WorldWideScience

Sample records for bayesian geostatistical modelling

  1. Bayesian Geostatistical Design

    DEFF Research Database (Denmark)

    Diggle, Peter; Lophaven, Søren Nymand

    2006-01-01

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

  2. Bayesian Analysis of Geostatistical Models With an Auxiliary Lattice

    KAUST Repository

    Park, Jincheol

    2012-04-01

    The Gaussian geostatistical model has been widely used for modeling spatial data. However, this model suffers from a severe difficulty in computation: it requires users to invert a large covariance matrix. This is infeasible when the number of observations is large. In this article, we propose an auxiliary lattice-based approach for tackling this difficulty. By introducing an auxiliary lattice to the space of observations and defining a Gaussian Markov random field on the auxiliary lattice, our model completely avoids the requirement of matrix inversion. It is remarkable that the computational complexity of our method is only O(n), where n is the number of observations. Hence, our method can be applied to very large datasets with reasonable computational (CPU) times. The numerical results indicate that our model can approximate Gaussian random fields very well in terms of predictions, even for those with long correlation lengths. For real data examples, our model can generally outperform conventional Gaussian random field models in both prediction errors and CPU times. Supplemental materials for the article are available online. © 2012 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

  3. A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets

    KAUST Repository

    Xu, Ganggang

    2015-01-01

    When spatio-temporal datasets are large, the computational burden can lead to failures in the implementation of traditional geostatistical tools. In this paper, we propose a computationally efficient Bayesian hierarchical spatio-temporal model in which the spatial dependence is approximated by a Gaussian Markov random field (GMRF) while the temporal correlation is described using a vector autoregressive model. By introducing an auxiliary lattice on the spatial region of interest, the proposed method is not only able to handle irregularly spaced observations in the spatial domain, but it is also able to bypass the missing data problem in a spatio-temporal process. Because the computational complexity of the proposed Markov chain Monte Carlo algorithm is of the order O(n) with n the total number of observations in space and time, our method can be used to handle very large spatio-temporal datasets with reasonable CPU times. The performance of the proposed model is illustrated using simulation studies and a dataset of precipitation data from the coterminous United States.

  4. Model-based geostatistics

    CERN Document Server

    Diggle, Peter J

    2007-01-01

    Model-based geostatistics refers to the application of general statistical principles of modeling and inference to geostatistical problems. This volume provides a treatment of model-based geostatistics and emphasizes on statistical methods and applications. It also features analyses of datasets from a range of scientific contexts.

  5. APPLICATION OF BAYESIAN AND GEOSTATISTICAL MODELING TO THE ENVIRONMENTAL MONITORING OF CS-137 AT THE IDAHO NATIONAL LABORATORY

    Energy Technology Data Exchange (ETDEWEB)

    Kara G. Eby

    2010-08-01

    At the Idaho National Laboratory (INL) Cs-137 concentrations above the U.S. Environmental Protection Agency risk-based threshold of 0.23 pCi/g may increase the risk of human mortality due to cancer. As a leader in nuclear research, the INL has been conducting nuclear activities for decades. Elevated anthropogenic radionuclide levels including Cs-137 are a result of atmospheric weapons testing, the Chernobyl accident, and nuclear activities occurring at the INL site. Therefore environmental monitoring and long-term surveillance of Cs-137 is required to evaluate risk. However, due to the large land area involved, frequent and comprehensive monitoring is limited. Developing a spatial model that predicts Cs-137 concentrations at unsampled locations will enhance the spatial characterization of Cs-137 in surface soils, provide guidance for an efficient monitoring program, and pinpoint areas requiring mitigation strategies. The predictive model presented herein is based on applied geostatistics using a Bayesian analysis of environmental characteristics across the INL site, which provides kriging spatial maps of both Cs-137 estimates and prediction errors. Comparisons are presented of two different kriging methods, showing that the use of secondary information (i.e., environmental characteristics) can provide improved prediction performance in some areas of the INL site.

  6. Bayesian geostatistical prediction of the intensity of infection with Schistosoma mansoni in East Africa

    OpenAIRE

    Archie C.A. Clements; MOYEED, RANA; Brooker, Simon

    2006-01-01

    A Bayesian geostatistical model was developed to predict the intensity of infection with Schistosoma mansoni in East Africa. Epidemiological data from purposively-designed and standardized surveys were available for 31,458 schoolchildren (90% aged between 6-16 years) from 459 locations across the region and used in combination with remote sensing environmental data to identify factors associated with spatial variation in infection patterns. The geostatistical model explicitly takes into accou...

  7. Application of Bayesian geostatistics for evaluation of mass discharge uncertainty at contaminated sites

    DEFF Research Database (Denmark)

    Troldborg, Mads; Nowak, Wolfgang; Lange, Ida Vedel;

    2012-01-01

    . Here a geostatistical simulation method for quantifying the uncertainty of the mass discharge across a multilevel control plane is presented. The method accounts for (1) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics, (2) measurement uncertainty......, and (3) uncertain source zone and transport parameters. The method generates conditional realizations of the spatial flow and concentration distribution. An analytical macrodispersive transport solution is employed to simulate the mean concentration distribution, and a geostatistical model of the Box...... flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners compared to existing methods that are either too simple or computationally demanding. The method is demonstrated on a field site contaminated with chlorinated ethenes...

  8. An interactive Bayesian geostatistical inverse protocol for hydraulic tomography

    Science.gov (United States)

    Fienen, Michael N.; Clemo, Tom; Kitanidis, Peter K.

    2008-01-01

    Hydraulic tomography is a powerful technique for characterizing heterogeneous hydrogeologic parameters. An explicit trade-off between characterization based on measurement misfit and subjective characterization using prior information is presented. We apply a Bayesian geostatistical inverse approach that is well suited to accommodate a flexible model with the level of complexity driven by the data and explicitly considering uncertainty. Prior information is incorporated through the selection of a parameter covariance model characterizing continuity and providing stability. Often, discontinuities in the parameter field, typically caused by geologic contacts between contrasting lithologic units, necessitate subdivision into zones across which there is no correlation among hydraulic parameters. We propose an interactive protocol in which zonation candidates are implied from the data and are evaluated using cross validation and expert knowledge. Uncertainty introduced by limited knowledge of dynamic regional conditions is mitigated by using drawdown rather than native head values. An adjoint state formulation of MODFLOW-2000 is used to calculate sensitivities which are used both for the solution to the inverse problem and to guide protocol decisions. The protocol is tested using synthetic two-dimensional steady state examples in which the wells are located at the edge of the region of interest.

  9. Geostatistical Modeling of Pore Velocity

    Energy Technology Data Exchange (ETDEWEB)

    Devary, J.L.; Doctor, P.G.

    1981-06-01

    A significant part of evaluating a geologic formation as a nuclear waste repository involves the modeling of contaminant transport in the surrounding media in the event the repository is breached. The commonly used contaminant transport models are deterministic. However, the spatial variability of hydrologic field parameters introduces uncertainties into contaminant transport predictions. This paper discusses the application of geostatistical techniques to the modeling of spatially varying hydrologic field parameters required as input to contaminant transport analyses. Kriging estimation techniques were applied to Hanford Reservation field data to calculate hydraulic conductivity and the ground-water potential gradients. These quantities were statistically combined to estimate the groundwater pore velocity and to characterize the pore velocity estimation error. Combining geostatistical modeling techniques with product error propagation techniques results in an effective stochastic characterization of groundwater pore velocity, a hydrologic parameter required for contaminant transport analyses.

  10. Bayesian geostatistics in health cartography: the perspective of malaria.

    Science.gov (United States)

    Patil, Anand P; Gething, Peter W; Piel, Frédéric B; Hay, Simon I

    2011-06-01

    Maps of parasite prevalences and other aspects of infectious diseases that vary in space are widely used in parasitology. However, spatial parasitological datasets rarely, if ever, have sufficient coverage to allow exact determination of such maps. Bayesian geostatistics (BG) is a method for finding a large sample of maps that can explain a dataset, in which maps that do a better job of explaining the data are more likely to be represented. This sample represents the knowledge that the analyst has gained from the data about the unknown true map. BG provides a conceptually simple way to convert these samples to predictions of features of the unknown map, for example regional averages. These predictions account for each map in the sample, yielding an appropriate level of predictive precision.

  11. A Bayesian geostatistical approach for evaluating the uncertainty of contaminant mass discharges from point sources

    Science.gov (United States)

    Troldborg, M.; Nowak, W.; Binning, P. J.; Bjerg, P. L.

    2012-12-01

    Estimates of mass discharge (mass/time) are increasingly being used when assessing risks of groundwater contamination and designing remedial systems at contaminated sites. Mass discharge estimates are, however, prone to rather large uncertainties as they integrate uncertain spatial distributions of both concentration and groundwater flow velocities. For risk assessments or any other decisions that are being based on mass discharge estimates, it is essential to address these uncertainties. We present a novel Bayesian geostatistical approach for quantifying the uncertainty of the mass discharge across a multilevel control plane. The method decouples the flow and transport simulation and has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners compared to existing methods that are either too simple or computationally demanding. The method is based on conditional geostatistical simulation and accounts for i) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics (including the uncertainty in covariance functions), ii) measurement uncertainty, and iii) uncertain source zone geometry and transport parameters. The method generates multiple equally likely realizations of the spatial flow and concentration distribution, which all honour the measured data at the control plane. The flow realizations are generated by analytical co-simulation of the hydraulic conductivity and the hydraulic gradient across the control plane. These realizations are made consistent with measurements of both hydraulic conductivity and head at the site. An analytical macro-dispersive transport solution is employed to simulate the mean concentration distribution across the control plane, and a geostatistical model of the Box-Cox transformed concentration data is used to simulate observed

  12. A Bayesian geostatistical approach for evaluating the uncertainty of contaminant mass discharges from point sources

    DEFF Research Database (Denmark)

    Troldborg, Mads; Nowak, Wolfgang; Binning, Philip John;

    of both concentration and groundwater flow. For risk assessments or any other decisions that are being based on mass discharge estimates, it is essential to address these uncertainties. We present a novel Bayesian geostatistical approach for quantifying the uncertainty of the mass discharge across...... a multilevel control plane. The method decouples the flow and transport simulation and has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners...... compared to existing methods that are either too simple or computationally demanding. The method is based on conditional geostatistical simulation and accounts for i) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics, ii) measurement uncertainty, and iii...

  13. Geostatistical modeling of topography using auxiliary maps

    NARCIS (Netherlands)

    T. Hengl; B. Bajat; D. Blagojević; H.I. Reuter

    2008-01-01

    This paper recommends computational procedures for employing auxiliary maps, such as maps of drainage patterns, land cover and remote-sensing-based indices, directly in the geostatistical modeling of topography. The methodology is based on the regression-kriging technique, as implemented in the R pa

  14. Geostatistical methods applied to field model residuals

    DEFF Research Database (Denmark)

    Maule, Fox; Mosegaard, K.; Olsen, Nils

    The geomagnetic field varies on a variety of time- and length scales, which are only rudimentary considered in most present field models. The part of the observed field that can not be explained by a given model, the model residuals, is often considered as an estimate of the data uncertainty (which...... consists of measurement errors and unmodelled signal), and is typically assumed to be uncorrelated and Gaussian distributed. We have applied geostatistical methods to analyse the residuals of the Oersted(09d/04) field model [http://www.dsri.dk/Oersted/Field_models/IGRF_2005_candidates/], which is based...... on 5 years of Ørsted and CHAMP data, and includes secular variation and acceleration, as well as low-degree external (magnetospheric) and induced fields. The analysis is done in order to find the statistical behaviour of the space-time structure of the residuals, as a proxy for the data covariances...

  15. Uncertainty of mass discharge estimates from contaminated sites using a fully Bayesian framework

    DEFF Research Database (Denmark)

    Troldborg, Mads; Nowak, Wolfgang; Binning, Philip John;

    2011-01-01

    plane. The method accounts for: (1) conceptual model uncertainty through Bayesian model averaging, (2) heterogeneity through Bayesian geostatistics with an uncertain geostatistical model, and (3) measurement uncertainty. An ensemble of unconditional steady-state plume realizations is generated through...

  16. Bayesian Graphical Models

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Nielsen, Thomas Dyhre

    2016-01-01

    Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes...... and edges. The nodes represent variables, which may be either discrete or continuous. An edge between two nodes A and B indicates a direct influence between the state of A and the state of B, which in some domains can also be interpreted as a causal relation. The wide-spread use of Bayesian networks...... is largely due to the availability of efficient inference algorithms for answering probabilistic queries about the states of the variables in the network. Furthermore, to support the construction of Bayesian network models, learning algorithms are also available. We give an overview of the Bayesian network...

  17. Bayesian Spatial Modelling with R-INLA

    Directory of Open Access Journals (Sweden)

    Finn Lindgren

    2015-02-01

    Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.

  18. Bayesian and Geostatistical Approaches to Combining Categorical Data Derived from Visual and Digital Processing of Remotely Sensed Images

    Institute of Scientific and Technical Information of China (English)

    ZHANG Jingxiong; LI Deren

    2005-01-01

    This paper seeks a synthesis of Bayesian and geostatistical approaches to combining categorical data in the context of remote sensing classification.By experiment with aerial photographs and Landsat TM data, accuracy of spectral, spatial, and combined classification results was evaluated.It was confirmed that the incorporation of spatial information in spectral classification increases accuracy significantly.Secondly, through test with a 5-class and a 3-class classification schemes, it was revealed that setting a proper semantic framework for classification is fundamental to any endeavors of categorical mapping and the most important factor affecting accuracy.Lastly, this paper promotes non-parametric methods for both definition of class membership profiling based on band-specific histograms of image intensities and derivation of spatial probability via indicator kriging, a non-parametric geostatistical technique.

  19. Reservoir Modeling Combining Geostatistics with Markov Chain Monte Carlo Inversion

    DEFF Research Database (Denmark)

    Zunino, Andrea; Lange, Katrine; Melnikova, Yulia;

    2014-01-01

    We present a study on the inversion of seismic reflection data generated from a synthetic reservoir model. Our aim is to invert directly for rock facies and porosity of the target reservoir zone. We solve this inverse problem using a Markov chain Monte Carlo (McMC) method to handle the nonlinear......, multi-step forward model (rock physics and seismology) and to provide realistic estimates of uncertainties. To generate realistic models which represent samples of the prior distribution, and to overcome the high computational demand, we reduce the search space utilizing an algorithm drawn from...... geostatistics. The geostatistical algorithm learns the multiple-point statistics from prototype models, then generates proposal models which are tested by a Metropolis sampler. The solution of the inverse problem is finally represented by a collection of reservoir models in terms of facies and porosity, which...

  20. The extension of geostatistical spatial analysis model and its application to datum land appraisal

    Science.gov (United States)

    Fu, Feihong; Li, Xuefei; Zou, Rong

    2007-06-01

    Geostatistical method can reflect quantitatively variable spatial distribution characteristic, and through produces many different theoretical models to reflect quantitatively the uncertain attribute because of lacking material. But geostatistics is taken a new discipline, it also exists the probability of extension. The extension of ordinary geostatistics includes mainly three aspects: the treatment of outliers in geostatistical spatial data, fitting the variogram and selecting Kriging estimate neighborhood. And it introduces the basic mentality of applying geostatistical space analytical model to appraise datum land price base on analyzing the feasibility.

  1. Fractal and geostatistical methods for modeling of a fracture network

    International Nuclear Information System (INIS)

    The modeling of fracture networks is useful for fluid flow and rock mechanics studies. About 6600 fracture traces were recorded on drifts of a uranium mine in a granite massif. The traces have an extension of 0.20-20 m. The network was studied by fractal and by geostatistical methods but can be considered neither as a fractal with a constant dimension nor a set of purely randomly located fractures. Two kinds of generalization of conventional models can still provide more flexibility for the characterization of the network: (a) a nonscaling fractal model with variable similarity dimension (for a 2-D network of traces, the dimension varying from 2 for the 10-m scale to 1 for the centimeter scale, (b) a parent-daughter model with a regionalized density; the geostatistical study allows a 3-D model to be established where: fractures are assumed to be discs; fractures are grouped in clusters or swarms; and fracturation density is regionalized (with two ranges at about 30 and 300 m). The fractal model is easy to fit and to simulate along a line, but 2-D and 3-D simulations are more difficult. The geostatistical model is more complex, but easy to simulate, even in 3-D

  2. Fractal and geostatistical methods for modeling of a fracture network

    Energy Technology Data Exchange (ETDEWEB)

    Chiles, J.P.

    1988-08-01

    The modeling of fracture networks is useful for fluid flow and rock mechanics studies. About 6600 fracture traces were recorded on drifts of a uranium mine in a granite massif. The traces have an extension of 0.20-20 m. The network was studied by fractal and by geostatistical methods but can be considered neither as a fractal with a constant dimension nor a set of purely randomly located fractures. Two kinds of generalization of conventional models can still provide more flexibility for the characterization of the network: (a) a nonscaling fractal model with variable similarity dimension (for a 2-D network of traces, the dimension varying from 2 for the 10-m scale to 1 for the centimeter scale, (b) a parent-daughter model with a regionalized density; the geostatistical study allows a 3-D model to be established where: fractures are assumed to be discs; fractures are grouped in clusters or swarms; and fracturation density is regionalized (with two ranges at about 30 and 300 m). The fractal model is easy to fit and to simulate along a line, but 2-D and 3-D simulations are more difficult. The geostatistical model is more complex, but easy to simulate, even in 3-D.

  3. Applied Bayesian modelling

    CERN Document Server

    Congdon, Peter

    2014-01-01

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

  4. Uncertainty evaluation of mass discharge estimates from a contaminated site using a fully Bayesian framework

    DEFF Research Database (Denmark)

    Troldborg, Mads; Nowak, W.; Tuxen, N.;

    2010-01-01

    ) heterogeneity through Bayesian geostatistics with an uncertain geostatistical model, and (3) measurement uncertainty. Through unconditional and conditional Monte Carlo simulation, ensembles of steady state plume realizations are generated. The conditional ensembles honor all measured data at the control plane...

  5. Granger Causality Between Exports, Imports and GDP in France: Evidance from Using Geostatistical Models

    OpenAIRE

    Arshia Amiri; Ulf-G Gerdtham

    2012-01-01

    This paper introduces a new way of investigating linear and nonlinear Granger causality between exports, imports and economic growth in France over the period 1961_2006 with using geostatistical models (kiriging and Inverse distance weighting). Geostatistical methods are the ordinary methods for forecasting the locatins and making map in water engineerig, environment, environmental pollution, mining, ecology, geology and geography. Although, this is the first time which geostatistics knowledg...

  6. Mapping, Bayesian Geostatistical Analysis and Spatial Prediction of Lymphatic Filariasis Prevalence in Africa

    Science.gov (United States)

    Slater, Hannah; Michael, Edwin

    2013-01-01

    There is increasing interest to control or eradicate the major neglected tropical diseases. Accurate modelling of the geographic distributions of parasitic infections will be crucial to this endeavour. We used 664 community level infection prevalence data collated from the published literature in conjunction with eight environmental variables, altitude and population density, and a multivariate Bayesian generalized linear spatial model that allows explicit accounting for spatial autocorrelation and incorporation of uncertainty in input data and model parameters, to construct the first spatially-explicit map describing LF prevalence distribution in Africa. We also ran the best-fit model against predictions made by the HADCM3 and CCCMA climate models for 2050 to predict the likely distributions of LF under future climate and population changes. We show that LF prevalence is strongly influenced by spatial autocorrelation between locations but is only weakly associated with environmental covariates. Infection prevalence, however, is found to be related to variations in population density. All associations with key environmental/demographic variables appear to be complex and non-linear. LF prevalence is predicted to be highly heterogenous across Africa, with high prevalences (>20%) estimated to occur primarily along coastal West and East Africa, and lowest prevalences predicted for the central part of the continent. Error maps, however, indicate a need for further surveys to overcome problems with data scarcity in the latter and other regions. Analysis of future changes in prevalence indicates that population growth rather than climate change per se will represent the dominant factor in the predicted increase/decrease and spread of LF on the continent. We indicate that these results could play an important role in aiding the development of strategies that are best able to achieve the goals of parasite elimination locally and globally in a manner that may also account

  7. Model-Based Geostatistical Mapping of the Prevalence of Onchocerca volvulus in West Africa.

    Directory of Open Access Journals (Sweden)

    Simon J O'Hanlon

    2016-01-01

    Full Text Available The initial endemicity (pre-control prevalence of onchocerciasis has been shown to be an important determinant of the feasibility of elimination by mass ivermectin distribution. We present the first geostatistical map of microfilarial prevalence in the former Onchocerciasis Control Programme in West Africa (OCP before commencement of antivectorial and antiparasitic interventions.Pre-control microfilarial prevalence data from 737 villages across the 11 constituent countries in the OCP epidemiological database were used as ground-truth data. These 737 data points, plus a set of statistically selected environmental covariates, were used in a Bayesian model-based geostatistical (B-MBG approach to generate a continuous surface (at pixel resolution of 5 km x 5km of microfilarial prevalence in West Africa prior to the commencement of the OCP. Uncertainty in model predictions was measured using a suite of validation statistics, performed on bootstrap samples of held-out validation data. The mean Pearson's correlation between observed and estimated prevalence at validation locations was 0.693; the mean prediction error (average difference between observed and estimated values was 0.77%, and the mean absolute prediction error (average magnitude of difference between observed and estimated values was 12.2%. Within OCP boundaries, 17.8 million people were deemed to have been at risk, 7.55 million to have been infected, and mean microfilarial prevalence to have been 45% (range: 2-90% in 1975.This is the first map of initial onchocerciasis prevalence in West Africa using B-MBG. Important environmental predictors of infection prevalence were identified and used in a model out-performing those without spatial random effects or environmental covariates. Results may be compared with recent epidemiological mapping efforts to find areas of persisting transmission. These methods may be extended to areas where data are sparse, and may be used to help inform the

  8. Should hydraulic tomography data be interpreted using geostatistical inverse modeling? A laboratory sandbox investigation

    Science.gov (United States)

    Illman, Walter A.; Berg, Steven J.; Zhao, Zhanfeng

    2015-05-01

    The robust performance of hydraulic tomography (HT) based on geostatistics has been demonstrated through numerous synthetic, laboratory, and field studies. While geostatistical inverse methods offer many advantages, one key disadvantage is its highly parameterized nature, which renders it computationally intensive for large-scale problems. Another issue is that geostatistics-based HT may produce overly smooth images of subsurface heterogeneity when there are few monitoring interval data. Therefore, some may question the utility of the geostatistical inversion approach in certain situations and seek alternative approaches. To investigate these issues, we simultaneously calibrated different groundwater models with varying subsurface conceptualizations and parameter resolutions using a laboratory sandbox aquifer. The compared models included: (1) isotropic and anisotropic effective parameter models; (2) a heterogeneous model that faithfully represents the geological features; and (3) a heterogeneous model based on geostatistical inverse modeling. The performance of these models was assessed by quantitatively examining the results from model calibration and validation. Calibration data consisted of steady state drawdown data from eight pumping tests and validation data consisted of data from 16 separate pumping tests not used in the calibration effort. Results revealed that the geostatistical inversion approach performed the best among the approaches compared, although the geological model that faithfully represented stratigraphy came a close second. In addition, when the number of pumping tests available for inverse modeling was small, the geological modeling approach yielded more robust validation results. This suggests that better knowledge of stratigraphy obtained via geophysics or other means may contribute to improved results for HT.

