wherein the Frobenius structure is noncommutative and show that it can accommodate Leifer's calculus of `cond...
Learning Bayesian networks for discrete data
Liang, Faming
2009-02-01
Bayesian networks have received much attention in the recent literature. In this article, we propose an approach to learn Bayesian networks using the stochastic approximation Monte Carlo (SAMC) algorithm. Our approach has two nice features. Firstly, it possesses the self-adjusting mechanism and thus avoids essentially the local-trap problem suffered by conventional MCMC simulation-based approaches in learning Bayesian networks. Secondly, it falls into the class of dynamic importance sampling algorithms; the network features can be inferred by dynamically weighted averaging the samples generated in the learning process, and the resulting estimates can have much lower variation than the single model-based estimates. The numerical results indicate that our approach can mix much faster over the space of Bayesian networks than the conventional MCMC simulation-based approaches. © 2008 Elsevier B.V. All rights reserved.
An Intuitive Dashboard for Bayesian Network Inference
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++.
Corporate governance structure and shareholder wealth maximization
Directory of Open Access Journals (Sweden)
Kwadwo Boateng Prempeh
2015-04-01
Full Text Available Over the past two decades the ideology of shareholder value has become entrenched as a principle of corporate governance among companies. A well-established corporate governance system suggests effective control and accounting systems, stringent monitoring, effective regulatory mechanism and efficient utilisation of firms’ resources resulting in improved performance. The object of the research presented in this paper is to provide empirical evidence on the effects of corporate governance on shareholder value maximization of the listed companies in Ghana. Data from ten companies listed on Ghana Stock Exchange covering the period 2003 –2007 were used and analysis done within the panel data framework. The dependent variables, dividend per share and dividend yield are used as a measure of shareholder wealth maximization and the relation between corporate governance and shareholder wealth maximization is investigated. The regression results show that both the board size and the independence have statistically significant relationship with shareholder wealth maximization.
Maximizing throughput by evaluating critical utilization paths
Weeda, P.J.
1991-01-01
Recently the relationship between batch structure, bottleneck machine and maximum throughput has been explored for serial, convergent and divergent process configurations consisting of two machines and three processes. In three of the seven possible configurations a multiple batch structure maximize
HEALTH INSURANCE: CONTRIBUTIONS AND REIMBURSEMENT MAXIMAL
HR Division
2000-01-01
Affected by both the salary adjustment index on 1.1.2000 and the evolution of the staff members and fellows population, the average reference salary, which is used as an index for fixed contributions and reimbursement maximal, has changed significantly. An adjustment of the amounts of the reimbursement maximal and the fixed contributions is therefore necessary, as from 1 January 2000.Reimbursement maximalThe revised reimbursement maximal will appear on the leaflet summarising the benefits for the year 2000, which will soon be available from the divisional secretariats and from the AUSTRIA office at CERN.Fixed contributionsThe fixed contributions, applicable to some categories of voluntarily insured persons, are set as follows (amounts in CHF for monthly contributions):voluntarily insured member of the personnel, with complete coverage:815,- (was 803,- in 1999)voluntarily insured member of the personnel, with reduced coverage:407,- (was 402,- in 1999)voluntarily insured no longer dependent child:326,- (was 321...
D-optimal Bayesian Interrogation for Parameter and Noise Identification of Recurrent Neural Networks
Poczos, Barnabas
2008-01-01
We introduce a novel online Bayesian method for the identification of a family of noisy recurrent neural networks (RNNs). We develop Bayesian active learning technique in order to optimize the interrogating stimuli given past experiences. In particular, we consider the unknown parameters as stochastic variables and use the D-optimality principle, also known as `\\emph{infomax method}', to choose optimal stimuli. We apply a greedy technique to maximize the information gain concerning network parameters at each time step. We also derive the D-optimal estimation of the additive noise that perturbs the dynamical system of the RNN. Our analytical results are approximation-free. The analytic derivation gives rise to attractive quadratic update rules.
Directory of Open Access Journals (Sweden)
Paulo Mateus
2013-07-01
Full Text Available We propose a minimum variance unbiased approximation to the conditional relative entropy of the distribution induced by the observed frequency estimates, for multi-classification tasks. Such approximation is an extension of a decomposable scoring criterion, named approximate conditional log-likelihood (aCLL, primarily used for discriminative learning of augmented Bayesian network classifiers. Our contribution is twofold: (i it addresses multi-classification tasks and not only binary-classification ones; and (ii it covers broader stochastic assumptions than uniform distribution over the parameters. Specifically, we considered a Dirichlet distribution over the parameters, which was experimentally shown to be a very good approximation to CLL. In addition, for Bayesian network classifiers, a closed-form equation is found for the parameters that maximize the scoring criterion.
ProFit: Bayesian galaxy fitting tool
Robotham, A. S. G.; Taranu, D.; Tobar, R.