  9. Development of Bayesian Geostatistical Models with Applications in Malaria Epidemiology

    OpenAIRE

    Gosoniu, Laura

    2008-01-01

    Plasmodium falciparum malaria is a leading infectious disease and a major cause of morbidity and mortality in large areas of the developing world, especially Africa. Accurate estimates of the burden of the disease are useful for planning and implementing malaria control interventions and for monitoring the impact of prevention and control activities. Information on the population at risk of malaria can be compared to existing levels of service provision to identify underserved ...

  10. Geostatistic models conditioning to production data; Condicionamento de modelos geoestatisticos a dados de producao

    Energy Technology Data Exchange (ETDEWEB)

    Cunha, Luciane B.; Rodrigues, Jose Roberto P. [PETROBRAS S.A., Rio de Janeiro, RJ (Brazil). Centro de Pesquisas

    2000-07-01

    Geostatistical modeling of reservoir heterogeneity is now widely used by geologists/engineers to fill in reservoir simulation grids. These geostatistical models are made of facies or geologic objects and are built by simulation algorithms that reflect the main statistics of the geology of deposits. Integration of dynamic data together with the geology enhances the quality of the geostatistical modeling and provides the reservoir engineers with a better basis for reservoir simulation and management. The uncertainty of simulated production scenarios is then reduced, allowing more realistic economic evaluation. The present paper deals with one of the most often encountered methodology in the literature to incorporate production data in geostatistical models of reservoir heterogeneities. Both, the limitations, and potential benefits of this method are highlighted. At the end, some examples are discussed. (author)

  11. Geostatistical interpolation for modelling SPT data in northern Izmir

    Indian Academy of Sciences (India)

    Selim Altun; A Burak Göktepe; Alper Sezer

    2013-12-01

    In this study, it was aimed to map the corrected Standard Penetration Test(SPT) values in Karşıyaka city center by kriging approach. Six maps were prepared by this geostatistical approach at depths of 3, 6, 9, 13.5, 18 and 25.5m. Borehole test results obtained from 388 boreholes in central Karşıyaka were used to model the spatial variation of $(\\text{N}_1)_{\\text{60cs}}$ values in an area of 5.5 km2. Corrections were made for depth, hammer energy, rod length, sampler, borehole diameter and fines content, to the data in hand. At various depths, prepared variograms and the kriging method were used together to model the variation of corrected SPT data in the region, which enabled the estimation of missing data in the region. The results revealed that the estimation ability of the models were acceptable, which were validated by a number of parameters as well as the comparisons of the actual and estimated data. Outcomes of this study can be used in microzonation studies, site response analyses, calculation of bearing capacity of subsoils in the region and producing a number of parameters which are empirically related to corrected SPT number as well.

  12. Bayesian Model Averaging for Propensity Score Analysis

    Science.gov (United States)

    Kaplan, David; Chen, Jianshen

    2013-01-01

    The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…

  13. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis

    2009-01-01

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

  14. Unified Geostatistical Modeling for Data Fusion and Spatial Heteroskedasticity with R Package ramps

    Directory of Open Access Journals (Sweden)

    Brian J. Smith

    2008-03-01

    Full Text Available This article illustrates usage of the ramps R package, which implements the reparameterized and marginalized posterior sampling (RAMPS algorithm for complex Bayesian geostatistical models. The RAMPS methodology allows joint modeling of areal and point-source data arising from the same underlying spatial process. A reparametrization of variance parameters facilitates slice sampling based on simplexes, which can be useful in general when multiple variances are present. Prediction at arbitrary points can be made, which is critical in applications where maps are needed. Our implementation takes advantage of sparse matrix operations in the Matrix package and can provide substantial savings in computing time for large datasets. A user-friendly interface, similar to the nlme mixed effects models package, enables users to analyze datasets with little programming effort. Support is provided for numerous spatial and spatiotemporal correlation structures, user-defined correlation structures, and non-spatial random effects. The package features are illustrated via a synthetic dataset of spatially correlated observation distributed across the state of Iowa, USA.

  15. Bayesian stable isotope mixing models

    Science.gov (United States)

    In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional contributions of various sources to a mixtur...

  16. Bayesian kinematic earthquake source models

    Science.gov (United States)

    Minson, S. E.; Simons, M.; Beck, J. L.; Genrich, J. F.; Galetzka, J. E.; Chowdhury, F.; Owen, S. E.; Webb, F.; Comte, D.; Glass, B.; Leiva, C.; Ortega, F. H.

    2009-12-01

    Most coseismic, postseismic, and interseismic slip models are based on highly regularized optimizations which yield one solution which satisfies the data given a particular set of regularizing constraints. This regularization hampers our ability to answer basic questions such as whether seismic and aseismic slip overlap or instead rupture separate portions of the fault zone. We present a Bayesian methodology for generating kinematic earthquake source models with a focus on large subduction zone earthquakes. Unlike classical optimization approaches, Bayesian techniques sample the ensemble of all acceptable models presented as an a posteriori probability density function (PDF), and thus we can explore the entire solution space to determine, for example, which model parameters are well determined and which are not, or what is the likelihood that two slip distributions overlap in space. Bayesian sampling also has the advantage that all a priori knowledge of the source process can be used to mold the a posteriori ensemble of models. Although very powerful, Bayesian methods have up to now been of limited use in geophysical modeling because they are only computationally feasible for problems with a small number of free parameters due to what is called the "curse of dimensionality." However, our methodology can successfully sample solution spaces of many hundreds of parameters, which is sufficient to produce finite fault kinematic earthquake models. Our algorithm is a modification of the tempered Markov chain Monte Carlo (tempered MCMC or TMCMC) method. In our algorithm, we sample a "tempered" a posteriori PDF using many MCMC simulations running in parallel and evolutionary computation in which models which fit the data poorly are preferentially eliminated in favor of models which better predict the data. We present results for both synthetic test problems as well as for the 2007 Mw 7.8 Tocopilla, Chile earthquake, the latter of which is constrained by InSAR, local high

  17. A Bayesian Nonparametric IRT Model

    OpenAIRE

    Karabatsos, George

    2015-01-01

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

  18. Bayesian Stable Isotope Mixing Models

    OpenAIRE

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

    2012-01-01

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

  19. Increasing the predictive power of geostatistical reservoir models by integration of geological constraints from stratigraphic forward modeling

    NARCIS (Netherlands)

    Sacchi, Q.; Borello, E.S.; Weltje, G.J.; Dalman, R.

    2016-01-01

    Current static reservoir models are created by quantitative integration of interpreted well and seismic data through geostatistical tools. In these models, equiprobable realizations of structural settings and property distributions can be generated by stochastic simulation techniques. The integratio

  20. Geostatistical modelling of the malaria risk in Mozambique: effect of the spatial resolution when using remotely-sensed imagery.

    Science.gov (United States)

    Giardina, Federica; Franke, Jonas; Vounatsou, Penelope

    2015-01-01

    The study of malaria spatial epidemiology has benefited from recent advances in geographic information system and geostatistical modelling. Significant progress in earth observation technologies has led to the development of moderate, high and very high resolution imagery. Extensive literature exists on the relationship between malaria and environmental/climatic factors in different geographical areas, but few studies have linked human malaria parasitemia survey data with remote sensing-derived land cover/land use variables and very few have used Earth Observation products. Comparison among the different resolution products to model parasitemia has not yet been investigated. In this study, we probe a proximity measure to incorporate different land cover classes and assess the effect of the spatial resolution of remotely sensed land cover and elevation on malaria risk estimation in Mozambique after adjusting for other environmental factors at a fixed spatial resolution. We used data from the Demographic and Health survey carried out in 2011, which collected malaria parasitemia data on children from 0 to 5 years old, analysing them with a Bayesian geostatistical model. We compared the risk predicted using land cover and elevation at moderate resolution with the risk obtained employing the same variables at high resolution. We used elevation data at moderate and high resolution and the land cover layer from the Moderate Resolution Imaging Spectroradiometer as well as the one produced by MALAREO, a project covering part of Mozambique during 2010-2012 that was funded by the European Union's 7th Framework Program. Moreover, the number of infected children was predicted at different spatial resolutions using AFRIPOP population data and the enhanced population data generated by the MALAREO project for comparison of estimates. The Bayesian geostatistical model showed that the main determinants of malaria presence are precipitation and day temperature. However, the presence

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

    NARCIS (Netherlands)

    C. Dimitrakakis

    2009-01-01

    We present a Bayesian variable order Markov model that shares many similarities with predictive state representations. The resulting models are compact and much easier to specify and learn than classical predictive state representations. Moreover, we show that they significantly outperform a more st

  2. Modeling Diagnostic Assessments with Bayesian Networks

    Science.gov (United States)

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

    2007-01-01

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

  3. Combined assimilation of streamflow and satellite soil moisture with the particle filter and geostatistical modeling

    Science.gov (United States)

    Yan, Hongxiang; Moradkhani, Hamid

    2016-08-01

    Assimilation of satellite soil moisture and streamflow data into a distributed hydrologic model has received increasing attention over the past few years. This study provides a detailed analysis of the joint and separate assimilation of streamflow and Advanced Scatterometer (ASCAT) surface soil moisture into a distributed Sacramento Soil Moisture Accounting (SAC-SMA) model, with the use of recently developed particle filter-Markov chain Monte Carlo (PF-MCMC) method. Performance is assessed over the Salt River Watershed in Arizona, which is one of the watersheds without anthropogenic effects in Model Parameter Estimation Experiment (MOPEX). A total of five data assimilation (DA) scenarios are designed and the effects of the locations of streamflow gauges and the ASCAT soil moisture on the predictions of soil moisture and streamflow are assessed. In addition, a geostatistical model is introduced to overcome the significantly biased satellite soil moisture and also discontinuity issue. The results indicate that: (1) solely assimilating outlet streamflow can lead to biased soil moisture estimation; (2) when the study area can only be partially covered by the satellite data, the geostatistical approach can estimate the soil moisture for those uncovered grid cells; (3) joint assimilation of streamflow and soil moisture from geostatistical modeling can further improve the surface soil moisture prediction. This study recommends that the geostatistical model is a helpful tool to aid the remote sensing technique and the hydrologic DA study.

  4. Bayesian inference for OPC modeling

    Science.gov (United States)

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

    2016-03-01

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

  5. A Bayesian approach to model uncertainty

    International Nuclear Information System (INIS)

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

  6. A geostatistical methodology to assess the accuracy of unsaturated flow models

    International Nuclear Information System (INIS)

    The Pacific Northwest National Laboratory spatiotemporal movement of water injected into (PNNL) has developed a Hydrologic unsaturated sediments at the Hanford Site in Evaluation Methodology (HEM) to assist the Washington State was used to develop a new U.S. Nuclear Regulatory Commission in method for evaluating mathematical model evaluating the potential that infiltrating meteoric predictions. Measured water content data were water will produce leachate at commercial low- interpolated geostatistically to a 16 x 16 x 36 level radioactive waste disposal sites. Two key grid at several time intervals. Then a issues are raised in the HEM: (1) evaluation of mathematical model was used to predict water mathematical models that predict facility content at the same grid locations at the selected performance, and (2) estimation of the times. Node-by-node comparison of the uncertainty associated with these mathematical mathematical model predictions with the model predictions. The technical objective of geostatistically interpolated values was this research is to adapt geostatistical tools conducted. The method facilitates a complete commonly used for model parameter estimation accounting and categorization of model error at to the problem of estimating the spatial every node. The comparison suggests that distribution of the dependent variable to be model results generally are within measurement calculated by the model. To fulfill this error. The worst model error occurs in silt objective, a database describing the lenses and is in excess of measurement error

  7. A geostatistical methodology to assess the accuracy of unsaturated flow models

    Energy Technology Data Exchange (ETDEWEB)

    Smoot, J.L.; Williams, R.E.

    1996-04-01

    The Pacific Northwest National Laboratory spatiotemporal movement of water injected into (PNNL) has developed a Hydrologic unsaturated sediments at the Hanford Site in Evaluation Methodology (HEM) to assist the Washington State was used to develop a new U.S. Nuclear Regulatory Commission in method for evaluating mathematical model evaluating the potential that infiltrating meteoric predictions. Measured water content data were water will produce leachate at commercial low- interpolated geostatistically to a 16 x 16 x 36 level radioactive waste disposal sites. Two key grid at several time intervals. Then a issues are raised in the HEM: (1) evaluation of mathematical model was used to predict water mathematical models that predict facility content at the same grid locations at the selected performance, and (2) estimation of the times. Node-by-node comparison of the uncertainty associated with these mathematical mathematical model predictions with the model predictions. The technical objective of geostatistically interpolated values was this research is to adapt geostatistical tools conducted. The method facilitates a complete commonly used for model parameter estimation accounting and categorization of model error at to the problem of estimating the spatial every node. The comparison suggests that distribution of the dependent variable to be model results generally are within measurement calculated by the model. To fulfill this error. The worst model error occurs in silt objective, a database describing the lenses and is in excess of measurement error.

  8. Bayesian Variable Selection in Spatial Autoregressive Models

    OpenAIRE

    Jesus Crespo Cuaresma; Philipp Piribauer

    2015-01-01

    This paper compares the performance of Bayesian variable selection approaches for spatial autoregressive models. We present two alternative approaches which can be implemented using Gibbs sampling methods in a straightforward way and allow us to deal with the problem of model uncertainty in spatial autoregressive models in a flexible and computationally efficient way. In a simulation study we show that the variable selection approaches tend to outperform existing Bayesian model averaging tech...

  9. Bayesian Models of Brain and Behaviour

    OpenAIRE

    Penny, William

    2012-01-01

    This paper presents a review of Bayesian models of brain and behaviour. We first review the basic principles of Bayesian inference. This is followed by descriptions of sampling and variational methods for approximate inference, and forward and backward recursions in time for inference in dynamical models. The review of behavioural models covers work in visual processing, sensory integration, sensorimotor integration, and collective decision making. The review of brain models covers a range of...

  10. Methodology and applications in non-linear model-based geostatistics

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund

    Today geostatistics is used in a number of research areas, among others agricultural and environmental sciences.This thesis concerns data and applications where the classical Gaussian spatial model is not appropriate. A transformation could be used in an attempt to obtain data that are approximat......Today geostatistics is used in a number of research areas, among others agricultural and environmental sciences.This thesis concerns data and applications where the classical Gaussian spatial model is not appropriate. A transformation could be used in an attempt to obtain data....... Conditioned by an underlying and unobserved Gaussian process the observations at the measured locations follow a generalised linear model. Concerning inference Markov chain Monte Carlo methods are used. The study of these models is the main topic of the thesis. Construction of priors, and the use of flat...

  11. Bayesian Uncertainty Analyses Via Deterministic Model

    Science.gov (United States)

    Krzysztofowicz, R.

    2001-05-01

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

  12. Bayesian models a statistical primer for ecologists

    CERN Document Server

    Hobbs, N Thompson

    2015-01-01

    Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili

  13. Bayesian Modeling of a Human MMORPG Player

    CERN Document Server

    Synnaeve, Gabriel

    2010-01-01

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

  14. Bayesian Modeling of a Human MMORPG Player

    Science.gov (United States)

    Synnaeve, Gabriel; Bessière, Pierre

    2011-03-01

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

  15. Evaluation of statistical and geostatistical models of digital soil properties mapping in tropical mountain regions

    OpenAIRE

    Waldir de Carvalho Junior; Cesar da Silva Chagas; Philippe Lagacherie; Braz Calderano Filho; Silvio Barge Bhering

    2014-01-01

    Soil properties have an enormous impact on economic and environmental aspects of agricultural production. Quantitative relationships between soil properties and the factors that influence their variability are the basis of digital soil mapping. The predictive models of soil properties evaluated in this work are statistical (multiple linear regression-MLR) and geostatistical (ordinary kriging and co-kriging). The study was conducted in the municipality of Bom Jardim, RJ, using a soil database ...

  16. A conceptual sedimentological-geostatistical model of aquifer heterogeneity based on outcrop studies

    International Nuclear Information System (INIS)

    Three outcrop studies were conducted in deposits of different depositional environments. At each site, permeability measurements were obtained with an air-minipermeameter developed as part of this study. In addition, the geological units were mapped with either surveying, photographs, or both. Geostatistical analysis of the permeability data was performed to estimate the characteristics of the probability distribution function and the spatial correlation structure. The information obtained from the geological mapping was then compared with the results of the geostatistical analysis for any relationships that may exist. The main field site was located in the Albuquerque Basin of central New Mexico at an outcrop of the Pliocene-Pleistocene Sierra Ladrones Formation. The second study was conducted on the walls of waste pits in alluvial fan deposits at the Nevada Test Site. The third study was conducted on an outcrop of an eolian deposit (miocene) south of Socorro, New Mexico. The results of the three studies were then used to construct a conceptual model relating depositional environment to geostatistical models of heterogeneity. The model presented is largely qualitative but provides a basis for further hypothesis formulation and testing

  17. A conceptual sedimentological-geostatistical model of aquifer heterogeneity based on outcrop studies

    Energy Technology Data Exchange (ETDEWEB)

    Davis, J.M.

    1994-01-01

    Three outcrop studies were conducted in deposits of different depositional environments. At each site, permeability measurements were obtained with an air-minipermeameter developed as part of this study. In addition, the geological units were mapped with either surveying, photographs, or both. Geostatistical analysis of the permeability data was performed to estimate the characteristics of the probability distribution function and the spatial correlation structure. The information obtained from the geological mapping was then compared with the results of the geostatistical analysis for any relationships that may exist. The main field site was located in the Albuquerque Basin of central New Mexico at an outcrop of the Pliocene-Pleistocene Sierra Ladrones Formation. The second study was conducted on the walls of waste pits in alluvial fan deposits at the Nevada Test Site. The third study was conducted on an outcrop of an eolian deposit (miocene) south of Socorro, New Mexico. The results of the three studies were then used to construct a conceptual model relating depositional environment to geostatistical models of heterogeneity. The model presented is largely qualitative but provides a basis for further hypothesis formulation and testing.

  18. Uncertainty estimation of the mass discharge from a contaminated site using a fully Bayesian framework

    DEFF Research Database (Denmark)

    Troldborg, Mads; Nowak, W.; Binning, Philip John;

    2010-01-01

    for quantifying the uncertainty in the mass discharge across a multilevel control plane. The method is based on geostatistical inverse modelling and accounts for i) conceptual model uncertainty through multiple conceptual models and Bayesian model averaging, ii) heterogeneity through Bayesian geostatistics...... with an uncertain geostatistical model and iii) measurement uncertainty. The method is tested on a TCE contaminated site for which four different conceptual models were set up. The mass discharge and the associated uncertainty are hereby determined. It is discussed which of the conceptual models is most likely...

  19. Bayesian Analysis of Multivariate Probit Models

    OpenAIRE

    Siddhartha Chib; Edward Greenberg

    1996-01-01

    This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Markov chain Monte Carlo version of the E-M algorithm. Computation of Bayes factors from the simulation output is also considered. The methods are applied to a bivariate data set, to a 534-subject, four-year longitudinal dat...

  20. Finding the right balance between groundwater model complexity and experimental effort via Bayesian model selection

    Science.gov (United States)

    Schöniger, Anneli; Illman, Walter A.; Wöhling, Thomas; Nowak, Wolfgang

    2015-12-01

    Groundwater modelers face the challenge of how to assign representative parameter values to the studied aquifer. Several approaches are available to parameterize spatial heterogeneity in aquifer parameters. They differ in their conceptualization and complexity, ranging from homogeneous models to heterogeneous random fields. While it is common practice to invest more effort into data collection for models with a finer resolution of heterogeneities, there is a lack of advice which amount of data is required to justify a certain level of model complexity. In this study, we propose to use concepts related to Bayesian model selection to identify this balance. We demonstrate our approach on the characterization of a heterogeneous aquifer via hydraulic tomography in a sandbox experiment (Illman et al., 2010). We consider four increasingly complex parameterizations of hydraulic conductivity: (1) Effective homogeneous medium, (2) geology-based zonation, (3) interpolation by pilot points, and (4) geostatistical random fields. First, we investigate the shift in justified complexity with increasing amount of available data by constructing a model confusion matrix. This matrix indicates the maximum level of complexity that can be justified given a specific experimental setup. Second, we determine which parameterization is most adequate given the observed drawdown data. Third, we test how the different parameterizations perform in a validation setup. The results of our test case indicate that aquifer characterization via hydraulic tomography does not necessarily require (or justify) a geostatistical description. Instead, a zonation-based model might be a more robust choice, but only if the zonation is geologically adequate.

  1. Assessing fit in Bayesian models for spatial processes

    KAUST Repository

    Jun, M.

    2014-09-16

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

  2. Adaptive approximate Bayesian computation for complex models

    CERN Document Server

    Lenormand, Maxime; Deffuant, Guillaume

    2011-01-01

    Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fit a model to data without relying on the computation of the model likelihood. They instead require to simulate a large number of times the model to be fitted. A number of refinements to the original rejection-based ABC scheme have been proposed, including the sequential improvement of posterior distributions. This technique allows to decrease the number of model simulations required, but it still presents several shortcomings which are particularly problematic for costly to simulate complex models. We here provide a new algorithm to perform adaptive approximate Bayesian computation, which is shown to perform better on both a toy example and a complex social model.

  3. Bayesian Data-Model Fit Assessment for Structural Equation Modeling

    Science.gov (United States)

    Levy, Roy

    2011-01-01

    Bayesian approaches to modeling are receiving an increasing amount of attention in the areas of model construction and estimation in factor analysis, structural equation modeling (SEM), and related latent variable models. However, model diagnostics and model criticism remain relatively understudied aspects of Bayesian SEM. This article describes…

  4. Book review: Spatial statistics and geostatistics

    OpenAIRE

    Clift, Hamish

    2013-01-01

    "Spatial Statistics and Geostatistics." Yongwan Chun and Daniel A. Griffith. SAGE. January 2013. --- This book aims to explain and demonstrate techniques in spatial sampling, local statistics, and advanced topics including Bayesian methods, Monte Carlo simulation, error and uncertainty. Spatial Statistics and Geostatistics is highly recommended to researchers in geography, environmental science, health and epidemiology, population and demography, and planning, writes Hamish Clift.

  5. A Bayesian Analysis of Spectral ARMA Model

    Directory of Open Access Journals (Sweden)

    Manoel I. Silvestre Bezerra

    2012-01-01

    Full Text Available Bezerra et al. (2008 proposed a new method, based on Yule-Walker equations, to estimate the ARMA spectral model. In this paper, a Bayesian approach is developed for this model by using the noninformative prior proposed by Jeffreys (1967. The Bayesian computations, simulation via Markov Monte Carlo (MCMC is carried out and characteristics of marginal posterior distributions such as Bayes estimator and confidence interval for the parameters of the ARMA model are derived. Both methods are also compared with the traditional least squares and maximum likelihood approaches and a numerical illustration with two examples of the ARMA model is presented to evaluate the performance of the procedures.

  6. Geostatistics from Digital Outcrop Models of Outcrop Analogues for Hydrocarbon Reservoir Characterisation.

    Science.gov (United States)

    Hodgetts, David; Burnham, Brian; Head, William; Jonathan, Atunima; Rarity, Franklin; Seers, Thomas; Spence, Guy

    2013-04-01

    In the hydrocarbon industry stochastic approaches are the main method by which reservoirs are modelled. These stochastic modelling approaches require geostatistical information on the geometry and distribution of the geological elements of the reservoir. As the reservoir itself cannot be viewed directly (only indirectly via seismic and/or well log data) this leads to a great deal of uncertainty in the geostatistics used, therefore outcrop analogues are characterised to help obtain the geostatistical information required to model the reservoir. Lidar derived Digital Outcrop Model's (DOM's) provide the ability to collect large quantities of statistical information on the geological architecture of the outcrop, far more than is possible by field work alone as the DOM allows accurate measurements to be made in normally inaccessible parts of the exposure. This increases the size of the measured statistical dataset, which in turn results in an increase in statistical significance. There are, however, many problems and biases in the data which cannot be overcome by sample size alone. These biases, for example, may relate to the orientation, size and quality of exposure, as well as the resolution of the DOM itself. Stochastic modelling used in the hydrocarbon industry fall mainly into 4 generic approaches: 1) Object Modelling where the geology is defined by a set of simplistic shapes (such as channels), where parameters such as width, height and orientation, among others, can be defined. 2) Sequential Indicator Simulations where geological shapes are less well defined and the size and distribution are defined using variograms. 3) Multipoint statistics where training images are used to define shapes and relationships between geological elements and 4) Discrete Fracture Networks for fractures reservoirs where information on fracture size and distribution are required. Examples of using DOM's to assist with each of these modelling approaches are presented, highlighting the

  7. Bayesian semiparametric dynamic Nelson-Siegel model

    NARCIS (Netherlands)

    C. Cakmakli

    2011-01-01

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

  8. Bayesian calibration of car-following models

    NARCIS (Netherlands)

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

    2010-01-01

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

  9. Geostatistical interpolation and aggregation of crop growth model outputs

    NARCIS (Netherlands)

    Steinbuch, Luc; Brus, Dick J.; Bussel, van Lenny G.J.; Heuvelink, Gerard B.M.

    2016-01-01

    Many crop growth models require daily meteorological data. Consequently, model simulations can be obtained only at a limited number of locations, i.e. at weather stations with long-term records of daily data. To estimate the potential crop production at country level, we present in this study a g

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

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Ng, B

    2006-10-12

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

  12. Evaluation of statistical and geostatistical models of digital soil properties mapping in tropical mountain regions

    Directory of Open Access Journals (Sweden)

    Waldir de Carvalho Junior

    2014-06-01

    Full Text Available Soil properties have an enormous impact on economic and environmental aspects of agricultural production. Quantitative relationships between soil properties and the factors that influence their variability are the basis of digital soil mapping. The predictive models of soil properties evaluated in this work are statistical (multiple linear regression-MLR and geostatistical (ordinary kriging and co-kriging. The study was conducted in the municipality of Bom Jardim, RJ, using a soil database with 208 sampling points. Predictive models were evaluated for sand, silt and clay fractions, pH in water and organic carbon at six depths according to the specifications of the consortium of digital soil mapping at the global level (GlobalSoilMap. Continuous covariates and categorical predictors were used and their contributions to the model assessed. Only the environmental covariates elevation, aspect, stream power index (SPI, soil wetness index (SWI, normalized difference vegetation index (NDVI, and b3/b2 band ratio were significantly correlated with soil properties. The predictive models had a mean coefficient of determination of 0.21. Best results were obtained with the geostatistical predictive models, where the highest coefficient of determination 0.43 was associated with sand properties between 60 to 100 cm deep. The use of a sparse data set of soil properties for digital mapping can explain only part of the spatial variation of these properties. The results may be related to the sampling density and the quantity and quality of the environmental covariates and predictive models used.

  13. Bayesian Spatial Modelling with R-INLA

    OpenAIRE

    Finn Lindgren; Håvard Rue

    2015-01-01

    The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA) approach proposed by Rue, Martino, and Chopin (2009) is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized) linear mixed to spatial and spatio-temporal models. Combined with the stochastic...

  14. Modelling crime linkage with Bayesian networks

    NARCIS (Netherlands)

    J. de Zoete; M. Sjerps; D. Lagnado; N. Fenton

    2015-01-01

    When two or more crimes show specific similarities, such as a very distinct modus operandi, the probability that they were committed by the same offender becomes of interest. This probability depends on the degree of similarity and distinctiveness. We show how Bayesian networks can be used to model

  15. A Bayesian nonparametric meta-analysis model.

    Science.gov (United States)

    Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G

    2015-03-01

    In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall effect size, such models may be adequate, but for prediction, they surely are not if the effect-size distribution exhibits non-normal behavior. To address this issue, we propose a Bayesian nonparametric meta-analysis model, which can describe a wider range of effect-size distributions, including unimodal symmetric distributions, as well as skewed and more multimodal distributions. We demonstrate our model through the analysis of real meta-analytic data arising from behavioral-genetic research. We compare the predictive performance of the Bayesian nonparametric model against various conventional and more modern normal fixed-effects and random-effects models.

  16. Demonstration of a geostatistical approach to physically consistent downscaling of climate modeling simulations

    KAUST Repository

    Jha, Sanjeev Kumar

    2013-01-01

    A downscaling approach based on multiple-point geostatistics (MPS) is presented. The key concept underlying MPS is to sample spatial patterns from within training images, which can then be used in characterizing the relationship between different variables across multiple scales. The approach is used here to downscale climate variables including skin surface temperature (TSK), soil moisture (SMOIS), and latent heat flux (LH). The performance of the approach is assessed by applying it to data derived from a regional climate model of the Murray-Darling basin in southeast Australia, using model outputs at two spatial resolutions of 50 and 10 km. The data used in this study cover the period from 1985 to 2006, with 1985 to 2005 used for generating the training images that define the relationships of the variables across the different spatial scales. Subsequently, the spatial distributions for the variables in the year 2006 are determined at 10 km resolution using the 50 km resolution data as input. The MPS geostatistical downscaling approach reproduces the spatial distribution of TSK, SMOIS, and LH at 10 km resolution with the correct spatial patterns over different seasons, while providing uncertainty estimates through the use of multiple realizations. The technique has the potential to not only bridge issues of spatial resolution in regional and global climate model simulations but also in feature sharpening in remote sensing applications through image fusion, filling gaps in spatial data, evaluating downscaled variables with available remote sensing images, and aggregating/disaggregating hydrological and groundwater variables for catchment studies.

  17. Estimation of historical groundwater contaminant distribution using the adjoint state method applied to geostatistical inverse modeling

    Science.gov (United States)

    Michalak, Anna M.; Kitanidis, Peter K.

    2004-08-01

    As the incidence of groundwater contamination continues to grow, a number of inverse modeling methods have been developed to address forensic groundwater problems. In this work the geostatistical approach to inverse modeling is extended to allow for the recovery of the antecedent distribution of a contaminant at a given point back in time, which is critical to the assessment of historical exposure to contamination. Such problems are typically strongly underdetermined, with a large number of points at which the distribution is to be estimated. To address this challenge, the computational efficiency of the new method is increased through the application of the adjoint state method. In addition, the adjoint problem is presented in a format that allows for the reuse of existing groundwater flow and transport codes as modules in the inverse modeling algorithm. As demonstrated in the presented applications, the geostatistical approach combined with the adjoint state method allow for a historical multidimensional contaminant distribution to be recovered even in heterogeneous media, where a numerical solution is required for the forward problem.

  18. Bayesian modeling and classification of neural signals

    OpenAIRE

    Lewicki, Michael S.

    1994-01-01

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

  19. Geostatistical regularization of inverse models for the retrieval of vegetation biophysical variables

    Science.gov (United States)

    Atzberger, C.; Richter, K.

    2009-09-01

    The robust and accurate retrieval of vegetation biophysical variables using radiative transfer models (RTM) is seriously hampered by the ill-posedness of the inverse problem. With this research we further develop our previously published (object-based) inversion approach [Atzberger (2004)]. The object-based RTM inversion takes advantage of the geostatistical fact that the biophysical characteristics of nearby pixel are generally more similar than those at a larger distance. A two-step inversion based on PROSPECT+SAIL generated look-up-tables is presented that can be easily implemented and adapted to other radiative transfer models. The approach takes into account the spectral signatures of neighboring pixel and optimizes a common value of the average leaf angle (ALA) for all pixel of a given image object, such as an agricultural field. Using a large set of leaf area index (LAI) measurements (n = 58) acquired over six different crops of the Barrax test site, Spain), we demonstrate that the proposed geostatistical regularization yields in most cases more accurate and spatially consistent results compared to the traditional (pixel-based) inversion. Pros and cons of the approach are discussed and possible future extensions presented.

  20. Distributed Bayesian Networks for User Modeling

    DEFF Research Database (Denmark)

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

    2006-01-01

    The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used...... by such adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... of Web-based eLearning platforms. The scenario we are tackling assumes learners who use several systems over time, which are able to create partial Bayesian Networks for user models based on the local system context. In particular, we focus on how to merge these partial user models. Our merge mechanism...

  1. Local Geostatistical Models and Big Data in Hydrological and Ecological Applications

    Science.gov (United States)

    Hristopulos, Dionissios

    2015-04-01

    The advent of the big data era creates new opportunities for environmental and ecological modelling but also presents significant challenges. The availability of remote sensing images and low-cost wireless sensor networks implies that spatiotemporal environmental data to cover larger spatial domains at higher spatial and temporal resolution for longer time windows. Handling such voluminous data presents several technical and scientific challenges. In particular, the geostatistical methods used to process spatiotemporal data need to overcome the dimensionality curse associated with the need to store and invert large covariance matrices. There are various mathematical approaches for addressing the dimensionality problem, including change of basis, dimensionality reduction, hierarchical schemes, and local approximations. We present a Stochastic Local Interaction (SLI) model that can be used to model local correlations in spatial data. SLI is a random field model suitable for data on discrete supports (i.e., regular lattices or irregular sampling grids). The degree of localization is determined by means of kernel functions and appropriate bandwidths. The strength of the correlations is determined by means of coefficients. In the "plain vanilla" version the parameter set involves scale and rigidity coefficients as well as a characteristic length. The latter determines in connection with the rigidity coefficient the correlation length of the random field. The SLI model is based on statistical field theory and extends previous research on Spartan spatial random fields [2,3] from continuum spaces to explicitly discrete supports. The SLI kernel functions employ adaptive bandwidths learned from the sampling spatial distribution [1]. The SLI precision matrix is expressed explicitly in terms of the model parameter and the kernel function. Hence, covariance matrix inversion is not necessary for parameter inference that is based on leave-one-out cross validation. This property

  2. Constrained bayesian inference of project performance models

    OpenAIRE

    Sunmola, Funlade

    2013-01-01

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

  3. Integration of dynamical data in a geostatistical model of reservoir; Integration des donnees dynamiques dans un modele geostatistique de reservoir

    Energy Technology Data Exchange (ETDEWEB)

    Costa Reis, L.

    2001-01-01

    We have developed in this thesis a methodology of integrated characterization of heterogeneous reservoirs, from geologic modeling to history matching. This methodology is applied to the reservoir PBR, situated in Campos Basin, offshore Brazil, which has been producing since June 1979. This work is an extension of two other thesis concerning geologic and geostatistical modeling of the reservoir PBR from well data and seismic information. We extended the geostatistical litho-type model to the whole reservoir by using a particular approach of the non-stationary truncated Gaussian simulation method. This approach facilitated the application of the gradual deformation method to history matching. The main stages of the methodology for dynamic data integration in a geostatistical reservoir model are presented. We constructed a reservoir model and the initial difficulties in the history matching led us to modify some choices in the geological, geostatistical and flow models. These difficulties show the importance of dynamic data integration in reservoir modeling. The petrophysical property assignment within the litho-types was done by using well test data. We used an inversion procedure to evaluate the petrophysical parameters of the litho-types. The up-scaling is a necessary stage to reduce the flow simulation time. We compared several up-scaling methods and we show that the passage from the fine geostatistical model to the coarse flow model should be done very carefully. The choice of the fitting parameter depends on the objective of the study. In the case of the reservoir PBR, where water is injected in order to improve the oil recovery, the water rate of the producing wells is directly related to the reservoir heterogeneity. Thus, the water rate was chosen as the fitting parameter. We obtained significant improvements in the history matching of the reservoir PBR. First, by using a method we have proposed, called patchwork. This method allows us to built a coherent

  4. Modelling ambient ozone in an urban area using an objective model and geostatistical algorithms

    Science.gov (United States)

    Moral, Francisco J.; Rebollo, Francisco J.; Valiente, Pablo; López, Fernando; Muñoz de la Peña, Arsenio

    2012-12-01

    Ground-level tropospheric ozone is one of the air pollutants of most concern. Ozone levels continue to exceed both target values and the long-term objectives established in EU legislation to protect human health and prevent damage to ecosystems, agricultural crops and materials. Researchers or decision-makers frequently need information about atmospheric pollution patterns in urbanized areas. The preparation of this type of information is a complex task, due to the influence of several factors and their variability over time. In this work, some results of urban ozone distribution patterns in the city of Badajoz, which is the largest (140,000 inhabitants) and most industrialized city in Extremadura region (southwest Spain) are shown. Twelve sampling campaigns, one per month, were carried out to measure ambient air ozone concentrations, during periods that were selected according to favourable conditions to ozone production, using an automatic portable analyzer. Later, to evaluate the overall ozone level at each sampling location during the time interval considered, the measured ozone data were analysed using a new methodology based on the formulation of the Rasch model. As a result, a measure of overall ozone level which consolidates the monthly ground-level ozone measurements was obtained, getting moreover information about the influence on the overall ozone level of each monthly ozone measure. Finally, overall ozone level at locations where no measurements were available was estimated with geostatistical techniques and hazard assessment maps based on the spatial distribution of ozone were also generated.

  5. Geostatistical modelling of carbon monoxide levels in Khartoum State (Sudan) - GIS pilot based study

    International Nuclear Information System (INIS)

    The objective of this study is to develop a digital GIS model; that can evaluate, predict and visualize carbon monoxide (CO) levels in Khartoum state. To achieve this aim, sample data had been collected, processed and managed to generate a dynamic GIS model of carbon monoxide levels in the study area. Parametric data collected from the field and analysis carried throughout this study show that (CO) emissions were lower than the allowable ambient air quality standards released by National Environment Protection Council (NEPC-USA) for 1998. However, this pilot study has found emissions of (CO) in Omdurman city were the highest. This pilot study shows that GIS and geostatistical modeling can be used as a powerful tool to produce maps of exposure. (authors)

  6. Bayesian Recurrent Neural Network for Language Modeling.

    Science.gov (United States)

    Chien, Jen-Tzung; Ku, Yuan-Chu

    2016-02-01

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

  7. 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.

  8. Market Segmentation Using Bayesian Model Based Clustering

    OpenAIRE

    Van Hattum, P.

    2009-01-01

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

  9. Bayesian nonparametric duration model with censorship

    Directory of Open Access Journals (Sweden)

    Joseph Hakizamungu

    2007-10-01

    Full Text Available This paper is concerned with nonparametric i.i.d. durations models censored observations and we establish by a simple and unified approach the general structure of a bayesian nonparametric estimator for a survival function S. For Dirichlet prior distributions, we describe completely the structure of the posterior distribution of the survival function. These results are essentially supported by prior and posterior independence properties.

  10. Bayesian mixture models for Poisson astronomical images

    OpenAIRE

    Guglielmetti, Fabrizia; Fischer, Rainer; Dose, Volker

    2012-01-01

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

  11. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay

    2014-01-01

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

  12. 7th International Geostatistics Congress

    CERN Document Server

    Deutsch, Clayton

    2005-01-01

    The conference proceedings consist of approximately 120 technical papers presented at the Seventh International Geostatistics Congress held in Banff, Alberta, Canada in 2004. All the papers were reviewed by an international panel of leading geostatisticians. The five major sections are: theory, mining, petroleum, environmental and other applications. The first section showcases new and innovative ideas in the theoretical development of geostatistics as a whole; these ideas will have large impact on (1) the directions of future geostatistical research, and (2) the conventional approaches to heterogeneity modelling in a wide range of natural resource industries. The next four sections are focused on applications and innovations relating to the use of geostatistics in specific industries. Historically, mining, petroleum and environmental industries have embraced the use of geostatistics for uncertainty characterization, so these three industries are identified as major application areas. The last section is open...

  13. 4th International Geostatistics Congress

    CERN Document Server

    1993-01-01

    The contributions in this book were presented at the Fourth International Geostatistics Congress held in Tróia, Portugal, in September 1992. They provide a comprehensive account of the current state of the art of geostatistics, including recent theoretical developments and new applications. In particular, readers will find descriptions and applications of the more recent methods of stochastic simulation together with data integration techniques applied to the modelling of hydrocabon reservoirs. In other fields there are stationary and non-stationary geostatistical applications to geology, climatology, pollution control, soil science, hydrology and human sciences. The papers also provide an insight into new trends in geostatistics particularly the increasing interaction with many other scientific disciplines. This book is a significant reference work for practitioners of geostatistics both in academia and industry.

  14. Bayesian Kinematic Finite Fault Source Models (Invited)

    Science.gov (United States)

    Minson, S. E.; Simons, M.; Beck, J. L.

    2010-12-01

    Finite fault earthquake source models are inherently under-determined: there is no unique solution to the inverse problem of determining the rupture history at depth as a function of time and space when our data are only limited observations at the Earth's surface. Traditional inverse techniques rely on model constraints and regularization to generate one model from the possibly broad space of all possible solutions. However, Bayesian methods allow us to determine the ensemble of all possible source models which are consistent with the data and our a priori assumptions about the physics of the earthquake source. Until now, Bayesian techniques have been of limited utility because they are computationally intractable for problems with as many free parameters as kinematic finite fault models. We have developed a methodology called Cascading Adaptive Tempered Metropolis In Parallel (CATMIP) which allows us to sample very high-dimensional problems in a parallel computing framework. The CATMIP algorithm combines elements of simulated annealing and genetic algorithms with the Metropolis algorithm to dynamically optimize the algorithm's efficiency as it runs. We will present synthetic performance tests of finite fault models made with this methodology as well as a kinematic source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. This earthquake was well recorded by multiple ascending and descending interferograms and a network of high-rate GPS stations whose records can be used as near-field seismograms.

  15. Bayesian model selection in Gaussian regression

    CERN Document Server

    Abramovich, Felix

    2009-01-01

    We consider a Bayesian approach to model selection in Gaussian linear regression, where the number of predictors might be much larger than the number of observations. From a frequentist view, the proposed procedure results in the penalized least squares estimation with a complexity penalty associated with a prior on the model size. We investigate the optimality properties of the resulting estimator. We establish the oracle inequality and specify conditions on the prior that imply its asymptotic minimaxity within a wide range of sparse and dense settings for "nearly-orthogonal" and "multicollinear" designs.

  16. Bayesian Estimation of a Mixture Model

    OpenAIRE

    Ilhem Merah; Assia Chadli

    2015-01-01

    We present the properties of a bathtub curve reliability model having both a sufficient adaptability and a minimal number of parameters introduced by Idée and Pierrat (2010). This one is a mixture of a Gamma distribution G(2, (1/θ)) and a new distribution L(θ). We are interesting by Bayesian estimation of the parameters and survival function of this model with a squared-error loss function and non-informative prior using the approximations of Lindley (1980) and Tierney and Kadane (1986). Usin...