2016-12-01
ProFit is a Bayesian galaxy fitting tool that uses the fast C++ image generation library libprofit (ascl:1612.003) and a flexible R interface to a large number of likelihood samplers. It offers a fully featured Bayesian interface to galaxy model fitting (also called profiling), using mostly the same standard inputs as other popular codes (e.g. GALFIT ascl:1104.010), but it is also able to use complex priors and a number of likelihoods.
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.
Variational Bayesian Approximation methods for inverse problems
Mohammad-Djafari, Ali
2012-09-01
Variational Bayesian Approximation (VBA) methods are recent tools for effective Bayesian computations. In this paper, these tools are used for inverse problems where the prior models include hidden variables and where where the estimation of the hyper parameters has also to be addressed. In particular two specific prior models (Student-t and mixture of Gaussian models) are considered and details of the algorithms are given.
Bayesian Modeling of a Human MMORPG Player
Synnaeve, Gabriel
2010-01-01
This paper describes an application of Bayesian programming to the control of an autonomous avatar in a multiplayer role-playing game (the example is based on World of Warcraft). We model a particular task, which consists of choosing what to do and to select which target in a situation where allies and foes are present. We explain the model in Bayesian programming and show how we could learn the conditional probabilities from data gathered during human-played sessions.
Bayesian Modeling of a Human MMORPG Player
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.
Fuzzy Functional Dependencies and Bayesian Networks
Institute of Scientific and Technical Information of China (English)
LIU WeiYi(刘惟一); SONG Ning(宋宁)
2003-01-01
Bayesian networks have become a popular technique for representing and reasoning with probabilistic information. The fuzzy functional dependency is an important kind of data dependencies in relational databases with fuzzy values. The purpose of this paper is to set up a connection between these data dependencies and Bayesian networks. The connection is done through a set of methods that enable people to obtain the most information of independent conditions from fuzzy functional dependencies.
Simple technique for maximal thoracic muscle harvest.
Marshall, M Blair; Kaiser, Larry R; Kucharczuk, John C
2004-04-01
We present a modification of technique for standard muscle flap harvest, the placement of cutaneous traction sutures. This technique allows for maximal dissection of the thoracic muscles even through minimal incisions. Through improved exposure and traction, complete dissection of the muscle bed can be performed and the tissue obtained maximized. Because more muscle bulk is obtained with this technique, the need for a second muscle may be prevented.
Maximal Subgroups of Skew Linear Groups
Institute of Scientific and Technical Information of China (English)
M. Mahdavi-Hezavehi
2002-01-01
Let D be an infinite division algebra of finite dimension over its centre Z(D) = F, and n a positive integer. The structure of maximal subgroups of skew linear groups are investigated. In particular, assume N is a normal subgroup of GLn(D) and M is a maximal subgroup of N containing Z(N). It is shown that if M/Z(N) is finite, then N is central.
Additive Approximation Algorithms for Modularity Maximization
Kawase, Yasushi; Matsui, Tomomi; Miyauchi, Atsushi
2016-01-01
The modularity is a quality function in community detection, which was introduced by Newman and Girvan (2004). Community detection in graphs is now often conducted through modularity maximization: given an undirected graph $G=(V,E)$, we are asked to find a partition $\\mathcal{C}$ of $V$ that maximizes the modularity. Although numerous algorithms have been developed to date, most of them have no theoretical approximation guarantee. Recently, to overcome this issue, the design of modularity max...
Natural selection and the maximization of fitness.
Birch, Jonathan
2016-08-01
The notion that natural selection is a process of fitness maximization gets a bad press in population genetics, yet in other areas of biology the view that organisms behave as if attempting to maximize their fitness remains widespread. Here I critically appraise the prospects for reconciliation. I first distinguish four varieties of fitness maximization. I then examine two recent developments that may appear to vindicate at least one of these varieties. The first is the 'new' interpretation of Fisher's fundamental theorem of natural selection, on which the theorem is exactly true for any evolving population that satisfies some minimal assumptions. The second is the Formal Darwinism project, which forges links between gene frequency change and optimal strategy choice. In both cases, I argue that the results fail to establish a biologically significant maximization principle. I conclude that it may be a mistake to look for universal maximization principles justified by theory alone. A more promising approach may be to find maximization principles that apply conditionally and to show that the conditions were satisfied in the evolution of particular traits.