  17. A Bayesian Shrinkage Approach for AMMI Models.

    Science.gov (United States)

    da Silva, Carlos Pereira; de Oliveira, Luciano Antonio; Nuvunga, Joel Jorge; Pamplona, Andrezza Kéllen Alves; Balestre, Marcio

    2015-01-01

    Linear-bilinear models, especially the additive main effects and multiplicative interaction (AMMI) model, are widely applicable to genotype-by-environment interaction (GEI) studies in plant breeding programs. These models allow a parsimonious modeling of GE interactions, retaining a small number of principal components in the analysis. However, one aspect of the AMMI model that is still debated is the selection criteria for determining the number of multiplicative terms required to describe the GE interaction pattern. Shrinkage estimators have been proposed as selection criteria for the GE interaction components. In this study, a Bayesian approach was combined with the AMMI model with shrinkage estimators for the principal components. A total of 55 maize genotypes were evaluated in nine different environments using a complete blocks design with three replicates. The results show that the traditional Bayesian AMMI model produces low shrinkage of singular values but avoids the usual pitfalls in determining the credible intervals in the biplot. On the other hand, Bayesian shrinkage AMMI models have difficulty with the credible interval for model parameters, but produce stronger shrinkage of the principal components, converging to GE matrices that have more shrinkage than those obtained using mixed models. This characteristic allowed more parsimonious models to be chosen, and resulted in models being selected that were similar to those obtained by the Cornelius F-test (α = 0.05) in traditional AMMI models and cross validation based on leave-one-out. This characteristic allowed more parsimonious models to be chosen and more GEI pattern retained on the first two components. The resulting model chosen by posterior distribution of singular value was also similar to those produced by the cross-validation approach in traditional AMMI models. Our method enables the estimation of credible interval for AMMI biplot plus the choice of AMMI model based on direct posterior

  18. A Bayesian Shrinkage Approach for AMMI Models.

    Directory of Open Access Journals (Sweden)

    Carlos Pereira da Silva

    Full Text Available Linear-bilinear models, especially the additive main effects and multiplicative interaction (AMMI model, are widely applicable to genotype-by-environment interaction (GEI studies in plant breeding programs. These models allow a parsimonious modeling of GE interactions, retaining a small number of principal components in the analysis. However, one aspect of the AMMI model that is still debated is the selection criteria for determining the number of multiplicative terms required to describe the GE interaction pattern. Shrinkage estimators have been proposed as selection criteria for the GE interaction components. In this study, a Bayesian approach was combined with the AMMI model with shrinkage estimators for the principal components. A total of 55 maize genotypes were evaluated in nine different environments using a complete blocks design with three replicates. The results show that the traditional Bayesian AMMI model produces low shrinkage of singular values but avoids the usual pitfalls in determining the credible intervals in the biplot. On the other hand, Bayesian shrinkage AMMI models have difficulty with the credible interval for model parameters, but produce stronger shrinkage of the principal components, converging to GE matrices that have more shrinkage than those obtained using mixed models. This characteristic allowed more parsimonious models to be chosen, and resulted in models being selected that were similar to those obtained by the Cornelius F-test (α = 0.05 in traditional AMMI models and cross validation based on leave-one-out. This characteristic allowed more parsimonious models to be chosen and more GEI pattern retained on the first two components. The resulting model chosen by posterior distribution of singular value was also similar to those produced by the cross-validation approach in traditional AMMI models. Our method enables the estimation of credible interval for AMMI biplot plus the choice of AMMI model based on direct

  19. A Nonparametric Bayesian Model for Nested Clustering.

    Science.gov (United States)

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

    2016-01-01

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

  20. Bayesian Discovery of Linear Acyclic Causal Models

    CERN Document Server

    Hoyer, Patrik O

    2012-01-01

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

  1. Geostatistical model-based estimates of Schistosomiasis prevalence among individuals aged ≤ 20 years in West Africa.

    Directory of Open Access Journals (Sweden)

    Nadine Schur

    2011-06-01

    Full Text Available BACKGROUND: Schistosomiasis is a water-based disease that is believed to affect over 200 million people with an estimated 97% of the infections concentrated in Africa. However, these statistics are largely based on population re-adjusted data originally published by Utroska and colleagues more than 20 years ago. Hence, these estimates are outdated due to large-scale preventive chemotherapy programs, improved sanitation, water resources development and management, among other reasons. For planning, coordination, and evaluation of control activities, it is essential to possess reliable schistosomiasis prevalence maps. METHODOLOGY: We analyzed survey data compiled on a newly established open-access global neglected tropical diseases database (i to create smooth empirical prevalence maps for Schistosoma mansoni and S. haematobium for individuals aged ≤ 20 years in West Africa, including Cameroon, and (ii to derive country-specific prevalence estimates. We used Bayesian geostatistical models based on environmental predictors to take into account potential clustering due to common spatially structured exposures. Prediction at unobserved locations was facilitated by joint kriging. PRINCIPAL FINDINGS: Our models revealed that 50.8 million individuals aged ≤ 20 years in West Africa are infected with either S. mansoni, or S. haematobium, or both species concurrently. The country prevalence estimates ranged between 0.5% (The Gambia and 37.1% (Liberia for S. mansoni, and between 17.6% (The Gambia and 51.6% (Sierra Leone for S. haematobium. We observed that the combined prevalence for both schistosome species is two-fold lower in Gambia than previously reported, while we found an almost two-fold higher estimate for Liberia (58.3% than reported before (30.0%. Our predictions are likely to overestimate overall country prevalence, since modeling was based on children and adolescents up to the age of 20 years who are at highest risk of infection. CONCLUSION

  2. Modelling heterogeneity of Ljubljana polje aquifer using Markov chain and geostatistics

    Directory of Open Access Journals (Sweden)

    Mitja Janža

    2009-12-01

    Full Text Available Heterogeneity of the aquifers is one of the key factors that control transport processes in groundwater. It is defined by the spatial distribution of hydofacies-sedimentsformed in characteristic depositional environments and have typical hydrogeological properties. Due to the (in time and space changing sedimetological conditions, is the distribution of hydrofacies in nature often complex and difficulttodefine.The difficulty of this procedure most of ten limits reliability and consequently applicability of numerical transport models. For the purposes of improvement of reliability of hydrological modelling in the area of alluvial deposits of Ljubljana polje a hydrogeological model was constructed. It is based on the borehole logs, supplemented with geological conceptual information and geostatistical methods, combined with Markov chain models. The model consists of four units - hydrofacies with different volume tricportions (Gravel 45 %, Silt and clay with gravel 36 %, Silt and clay 5 % and Conglomerate 14 %. The used approach enables development of a set of equally probable realisations of spatial distribution of hydrofacies that are conditioned to the borehole data and represent geologically plausible image of the heterogeneity of the aquifer.

  3. A Hierarchical Bayesian Model for Crowd Emotions

    Science.gov (United States)

    Urizar, Oscar J.; Baig, Mirza S.; Barakova, Emilia I.; Regazzoni, Carlo S.; Marcenaro, Lucio; Rauterberg, Matthias

    2016-01-01

    Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds. PMID:27458366

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

    Science.gov (United States)

    Jones, Matt; Love, Bradley C

    2011-08-01

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

  5. Bayesian model comparison with intractable likelihoods

    CERN Document Server

    Everitt, Richard G; Rowing, Ellen; Evdemon-Hogan, Melina

    2015-01-01

    Markov random field models are used widely in computer science, statistical physics and spatial statistics and network analysis. However, Bayesian analysis of these models using standard Monte Carlo methods is not possible due to their intractable likelihood functions. Several methods have been developed that permit exact, or close to exact, simulation from the posterior distribution. However, estimating the evidence and Bayes' factors (BFs) for these models remains challenging in general. This paper describes new random weight importance sampling and sequential Monte Carlo methods for estimating BFs that use simulation to circumvent the evaluation of the intractable likelihood, and compares them to existing methods. In some cases we observe an advantage in the use of biased weight estimates; an initial investigation into the theoretical and empirical properties of this class of methods is presented.

  6. Bayesian Estimation of a Mixture Model

    Directory of Open Access Journals (Sweden)

    Ilhem Merah

    2015-05-01

    Full Text Available We present the properties of a bathtub curve reliability model having both a sufficient adaptability and a minimal number of parameters introduced by Idée and Pierrat (2010. This one is a mixture of a Gamma distribution G(2, (1/θ and a new distribution L(θ. We are interesting by Bayesian estimation of the parameters and survival function of this model with a squared-error loss function and non-informative prior using the approximations of Lindley (1980 and Tierney and Kadane (1986. Using a statistical sample of 60 failure data relative to a technical device, we illustrate the results derived. Based on a simulation study, comparisons are made between these two methods and the maximum likelihood method of this two parameters model.

  7. Entropic Priors and Bayesian Model Selection

    CERN Document Server

    Brewer, Brendon J

    2009-01-01

    We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured, weakening the usual Bayesian "Occam's Razor". This is illustrated with a simple example involving what Jaynes called a "sure thing" hypothesis. Jaynes' resolution of the situation involved introducing a large number of alternative "sure thing" hypotheses that were possible before we observed the data. However, in more complex situations, it may not be possible to explicitly enumerate large numbers of alternatives. The entropic priors formalism produces the desired result without modifying the hypothesis space or requiring explicit enumeration of alternatives; all that is required is a good model for the prior predictive distribution for the data. This idea is illustrated with a simple rigged-lottery example, and we outline how this idea may help to resolve a recent debate amongst ...

  8. MERGING DIGITAL SURFACE MODELS IMPLEMENTING BAYESIAN APPROACHES

    Directory of Open Access Journals (Sweden)

    H. Sadeq

    2016-06-01

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

  9. Merging Digital Surface Models Implementing Bayesian Approaches

    Science.gov (United States)

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

    2016-06-01

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

  10. A tutorial introduction to Bayesian models of cognitive development

    OpenAIRE

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

    2010-01-01

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

  11. The Bayesian Modelling Of Inflation Rate In Romania

    OpenAIRE

    Mihaela Simionescu

    2014-01-01

    Bayesian econometrics knew a considerable increase in popularity in the last years, joining the interests of various groups of researchers in economic sciences and additional ones as specialists in econometrics, commerce, industry, marketing, finance, micro-economy, macro-economy and other domains. The purpose of this research is to achieve an introduction in Bayesian approach applied in economics, starting with Bayes theorem. For the Bayesian linear regression models the methodology of estim...

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

    Science.gov (United States)

    Orbanz, Peter; Roy, Daniel M

    2015-02-01

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

  13. Reservoir Characterization using geostatistical and numerical modeling in GIS with noble gas geochemistry

    Science.gov (United States)

    Vasquez, D. A.; Swift, J. N.; Tan, S.; Darrah, T. H.

    2013-12-01

    The integration of precise geochemical analyses with quantitative engineering modeling into an interactive GIS system allows for a sophisticated and efficient method of reservoir engineering and characterization. Geographic Information Systems (GIS) is utilized as an advanced technique for oil field reservoir analysis by combining field engineering and geological/geochemical spatial datasets with the available systematic modeling and mapping methods to integrate the information into a spatially correlated first-hand approach in defining surface and subsurface characteristics. Three key methods of analysis include: 1) Geostatistical modeling to create a static and volumetric 3-dimensional representation of the geological body, 2) Numerical modeling to develop a dynamic and interactive 2-dimensional model of fluid flow across the reservoir and 3) Noble gas geochemistry to further define the physical conditions, components and history of the geologic system. Results thus far include using engineering algorithms for interpolating electrical well log properties across the field (spontaneous potential, resistivity) yielding a highly accurate and high-resolution 3D model of rock properties. Results so far also include using numerical finite difference methods (crank-nicholson) to solve for equations describing the distribution of pressure across field yielding a 2D simulation model of fluid flow across reservoir. Ongoing noble gas geochemistry results will also include determination of the source, thermal maturity and the extent/style of fluid migration (connectivity, continuity and directionality). Future work will include developing an inverse engineering algorithm to model for permeability, porosity and water saturation.This combination of new and efficient technological and analytical capabilities is geared to provide a better understanding of the field geology and hydrocarbon dynamics system with applications to determine the presence of hydrocarbon pay zones (or

  14. Improving randomness characterization through Bayesian model selection

    CERN Document Server

    R., Rafael Díaz-H; Martínez, Alí M Angulo; U'Ren, Alfred B; Hirsch, Jorge G; Marsili, Matteo; Castillo, Isaac Pérez

    2016-01-01

    Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other probabilistic algorithms. In this context, a crucial scientific endeavour is to develop effective methods that allow the characterization of random number generators. However, commonly employed methods either lack formality (e.g. the NIST test suite), or are inapplicable in principle (e.g. the characterization derived from the Algorithmic Theory of Information (ATI)). In this letter we present a novel method based on Bayesian model selection, which is both rigorous and effective, for characterizing randomness in a bit sequence. We derive analytic expressions for a model's likelihood which is then used to compute its posterior probability distribution. Our method proves to be more rigorous than NIST's suite and the Borel-Normality criterion and its implementation is straightforward. We...

  15. Modeling Social Annotation: a Bayesian Approach

    CERN Document Server

    Plangprasopchok, Anon

    2008-01-01

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

  16. 3-Layered Bayesian Model Using in Text Classification

    Directory of Open Access Journals (Sweden)

    Chang Jiayu

    2013-01-01

    Full Text Available Naive Bayesian is one of quite effective classification methods in all of the text disaggregated models. Usually, the computed result will be large deviation from normal, with the reason of attribute relevance and so on. This study embarked from the degree of correlation, defined the node’s degree as well as the relations between nodes, proposed a 3-layered Bayesian Model. According to the conditional probability recurrence formula, the theory support of the 3-layered Bayesian Model is obtained. According to the theory analysis and the empirical datum contrast to the Naive Bayesian, the model has better attribute collection and classify. It can be also promoted to the Multi-layer Bayesian Model using in text classification.

  17. GEOSTATISTICAL MODEL EVALUATION OF LIMING ON OSIJEK-BARANYA COUNTY EXAMPLE

    Directory of Open Access Journals (Sweden)

    Vladimir Vukadinović

    2008-12-01

    Full Text Available Unfavorable pH of soil is the main reason for several different problems in debalance of mineral nutrition which can cause many problems in plant growth; such as leaves and fruit chlorosis and necrosis; etc. Therefore; liming as a measure for improving amount of acids soils must be conducted very carefully; with detail chemical soil analyses. This paper presents a segment of computer model for liming recommendation at the example of Osijek-Baranya County. Results of liming recommendation were obtained by geostatistical interpolation method – kriging. Totals of 9023 soil samples were analyzed in the period 2003–2007. The substitution acidity average was 5.49 (minimum 3.41 to maximum 8.20. Kriging shown that 241 379 ha (58.3% area of Osijek-Baranya County were acids soil. Therefore 90 593 ha have substitution acidity lower than 4.5 and 150 786 ha have pH KCl between 4.5 and 5.5. Except carbocalk; other "slowly-effect" materials can be recommended for liming; especially for vineyards and orchards.

  18. 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.

  19. Advances in Bayesian Modeling in Educational Research

    Science.gov (United States)

    Levy, Roy

    2016-01-01

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

  20. A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION

    Science.gov (United States)

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

  1. UNCERT: geostatistics, uncertainty analysis and visualization software applied to groundwater flow and contaminant transport modeling

    Science.gov (United States)

    Wingle, William L.; Poeter, Eileen P.; McKenna, Sean A.

    1999-05-01

    UNCERT is a 2D and 3D geostatistics, uncertainty analysis and visualization software package applied to ground water flow and contaminant transport modeling. It is a collection of modules that provides tools for linear regression, univariate statistics, semivariogram analysis, inverse-distance gridding, trend-surface analysis, simple and ordinary kriging and discrete conditional indicator simulation. Graphical user interfaces for MODFLOW and MT3D, ground water flow and contaminant transport models, are provided for streamlined data input and result analysis. Visualization tools are included for displaying data input and output. These include, but are not limited to, 2D and 3D scatter plots, histograms, box and whisker plots, 2D contour maps, surface renderings of 2D gridded data and 3D views of gridded data. By design, UNCERT's graphical user interface and visualization tools facilitate model design and analysis. There are few built in restrictions on data set sizes and each module (with two exceptions) can be run in either graphical or batch mode. UNCERT is in the public domain and is available from the World Wide Web with complete on-line and printable (PDF) documentation. UNCERT is written in ANSI-C with a small amount of FORTRAN77, for UNIX workstations running X-Windows and Motif (or Lesstif). This article discusses the features of each module and demonstrates how they can be used individually and in combination. The tools are applicable to a wide range of fields and are currently used by researchers in the ground water, mining, mathematics, chemistry and geophysics, to name a few disciplines.

  2. Bayesian Model Selection for LISA Pathfinder

    CERN Document Server

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

    2013-01-01

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

  3. Bayesian Model Averaging in the Instrumental Variable Regression Model

    OpenAIRE

    Gary Koop; Robert Leon Gonzalez; Rodney Strachan

    2011-01-01

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

  4. Model-Based Geostatistical Mapping of the Prevalence of Onchocerca volvulus in West Africa

    NARCIS (Netherlands)

    S.J. O’Hanlon (Simon J.); H.C. Slater (Hannah C.); R.A. Cheke (Robert A.); B.A. Boatin; L.E. Coffeng (Luc); S.D.S. Pion (Sébastien); M. Boussinesq (Michel); H.G.M. Zouré (Honorat G.); W.A. Stolk (Wilma); M-G. Basáñez (María-Gloria)

    2016-01-01

    textabstractBackground: The initial endemicity (pre-control prevalence) of onchocerciasis has been shown to be an important determinant of the feasibility of elimination by mass ivermectin distribution. We present the first geostatistical map of microfilarial prevalence in the former Onchocerciasis

  5. A guide to Bayesian model selection for ecologists

    Science.gov (United States)

    Hooten, Mevin B.; Hobbs, N.T.

    2015-01-01

    The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.

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

    OpenAIRE

    Sugita, Katsuhiro

    2006-01-01

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

  7. Entropic Priors and Bayesian Model Selection

    Science.gov (United States)

    Brewer, Brendon J.; Francis, Matthew J.

    2009-12-01

    We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured, weakening the usual Bayesian ``Occam's Razor.'' This is illustrated with a simple example involving what Jaynes called a ``sure thing'' hypothesis. Jaynes' resolution of the situation involved introducing a large number of alternative ``sure thing'' hypotheses that were possible before we observed the data. However, in more complex situations, it may not be possible to explicitly enumerate large numbers of alternatives. The entropic priors formalism produces the desired result without modifying the hypothesis space or requiring explicit enumeration of alternatives; all that is required is a good model for the prior predictive distribution for the data. This idea is illustrated with a simple rigged-lottery example, and we outline how this idea may help to resolve a recent debate amongst cosmologists: is dark energy a cosmological constant, or has it evolved with time in some way? And how shall we decide, when the data are in?

  8. Bayesian Grammar Induction for Language Modeling

    CERN Document Server

    Chen, S F

    1995-01-01

    We describe a corpus-based induction algorithm for probabilistic context-free grammars. The algorithm employs a greedy heuristic search within a Bayesian framework, and a post-pass using the Inside-Outside algorithm. We compare the performance of our algorithm to n-gram models and the Inside-Outside algorithm in three language modeling tasks. In two of the tasks, the training data is generated by a probabilistic context-free grammar and in both tasks our algorithm outperforms the other techniques. The third task involves naturally-occurring data, and in this task our algorithm does not perform as well as n-gram models but vastly outperforms the Inside-Outside algorithm. From no-reply@xxx.lanl.gov Thu Nov 11 08:58 MET 1999 Received: from newmint.cern.ch (newmint.cern.ch [137.138.26.94]) by sundh98.cern.ch (8.8.5/8.8.5) with ESMTP id IAA20556 for ; Thu, 11 Nov 1999 08:58:51 +0100 (MET) Received: from uuu.lanl.gov (uuu.lanl.gov [204.121.6.59]) by newmint.cern.ch (8.9.3/8.9.3) with ESMTP id IAA02938 for ; Thu, 11...

  9. Spatially explicit Schistosoma infection risk in eastern Africa using Bayesian geostatistical modelling

    DEFF Research Database (Denmark)

    Schur, Nadine; Hürlimann, Eveline; Stensgaard, Anna-Sofie;

    2013-01-01

    in a spatially explicit and cost-effective manner. We analysed a large ensemble of georeferenced survey data derived from an open-access neglected tropical diseases database to create smooth empirical prevalence maps for Schistosoma mansoni and Schistosoma haematobium for a total of 13 countries of eastern...

  10. Modeling spatial variability of sand-lenses in clay till settings using transition probability and multiple-point geostatistics

    DEFF Research Database (Denmark)

    Kessler, Timo Christian; Nilsson, Bertel; Klint, Knud Erik;

    2010-01-01

    the geology of e.g. a contaminated site, it is not always possible to gather enough information to build a representative geological model. Mapping in analogue geological settings and applying geostatistical tools to simulate spatial variability of heterogeneities can improve ordinary geological models...... (TPROGS) of alternating geological facies. The second method, multiple-point statistics, uses training images to estimate the conditional probability of sand-lenses at a certain location. Both methods respect field observations such as local stratigraphy, however, only the multiple-point statistics can...

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

    Science.gov (United States)

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

    2014-01-01

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

  12. A Bayesian nonlinear mixed-effects disease progression model

    OpenAIRE

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

    2015-01-01

    A nonlinear mixed-effects approach is developed for disease progression models that incorporate variation in age in a Bayesian framework. We further generalize the probability model for sensitivity to depend on age at diagnosis, time spent in the preclinical state and sojourn time. The developed models are then applied to the Johns Hopkins Lung Project data and the Health Insurance Plan for Greater New York data using Bayesian Markov chain Monte Carlo and are compared with the estimation meth...

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

    Science.gov (United States)

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

    2016-03-01

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

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

    Science.gov (United States)

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

    2016-03-01

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

  15. A Gaussian Mixed Model for Learning Discrete Bayesian Networks.

    Science.gov (United States)

    Balov, Nikolay

    2011-02-01

    In this paper we address the problem of learning discrete Bayesian networks from noisy data. Considered is a graphical model based on mixture of Gaussian distributions with categorical mixing structure coming from a discrete Bayesian network. The network learning is formulated as a Maximum Likelihood estimation problem and performed by employing an EM algorithm. The proposed approach is relevant to a variety of statistical problems for which Bayesian network models are suitable - from simple regression analysis to learning gene/protein regulatory networks from microarray data.

  16. Sampling Techniques in Bayesian Finite Element Model Updating

    CERN Document Server

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

    2011-01-01

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

  17. Which level of model complexity is justified by your data? A Bayesian answer

    Science.gov (United States)

    Schöniger, Anneli; Illman, Walter; Wöhling, Thomas; Nowak, Wolfgang

    2016-04-01

    When judging the plausibility and utility of a subsurface flow or transport model, the question of justifiability arises: which level of model complexity can still be justified by the available calibration data? Although it is common sense that more data are needed to reasonably constrain the parameter space of a more complex model, there is a lack of tools that can objectively quantify model justifiability as a function of the available data. We propose an approach to determine model justifiability in the context of comparing alternative conceptual models. Our approach rests on Bayesian model averaging (BMA). BMA yields posterior model probabilities that point the modeler to an optimal trade-off between model performance in reproducing a given calibration data set and model complexity. To find out which level of complexity can be justified by the available data, we disentangle the complexity component of the trade-off from its performance counterpart. Technically, we remove the performance component from the BMA analysis by replacing the actually observed data values with potential measurement values as predicted by the models. Our proposed analysis results in a "model confusion matrix". Based on this matrix, the modeler can identify the maximum level of model complexity that could possibly be justified by the available amount and type of data. As a side product, model (dis-)similarity is revealed. We have applied the model justifiability analysis to a case of aquifer characterization via hydraulic tomography. Four models of vastly different complexity have been proposed to represent the heterogeneity in hydraulic conductivity of a sandbox aquifer, ranging from a homogeneous medium to geostatistical random fields. We have used drawdown data from two to six pumping tests to condition the models and to determine model justifiability as a function of data set size. Our test case shows that a geostatistical parameterization scheme requires a substantial amount of

  18. Geostatistical simulations for radon indoor with a nested model including the housing factor.

    Science.gov (United States)

    Cafaro, C; Giovani, C; Garavaglia, M

    2016-01-01

    The radon prone areas definition is matter of many researches in radioecology, since radon is considered a leading cause of lung tumours, therefore the authorities ask for support to develop an appropriate sanitary prevention strategy. In this paper, we use geostatistical tools to elaborate a definition accounting for some of the available information about the dwellings. Co-kriging is the proper interpolator used in geostatistics to refine the predictions by using external covariates. In advance, co-kriging is not guaranteed to improve significantly the results obtained by applying the common lognormal kriging. Here, instead, such multivariate approach leads to reduce the cross-validation residual variance to an extent which is deemed as satisfying. Furthermore, with the application of Monte Carlo simulations, the paradigm provides a more conservative radon prone areas definition than the one previously made by lognormal kriging.

  19. Geostatistical upscaling of rain gauge data to support uncertainty analysis of lumped urban hydrological models

    OpenAIRE

    Muthusamy, Manoranjan; Schellart, Alma; TAIT, Simon; B. M. Heuvelink, Gerard

    2016-01-01

    In this study we develop a method to estimate the spatially averaged rainfall intensity together with associated level of uncertainty using geostatistical upscaling. Rainfall data collected from a cluster of eight paired rain gauges in a 400 x 200 m2 urban catchment are used in combination with spatial stochastic simulation to obtain optimal predictions of the spatially averaged rainfall intensity at any point in time within the urban catchment. The uncertainty in the prediction of...

  20. Assimilation of Satellite Soil Moisture observation with the Particle Filter-Markov Chain Monte Carlo and Geostatistical Modeling

    Science.gov (United States)

    Moradkhani, Hamid; Yan, Hongxiang

    2016-04-01

    Soil moisture simulation and prediction are increasingly used to characterize agricultural droughts but the process suffers from data scarcity and quality. The satellite soil moisture observations could be used to improve model predictions with data assimilation. Remote sensing products, however, are typically discontinuous in spatial-temporal coverages; while simulated soil moisture products are potentially biased due to the errors in forcing data, parameters, and deficiencies of model physics. This study attempts to provide a detailed analysis of the joint and separate assimilation of streamflow and Advanced Scatterometer (ASCAT) surface soil moisture into a fully distributed hydrologic model, with the use of recently developed particle filter-Markov chain Monte Carlo (PF-MCMC) method. A geostatistical model is introduced to overcome the satellite soil moisture discontinuity issue where satellite data does not cover the whole study region or is significantly biased, and the dominant land cover is dense vegetation. The results indicate that joint assimilation of soil moisture and streamflow has minimal effect in improving the streamflow prediction, however, the surface soil moisture field is significantly improved. The combination of DA and geostatistical approach can further improve the surface soil moisture prediction.

  1. Regional-scale geostatistical inverse modeling of North American CO2 fluxes: a synthetic data study

    Directory of Open Access Journals (Sweden)

    A. M. Michalak

    2010-07-01

    Full Text Available A series of synthetic data experiments is performed to investigate the ability of a regional atmospheric inversion to estimate grid-scale CO2 fluxes during the growing season over North America. The inversions are performed within a geostatistical framework without the use of any prior flux estimates or auxiliary variables, in order to focus on the atmospheric constraint provided by the nine towers collecting continuous, calibrated CO2 measurements in 2004. Using synthetic measurements and their associated concentration footprints, flux and model-data mismatch covariance parameters are first optimized, and then fluxes and their uncertainties are estimated at three different temporal resolutions. These temporal resolutions, which include a four-day average, a four-day-average diurnal cycle with 3-hourly increments, and 3-hourly fluxes, are chosen to help assess the impact of temporal aggregation errors on the estimated fluxes and covariance parameters. Estimating fluxes at a temporal resolution that can adjust the diurnal variability is found to be critical both for recovering covariance parameters directly from the atmospheric data, and for inferring accurate ecoregion-scale fluxes. Accounting for both spatial and temporal a priori covariance in the flux distribution is also found to be necessary for recovering accurate a posteriori uncertainty bounds on the estimated fluxes. Overall, the results suggest that even a fairly sparse network of 9 towers collecting continuous CO2 measurements across the continent, used with no auxiliary information or prior estimates of the flux distribution in time or space, can be used to infer relatively accurate monthly ecoregion scale CO2 surface fluxes over North America within estimated uncertainty bounds. Simulated random transport error is shown to decrease the quality of flux estimates in under-constrained areas at the ecoregion scale, although the uncertainty bounds remain realistic. While these synthetic

  2. Providing a Connection between a Bayesian Inverse Modeling Tool and a Coupled Hydrogeological Processes Modeling Software

    Science.gov (United States)

    Frystacky, H.; Osorio-Murillo, C. A.; Over, M. W.; Kalbacher, T.; Gunnell, D.; Kolditz, O.; Ames, D.; Rubin, Y.

    2013-12-01

    The Method of Anchored Distributions (MAD) is a Bayesian technique for characterizing the uncertainty in geostatistical model parameters. Open-source software has been developed in a modular framework such that this technique can be applied to any forward model software via a driver. This presentation is about the driver that has been developed for OpenGeoSys (OGS), open-source software that can simulate many hydrogeological processes, including couple processes. MAD allows the use of multiple data types for conditioning the spatially random fields and assessing model parameter likelihood. For example, if simulating flow and mass transport, the inversion target variable could be hydraulic conductivity and the inversion data types could be head, concentration, or both. The driver detects from the OGS files which processes and variables are being used in a given project and allows MAD to prompt the user to choose those that are to be modeled or to be treated deterministically. In this way, any combination of processes allowed by OGS can have MAD applied. As for the software, there are two versions, each with its own OGS driver. A Windows desktop version is available as a graphical user interface and is ideal for the learning and teaching environment. High-throughput computing can even be achieved with this version via HTCondor if large projects want to be pursued in a computer lab. In addition to this desktop application, a Linux version is available equipped with MPI such that it can be run in parallel on a computer cluster. All releases can be downloaded from the MAD Codeplex site given below.

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

    Science.gov (United States)

    Wei, Xue-Xin; Stocker, Alan A

    2015-10-01

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

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

    OpenAIRE

    Seeger, Matthias; Steinke, Florian; Tsuda, Koji

    2007-01-01

    The sparse linear model has seen many successful applications in Statistics, Machine Learning, and Computational Biology, such as identification of gene regulatory networks from micro-array expression data. Prior work has either approximated Bayesian inference by expensive Markov chain Monte Carlo, or replaced it by point estimation. We show how to obtain a good approximation to Bayesian analysis efficiently, using the Expectation Propagation method. We also address the problems of optimal de...

  5. Modelling of JET diagnostics using Bayesian Graphical Models

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-07-01

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

  6. Geostatistics and Analysis of Spatial Data

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    2007-01-01

    This note deals with geostatistical measures for spatial correlation, namely the auto-covariance function and the semi-variogram, as well as deterministic and geostatistical methods for spatial interpolation, namely inverse distance weighting and kriging. Some semi-variogram models are mentioned...

  7. Bayesian model discrimination for glucose-insulin homeostasis

    DEFF Research Database (Denmark)

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

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

  8. Bayesian approach for three-dimensional aquifer characterization at the hanford 300 area

    Directory of Open Access Journals (Sweden)

    H. Murakami

    2010-03-01

    Full Text Available This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD, to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are its ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from the EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.

  9. Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area

    Directory of Open Access Journals (Sweden)

    H. Murakami

    2010-10-01

    Full Text Available This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within the Hanford 300 Area, Washington, USA, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD, to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are its ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from the EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.

  10. A Practical Primer on Geostatistics

    Science.gov (United States)

    Olea, Ricardo A.

    2009-01-01

    THE CHALLENGE Most geological phenomena are extraordinarily complex in their interrelationships and vast in their geographical extension. Ordinarily, engineers and geoscientists are faced with corporate or scientific requirements to properly prepare geological models with measurements involving a small fraction of the entire area or volume of interest. Exact description of a system such as an oil reservoir is neither feasible nor economically possible. The results are necessarily uncertain. Note that the uncertainty is not an intrinsic property of the systems; it is the result of incomplete knowledge by the observer. THE AIM OF GEOSTATISTICS The main objective of geostatistics is the characterization of spatial systems that are incompletely known, systems that are common in geology. A key difference from classical statistics is that geostatistics uses the sampling location of every measurement. Unless the measurements show spatial correlation, the application of geostatistics is pointless. Ordinarily the need for additional knowledge goes beyond a few points, which explains the display of results graphically as fishnet plots, block diagrams, and maps. GEOSTATISTICAL METHODS Geostatistics is a collection of numerical techniques for the characterization of spatial attributes using primarily two tools: probabilistic models, which are used for spatial data in a manner similar to the way in which time-series analysis characterizes temporal data, or pattern recognition techniques. The probabilistic models are used as a way to handle uncertainty in results away from sampling locations, making a radical departure from alternative approaches like inverse distance estimation methods. DIFFERENCES WITH TIME SERIES On dealing with time-series analysis, users frequently concentrate their attention on extrapolations for making forecasts. Although users of geostatistics may be interested in extrapolation, the methods work at their best interpolating. This simple difference has

  11. Technical note: Bayesian calibration of dynamic ruminant nutrition models.

    Science.gov (United States)

    Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

    2016-08-01

    Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling.

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

    OpenAIRE

    Wu, Yuefeng; Hooker, Giles

    2013-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Liangdong Hu

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

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

    Directory of Open Access Journals (Sweden)

    Raj Kumar

    2012-12-01

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

  15. Computational system for geostatistical analysis

    Directory of Open Access Journals (Sweden)

    Vendrusculo Laurimar Gonçalves

    2004-01-01

    Full Text Available Geostatistics identifies the spatial structure of variables representing several phenomena and its use is becoming more intense in agricultural activities. This paper describes a computer program, based on Windows Interfaces (Borland Delphi, which performs spatial analyses of datasets through geostatistic tools: Classical statistical calculations, average, cross- and directional semivariograms, simple kriging estimates and jackknifing calculations. A published dataset of soil Carbon and Nitrogen was used to validate the system. The system was useful for the geostatistical analysis process, for the manipulation of the computational routines in a MS-DOS environment. The Windows development approach allowed the user to model the semivariogram graphically with a major degree of interaction, functionality rarely available in similar programs. Given its characteristic of quick prototypation and simplicity when incorporating correlated routines, the Delphi environment presents the main advantage of permitting the evolution of this system.

  16. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil

    2015-02-01

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

  17. Evaluation of geostatistical parameters based on well tests; Estimation de parametres geostatistiques a partir de tests de puits

    Energy Technology Data Exchange (ETDEWEB)

    Gauthier, Y.

    1997-10-20

    Geostatistical tools are increasingly used to model permeability fields in subsurface reservoirs, which are considered as a particular random variable development depending of several geostatistical parameters such as variance and correlation length. The first part of the thesis is devoted to the study of relations existing between the transient well pressure (the well test) and the stochastic permeability field, using the apparent permeability concept.The well test performs a moving permeability average over larger and larger volume with increasing time. In the second part, the geostatistical parameters are evaluated using well test data; a Bayesian framework is used and parameters are estimated using the maximum likelihood principle by maximizing the well test data probability density function with respect to these parameters. This method, involving a well test fast evaluation, provides an estimation of the correlation length and the variance over different realizations of a two-dimensional permeability field

  18. Study of the permeability up-scaling by direct filtering of geostatistical model; Etude du changement d'echelle des permeabilites par filtrage direct du modele geostatistique

    Energy Technology Data Exchange (ETDEWEB)

    Zargar, G.

    2005-10-15

    In this thesis, we present a new approach, which consists in directly up-scaling the geostatistical permeability distribution rather than the individual realizations. Practically, filtering techniques based on. the FFT (Fast Fourier Transform), allows us to generate geostatistical images, which sample the up-scaled distributions. In the log normal case, an equivalence hydraulic criterion is proposed, allowing to re-estimate the geometric mean of the permeabilities. In the anisotropic case, the effective geometric mean becomes a tensor which depends on the level of filtering used and it can be calculated by a method of renormalisation. Then, the method was generalized for the categorial model. Numerical tests of the method were set up for isotropic, anisotropic and categorial models, which shows good agreement with theory. (author)

  19. 多点地质统计学建模方法研究%Research on Multiple-point geostatistics modeling

    Institute of Scientific and Technical Information of China (English)

    王家华; 于海茂

    2012-01-01

    Multiple-point geostatistics modeling approach could integrate different types of dates, and captured geological structure from the training images, to generate reservoir model more in line with the geological conditions. This paper expound the principles and proce- dures of the multi-point geostatistics modeling. Use the muhi-point geostatistics modeling and variogram-based geostatistics modeling to simulate the same reservoir, and compare the results.%多点地质统计学建模方法能够灵活地整合不同类型的数据并从训练图像中捕获的地质构造,生成更符合地质情况的储层模型。本文论述了多点地质统计学建模的原理及步骤。结合实际案例,进行了多点地质统计学模拟与基于变异函数的两点地质统计学模拟,并将模拟结果进行分析对比。

  20. Geostatistical integration and uncertainty in pollutant concentration surface under preferential sampling

    Directory of Open Access Journals (Sweden)

    Laura Grisotto

    2016-04-01

    Full Text Available In this paper the focus is on environmental statistics, with the aim of estimating the concentration surface and related uncertainty of an air pollutant. We used air quality data recorded by a network of monitoring stations within a Bayesian framework to overcome difficulties in accounting for prediction uncertainty and to integrate information provided by deterministic models based on emissions meteorology and chemico-physical characteristics of the atmosphere. Several authors have proposed such integration, but all the proposed approaches rely on representativeness and completeness of existing air pollution monitoring networks. We considered the situation in which the spatial process of interest and the sampling locations are not independent. This is known in the literature as the preferential sampling problem, which if ignored in the analysis, can bias geostatistical inferences. We developed a Bayesian geostatistical model to account for preferential sampling with the main interest in statistical integration and uncertainty. We used PM10 data arising from the air quality network of the Environmental Protection Agency of Lombardy Region (Italy and numerical outputs from the deterministic model. We specified an inhomogeneous Poisson process for the sampling locations intensities and a shared spatial random component model for the dependence between the spatial location of monitors and the pollution surface. We found greater predicted standard deviation differences in areas not properly covered by the air quality network. In conclusion, in this context inferences on prediction uncertainty may be misleading when geostatistical modelling does not take into account preferential sampling.

  1. Relative importance of geostatistical and transport models in describing heavily tailed breakthrough curves at the Lauswiesen site.

    Science.gov (United States)

    Riva, Monica; Guadagnini, Alberto; Fernandez-Garcia, Daniel; Sanchez-Vila, Xavier; Ptak, Thomas

    2008-10-23

    We analyze the relative importance of the selection of (1) the geostatistical model depicting the structural heterogeneity of an aquifer, and (2) the basic processes to be included in the conceptual model, to describe the main aspects of solute transport at an experimental site. We focus on the results of a forced-gradient tracer test performed at the "Lauswiesen" experimental site, near Tübingen, Germany. In the experiment, NaBr is injected into a well located 52 m from a pumping well. Multilevel breakthrough curves (BTCs) are measured in the latter. We conceptualize the aquifer as a three-dimensional, doubly stochastic composite medium, where distributions of geomaterials and attributes, e.g., hydraulic conductivity (K) and porosity (phi), can be uncertain. Several alternative transport processes are considered: advection, advection-dispersion and/or mass-transfer between mobile and immobile regions. Flow and transport are tackled within a stochastic Monte Carlo framework to describe key features of the experimental BTCs, such as temporal moments, peak time, and pronounced tailing. We find that, regardless the complexity of the conceptual transport model adopted, an adequate description of heterogeneity is crucial for generating alternative equally likely realizations of the system that are consistent with (a) the statistical description of the heterogeneous system, as inferred from the data, and (b) salient features of the depth-averaged breakthrough curve, including preferential paths, slow release of mass particles, and anomalous spreading. While the available geostatistical characterization of heterogeneity can explain most of the integrated behavior of transport (depth-averaged breakthrough curve), not all multilevel BTCs are described with equal success. This suggests that transport models simply based on integrated measurements may not ensure an accurate representation of many of the important features required in three-dimensional transport models. PMID

  2. The Bayesian Modelling Of Inflation Rate In Romania

    Directory of Open Access Journals (Sweden)

    Mihaela Simionescu (Bratu

    2014-06-01

    Full Text Available Bayesian econometrics knew a considerable increase in popularity in the last years, joining the interests of various groups of researchers in economic sciences and additional ones as specialists in econometrics, commerce, industry, marketing, finance, micro-economy, macro-economy and other domains. The purpose of this research is to achieve an introduction in Bayesian approach applied in economics, starting with Bayes theorem. For the Bayesian linear regression models the methodology of estimation was presented, realizing two empirical studies for data taken from the Romanian economy. Thus, an autoregressive model of order 2 and a multiple regression model were built for the index of consumer prices. The Gibbs sampling algorithm was used for estimation in R software, computing the posterior means and the standard deviations. The parameters’ stability proved to be greater than in the case of estimations based on the methods of classical Econometrics.

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

    KAUST Repository

    Liang, Faming

    2013-06-01

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

  4. Modelling the distribution and transmission intensity of lymphatic filariasis in sub-Saharan Africa prior to scaling up interventions: integrated use of geostatistical and mathematical modelling

    OpenAIRE

    P Moraga; Cano, J; Baggaley, RF; Gyapong, JO; Njenga, SM; Nikolay, B.; Davies, E.; Rebollo, MP; Pullan, RL; Bockarie, MJ; Hollingsworth, TD; Gambhir, M; Brooker, SJ

    2015-01-01

    Background Lymphatic filariasis (LF) is one of the neglected tropical diseases targeted for global elimination. The ability to interrupt transmission is, partly, influenced by the underlying intensity of transmission and its geographical variation. This information can also help guide the design of targeted surveillance activities. The present study uses a combination of geostatistical and mathematical modelling to predict the prevalence and transmission intensity of LF prior to the implement...

  5. Geostatistical modeling of facies, bitumen grade and particle size distribution for the Joslyn oil sand open pit mine project

    Energy Technology Data Exchange (ETDEWEB)

    Babak, Olena; Insalaco, Enzo; Mittler, Andreas [Total EandP Canada Ltd. (Canada)

    2011-07-01

    The Joslyn North Mine Project is currently in the pre-development stage; the aim of this study is to use different available data to draw a geological model of facies, bitumen grade, full particle size distribution (PSD) and ore/waste discrimination. The study was conducted with the database of around 800 wells, stochastic, indicator and Gaussian simulations were performed along with a sensitivity study. Results demonstrated the importance of some parameters for evaluating grade cases including variogram uncertainty, sampling limitations and errors in geostatistical workflow. In addition, modeling the full PSD dataset was shown to be useful. This study demonstrated how to use available database through an overall workflow to develop case scenarios for bitumen in place in ore and characterize the ore material.

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

    OpenAIRE

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

    2016-01-01

    To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into component steps. Starting with a catalogue of shear estimates in tomographic bins, we build a model that allows us to sample simultaneously from the the underlying tomographic shear fields and the relevant power spectra (E-mode, B-mode, and E-B, for auto- and c...

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

    OpenAIRE

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

    2009-01-01

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

  8. Bayesian Model Comparison With the g-Prior

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  9. Bayesian log-periodic model for financial crashes

    DEFF Research Database (Denmark)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

    2014-01-01

    cannot be performed analytically, we develop a Markov Chain Monte Carlo algorithm to draw from posterior distributions. We consider three Bayesian models that involve normal and Student’s t-distributions in the disturbances and an AR(1)-GARCH(1,1) structure only within the first case. In the empirical...... models provide 95% credible intervals for the estimated crash time....

  10. A Bayesian Approach for Analyzing Longitudinal Structural Equation Models

    Science.gov (United States)

    Song, Xin-Yuan; Lu, Zhao-Hua; Hser, Yih-Ing; Lee, Sik-Yum

    2011-01-01

    This article considers a Bayesian approach for analyzing a longitudinal 2-level nonlinear structural equation model with covariates, and mixed continuous and ordered categorical variables. The first-level model is formulated for measures taken at each time point nested within individuals for investigating their characteristics that are dynamically…

  11. Application of Geostatistical Modelling to Study the Exploration Adequacy of Uniaxial Compressive Strength of Intact Rock alongthe Behesht-Abad Tunnel Route

    Directory of Open Access Journals (Sweden)

    Mohammad Doustmohammadi

    2014-12-01

    Full Text Available Uniaxial compressive strength (UCS is one of the most significant factors on the stability of underground excavation projects. Most of the time, this factor can be obtained by exploratory boreholes evaluation. Due to the large distance between exploratory boreholes in the majority of geotechnical projects, the application of geostatistical methods has increased as an estimator of rock mass properties. The present paper ties the estimation of UCS values of intact rock to the distance between boreholes of the Behesht-Abad tunnel in central Iran, using SGEMS geostatistical program. Variography showed that UCS estimation of intact rock using geostatistical methods is reasonable. The model establishment and validation was done after assessment that the model was trustworthy. Cross validation proved the high accuracy (98% and reliability of the model to estimate uniaxial compressive strength. The UCS values were then estimated along the tunnel axis. Moreover, using geostatistical estimation led to better identification of the pros and cons of geotechnical explorations in each location of tunnel route.

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

    Science.gov (United States)

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

    2015-10-01

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

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

    Science.gov (United States)

    Zhang, Zhiyong

    2016-06-01

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

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

    CERN Document Server

    Blangiardo, Marta

    2015-01-01

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

  15. Uncertainty Modeling Based on Bayesian Network in Ontology Mapping

    Institute of Scientific and Technical Information of China (English)

    LI Yuhua; LIU Tao; SUN Xiaolin

    2006-01-01

    How to deal with uncertainty is crucial in exact concept mapping between ontologies. This paper presents a new framework on modeling uncertainty in ontologies based on bayesian networks (BN). In our approach, ontology Web language (OWL) is extended to add probabilistic markups for attaching probability information, the source and target ontologies (expressed by patulous OWL) are translated into bayesian networks (BNs), the mapping between the two ontologies can be digged out by constructing the conditional probability tables (CPTs) of the BN using a improved algorithm named I-IPFP based on iterative proportional fitting procedure (IPFP). The basic idea of this framework and algorithm are validated by positive results from computer experiments.

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

    DEFF Research Database (Denmark)

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

    2012-01-01

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

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

    Science.gov (United States)

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

    2010-12-01

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

  18. Bayesian inference model for fatigue life of laminated composites

    DEFF Research Database (Denmark)

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

    2016-01-01

    A probabilistic model for estimating the fatigue life of laminated composite plates is developed. The model is based on lamina-level input data, making it possible to predict fatigue properties for a wide range of laminate configurations. Model parameters are estimated by Bayesian inference....... The reference data used consists of constant-amplitude cycle test results for four laminates with different layup configurations. The paper describes the modeling techniques and the parameter estimation procedure, supported by an illustrative application....

  19. Advanced REACH tool: A Bayesian model for occupational exposure assessment

    NARCIS (Netherlands)

    McNally, K.; Warren, N.; Fransman, W.; Entink, R.K.; Schinkel, J.; Van Tongeren, M.; Cherrie, J.W.; Kromhout, H.; Schneider, T.; Tielemans, E.

    2014-01-01

    This paper describes a Bayesian model for the assessment of inhalation exposures in an occupational setting; the methodology underpins a freely available web-based application for exposure assessment, the Advanced REACH Tool (ART). The ART is a higher tier exposure tool that combines disparate sourc

  20. Efficient Bayesian Estimation and Combination of GARCH-Type Models

    NARCIS (Netherlands)

    D. David (David); L.F. Hoogerheide (Lennart)

    2010-01-01

    textabstractThis paper proposes an up-to-date review of estimation strategies available for the Bayesian inference of GARCH-type models. The emphasis is put on a novel efficient procedure named AdMitIS. The methodology automatically constructs a mixture of Student-t distributions as an approximation

  1. On Bayesian Modelling of Fat Tails and Skewness

    NARCIS (Netherlands)

    Fernández, C.; Steel, M.F.J.