Maximal Frequent Itemset Generation Using Segmentation Apporach
Directory of Open Access Journals (Sweden)
M.Rajalakshmi
2011-09-01
Full Text Available Finding frequent itemsets in a data source is a fundamental operation behind Association Rule Mining.Generally, many algorithms use either the bottom-up or top-down approaches for finding these frequentitemsets. When the length of frequent itemsets to be found is large, the traditional algorithms find all thefrequent itemsets from 1-length to n-length, which is a difficult process. This problem can be solved bymining only the Maximal Frequent Itemsets (MFS. Maximal Frequent Itemsets are frequent itemsets whichhave no proper frequent superset. Thus, the generation of only maximal frequent itemsets reduces thenumber of itemsets and also time needed for the generation of all frequent itemsets as each maximal itemsetof length m implies the presence of 2m-2 frequent itemsets. Furthermore, mining only maximal frequentitemset is sufficient in many data mining applications like minimal key discovery and theory extraction. Inthis paper, we suggest a novel method for finding the maximal frequent itemset from huge data sourcesusing the concept of segmentation of data source and prioritization of segments. Empirical evaluationshows that this method outperforms various other known methods.
Philosophy and the practice of Bayesian statistics.
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.
Bayesian demography 250 years after Bayes.
Bijak, Jakub; Bryant, John
2016-01-01
Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms.
Expectation Value in Bell's Theorem
Wang, Zheng-Chuan
2006-01-01
We will demonstrate in this paper that Bell's theorem (Bell's inequality) does not really conflict with quantum mechanics, the controversy between them originates from the different definitions for the expectation value using the probability distribution in Bell's inequality and the expectation value in quantum mechanics. We can not use quantum mechanical expectation value measured in experiments to show the violation of Bell's inequality and then further deny the local hidden-variables theor...
Expectations on Track? High School Tracking and Adolescent Educational Expectations
DEFF Research Database (Denmark)
Karlson, Kristian Bernt
2015-01-01
This paper examines the role of adaptation in expectation formation processes by analyzing how educational tracking in high schools affects adolescents' educational expectations. I argue that adolescents view track placement as a signal about their academic abilities and respond to it in terms...... of modifying their educational expectations. Applying a difference-in-differences approach to the National Educational Longitudinal Study of 1988, I find that being placed in an advanced or honors class in high school positively affects adolescents’ expectations, particularly if placement is consistent across...... subjects and if placement contradicts tracking experiences in middle school. My findings support the hypothesis that adolescents adapt their educational expectations to ability signals sent by schools....
Decomposing change in life expectancy
DEFF Research Database (Denmark)
Vaupel, James W.; Canudas Romo, Vladimir
2003-01-01
We extend Nathan Keyfitz's research on continuous change in life expectancy over time by presenting and proving a new formula for decomposing such change. The formula separates change in life expectancy over time into two terms. The first term captures the general effect of reduction in death rates...... at all ages, and the second term captures the effect of heterogeneity in the pace of improvement in mortality at different ages. We extend the formula to decompose change in life expectancy into age-specific and cause-specific components, and apply the methods to analyze changes in life expectancy...
Bayesian analysis of cosmic structures
Kitaura, Francisco-Shu
2011-01-01
We revise the Bayesian inference steps required to analyse the cosmological large-scale structure. Here we make special emphasis in the complications which arise due to the non-Gaussian character of the galaxy and matter distribution. In particular we investigate the advantages and limitations of the Poisson-lognormal model and discuss how to extend this work. With the lognormal prior using the Hamiltonian sampling technique and on scales of about 4 h^{-1} Mpc we find that the over-dense regions are excellent reconstructed, however, under-dense regions (void statistics) are quantitatively poorly recovered. Contrary to the maximum a posteriori (MAP) solution which was shown to over-estimate the density in the under-dense regions we obtain lower densities than in N-body simulations. This is due to the fact that the MAP solution is conservative whereas the full posterior yields samples which are consistent with the prior statistics. The lognormal prior is not able to capture the full non-linear regime at scales ...
Bayesian inference for generalized linear models for spiking neurons
Directory of Open Access Journals (Sweden)
Sebastian Gerwinn
2010-05-01
Full Text Available Generalized Linear Models (GLMs are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate.
Bayesian 3d velocity field reconstruction with VIRBIuS
Lavaux, G
2015-01-01
I describe a new Bayesian based algorithm to infer the full three dimensional velocity field from observed distances and spectroscopic galaxy catalogues. In addition to the velocity field itself, the algorithm reconstructs true distances, some cosmological parameters and specific non-linearities in the velocity field. The algorithm takes care of selection effects, miscalibration issues and can be easily extended to handle direct fitting of, e.g., the inverse Tully-Fisher relation. I first describe the algorithm in details alongside its performances. This algorithm is implemented in the VIRBIuS (VelocIty Reconstruction using Bayesian Inference Software) software package. I then test it on different mock distance catalogues with a varying complexity of observational issues. The model proved to give robust measurement of velocities for mock catalogues of 3,000 galaxies. I expect the core of the algorithm to scale to tens of thousands galaxies. It holds the promises of giving a better handle on future large and d...
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.
An introduction to Gaussian Bayesian networks.