    1996-01-01

    We consider a Bayesian analysis of linear regression models that can account for skewed error distributions with fat tails.The latter two features are often observed characteristics of empirical data sets, and we will formally incorporate them in the inferential process.A general procedure for intro

  2. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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

    2000-01-01

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

  3. A Bayesian network approach to coastal storm impact modeling

    NARCIS (Netherlands)

    Jäger, W.S.; Den Heijer, C.; Bolle, A.; Hanea, A.M.

    2015-01-01

    In this paper we develop a Bayesian network (BN) that relates offshore storm conditions to their accompagnying flood characteristics and damages to residential buildings, following on the trend of integrated flood impact modeling. It is based on data from hydrodynamic storm simulations, information

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

    Institute of Scientific and Technical Information of China (English)

    ZHANG Weifeng; XU Baowen; CUI Zifeng; XU Lei

    2007-01-01

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

  5. Geostatistics for fracture characterization

    International Nuclear Information System (INIS)

    As the critical role of fractures has become more apparent in fluid flow and contaminant transport studies, the characterization of fracture networks has received considerable attention in a wide variety of applications such as nuclear waste repository design. The application of geostatistics to fracture characterization has traditionally involved modelling fractures as thin disks; assumptions about the frequency, orientation, length and width of these disks allow the construction of a 3D model of the fracture network. This paper examines alternatives whose statistical parameters are more relevant for contaminant transport studies and are also easier to infer and validate. A new algorithm for conditional simulation is presented, one that is able to honor multipoint statistics through annealing. By honoring statistics that capture with two-point spatial convariances, this algorithm offers an important new tool not only for the specific problem of fracture characterization but also for the more general problem of spatial simulation

  6. FACIAL LANDMARKING LOCALIZATION FOR EMOTION RECOGNITION USING BAYESIAN SHAPE MODELS

    Directory of Open Access Journals (Sweden)

    Hernan F. Garcia

    2013-02-01

    Full Text Available This work presents a framework for emotion recognition, based in facial expression analysis using Bayesian Shape Models (BSM for facial landmarking localization. The Facial Action Coding System (FACS compliant facial feature tracking based on Bayesian Shape Model. The BSM estimate the parameters of the model with an implementation of the EM algorithm. We describe the characterization methodology from parametric model and evaluated the accuracy for feature detection and estimation of the parameters associated with facial expressions, analyzing its robustness in pose and local variations. Then, a methodology for emotion characterization is introduced to perform the recognition. The experimental results show that the proposed model can effectively detect the different facial expressions. Outperforming conventional approaches for emotion recognition obtaining high performance results in the estimation of emotion present in a determined subject. The model used and characterization methodology showed efficient to detect the emotion type in 95.6% of the cases.

  7. Modelling infiltration and geostatistical analysis of spatial variability of sorptivity and transmissivity in a flood spreading area

    Energy Technology Data Exchange (ETDEWEB)

    Haghighi-Fashi, F.; Sharifi, F.; Kamali, K.

    2014-06-01

    Knowledge of infiltration characteristics is useful in hydrological studies of agricultural soils. Soil hydraulic parameters such as steady infiltration rate, sorptivity, and transmissivity can exhibit appreciable spatial variability. The main objectives of this study were to examine several mathematical models of infiltration and to analyze the spatial variability of observed final infiltration rate, estimated sorptivity and estimated transmissivity in flood spreading and control areas in Ilam province, Iran. The suitability of geostatistics to describe such spatial variability was assessed using data from 30 infiltration measurements sampled along three lines. The Horton model provided the most accurate simulation of infiltration considering all measurements and the Philips two-term model provided less accurate simulation. A comparison of the measured values and the estimated final infiltration rates showed that the Kostiakov- Lewis, Kostiakov, and SCS models could not estimate the final infiltration rate as well as Horton model. Estimated sorptivity and transmissivity parameters of the Philips two-term model and final infiltration rate had spatial structure, and were considered to be structural variables over the transect pattern. The Gaussian model provided the best-fit theoretical variogram for these three parameters. Variogram values ranged from 99 and 88 m for sorptivity and final infiltration rate to 686 (spherical) and 384 m (Gaussian) for transmissivity. Sorptivity, transmissivity and final infiltration attributes showed a high degree of spatial dependence, being 0.99, 0.81 and 1, respectively. Results showed that kriging could be used to predict the studied parameters in the study area. (Author)

  8. Quasi-Bayesian software reliability model with small samples

    Institute of Scientific and Technical Information of China (English)

    ZHANG Jin; TU Jun-xiang; CHEN Zhuo-ning; YAN Xiao-guang

    2009-01-01

    In traditional Bayesian software reliability models,it was assume that all probabilities are precise.In practical applications the parameters of the probability distributions are often under uncertainty due to strong dependence on subjective information of experts' judgments on sparse statistical data.In this paper,a quasi-Bayesian software reliability model using interval-valued probabilities to clearly quantify experts' prior beliefs on possible intervals of the parameters of the probability distributions is presented.The model integrates experts' judgments with statistical data to obtain more convincible assessments of software reliability with small samples.For some actual data sets,the presented model yields better predictions than the Jelinski-Moranda (JM) model using maximum likelihood (ML).

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

    Directory of Open Access Journals (Sweden)

    Robson Marcelo Rossi

    2014-06-01

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

  10. A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

    Science.gov (United States)

    Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

    2015-12-01

    Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

  11. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

    an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models...

  12. Bayesian models for comparative analysis integrating phylogenetic uncertainty

    Directory of Open Access Journals (Sweden)

    Villemereuil Pierre de

    2012-06-01

    Full Text Available Abstract Background Uncertainty in comparative analyses can come from at least two sources: a phylogenetic uncertainty in the tree topology or branch lengths, and b uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow and inflated significance in hypothesis testing (e.g. p-values will be too small. Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible

  13. [A medical image semantic modeling based on hierarchical Bayesian networks].

    Science.gov (United States)

    Lin, Chunyi; Ma, Lihong; Yin, Junxun; Chen, Jianyu

    2009-04-01

    A semantic modeling approach for medical image semantic retrieval based on hierarchical Bayesian networks was proposed, in allusion to characters of medical images. It used GMM (Gaussian mixture models) to map low-level image features into object semantics with probabilities, then it captured high-level semantics through fusing these object semantics using a Bayesian network, so that it built a multi-layer medical image semantic model, aiming to enable automatic image annotation and semantic retrieval by using various keywords at different semantic levels. As for the validity of this method, we have built a multi-level semantic model from a small set of astrocytoma MRI (magnetic resonance imaging) samples, in order to extract semantics of astrocytoma in malignant degree. Experiment results show that this is a superior approach.

  14. A Bayesian nonlinear mixed-effects disease progression model

    Science.gov (United States)

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

    2016-01-01

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

  15. Thin sand modeling based on geostatistic, uncertainty and risk analysis in Zuata Principal field, Orinoco oil belt

    Energy Technology Data Exchange (ETDEWEB)

    Cardona, W.; Aranaga, R.; Siu, P.; Perez, L. [PDVSA Petroleos de Venezuela SA, Caracas (Venezuela, Bolivarian Republic of)

    2009-07-01

    The geological modelling of the Zuata Principal field in Venezuela, particularly the Junin Block 2 belonging to Orinoco oil belt, is a challenge because of the presence of thin sand bodies in an unexploited zone. This paper presented the results obtained from a horizontal well that contacted 96 per cent of pay count sand in the field. Geostatistical modelling and sensibility analysis were used for planning the well. The model was generated by processing and interpreting information from production and exploratory fishbones. Information provided by nearby wildcat wells suggested that the proposed area was not prospective. However, information provided by several exploratory fishbones offered some possibility of draining additional reserves. From available information, facies models and uncertainty analysis were made to statistically determine the best option, notably to drill additional stratwells to obtain a more accurate characterization or apply the already obtained model for drilling a production well in the investigated area. The study showed that geological uncertainty does not only depend on how much information is available, but also on how this information can be processed and interpreted. Decision analysis provides a rational basis for dealing with risk and uncertainties. 4 refs., 7 tabs., 7 figs., 1 appendix.

  16. Exemplar models as a mechanism for performing Bayesian inference.

    Science.gov (United States)

    Shi, Lei; Griffiths, Thomas L; Feldman, Naomi H; Sanborn, Adam N

    2010-08-01

    Probabilistic models have recently received much attention as accounts of human cognition. However, most research in which probabilistic models have been used has been focused on formulating the abstract problems behind cognitive tasks and their optimal solutions, rather than on mechanisms that could implement these solutions. Exemplar models are a successful class of psychological process models in which an inventory of stored examples is used to solve problems such as identification, categorization, and function learning. We show that exemplar models can be used to perform a sophisticated form of Monte Carlo approximation known as importance sampling and thus provide a way to perform approximate Bayesian inference. Simulations of Bayesian inference in speech perception, generalization along a single dimension, making predictions about everyday events, concept learning, and reconstruction from memory show that exemplar models can often account for human performance with only a few exemplars, for both simple and relatively complex prior distributions. These results suggest that exemplar models provide a possible mechanism for implementing at least some forms of Bayesian inference. PMID:20702863

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

    OpenAIRE

    Alejandro Jara; Timothy Hanson; Quintana, Fernando A.; Peter Müller; Rosner, Gary L.

    2011-01-01

    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 r...

  18. Hierarchical Bayesian Modeling of Hitting Performance in Baseball

    OpenAIRE

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

    2009-01-01

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

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

    OpenAIRE

    Yong Li; Jun Yu

    2010-01-01

    A new posterior odds analysis is proposed to test for a unit root in volatility dynamics in the context of stochastic volatility models. This analysis extends the Bayesian unit root test of So and Li (1999, Journal of Business Economic Statistics) in two important ways. First, a numerically more stable algorithm is introduced to compute the Bayes factor, taking into account the special structure of the competing models. Owing to its numerical stability, the algorithm overcomes the problem of ...

  20. Spatiotemporal pattern of soil respiration of terrestrial ecosystems in China: the development of a geostatistical model and its simulation.

    Science.gov (United States)

    Yu, Guirui; Zheng, Zemei; Wang, Qiufeng; Fu, Yuling; Zhuang, Jie; Sun, Xiaomin; Wang, Yuesi

    2010-08-15

    Quantification of the spatiotemporal pattern of soil respiration (R(s)) at the regional scale can provide a theoretical basis and fundamental data for accurate evaluation of the global carbon budget. This study summarizes the R(s) data measured in China from 1995 to 2004. Based on the data, a new region-scale geostatistical model of soil respiration (GSMSR) was developed by modifying a global scale statistical model. The GSMSR model, which is driven by monthly air temperature, monthly precipitation, and soil organic carbon (SOC) density, can capture 64% of the spatiotemporal variability of soil R(s). We evaluated the spatiotemporal pattern of R(s) in China using the GSMSR model. The estimated results demonstrate that the annual R(s) in China ranged from 3.77 to 4.00 Pg C yr(-1) between 1995 and 2004, with an average value of 3.84 +/- 0.07 Pg C yr(-1), contributing 3.92%-4.87% to the global soil CO(2) emission. Annual R(s) rate of evergreen broadleaved forest ecosystem was 698 +/- 11 g C m(-2) yr(-1), significantly higher than that of grassland (439 +/- 7 g C m(-2) yr(-1)) and cropland (555 +/- 12 g C m(-2) yr(-1)). The contributions of grassland, cropland, and forestland ecosystems to the total R(s) in China were 48.38 +/- 0.35%, 22.19 +/- 0.18%, and 20.84 +/- 0.13%, respectively. PMID:20704202

  1. Nonparametric Bayesian inference of the microcanonical stochastic block model

    CERN Document Server

    Peixoto, Tiago P

    2016-01-01

    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. 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, that not only remove limitations that seriously degrade the inference on large networks, but also reveal s...

  2. Optimisation of groundwater level monitoring networks using geostatistical modelling based on the Spartan family variogram and a genetic algorithm method

    Science.gov (United States)

    Parasyris, Antonios E.; Spanoudaki, Katerina; Kampanis, Nikolaos A.

    2016-04-01

    Groundwater level monitoring networks provide essential information for water resources management, especially in areas with significant groundwater exploitation for agricultural and domestic use. Given the high maintenance costs of these networks, development of tools, which can be used by regulators for efficient network design is essential. In this work, a monitoring network optimisation tool is presented. The network optimisation tool couples geostatistical modelling based on the Spartan family variogram with a genetic algorithm method and is applied to Mires basin in Crete, Greece, an area of high socioeconomic and agricultural interest, which suffers from groundwater overexploitation leading to a dramatic decrease of groundwater levels. The purpose of the optimisation tool is to determine which wells to exclude from the monitoring network because they add little or no beneficial information to groundwater level mapping of the area. Unlike previous relevant investigations, the network optimisation tool presented here uses Ordinary Kriging with the recently-established non-differentiable Spartan variogram for groundwater level mapping, which, based on a previous geostatistical study in the area leads to optimal groundwater level mapping. Seventy boreholes operate in the area for groundwater abstraction and water level monitoring. The Spartan variogram gives overall the most accurate groundwater level estimates followed closely by the power-law model. The geostatistical model is coupled to an integer genetic algorithm method programmed in MATLAB 2015a. The algorithm is used to find the set of wells whose removal leads to the minimum error between the original water level mapping using all the available wells in the network and the groundwater level mapping using the reduced well network (error is defined as the 2-norm of the difference between the original mapping matrix with 70 wells and the mapping matrix of the reduced well network). The solution to the

  3. Simultaneous inversion of petrophysical parameters based on geostatistical a priori information

    Institute of Scientific and Technical Information of China (English)

    Yin Xing-Yao; Sun Rui-Ying; Wang Bao-Li; Zhang Guang-Zhi

    2014-01-01

    The high-resolution nonlinear simultaneous inversion of petrophysical parameters is based on Bayesian statistics and combines petrophysics with geostatistical a priori information. We used the fast Fourier transform-moving average (FFT-MA) and gradual deformation method (GDM) to obtain a reasonable variogram by using structural analysis and geostatistical a priori information of petrophysical parameters. Subsequently, we constructed the likelihood function according to the statistical petrophysical model. Finally, we used the Metropolis algorithm to sample the posteriori probability density and complete the inversion of the petrophysical parameters. We used the proposed method to process data from an oil fi eld in China and found good match between inversion and real data with high-resolution. In addition, the direct inversion of petrophysical parameters avoids the error accumulation and decreases the uncertainty, and increases the computational effi ciency.

  4. The effect of training image and secondary data integration with multiple-point geostatistics in groundwater modeling

    Directory of Open Access Journals (Sweden)

    X. He

    2013-09-01

    Full Text Available Multiple-point geostatistic simulation (MPS has recently become popular in stochastic hydrogeology, primarily because of its capability to derive multivariate distributions from the training image (TI. However, its application in three dimensional simulations has been constrained by the difficulty of constructing 3-D TI. The object-based TiGenerator may be a useful tool in this regard; yet the sensitivity of model predictions to the training image has not been documented. Another issue in MPS is the integration of multiple geophysical data. The best way to retrieve and incorporate information from high resolution geophysical data is still under discussion. This work shows that TI from TiGenerator delivers acceptable results when used for groundwater modeling, although the TI directly converted from high resolution geophysical data leads to better simulation. The model results also indicate that soft conditioning in MPS is a convenient and efficient way of integrating secondary data such as 3-D airborne electromagnetic data, but over conditioning has to be avoided.

  5. Health risks from arsenic-contaminated soil in Flin Flon-Creighton, Canada: Integrating geostatistical simulation and dose-response model

    Energy Technology Data Exchange (ETDEWEB)

    Zhang Hua [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada); Huang Guohe, E-mail: huang@iseis.or [Environmental Systems Engineering Program, Faculty of Engineering, University of Regina, Regina, Saskatchewan, S4S 0A2 (Canada); Zeng Guangming [College of Environmental Science and Engineering, Hunan University, Changsha, Hunan 410082 (China)

    2009-08-15

    Elevated concentrations of arsenic were detected in surface soils adjacent to a smelting complex in northern Canada. We evaluated the cancer risks caused by exposure to arsenic in two communities through combining geostatistical simulation with demographic data and dose-response models in a framework. Distribution of arsenic was first estimated using geostatistical circulant-embedding simulation method. We then evaluated the exposures from inadvertent ingestion, inhalation and dermal contact. Risks of skin caner and three internal cancers were estimated at both grid scale and census-unit scale using parametric dose-response models. Results indicated that local residents could face non-negligible cancer risks (skin cancer and liver cancer mainly). Uncertainties of risk estimates were discussed from the aspects of arsenic concentrations, exposed population and dose-response model. Reducing uncertainties would require additional soil sampling, epidemic records as well as complementary studies on land use, demographic variation, outdoor activities and bioavailability of arsenic. - Cancer risks induced by arsenic in soil were evaluated using geostatistical simulation and dose-response model.

  6. Introduction to Hierarchical Bayesian Modeling for Ecological Data

    CERN Document Server

    Parent, Eric

    2012-01-01

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

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

    Science.gov (United States)

    Dunham, Joshua Rolv

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

  8. Bayesian network models in brain functional connectivity analysis

    OpenAIRE

    Ide, Jaime S.; Zhang, Sheng; Chiang-shan R. Li

    2013-01-01

    Much effort has been made to better understand the complex integration of distinct parts of the human brain using functional magnetic resonance imaging (fMRI). Altered functional connectivity between brain regions is associated with many neurological and mental illnesses, such as Alzheimer and Parkinson diseases, addiction, and depression. In computational science, Bayesian networks (BN) have been used in a broad range of studies to model complex data set in the presence of uncertainty and wh...

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

    OpenAIRE

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

    2014-01-01

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

  10. Bayesian parsimonious covariance estimation for hierarchical linear mixed models

    OpenAIRE

    Frühwirth-Schnatter, Sylvia; Tüchler, Regina

    2004-01-01

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

  11. Improved hydrological model parametrization for climate change impact assessment under data scarcity - The potential of field monitoring techniques and geostatistics.

    Science.gov (United States)

    Meyer, Swen; Blaschek, Michael; Duttmann, Rainer; Ludwig, Ralf

    2016-02-01

    According to current climate projections, Mediterranean countries are at high risk for an even pronounced susceptibility to changes in the hydrological budget and extremes. These changes are expected to have severe direct impacts on the management of water resources, agricultural productivity and drinking water supply. Current projections of future hydrological change, based on regional climate model results and subsequent hydrological modeling schemes, are very uncertain and poorly validated. The Rio Mannu di San Sperate Basin, located in Sardinia, Italy, is one test site of the CLIMB project. The Water Simulation Model (WaSiM) was set up to model current and future hydrological conditions. The availability of measured meteorological and hydrological data is poor as it is common for many Mediterranean catchments. In this study we conducted a soil sampling campaign in the Rio Mannu catchment. We tested different deterministic and hybrid geostatistical interpolation methods on soil textures and tested the performance of the applied models. We calculated a new soil texture map based on the best prediction method. The soil model in WaSiM was set up with the improved new soil information. The simulation results were compared to standard soil parametrization. WaSiMs was validated with spatial evapotranspiration rates using the triangle method (Jiang and Islam, 1999). WaSiM was driven with the meteorological forcing taken from 4 different ENSEMBLES climate projections for a reference (1971-2000) and a future (2041-2070) times series. The climate change impact was assessed based on differences between reference and future time series. The simulated results show a reduction of all hydrological quantities in the future in the spring season. Furthermore simulation results reveal an earlier onset of dry conditions in the catchment. We show that a solid soil model setup based on short-term field measurements can improve long-term modeling results, which is especially important

  12. Improved hydrological model parametrization for climate change impact assessment under data scarcity - The potential of field monitoring techniques and geostatistics.

    Science.gov (United States)

    Meyer, Swen; Blaschek, Michael; Duttmann, Rainer; Ludwig, Ralf

    2016-02-01

    According to current climate projections, Mediterranean countries are at high risk for an even pronounced susceptibility to changes in the hydrological budget and extremes. These changes are expected to have severe direct impacts on the management of water resources, agricultural productivity and drinking water supply. Current projections of future hydrological change, based on regional climate model results and subsequent hydrological modeling schemes, are very uncertain and poorly validated. The Rio Mannu di San Sperate Basin, located in Sardinia, Italy, is one test site of the CLIMB project. The Water Simulation Model (WaSiM) was set up to model current and future hydrological conditions. The availability of measured meteorological and hydrological data is poor as it is common for many Mediterranean catchments. In this study we conducted a soil sampling campaign in the Rio Mannu catchment. We tested different deterministic and hybrid geostatistical interpolation methods on soil textures and tested the performance of the applied models. We calculated a new soil texture map based on the best prediction method. The soil model in WaSiM was set up with the improved new soil information. The simulation results were compared to standard soil parametrization. WaSiMs was validated with spatial evapotranspiration rates using the triangle method (Jiang and Islam, 1999). WaSiM was driven with the meteorological forcing taken from 4 different ENSEMBLES climate projections for a reference (1971-2000) and a future (2041-2070) times series. The climate change impact was assessed based on differences between reference and future time series. The simulated results show a reduction of all hydrological quantities in the future in the spring season. Furthermore simulation results reveal an earlier onset of dry conditions in the catchment. We show that a solid soil model setup based on short-term field measurements can improve long-term modeling results, which is especially important

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

    Science.gov (United States)

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

    2012-08-01

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

  14. Dissecting Magnetar Variability with Bayesian Hierarchical Models

    Science.gov (United States)

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

    2015-09-01

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

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

    OpenAIRE

    Andrade, António Ramos; Teixeira, P. Fonseca

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-01-14

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-01-01

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

  18. Dissecting magnetar variability with Bayesian hierarchical models

    CERN Document Server

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

    2015-01-01

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

  19. A Bayesian Network View on Nested Effects Models

    Directory of Open Access Journals (Sweden)

    Fröhlich Holger

    2009-01-01

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

  20. Probe Error Modeling Research Based on Bayesian Network

    Institute of Scientific and Technical Information of China (English)

    Wu Huaiqiang; Xing Zilong; Zhang Jian; Yan Yan

    2015-01-01

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

  1. A Bayesian Model for Discovering Typological Implications

    CERN Document Server

    Daumé, Hal

    2009-01-01

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

  2. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuška, Ivo

    2016-02-23

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

  3. Bayesian inference and model comparison for metallic fatigue data

    Science.gov (United States)

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

    2016-06-01

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

  4. Predicting coastal cliff erosion using a Bayesian probabilistic model

    Science.gov (United States)

    Hapke, C.; Plant, N.

    2010-01-01

    Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70-90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale. ?? 2010.

  5. Skilloscopy: Bayesian modeling of decision makers' skill

    OpenAIRE

    Di Fatta, Giuseppe; Haworth, Guy

    2013-01-01

    This paper proposes and demonstrates an approach, Skilloscopy, to the assessment of decision makers. In an increasingly sophisticated, connected and information-rich world, decision making is becoming both more important and more difficult. At the same time, modelling decision-making on computers is becoming more feasible and of interest, partly because the information-input to those decisions is increasingly on record. The aims of Skilloscopy are to rate and rank decision makers in a d...

  6. 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.

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

    Science.gov (United States)

    Robert, Christian P; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S

    2011-09-13

    Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427-442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics 24:2713-2719]. We now present arguments as to why the theoretical arguments for ABC model choice are missing, because the algorithm involves an unknown loss of information induced by the use of insufficient summary statistics. The approximation error of the posterior probabilities of the models under comparison may thus be unrelated with the computational effort spent in running an ABC algorithm. We then conclude that additional empirical verifications of the performances of the ABC procedure as those available in DIY-ABC are necessary to conduct model choice. PMID:21876135

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

    Science.gov (United States)

    Hack, C Eric

    2006-04-17

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

  9. Migration, distribution and population (stock) structure of shallow-water hake (Merluccius capensis) in the Benguela Current Large Marine Ecosystem inferred using a geostatistical population model

    DEFF Research Database (Denmark)

    Jansen, Teunis; Kristensen, Kasper; Kainge, Paulus Inekela;

    2016-01-01

    required a new level of soft- and hardware performance. This was achieved by utilizing Template Model Builder and high-end computational hardware (Amazon Elastic Compute Cloud, EC2). The data and the model enabled us to follow the distribution and infer movements of M. capensis from the recruitment...... (stock) structure. We combined data from multiple demersal trawl surveys from the entire distribution area to estimate growth rate, mortality and spatial and temporal patterns of M. capensis. Analyses were conducted using the geostatistical model GeoPop. The complexity of the model and the amount of data...

  10. Bayesian hierarchical modeling for detecting safety signals in clinical trials.

    Science.gov (United States)

    Xia, H Amy; Ma, Haijun; Carlin, Bradley P

    2011-09-01

    Detection of safety signals from clinical trial adverse event data is critical in drug development, but carries a challenging statistical multiplicity problem. Bayesian hierarchical mixture modeling is appealing for its ability to borrow strength across subgroups in the data, as well as moderate extreme findings most likely due merely to chance. We implement such a model for subject incidence (Berry and Berry, 2004 ) using a binomial likelihood, and extend it to subject-year adjusted incidence rate estimation under a Poisson likelihood. We use simulation to choose a signal detection threshold, and illustrate some effective graphics for displaying the flagged signals.

  11. Geostatistical modeling of uncertainty of the spatial distribution of available phosphorus in soil in a sugarcane field

    Science.gov (United States)

    Tadeu Pereira, Gener; Ribeiro de Oliveira, Ismênia; De Bortoli Teixeira, Daniel; Arantes Camargo, Livia; Rodrigo Panosso, Alan; Marques, José, Jr.

    2015-04-01

    Phosphorus is one of the limiting nutrients for sugarcane development in Brazilian soils. The spatial variability of this nutrient is great, defined by the properties that control its adsorption and desorption reactions. Spatial estimates to characterize this variability are based on geostatistical interpolation. Thus, the assessment of the uncertainty of estimates associated with the spatial distribution of available P (Plabile) is decisive to optimize the use of phosphate fertilizers. The purpose of this study was to evaluate the performance of sequential Gaussian simulation (sGs) and ordinary kriging (OK) in the modeling of uncertainty in available P estimates. A sampling grid with 626 points was established in a 200-ha experimental sugarcane field in Tabapuã, São Paulo State, Brazil. The soil was sampled in the crossover points of a regular grid with intervals of 50 m. From the observations, 63 points, approximately 10% of sampled points were randomly selected before the geostatistical modeling of the composition of a data set used in the validation process modeling, while the remaining 563 points were used for the predictions variable in a place not sampled. The sGs generated 200 realizations. From the realizations generated, different measures of estimation and uncertainty were obtained. The standard deviation, calculated point to point, all simulated maps provided the map of deviation, used to assess local uncertainty. The visual analysis of maps of the E-type and KO showed that the spatial patterns produced by both methods were similar, however, it was possible to observe the characteristic smoothing effect of the KO especially in regions with extreme values. The Standardized variograms of selected realizations sGs showed both range and model similar to the variogram of the Observed date of Plabile. The variogram KO showed a distinct structure of the observed data, underestimating the variability over short distances, presenting parabolic behavior near

  12. Bayesian parameter estimation for nonlinear modelling of biological pathways

    Directory of Open Access Journals (Sweden)

    Ghasemi Omid

    2011-12-01

    Full Text Available Abstract Background The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. Results We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC method. We applied this approach to the biological pathways involved in the left ventricle (LV response to myocardial infarction (MI and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly

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

    Science.gov (United States)

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

    2016-08-30

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

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

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-07-01

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

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

    International Nuclear Information System (INIS)

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

  16. BAYESIAN ESTIMATION IN SHARED COMPOUND POISSON FRAILTY MODELS

    Directory of Open Access Journals (Sweden)

    David D. Hanagal

    2015-06-01

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

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

    LENUS (Irish Health Repository)

    Dalimier, Eugénie

    2009-01-01

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

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

    Science.gov (United States)

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

    2016-04-01

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

  19. Theory-based Bayesian models of inductive learning and reasoning.

    Science.gov (United States)

    Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles

    2006-07-01

    Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.

  20. Non-parametric Bayesian modeling of cervical mucus symptom

    OpenAIRE

    Bin, Riccardo De; Scarpa, Bruno

    2014-01-01

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

  1. Bayesian Gaussian Copula Factor Models for Mixed Data.

    Science.gov (United States)

    Murray, Jared S; Dunson, David B; Carin, Lawrence; Lucas, Joseph E

    2013-06-01

    Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables or through generalized latent trait models acommodating measurements in the exponential family. However, when generalizing to non-Gaussian measured variables the latent variables typically influence both the dependence structure and the form of the marginal distributions, complicating interpretation and introducing artifacts. To address this problem we propose a novel class of Bayesian Gaussian copula factor models which decouple the latent factors from the marginal distributions. A semiparametric specification for the marginals based on the extended rank likelihood yields straightforward implementation and substantial computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian inference. We propose new default priors for the factor loadings and develop efficient parameter-expanded Gibbs sampling for posterior computation. The methods are evaluated through simulations and applied to a dataset in political science. The models in this paper are implemented in the R package bfa.

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

    Directory of Open Access Journals (Sweden)

    Sergio Iannazzo

    2007-03-01

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

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

    International Nuclear Information System (INIS)

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

  4. Geostatistical Methods in R

    Directory of Open Access Journals (Sweden)

    Adéla Volfová

    2012-10-01

    Full Text Available Geostatistics is a scientific field which provides methods for processing spatial data.  In our project, geostatistics is used as a tool for describing spatial continuity and making predictions of some natural phenomena. An open source statistical project called R is used for all calculations. Listeners will be provided with a brief introduction to R and its geostatistical packages and basic principles of kriging and cokriging methods. Heavy mathematical background is omitted due to its complexity. In the second part of the presentation, several examples are shown of how to make a prediction in the whole area of interest where observations were made in just a few points. Results of these methods are compared.

  5. Characterizing economic trends by Bayesian stochastic model specification search

    DEFF Research Database (Denmark)

    Grassi, Stefano; Proietti, Tommaso

    We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. In particular, we focus on autoregressive models with possibly time-varying intercept and slope and decide...... on whether their parameters are fixed or evolutive. Stochastic model specification is carried out to discriminate two alternative hypotheses concerning the generation of trends: the trend-stationary hypothesis, on the one hand, for which the trend is a deterministic function of time and the short run...... the traditional Nelson and Plosser dataset. The broad conclusion is that most series are better represented by autoregressive models with time-invariant intercept and slope and coefficients that are close to boundary of the stationarity region. The posterior distribution of the autoregressive parameters...

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

    Science.gov (United States)

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

    2008-05-01

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

  7. Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model

    Science.gov (United States)

    Meng, Jia; Zhang, Jianqiu(Michelle); Qi, Yuan(Alan); Chen, Yidong; Huang, Yufei

    2010-12-01

    The problem of uncovering transcriptional regulation by transcription factors (TFs) based on microarray data is considered. A novel Bayesian sparse correlated rectified factor model (BSCRFM) is proposed that models the unknown TF protein level activity, the correlated regulations between TFs, and the sparse nature of TF-regulated genes. The model admits prior knowledge from existing database regarding TF-regulated target genes based on a sparse prior and through a developed Gibbs sampling algorithm, a context-specific transcriptional regulatory network specific to the experimental condition of the microarray data can be obtained. The proposed model and the Gibbs sampling algorithm were evaluated on the simulated systems, and results demonstrated the validity and effectiveness of the proposed approach. The proposed model was then applied to the breast cancer microarray data of patients with Estrogen Receptor positive ([InlineEquation not available: see fulltext.]) status and Estrogen Receptor negative ([InlineEquation not available: see fulltext.]) status, respectively.

  8. Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model

    Directory of Open Access Journals (Sweden)

    Qi Yuan(Alan

    2010-01-01

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

  9. Geostatistical simulation of geological architecture and uncertainty propagation in groundwater modeling

    DEFF Research Database (Denmark)

    He, Xiulan

    parameters and model structures, which are the primary focuses of this PhD research. Parameter uncertainty was analyzed using an optimization tool (PEST: Parameter ESTimation) in combination with a random sampling method (LHS: Latin Hypercube Sampling). Model structure, namely geological architecture...... be compensated by model parameters, e.g. when hydraulic heads are considered. However, geological structure is the primary source of uncertainty with respect to simulations of groundwater age and capture zone. Operational MPS based software has been on stage for just around ten years; yet, issues regarding......Groundwater modeling plays an essential role in modern subsurface hydrology research. It’s generally recognized that simulations and predictions by groundwater models are associated with uncertainties that originate from various sources. The two major uncertainty sources are related to model...

  10. 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.

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

    OpenAIRE

    Lin, Hefang

    1999-01-01

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

  12. GY SAMPLING THEORY AND GEOSTATISTICS: ALTERNATE MODELS OF VARIABILITY IN CONTINUOUS MEDIA

    Science.gov (United States)

    In the sampling theory developed by Pierre Gy, sample variability is modeled as the sum of a set of seven discrete error components. The variogram used in geostatisties provides an alternate model in which several of Gy's error components are combined in a continuous mode...

  13. Bayesian Dose-Response Modeling in Sparse Data

    Science.gov (United States)

    Kim, Steven B.

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

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

    Directory of Open Access Journals (Sweden)

    Anass BAYAGA

    2010-07-01

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

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

    Science.gov (United States)

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

    2016-06-01

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

  16. Mapping soil organic carbon stocks by robust geostatistical and boosted regression models

    Science.gov (United States)

    Nussbaum, Madlene; Papritz, Andreas; Baltensweiler, Andri; Walthert, Lorenz

    2013-04-01

    Carbon (C) sequestration in forests offsets greenhouse gas emissions. Therefore, quantifying C stocks and fluxes in forest ecosystems is of interest for greenhouse gas reporting according to the Kyoto protocol. In Switzerland, the National Forest Inventory offers comprehensive data to quantify the aboveground forest biomass and its change in time. Estimating stocks of soil organic C (SOC) in forests is more difficult because the variables needed to quantify stocks vary strongly in space and precise quantification of some of them is very costly. Based on data from 1'033 plots we modeled SOC stocks of the organic layer and the mineral soil to depths of 30 cm and 100 cm for the Swiss forested area. For the statistical modeling a broad range of covariates were available: Climate data (e. g. precipitation, temperature), two elevation models (resolutions 25 and 2 m) with respective terrain attributes and spectral reflectance data representing vegetation. Furthermore, the main mapping units of an overview soil map and a coarse scale geological map were used to coarsely represent the parent material of the soils. The selection of important covariates for SOC stocks modeling out of a large set was a major challenge for the statistical modeling. We used two approaches to deal with this problem: 1) A robust restricted maximum likelihood method to fit linear regression model with spatially correlated errors. The large number of covariates was first reduced by LASSO (Least Absolute Shrinkage and Selection Operator) and then further narrowed down to a parsimonious set of important covariates by cross-validation of the robustly fitted model. To account for nonlinear dependencies of the response on the covariates interaction terms of the latter were included in model if this improved the fit. 2) A boosted structured regression model with componentwise linear least squares or componentwise smoothing splines as base procedures. The selection of important covariates was done by the

  17. Quick evaluation of multiple geostatistical models using upscaling with coarse grids: A practical study

    Energy Technology Data Exchange (ETDEWEB)

    Lemouzy, P. [Institut Francais du Petrole and ELF/IFP Helios Group, Pau (France)

    1997-08-01

    In field delineation phase, uncertainty in hydrocarbon reservoir descriptions is large. To quickly examine the impact of this uncertainty on production performance, it is necessary to evaluate a large number of descriptions in relation to possible production methods (well spacing, injection rate, etc.). The method of using coarse upscaled models was first proposed by Ballin. Unlike other methods (connectivity analysis, tracer simulations), it considers parameters such as PVT, well management, etc. After a detailed review of upscaling issues, applications to water-injection cases (either with balance or imbalance of production, with or without aquifer) and to depletion of an oil reservoir with aquifer coning are presented. Much more important than the method of permeability upscaling far from wells, the need of correct upscaling of numerical well representation is pointed out Methods are proposed to accurately represent fluids volumes in coarse models. Simple methods to upscale relative permeabilities, and methods to efficiently correct numerical dispersion are proposed. Good results are obtained for water injection. The coarse upscaling method allows the performance of sensitivity analyses on model parameters at a much lower CPU cost than comprehensive simulations. Models representing extreme behaviors can be easily distinguished. For depletion of an oil reservoir showing aquifer coning, however, the method did not work property. It is our opinion that further research is required for upscaling close to wells. We therefore recombined this method for practical use in the case of water injection.

  18. Geostatistical modeling of sound propagation: Principles and a field application experiment

    NARCIS (Netherlands)

    Baume, O.P.; Gauvreau, B.; Berengier, M.; Junker, F.; Wackernagel, H.; Chiles, J.P.

    2009-01-01

    The assessment of noise sources for environmental purposes requires reliable methods for mapping. Numerical models are well adapted for sophisticated simulations and sensitivity analyses; however, real-time mapping of large frequency bands must be based on fast and acceptable computations and honor

  19. Bayesian reduced-order models for multiscale dynamical systems

    CERN Document Server

    Koutsourelakis, P S

    2010-01-01

    While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical interest is computationally infeasible or impractical. In complex systems, with limited physical insight on the coherent behavior of their constituents, the only available information is data obtained from simulations of the trajectories of huge numbers of degrees of freedom over microscopic time scales. This paper discusses a Bayesian approach to deriving probabilistic coarse-grained models that simultaneously address the problems of identifying appropriate reduced coordinates and the effective dynamics in this lower-dimensional representation. At the core of the models proposed lie simple, low-dimensional dynamical systems which serve as the building blocks of the global model. These approximate the latent, generating sources and parameterize the reduced-order dynamics. We d...

  20. Aggregated Residential Load Modeling Using Dynamic Bayesian Networks

    Energy Technology Data Exchange (ETDEWEB)

    Vlachopoulou, Maria; Chin, George; Fuller, Jason C.; Lu, Shuai

    2014-09-28

    Abstract—It is already obvious that the future power grid will have to address higher demand for power and energy, and to incorporate renewable resources of different energy generation patterns. Demand response (DR) schemes could successfully be used to manage and balance power supply and demand under operating conditions of the future power grid. To achieve that, more advanced tools for DR management of operations and planning are necessary that can estimate the available capacity from DR resources. In this research, a Dynamic Bayesian Network (DBN) is derived, trained, and tested that can model aggregated load of Heating, Ventilation, and Air Conditioning (HVAC) systems. DBNs can provide flexible and powerful tools for both operations and planing, due to their unique analytical capabilities. The DBN model accuracy and flexibility of use is demonstrated by testing the model under different operational scenarios.

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

    CERN Document Server

    Bazot, M; Christensen-Dalsgaard, J

    2012-01-01

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

  2. Bayesian 2D Deconvolution: A Model for Diffuse Ultrasound Scattering

    Directory of Open Access Journals (Sweden)

    Oddvar Husby

    2001-10-01

    Full Text Available Observed medical ultrasound images are degraded representations of the true acoustic tissue reflectance. The degradation is due to blur and speckle, and significantly reduces the diagnostic value of the images. In order to remove both blur and speckle we have developed a new statistical model for diffuse scattering in 2D ultrasound radio-frequency images, incorporating both spatial smoothness constraints and a physical model for diffuse scattering. The modeling approach is Bayesian in nature, and we use Markov chain Monte Carlo methods to obtain the restorations. The results from restorations of some real and simulated radio-frequency ultrasound images are presented and compared with results produced by Wiener filtering.

  3. Performance and Prediction: Bayesian Modelling of Fallible Choice in Chess

    Science.gov (United States)

    Haworth, Guy; Regan, Ken; di Fatta, Giuseppe

    Evaluating agents in decision-making applications requires assessing their skill and predicting their behaviour. Both are well developed in Poker-like situations, but less so in more complex game and model domains. This paper addresses both tasks by using Bayesian inference in a benchmark space of reference agents. The concepts are explained and demonstrated using the game of chess but the model applies generically to any domain with quantifiable options and fallible choice. Demonstration applications address questions frequently asked by the chess community regarding the stability of the rating scale, the comparison of players of different eras and/or leagues, and controversial incidents possibly involving fraud. The last include alleged under-performance, fabrication of tournament results, and clandestine use of computer advice during competition. Beyond the model world of games, the aim is to improve fallible human performance in complex, high-value tasks.

  4. Advances in Bayesian Model Based Clustering Using Particle Learning

    Energy Technology Data Exchange (ETDEWEB)

    Merl, D M

    2009-11-19

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

  5. Geo-statistical model of Rainfall erosivity by using high temporal resolution precipitation data in Europe

    Science.gov (United States)

    Panagos, Panos; Ballabio, Cristiano; Borrelli, Pasquale; Meusburger, Katrin; Alewell, Christine

    2015-04-01

    Rainfall erosivity (R-factor) is among the 6 input factors in estimating soil erosion risk by using the empirical Revised Universal Soil Loss Equation (RUSLE). R-factor is a driving force for soil erosion modelling and potentially can be used in flood risk assessments, landslides susceptibility, post-fire damage assessment, application of agricultural management practices and climate change modelling. The rainfall erosivity is extremely difficult to model at large scale (national, European) due to lack of high temporal resolution precipitation data which cover long-time series. In most cases, R-factor is estimated based on empirical equations which take into account precipitation volume. The Rainfall Erosivity Database on the European Scale (REDES) is the output of an extensive data collection of high resolution precipitation data in the 28 Member States of the European Union plus Switzerland taking place during 2013-2014 in collaboration with national meteorological/environmental services. Due to different temporal resolutions of the data (5, 10, 15, 30, 60 minutes), conversion equations have been applied in order to homogenise the database at 30-minutes interval. The 1,541 stations included in REDES have been interpolated using the Gaussian Process Regression (GPR) model using as covariates the climatic data (monthly precipitation, monthly temperature, wettest/driest month) from WorldClim Database, Digital Elevation Model and latitude/longitude. GPR has been selected among other candidate models (GAM, Regression Kriging) due the best performance both in cross validation (R2=0.63) and in fitting dataset (R2=0.72). The highest uncertainty has been noticed in North-western Scotland, North Sweden and Finland due to limited number of stations in REDES. Also, in highlands such as Alpine arch and Pyrenees the diversity of environmental features forced relatively high uncertainty. The rainfall erosivity map of Europe available at 500m resolution plus the standard error

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

    Science.gov (United States)

    Wang, Jie; Huang, Helai

    2016-05-01

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

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

    OpenAIRE

    Liao, Yuan; De Simoni, Anna

    2012-01-01

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

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

    Science.gov (United States)

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

    1974-01-01

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

  9. Inversion of hierarchical Bayesian models using Gaussian processes.

    Science.gov (United States)

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

    2015-09-01

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

  10. Mapping malaria risk among children in Côte d’Ivoire using Bayesian geo-statistical models

    Directory of Open Access Journals (Sweden)

    Raso Giovanna

    2012-05-01

    Full Text Available Abstract Background In Côte d’Ivoire, an estimated 767,000 disability-adjusted life years are due to malaria, placing the country at position number 14 with regard to the global burden of malaria. Risk maps are important to guide control interventions, and hence, the aim of this study was to predict the geographical distribution of malaria infection risk in children aged Methods Using different data sources, a systematic review was carried out to compile and geo-reference survey data on Plasmodium spp. infection prevalence in Côte d’Ivoire, focusing on children aged Plasmodium spp. infection risk for entire Côte d’Ivoire, including uncertainty. Results Overall, 235 data points at 170 unique survey locations with malaria prevalence data for individuals aged Conclusion The malaria risk map at high spatial resolution gives an important overview of the geographical distribution of the disease in Côte d’Ivoire. It is a useful tool for the national malaria control programme and can be utilized for spatial targeting of control interventions and rational resource allocation.

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

    Directory of Open Access Journals (Sweden)

    Bakanev Sergey ...

    2012-10-01

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

  12. Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

    Science.gov (United States)

    A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...

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

    Science.gov (United States)

    Levy, Roy

    2014-01-01

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

  14. Development of Geostatistical Models to Estimate CO2 Storage Resource in Sedimentary Geologic Formations

    Science.gov (United States)

    Popova, Olga H.

    Dental hygiene students must embody effective critical thinking skills in order to provide evidence-based comprehensive patient care. The problem addressed in this study it was not known if and to what extent concept mapping and reflective journaling activities embedded in a curriculum over a 4-week period, impacted the critical thinking skills of 22 first and second-year dental hygiene students attending a community college in the Midwest. The overarching research questions were: what is the effect of concept mapping, and what is the effect of reflective journaling on the level of critical thinking skills of first and second year dental hygiene students? This quantitative study employed a quasi-experimental, pretest-posttest design. Analysis of Covariance (ANCOVA) assessed students' mean scores of critical thinking on the California Critical Thinking Skills Test (CCTST) pretest and posttest for the concept mapping and reflective journaling treatment groups. The results of the study found an increase in CCTST posttest scores with the use of both concept mapping and reflective journaling. However, the increase in scores was not found to be statistically significant. Hence, this study identified concept mapping using Ausubel's assimilation theory and reflective journaling incorporating Johns's revision of Carper's patterns of knowing as potential instructional strategies and theoretical models to enhance undergraduate students' critical thinking skills. More research is required in this area to draw further conclusions. Keywords: Critical thinking, critical thinking development, critical thinking skills, instructional strategies, concept mapping, reflective journaling, dental hygiene, college students.