Grzegorczyk, Marco
2010-01-01
The extraction of regulatory networks and pathways from postgenomic data is important for drug -discovery and development, as the extracted pathways reveal how genes or proteins regulate each other. Following up on the seminal paper of Friedman et al. (J Comput Biol 7:601-620, 2000), Bayesian networks have been widely applied as a popular tool to this end in systems biology research. Their popularity stems from the tractability of the marginal likelihood of the network structure, which is a consistent scoring scheme in the Bayesian context. This score is based on an integration over the entire parameter space, for which highly expensive computational procedures have to be applied when using more complex -models based on differential equations; for example, see (Bioinformatics 24:833-839, 2008). This chapter gives an introduction to reverse engineering regulatory networks and pathways with Gaussian Bayesian networks, that is Bayesian networks with the probabilistic BGe scoring metric [see (Geiger and Heckerman 235-243, 1995)]. In the BGe model, the data are assumed to stem from a Gaussian distribution and a normal-Wishart prior is assigned to the unknown parameters. Gaussian Bayesian network methodology for analysing static observational, static interventional as well as dynamic (observational) time series data will be described in detail in this chapter. Finally, we apply these Bayesian network inference methods (1) to observational and interventional flow cytometry (protein) data from the well-known RAF pathway to evaluate the global network reconstruction accuracy of Bayesian network inference and (2) to dynamic gene expression time series data of nine circadian genes in Arabidopsis thaliana to reverse engineer the unknown regulatory network topology for this domain.
Maximizing Complementary Quantities by Projective Measurements
M. Souza, Leonardo A.; Bernardes, Nadja K.; Rossi, Romeu
2017-04-01
In this work, we study the so-called quantitative complementarity quantities. We focus in the following physical situation: two qubits ( q A and q B ) are initially in a maximally entangled state. One of them ( q B ) interacts with a N-qubit system ( R). After the interaction, projective measurements are performed on each of the qubits of R, in a basis that is chosen after independent optimization procedures: maximization of the visibility, the concurrence, and the predictability. For a specific maximization procedure, we study in detail how each of the complementary quantities behave, conditioned on the intensity of the coupling between q B and the N qubits. We show that, if the coupling is sufficiently "strong," independent of the maximization procedure, the concurrence tends to decay quickly. Interestingly enough, the behavior of the concurrence in this model is similar to the entanglement dynamics of a two qubit system subjected to a thermal reservoir, despite that we consider finite N. However, the visibility shows a different behavior: its maximization is more efficient for stronger coupling constants. Moreover, we investigate how the distinguishability, or the information stored in different parts of the system, is distributed for different couplings.
High Hopes and High Expectations!
Wilford, Sara
2006-01-01
The start of each new school year is an especially hopeful time, and this author has found that clearly communicating expectations for teachers and families can set the stage for a wonderful new school year. This article discusses the expectations of teachers, directors, and families as a new school year begins.
Formation of Rationally Heterogeneous Expectations
Pfajfar, D.
2012-01-01
Abstract: This paper models expectation formation by taking into account that agents produce heterogeneous expectations due to model uncertainty, informational frictions and different capacities for processing information. We show that there are two general classes of steady states within this frame
Adolescents' Academic Expectations and Achievement.
Sanders, Christopher E.; Field, Tiffany M.; Diego, Miguel A.
2001-01-01
Hypothesis that mother relationships are more influential than father relationships on adolescents' academic expectations and achievement was tested with 80 high school seniors. The mother child relationship was found to be predictive of academic expectations. It suggests that the amount of time they spend together may be the contributing factor.…
Genomic medicine: too great expectations?
O'Rourke, P P
2013-08-01
As advances in genomic medicine have captured the interest and enthusiasm of the public, an unintended consequence has been the creation of unrealistic expectations. Because these expectations may have a negative impact on individuals as well as genomics in general, it is important that they be understood and confronted.
Sibling Status Effects: Adult Expectations.
Baskett, Linda Musun
1985-01-01
This study attempted to determine what expectations or beliefs adults might hold about a child based on his or her sibling status alone. Ratings on 50 adjective pairs for each of three sibling status types, only, oldest, and youngest child, were assessed in relation to adult expectations, birth order, and parental status of rater. (Author/DST)
Fiscal Consolidations and Heterogeneous Expectations
C. Hommes; J. Lustenhouwer; K. Mavromatis
2015-01-01
We analyze fiscal consolidations using a New Keynesian model where agents have heterogeneous expectations and are uncertain about the composition of consoidations. Heterogeneity in expectations may amplify expansions, stabilizing thus the debt-to-GDP ratio faster under tax based consolidations, in t
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.
Nonparametric Bayesian inference of the microcanonical stochastic block model
Peixoto, Tiago P.
2017-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.
The maximal process of nonlinear shot noise
Eliazar, Iddo; Klafter, Joseph
2009-05-01
In the nonlinear shot noise system-model shots’ statistics are governed by general Poisson processes, and shots’ decay-dynamics are governed by general nonlinear differential equations. In this research we consider a nonlinear shot noise system and explore the process tracking, along time, the system’s maximal shot magnitude. This ‘maximal process’ is a stationary Markov process following a decay-surge evolution; it is highly robust, and it is capable of displaying both a wide spectrum of statistical behaviors and a rich variety of random decay-surge sample-path trajectories. A comprehensive analysis of the maximal process is conducted, including its Markovian structure, its decay-surge structure, and its correlation structure. All results are obtained analytically and in closed-form.
Polyploidy Induction of Pteroceltis tatarinowii Maxim
Institute of Scientific and Technical Information of China (English)
Lin ZHANG; Feng WANG; Zhongkui SUN; Cuicui ZHU; Rongwei CHEN
2015-01-01
3%Objective] This study was conducted to obtain tetraploid Pteroceltis tatari-nowi Maxim. with excel ent ornamental traits. [Method] The stem apex growing points of Pteroceltis tatarinowi Maxim. were treated with different concentrations of colchicine solution for different hours to figure out a proper method and obtain poly-ploids. [Result] The most effective induction was obtained by treatment with 0.6%-0.8% colchicine for 72 h with 34.2% mutation rate. Flow cytometry and chromosome observation of the stem apex growing point of P. tatarinowi Maxim. proved that the tetraploid plants were successful y obtained with chromosome number 2n=4x=36. [Conclusion] The result not only fil s the blank of polyploid breeding of P. tatarinowi , but also provides an effective way to broaden the methods of cultivation of fast-growing, high-quality, disease-resilience, new varieties of Pteroceltis.
Quantum theory allows for absolute maximal contextuality
Amaral, Barbara; Cunha, Marcelo Terra; Cabello, Adán
2015-12-01
Contextuality is a fundamental feature of quantum theory and a necessary resource for quantum computation and communication. It is therefore important to investigate how large contextuality can be in quantum theory. Linear contextuality witnesses can be expressed as a sum S of n probabilities, and the independence number α and the Tsirelson-like number ϑ of the corresponding exclusivity graph are, respectively, the maximum of S for noncontextual theories and for the theory under consideration. A theory allows for absolute maximal contextuality if it has scenarios in which ϑ /α approaches n . Here we show that quantum theory allows for absolute maximal contextuality despite what is suggested by the examination of the quantum violations of Bell and noncontextuality inequalities considered in the past. Our proof is not constructive and does not single out explicit scenarios. Nevertheless, we identify scenarios in which quantum theory allows for almost-absolute-maximal contextuality.
Online variational Bayesian filtering-based mobile target tracking in wireless sensor networks.
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.
Online Variational Bayesian Filtering-Based Mobile Target Tracking in Wireless Sensor Networks
Directory of Open Access Journals (Sweden)
Bingpeng Zhou
2014-11-01
Full Text Available 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.
Life Expectancy in 2040: What Do Clinical Experts Expect?
DEFF Research Database (Denmark)
Canudas-Romo, Vladimir; DuGoff, Eva H; Wu, Albert W.;
2016-01-01
We use expert clinical and public health opinion to estimate likely changes in the prevention and treatment of important disease conditions and how they will affect future life expectancy. Focus groups were held including clinical and public health faculty with expertise in the six leading causes...... of death in the United States. Mortality rates and life tables for 2040 were derived by sex and age. Life expectancy at age 20 and 65 was compared to figures published by the Social Security Administration and to estimates from the Lee-Carter method. There was agreement among all three approaches that life...... expectancy at age 20 will increase by approximately one year per decade for females and males between now and 2040. According to the clinical experts, 70% of the improvement in life expectancy will occur in cardiovascular disease and cancer, while in the last 30 years most of the improvement has occurred...
Dimensionality reduction in Bayesian estimation algorithms
Directory of Open Access Journals (Sweden)
G. W. Petty
2013-03-01
Full Text Available An idealized synthetic database loosely resembling 3-channel passive microwave observations of precipitation against a variable background is employed to examine the performance of a conventional Bayesian retrieval algorithm. For this dataset, algorithm performance is found to be poor owing to an irreconcilable conflict between the need to find matches in the dependent database versus the need to exclude inappropriate matches. It is argued that the likelihood of such conflicts increases sharply with the dimensionality of the observation space of real satellite sensors, which may utilize 9 to 13 channels to retrieve precipitation, for example. An objective method is described for distilling the relevant information content from N real channels into a much smaller number (M of pseudochannels while also regularizing the background (geophysical plus instrument noise component. The pseudochannels are linear combinations of the original N channels obtained via a two-stage principal component analysis of the dependent dataset. Bayesian retrievals based on a single pseudochannel applied to the independent dataset yield striking improvements in overall performance. The differences between the conventional Bayesian retrieval and reduced-dimensional Bayesian retrieval suggest that a major potential problem with conventional multichannel retrievals – whether Bayesian or not – lies in the common but often inappropriate assumption of diagonal error covariance. The dimensional reduction technique described herein avoids this problem by, in effect, recasting the retrieval problem in a coordinate system in which the desired covariance is lower-dimensional, diagonal, and unit magnitude.
Bayesian modeling of flexible cognitive control.
Jiang, Jiefeng; Heller, Katherine; Egner, Tobias
2014-10-01
"Cognitive control" describes endogenous guidance of behavior in situations where routine stimulus-response associations are suboptimal for achieving a desired goal. The computational and neural mechanisms underlying this capacity remain poorly understood. We examine recent advances stemming from the application of a Bayesian learner perspective that provides optimal prediction for control processes. In reviewing the application of Bayesian models to cognitive control, we note that an important limitation in current models is a lack of a plausible mechanism for the flexible adjustment of control over conflict levels changing at varying temporal scales. We then show that flexible cognitive control can be achieved by a Bayesian model with a volatility-driven learning mechanism that modulates dynamically the relative dependence on recent and remote experiences in its prediction of future control demand. We conclude that the emergent Bayesian perspective on computational mechanisms of cognitive control holds considerable promise, especially if future studies can identify neural substrates of the variables encoded by these models, and determine the nature (Bayesian or otherwise) of their neural implementation.
Multi-Fraction Bayesian Sediment Transport Model
Directory of Open Access Journals (Sweden)
Mark L. Schmelter
2015-09-01
Full Text Available A Bayesian approach to sediment transport modeling can provide a strong basis for evaluating and propagating model uncertainty, which can be useful in transport applications. Previous work in developing and applying Bayesian sediment transport models used a single grain size fraction or characterized the transport of mixed-size sediment with a single characteristic grain size. Although this approach is common in sediment transport modeling, it precludes the possibility of capturing processes that cause mixed-size sediments to sort and, thereby, alter the grain size available for transport and the transport rates themselves. This paper extends development of a Bayesian transport model from one to k fractional dimensions. The model uses an existing transport function as its deterministic core and is applied to the dataset used to originally develop the function. The Bayesian multi-fraction model is able to infer the posterior distributions for essential model parameters and replicates predictive distributions of both bulk and fractional transport. Further, the inferred posterior distributions are used to evaluate parametric and other sources of variability in relations representing mixed-size interactions in the original model. Successful OPEN ACCESS J. Mar. Sci. Eng. 2015, 3 1067 development of the model demonstrates that Bayesian methods can be used to provide a robust and rigorous basis for quantifying uncertainty in mixed-size sediment transport. Such a method has heretofore been unavailable and allows for the propagation of uncertainty in sediment transport applications.
Bayesian modeling of flexible cognitive control
Jiang, Jiefeng; Heller, Katherine; Egner, Tobias
2014-01-01
“Cognitive control” describes endogenous guidance of behavior in situations where routine stimulus-response associations are suboptimal for achieving a desired goal. The computational and neural mechanisms underlying this capacity remain poorly understood. We examine recent advances stemming from the application of a Bayesian learner perspective that provides optimal prediction for control processes. In reviewing the application of Bayesian models to cognitive control, we note that an important limitation in current models is a lack of a plausible mechanism for the flexible adjustment of control over conflict levels changing at varying temporal scales. We then show that flexible cognitive control can be achieved by a Bayesian model with a volatility-driven learning mechanism that modulates dynamically the relative dependence on recent and remote experiences in its prediction of future control demand. We conclude that the emergent Bayesian perspective on computational mechanisms of cognitive control holds considerable promise, especially if future studies can identify neural substrates of the variables encoded by these models, and determine the nature (Bayesian or otherwise) of their neural implementation. PMID:24929218
Computationally efficient Bayesian inference for inverse problems.
Energy Technology Data Exchange (ETDEWEB)
Marzouk, Youssef M.; Najm, Habib N.; Rahn, Larry A.
2007-10-01
Bayesian statistics provides a foundation for inference from noisy and incomplete data, a natural mechanism for regularization in the form of prior information, and a quantitative assessment of uncertainty in the inferred results. Inverse problems - representing indirect estimation of model parameters, inputs, or structural components - can be fruitfully cast in this framework. Complex and computationally intensive forward models arising in physical applications, however, can render a Bayesian approach prohibitive. This difficulty is compounded by high-dimensional model spaces, as when the unknown is a spatiotemporal field. We present new algorithmic developments for Bayesian inference in this context, showing strong connections with the forward propagation of uncertainty. In particular, we introduce a stochastic spectral formulation that dramatically accelerates the Bayesian solution of inverse problems via rapid evaluation of a surrogate posterior. We also explore dimensionality reduction for the inference of spatiotemporal fields, using truncated spectral representations of Gaussian process priors. These new approaches are demonstrated on scalar transport problems arising in contaminant source inversion and in the inference of inhomogeneous material or transport properties. We also present a Bayesian framework for parameter estimation in stochastic models, where intrinsic stochasticity may be intermingled with observational noise. Evaluation of a likelihood function may not be analytically tractable in these cases, and thus several alternative Markov chain Monte Carlo (MCMC) schemes, operating on the product space of the observations and the parameters, are introduced.
Power Utility Maximization in an Exponential Lévy Model Without a Risk-free Asset
Institute of Scientific and Technical Information of China (English)
Qing Zhou
2005-01-01
We consider the problem of maximizing the expected power utility from terminal wealth in a market where logarithmic securities prices follow a Levy process. By Girsanov's theorem, we give explicit solutions for power utility of undiscounted terminal wealth in terms of the Levy-Khintchine triplet.
Run-time revenue maximization for composite web services with response time commitments
Živković, M.; Bosman, J.W.; Berg, H. van den; Mei, R. van der; Meeuwissen, H.B.; Núñez-Queija, R.
2012-01-01
We investigate dynamic decision mechanisms for composite web services maximizing the expected revenue for the providers of composite services. A composite web service is represented by a (sequential) workflow, and for each task within this workflow, a number of service alternatives may be available.
Maximal and Minimal Congruences on Some Semigroups
Institute of Scientific and Technical Information of China (English)
Jintana SANWONG; Boorapa SINGHA; R.P.SULLIVAN
2009-01-01
In 2006,Sanwong and Sullivan described the maximal congruences on the semigroup N consisting of all non-negative integers under standard multiplication,and on the semigroup T(X) consisting of all total transformations of an infinite set X under composition. Here,we determine all maximal congruences on the semigroup Zn under multiplication modulo n. And,when Y X,we do the same for the semigroup T(X,Y) consisting of all elements of T(X) whose range is contained in Y. We also characterise the minimal congruences on T(X,Y).
Maximizing band gaps in plate structures
DEFF Research Database (Denmark)
Halkjær, Søren; Sigmund, Ole; Jensen, Jakob Søndergaard
2006-01-01
Band gaps, i.e., frequency ranges in which waves cannot propagate, can be found in elastic structures for which there is a certain periodic modulation of the material properties or structure. In this paper, we maximize the band gap size for bending waves in a Mindlin plate. We analyze an infinite...... periodic plate using Bloch theory, which conveniently reduces the maximization problem to that of a single base cell. Secondly, we construct a finite periodic plate using a number of the optimized base cells in a postprocessed version. The dynamic properties of the finite plate are investigated...
Singularity Structure of Maximally Supersymmetric Scattering Amplitudes
DEFF Research Database (Denmark)
Arkani-Hamed, Nima; Bourjaily, Jacob L.; Cachazo, Freddy
2014-01-01
We present evidence that loop amplitudes in maximally supersymmetric (N=4) Yang-Mills theory (SYM) beyond the planar limit share some of the remarkable structures of the planar theory. In particular, we show that through two loops, the four-particle amplitude in full N=4 SYM has only logarithmic ...... singularities and is free of any poles at infinity—properties closely related to uniform transcendentality and the UV finiteness of the theory. We also briefly comment on implications for maximal (N=8) supergravity theory (SUGRA)....
Web multimedia information retrieval using improved Bayesian algorithm
Institute of Scientific and Technical Information of China (English)
余轶军; 陈纯; 余轶民; 林怀忠
2003-01-01
The main thrust of this paper is application of a novel data mining approach on the log of user's feedback to improve web multimedia information retrieval performance. A user space model was constructed based on data mining, and then integrated into the original information space model to improve the accuracy of the new information space model. It can remove clutter and irrelevant text information and help to eliminate mismatch between the page author's expression and the user's understanding and expectation. User space model was also utilized to discover the relationship between high-level and low-level features for assigning weight. The authors proposed improved Bayesian algorithm for data mining. Experiment proved that the authors' proposed algorithm was efficient.
A NON-PARAMETER BAYESIAN CLASSIFIER FOR FACE RECOGNITION
Institute of Scientific and Technical Information of China (English)
Liu Qingshan; Lu Hanqing; Ma Songde
2003-01-01
A non-parameter Bayesian classifier based on Kernel Density Estimation (KDE)is presented for face recognition, which can be regarded as a weighted Nearest Neighbor (NN)classifier in formation. The class conditional density is estimated by KDE and the bandwidthof the kernel function is estimated by Expectation Maximum (EM) algorithm. Two subspaceanalysis methods-linear Principal Component Analysis (PCA) and Kernel-based PCA (KPCA)are respectively used to extract features, and the proposed method is compared with ProbabilisticReasoning Models (PRM), Nearest Center (NC) and NN classifiers which are widely used in facerecognition systems. The experiments are performed on two benchmarks and the experimentalresults show that the KDE outperforms PRM, NC and NN classifiers.
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.
Web multimedia information retrieval using improved Bayesian algorithm
Institute of Scientific and Technical Information of China (English)
余铁军; 陈纯; 余铁民; 林怀忠
2003-01-01
The main thrust of this paper is application of a novel data mining approach on the log of user' s feedback to improve web multimedia information retrieval performance. A user space model was constructed based on data mining, and then integrated into the original information space model to improve the accuracy of the new information space model. It can remove clutter and irrelevant text information and help to eliminate mismatch between the page author' s expression and the user' s understanding and expectation. User spacemodel was also utilized to discover the relationship between high-level and low-level features for assigning weight. The authors proposed improved Bayesian algorithm for data mining. Experiment proved that the au-thors' proposed algorithm was efficient.
Assessing Requirements Volatility and Risk Using Bayesian Networks
Russell, Michael S.
2010-01-01
There are many factors that affect the level of requirements volatility a system experiences over its lifecycle and the risk that volatility imparts. Improper requirements generation, undocumented user expectations, conflicting design decisions, and anticipated / unanticipated world states are representative of these volatility factors. Combined, these volatility factors can increase programmatic risk and adversely affect successful system development. This paper proposes that a Bayesian Network can be used to support reasonable judgments concerning the most likely sources and types of requirements volatility a developing system will experience prior to starting development and by doing so it is possible to predict the level of requirements volatility the system will experience over its lifecycle. This assessment offers valuable insight to the system's developers, particularly by providing a starting point for risk mitigation planning and execution.
Bayesian redshift-space distortions correction from galaxy redshift surveys
Kitaura, Francisco-Shu; Angulo, Raul E; Chuang, Chia-Hsun; Rodriguez-Torres, Sergio; Monteagudo, Carlos Hernandez; Prada, Francisco; Yepes, Gustavo
2015-01-01
We present a Bayesian reconstruction method which maps a galaxy distribution from redshift-space to real-space inferring the distances of the individual galaxies. The method is based on sampling density fields assuming a lognormal prior with a likelihood given by the negative binomial distribution function modelling stochastic bias. We assume a deterministic bias given by a power law relating the dark matter density field to the expected halo or galaxy field. Coherent redshift-space distortions are corrected in a Gibbs-sampling procedure by moving the galaxies from redshift-space to real-space according to the peculiar motions derived from the recovered density field using linear theory with the option to include tidal field corrections from second order Lagrangian perturbation theory. The virialised distortions are corrected by sampling candidate real-space positions (being in the neighbourhood of the observations along the line of sight), which are compatible with the bulk flow corrected redshift-space posi...
Bayesian inference on the sphere beyond statistical isotropy
Das, Santanu; Souradeep, Tarun
2015-01-01
We present a general method for Bayesian inference of the underlying covariance structure of random fields on a sphere. We employ the Bipolar Spherical Harmonic (BipoSH) representation of general covariance structure on the sphere. We illustrate the efficacy of the method as a principled approach to assess violation of statistical isotropy (SI) in the sky maps of Cosmic Microwave Background (CMB) fluctuations. SI violation in observed CMB maps arise due to known physical effects such as Doppler boost and weak lensing; yet unknown theoretical possibilities like cosmic topology and subtle violations of the cosmological principle, as well as, expected observational artefacts of scanning the sky with a non-circular beam, masking, foreground residuals, anisotropic noise, etc. We explicitly demonstrate the recovery of the input SI violation signals with their full statistics in simulated CMB maps. Our formalism easily adapts to exploring parametric physical models with non-SI covariance, as we illustrate for the in...
Unified Bayesian situation assessment sensor management
El-Fallah, A.; Zatezalo, A.; Mahler, R.; Mehra, R. K.; Alford, M.
2005-05-01
Sensor management in support of situation assessment (SA) presents a daunting theoretical and practical challenge. We demonstrate new results using a foundational, joint control-theoretic approach to SA and SA sensor management that is based on three concepts: (1) a "dynamic situational significance map" that mathematically specifies the meaning of tactical significance for a given theater of interest at a given moment; (2) an intuitively meaningful and potentially computationally tractable objective function for SA, namely maximization of the expected number of targets of tactical interest; and (3) integration of these two concepts with approximate multitarget filters (specifically, first-order multitarget moment filters and multi-hypothesis correlator (MHC) engines). Under this approach, sensors will be directed to preferentially collect observations from targets of actual or potential tactical significance, according to an adaptively modified definition of tactical significance. Result of testing this sensor management algorithm with significance maps defined in terms of target's location, speed, and heading will be presented. Testing is performed against simulated data, and different sensor management algorithms including the proposed are compared.
Expectations in Incremental Discourse Processing
Cristea, D; Cristea, Dan; Webber, Bonnie Lynn
1997-01-01
The way in which discourse features express connections back to the previous discourse has been described in the literature in terms of adjoining at the right frontier of discourse structure. But this does not allow for discourse features that express expectations about what is to come in the subsequent discourse. After characterizing these expectations and their distribution in text, we show how an approach that makes use of substitution as well as adjoining on a suitably defined right frontier, can be used to both process expectations and constrain discouse processing in general.