  15. Bayesian modeling of censored partial linear models using scale-mixtures of normal distributions

    Science.gov (United States)

    Castro, Luis M.; Lachos, Victor H.; Ferreira, Guillermo P.; Arellano-Valle, Reinaldo B.

    2012-10-01

    Regression models where the dependent variable is censored (limited) are usually considered in statistical analysis. Particularly, the case of a truncation to the left of zero and a normality assumption for the error terms is studied in detail by [1] in the well known Tobit model. In the present article, this typical censored regression model is extended by considering a partial linear model with errors belonging to the class of scale mixture of normal distributions. We achieve a fully Bayesian inference by adopting a Metropolis algorithm within a Gibbs sampler. The likelihood function is utilized to compute not only some Bayesian model selection measures but also to develop Bayesian case-deletion influence diagnostics based on the q-divergence measures. We evaluate the performances of the proposed methods with simulated data. In addition, we present an application in order to know what type of variables affect the income of housewives.

  16. Bayesian network models for error detection in radiotherapy plans

    Science.gov (United States)

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

    2015-04-01

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

  17. Designing and testing inflationary models with Bayesian networks

    CERN Document Server

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

    2015-01-01

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

  18. Designing and testing inflationary models with Bayesian networks

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-11-15

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

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

    Directory of Open Access Journals (Sweden)

    D. V. Divine

    2007-01-01

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

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

    Science.gov (United States)

    Feng, Dai; Liang, Dong; Tierney, Luke

    2014-04-15

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

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

    KAUST Repository

    Wu, Mingqi

    2009-10-26

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

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

    Directory of Open Access Journals (Sweden)

    Tian Yanan

    2009-10-01

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

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

    Science.gov (United States)

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

    2004-12-15

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

  4. Bayesian Methods for Analyzing Structural Equation Models with Covariates, Interaction, and Quadratic Latent Variables

    Science.gov (United States)

    Lee, Sik-Yum; Song, Xin-Yuan; Tang, Nian-Sheng

    2007-01-01

    The analysis of interaction among latent variables has received much attention. This article introduces a Bayesian approach to analyze a general structural equation model that accommodates the general nonlinear terms of latent variables and covariates. This approach produces a Bayesian estimate that has the same statistical optimal properties as a…

  5. A Bayesian Network Approach to Modeling Learning Progressions and Task Performance. CRESST Report 776

    Science.gov (United States)

    West, Patti; Rutstein, Daisy Wise; Mislevy, Robert J.; Liu, Junhui; Choi, Younyoung; Levy, Roy; Crawford, Aaron; DiCerbo, Kristen E.; Chappel, Kristina; Behrens, John T.

    2010-01-01

    A major issue in the study of learning progressions (LPs) is linking student performance on assessment tasks to the progressions. This report describes the challenges faced in making this linkage using Bayesian networks to model LPs in the field of computer networking. The ideas are illustrated with exemplar Bayesian networks built on Cisco…

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-01-01

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

  7. Bayesian calibration of the Community Land Model using surrogates

    Energy Technology Data Exchange (ETDEWEB)

    Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Swiler, Laura Painton

    2014-02-01

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

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

    Science.gov (United States)

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

    2015-04-01

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

  9. Bayesian Belief Networks Approach for Modeling Irrigation Behavior

    Science.gov (United States)

    Andriyas, S.; McKee, M.

    2012-12-01

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

  10. Modelagem geoestatística da infecção por Ascaris lumbricoides Geostatistical modeling of Ascaris lumbricoides infection

    Directory of Open Access Journals (Sweden)

    Bruno de Paula Menezes Drumond Fortes

    2004-06-01

    Full Text Available O estudo tem por objetivo modelar a distribuição espacial da ocorrência de ascaríase, utilizando mapas de risco mediante técnicas de geoprocessamento e análise geoestatística. Com base no banco de dados do PAISQUA, foram selecionados 19 setores censitários do Rio de Janeiro. Foram amostradas e georreferenciadas, no centróide de seu respectivo domicílio, 1.550 crianças com idade de 1 a 9 anos. Mapas de risco de Ascaris lumbricoides foram gerados usando krigagem indicadora. Com base na validação cruzada, os valores estimados foram comparados aos observados por intermédio da curva ROC. Um modelo de semivariograma isotrópico esférico com alcance de 30m e efeito pepita de 50% foi empregado na krigagem ordinária indicadora para a construção de um mapa de probabilidade de infecção por A. lumbricoides. A acurácia global, mensurada por meio da área sob a curva ROC, mostrou-se significativa. O uso da krigagem ordinária indicadora permitiu a modelagem de mapas de risco valendo-se da amostra de uma variável indicadora. O emprego das técnicas de análise estatística espacial mostrou-se adequado na predição da ocorrência do fenômeno, não ficando restrita a delimitações político-administrativas da região.The following study intends to model the spatial distribution of ascariasis, through the use of geoprocessing and geostatistic analysis. The database used in the study was taken from the PAISQUA project, including a coproparasitologic and domiciliary survey, conducted in 19 selected census tracts of Rio de Janeiro State, Brazil, randomly selecting a group of 1,550 children aged 1 to 9 years old plotting them in their respective domicile's centroids. Risk maps of Ascaris lumbricoides were generated by indicator kriging. The estimated and observed values from the cross-validation were compared using a ROC curve. An isotropic spherical semivariogram model with a range of 30m and nugget effect of 50% was employed in ordinary

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

    Science.gov (United States)

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

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

    NARCIS (Netherlands)

    Etienne, R.S.; Olff, H.

    2005-01-01

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

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

    NARCIS (Netherlands)

    Etienne, RS; Olff, H

    2005-01-01

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

  14. Forecasting unconventional resource productivity - A spatial Bayesian model

    Science.gov (United States)

    Montgomery, J.; O'sullivan, F.

    2015-12-01

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

  15. A Bayesian model for the analysis of transgenerational epigenetic variation.

    Science.gov (United States)

    Varona, Luis; Munilla, Sebastián; Mouresan, Elena Flavia; González-Rodríguez, Aldemar; Moreno, Carlos; Altarriba, Juan

    2015-01-23

    Epigenetics has become one of the major areas of biological research. However, the degree of phenotypic variability that is explained by epigenetic processes still remains unclear. From a quantitative genetics perspective, the estimation of variance components is achieved by means of the information provided by the resemblance between relatives. In a previous study, this resemblance was described as a function of the epigenetic variance component and a reset coefficient that indicates the rate of dissipation of epigenetic marks across generations. Given these assumptions, we propose a Bayesian mixed model methodology that allows the estimation of epigenetic variance from a genealogical and phenotypic database. The methodology is based on the development of a T: matrix of epigenetic relationships that depends on the reset coefficient. In addition, we present a simple procedure for the calculation of the inverse of this matrix ( T-1: ) and a Gibbs sampler algorithm that obtains posterior estimates of all the unknowns in the model. The new procedure was used with two simulated data sets and with a beef cattle database. In the simulated populations, the results of the analysis provided marginal posterior distributions that included the population parameters in the regions of highest posterior density. In the case of the beef cattle dataset, the posterior estimate of transgenerational epigenetic variability was very low and a model comparison test indicated that a model that did not included it was the most plausible.

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

    OpenAIRE

    Ntzoufras, Ioannis; Tarantola, Claudia

    2008-01-01

    This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. We use a marginal log-linear parametrization, under which the model is defined through suitable zero-constraints on the interaction parameters calculated within marginal distributions. We undertake a comprehensive Bayesian analysis of these models, involving suitable choices of prior distributions, estimation, model determination, as well as the allied computational issue...

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

    OpenAIRE

    Tarantola, Claudia; Ntzoufras, Ioannis

    2012-01-01

    This paper deals with the Bayesian analysis of graphical models of marginal independence for three way contingency tables. Each marginal independence model corresponds to a particular factorization of the cell probabilities and a conjugate analysis based on Dirichlet prior can be performed. We illustrate a comprehensive Bayesian analysis of such models, involving suitable choices of prior parameters, estimation, model determination, as well as the allied computational issues. The posterior di...

  18. Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

    Science.gov (United States)

    Iskandar, Ismed; Satria Gondokaryono, Yudi

    2016-02-01

    In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range

  19. Bayesian network model of crowd emotion and negative behavior

    Science.gov (United States)

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

    2014-12-01

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

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

    Science.gov (United States)

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

    2016-06-01

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

  1. A Bayesian Generative Model for Learning Semantic Hierarchies

    Directory of Open Access Journals (Sweden)

    Roni eMittelman

    2014-05-01

    Full Text Available Building fine-grained visual recognition systems that are capable of recognizing tens of thousands of categories, has received much attention in recent years. The well known semantic hierarchical structure of categories and concepts, has been shown to provide a key prior which allows for optimal predictions. The hierarchical organization of various domains and concepts has been subject to extensive research, and led to the development of the WordNet domains hierarchy [18], which was also used to organize the images in the ImageNet [11] dataset, in which the category count approaches the human capacity. Still, for the human visual system, the form of the hierarchy must be discovered with minimal use of supervision or innate knowledge. In this work, we propose a new Bayesian generative model for learning such domain hierarchies, based on semantic input. Our model is motivated by the super-subordinate organization of domain labels and concepts that characterizes WordNet, and accounts for several important challenges: maintaining context information when progressing deeper into the hierarchy, learning a coherent semantic concept for each node, and modeling uncertainty in the perception process.

  2. Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China

    Energy Technology Data Exchange (ETDEWEB)

    Zhong, Buqing; Liang, Tao, E-mail: liangt@igsnrr.ac.cn; Wang, Lingqing; Li, Kexin

    2014-08-15

    An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. - Highlights: • Conditional inference tree can identify variables controlling metal distribution. • Finite mixture distribution model can partition natural and anthropogenic sources. • Geostatistics with stochastic models

  3. Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China

    International Nuclear Information System (INIS)

    An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. - Highlights: • Conditional inference tree can identify variables controlling metal distribution. • Finite mixture distribution model can partition natural and anthropogenic sources. • Geostatistics with stochastic models

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

    Institute of Scientific and Technical Information of China (English)

    HU Zhao-yong

    2005-01-01

    Engineering diagnosis is essential to the operation of industrial equipment. The key to successful diagnosis is correct knowledge representation and reasoning. The Bayesian network is a powerful tool for it. This paper utilizes the Bayesian network to represent and reason diagnostic knowledge, named Bayesian diagnostic network. It provides a three-layer topologic structure based on operating conditions, possible faults and corresponding symptoms. The paper also discusses an approximate stochastic sampling algorithm. Then a practical Bayesian network for gas turbine diagnosis is constructed on a platform developed under a Visual C++ environment. It shows that the Bayesian network is a powerful model for representation and reasoning of diagnostic knowledge. The three-layer structure and the approximate algorithm are effective also.

  5. Macroscopic Models of Clique Tree Growth for Bayesian Networks

    Data.gov (United States)

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

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

    International Nuclear Information System (INIS)

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

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

    Science.gov (United States)

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

    2014-12-01

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

  8. A Bayesian model of context-sensitive value attribution

    Science.gov (United States)

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

    2016-01-01

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

  9. Modeling hypoxia in the Chesapeake Bay: Ensemble estimation using a Bayesian hierarchical model

    Science.gov (United States)

    Stow, Craig A.; Scavia, Donald

    2009-02-01

    Quantifying parameter and prediction uncertainty in a rigorous framework can be an important component of model skill assessment. Generally, models with lower uncertainty will be more useful for prediction and inference than models with higher uncertainty. Ensemble estimation, an idea with deep roots in the Bayesian literature, can be useful to reduce model uncertainty. It is based on the idea that simultaneously estimating common or similar parameters among models can result in more precise estimates. We demonstrate this approach using the Streeter-Phelps dissolved oxygen sag model fit to 29 years of data from Chesapeake Bay. Chesapeake Bay has a long history of bottom water hypoxia and several models are being used to assist management decision-making in this system. The Bayesian framework is particularly useful in a decision context because it can combine both expert-judgment and rigorous parameter estimation to yield model forecasts and a probabilistic estimate of the forecast uncertainty.

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

    CERN Document Server

    Gustafson, Paul

    2015-01-01

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

  11. Reliability assessment using degradation models: bayesian and classical approaches

    Directory of Open Access Journals (Sweden)

    Marta Afonso Freitas

    2010-04-01

    Full Text Available Traditionally, reliability assessment of devices has been based on (accelerated life tests. However, for highly reliable products, little information about reliability is provided by life tests in which few or no failures are typically observed. Since most failures arise from a degradation mechanism at work for which there are characteristics that degrade over time, one alternative is monitor the device for a period of time and assess its reliability from the changes in performance (degradation observed during that period. The goal of this article is to illustrate how degradation data can be modeled and analyzed by using "classical" and Bayesian approaches. Four methods of data analysis based on classical inference are presented. Next we show how Bayesian methods can also be used to provide a natural approach to analyzing degradation data. The approaches are applied to a real data set regarding train wheels degradation.Tradicionalmente, o acesso à confiabilidade de dispositivos tem sido baseado em testes de vida (acelerados. Entretanto, para produtos altamente confiáveis, pouca informação a respeito de sua confiabilidade é fornecida por testes de vida no quais poucas ou nenhumas falhas são observadas. Uma vez que boa parte das falhas é induzida por mecanismos de degradação, uma alternativa é monitorar o dispositivo por um período de tempo e acessar sua confiabilidade através das mudanças em desempenho (degradação observadas durante aquele período. O objetivo deste artigo é ilustrar como dados de degradação podem ser modelados e analisados utilizando-se abordagens "clássicas" e Bayesiana. Quatro métodos de análise de dados baseados em inferência clássica são apresentados. A seguir, mostramos como os métodos Bayesianos podem também ser aplicados para proporcionar uma abordagem natural à análise de dados de degradação. As abordagens são aplicadas a um banco de dados real relacionado à degradação de rodas de trens.

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

    Science.gov (United States)

    Ancel, Ersin; Shih, Ann T.

    2015-01-01

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

  13. Improving quality indicator report cards through Bayesian modeling

    Directory of Open Access Journals (Sweden)

    Mahnken Jonathan D

    2008-11-01

    Full Text Available Abstract Background The National Database for Nursing Quality Indicators® (NDNQI® was established in 1998 to assist hospitals in monitoring indicators of nursing quality (eg, falls and pressure ulcers. Hospitals participating in NDNQI transmit data from nursing units to an NDNQI data repository. Data are summarized and published in reports that allow participating facilities to compare the results for their units with those from other units across the nation. A disadvantage of this reporting scheme is that the sampling variability is not explicit. For example, suppose a small nursing unit that has 2 out of 10 (rate of 20% patients with pressure ulcers. Should the nursing unit immediately undertake a quality improvement plan because of the rate difference from the national average (7%? Methods In this paper, we propose approximating 95% credible intervals (CrIs for unit-level data using statistical models that account for the variability in unit rates for report cards. Results Bayesian CrIs communicate the level of uncertainty of estimates more clearly to decision makers than other significance tests. Conclusion A benefit of this approach is that nursing units would be better able to distinguish problematic or beneficial trends from fluctuations likely due to chance.

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

    Directory of Open Access Journals (Sweden)

    Aki Vehtari

    2014-03-01

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

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

    International Nuclear Information System (INIS)

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

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

    OpenAIRE

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

    2008-01-01

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

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

    OpenAIRE

    Andrew Sanford; Imad Moosa

    2015-01-01

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

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

    DEFF Research Database (Denmark)

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

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

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

    Directory of Open Access Journals (Sweden)

    Monica Fabiana Bento Moreira

    2015-09-01

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

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

    Science.gov (United States)

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

    2012-12-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-12-01

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

  2. Bayesian parameter inference and model selection by population annealing in systems biology.

    Science.gov (United States)

    Murakami, Yohei

    2014-01-01

    Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named "posterior parameter ensemble". We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor.

  3. A Bayesian model of stereopsis depth and motion direction discrimination.

    Science.gov (United States)

    Read, J C A

    2002-02-01

    The extraction of stereoscopic depth from retinal disparity, and motion direction from two-frame kinematograms, requires the solution of a correspondence problem. In previous psychophysical work [Read and Eagle (2000) Vision Res 40: 3345-3358], we compared the performance of the human stereopsis and motion systems with correlated and anti-correlated stimuli. We found that, although the two systems performed similarly for narrow-band stimuli, broadband anti-correlated kinematograms produced a strong perception of reversed motion, whereas the stereograms appeared merely rivalrous. I now model these psychophysical data with a computational model of the correspondence problem based on the known properties of visual cortical cells. Noisy retinal images are filtered through a set of Fourier channels tuned to different spatial frequencies and orientations. Within each channel, a Bayesian analysis incorporating a prior preference for small disparities is used to assess the probability of each possible match. Finally, information from the different channels is combined to arrive at a judgement of stimulus disparity. Each model system--stereopsis and motion--has two free parameters: the amount of noise they are subject to, and the strength of their preference for small disparities. By adjusting these parameters independently for each system, qualitative matches are produced to psychophysical data, for both correlated and anti-correlated stimuli, across a range of spatial frequency and orientation bandwidths. The motion model is found to require much higher noise levels and a weaker preference for small disparities. This makes the motion model more tolerant of poor-quality reverse-direction false matches encountered with anti-correlated stimuli, matching the strong perception of reversed motion that humans experience with these stimuli. In contrast, the lower noise level and tighter prior preference used with the stereopsis model means that it performs close to chance with

  4. Inherently irrational? A computational model of escalation of commitment as Bayesian Updating.

    Science.gov (United States)

    Gilroy, Shawn P; Hantula, Donald A

    2016-06-01

    Monte Carlo simulations were performed to analyze the degree to which two-, three- and four-step learning histories of losses and gains correlated with escalation and persistence in extended extinction (continuous loss) conditions. Simulated learning histories were randomly generated at varying lengths and compositions and warranted probabilities were determined using Bayesian Updating methods. Bayesian Updating predicted instances where particular learning sequences were more likely to engender escalation and persistence under extinction conditions. All simulations revealed greater rates of escalation and persistence in the presence of heterogeneous (e.g., both Wins and Losses) lag sequences, with substantially increased rates of escalation when lags comprised predominantly of losses were followed by wins. These methods were then applied to human investment choices in earlier experiments. The Bayesian Updating models corresponded with data obtained from these experiments. These findings suggest that Bayesian Updating can be utilized as a model for understanding how and when individual commitment may escalate and persist despite continued failures.

  5. 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.

  6. Bayesian data analysis

    CERN Document Server

    Gelman, Andrew; Stern, Hal S; Dunson, David B; Vehtari, Aki; Rubin, Donald B

    2013-01-01

    FUNDAMENTALS OF BAYESIAN INFERENCEProbability and InferenceSingle-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian ApproachesHierarchical ModelsFUNDAMENTALS OF BAYESIAN DATA ANALYSISModel Checking Evaluating, Comparing, and Expanding ModelsModeling Accounting for Data Collection Decision AnalysisADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional ApproximationsREGRESSION MODELS Introduction to Regression Models Hierarchical Linear

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

    OpenAIRE

    Gruber, Lutz F.; West, Mike

    2016-01-01

    The recently introduced class of simultaneous graphical dynamic linear models (SGDLMs) defines an ability to scale on-line Bayesian analysis and forecasting to higher-dimensional time series. This paper advances the methodology of SGDLMs, developing and embedding a novel, adaptive method of simultaneous predictor selection in forward filtering for on-line learning and forecasting. The advances include developments in Bayesian computation for scalability, and a case study in exploring the resu...

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

    OpenAIRE

    Gustafson, Paul

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Mihaela Simionescu

    2014-12-01

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

  10. Geostatistical inference using crosshole ground-penetrating radar

    DEFF Research Database (Denmark)

    Looms, Majken C; Hansen, Thomas Mejer; Cordua, Knud Skou;

    2010-01-01

    High-resolution tomographic images obtained from crosshole geophysical measurements have the potential to provide valuable information about the geostatistical properties of unsaturated-zone hydrologic-state va riables such as moisture content. Under drained or quasi-steady-state conditions...... wave velocity structure, which may diminish the utility of these images for geostatistical inference. We have used a linearized stochastic inversion technique to infer the geostatistical properties of the subsurface radar wave velocity distribution using crosshole GPR traveltimes directly. Expanding...... of the subsurface are used to evaluate the uncertainty of the inversion estimate. We have explored the full potential of the geostatistical inference method using several synthetic models of varying correlation structures and have tested the influence of different assumptions concerning the choice of covariance...

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

    KAUST Repository

    Jin, Ick Hoon

    2014-03-01

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

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

    KAUST Repository

    Mo, Qianxing

    2010-01-29

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

  13. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel

    2012-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-05-23

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

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

    Directory of Open Access Journals (Sweden)

    João Vitor Dias Monteiro

    2011-08-01

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

  16. Another look at Bayesian analysis of AMMI models for genotype-environment data

    NARCIS (Netherlands)

    Josse, J.; Eeuwijk, van F.A.; Piepho, H.P.; Denis, J.B.

    2014-01-01

    Linear–bilinear models are frequently used to analyze two-way data such as genotype-by-environment data. A well-known example of this class of models is the additive main effects and multiplicative interaction effects model (AMMI). We propose a new Bayesian treatment of such models offering a proper

  17. Multivariate Geostatistical Analysis of Uncertainty for the Hydrodynamic Model of a Geological Trap for Carbon Dioxide Storage. Case study: Multilayered Geological Structure Vest Valcele, ROMANIA

    Science.gov (United States)

    Scradeanu, D.; Pagnejer, M.

    2012-04-01

    The purpose of the works is to evaluate the uncertainty of the hydrodynamic model for a multilayered geological structure, a potential trap for carbon dioxide storage. The hydrodynamic model is based on a conceptual model of the multilayered hydrostructure with three components: 1) spatial model; 2) parametric model and 3) energy model. The necessary data to achieve the three components of the conceptual model are obtained from: 240 boreholes explored by geophysical logging and seismic investigation, for the first two components, and an experimental water injection test for the last one. The hydrodinamic model is a finite difference numerical model based on a 3D stratigraphic model with nine stratigraphic units (Badenian and Oligocene) and a 3D multiparameter model (porosity, permeability, hydraulic conductivity, storage coefficient, leakage etc.). The uncertainty of the two 3D models was evaluated using multivariate geostatistical tools: a)cross-semivariogram for structural analysis, especially the study of anisotropy and b)cokriging to reduce estimation variances in a specific situation where is a cross-correlation between a variable and one or more variables that are undersampled. It has been identified important differences between univariate and bivariate anisotropy. The minimised uncertainty of the parametric model (by cokriging) was transferred to hydrodynamic model. The uncertainty distribution of the pressures generated by the water injection test has been additional filtered by the sensitivity of the numerical model. The obtained relative errors of the pressure distribution in the hydrodynamic model are 15-20%. The scientific research was performed in the frame of the European FP7 project "A multiple space and time scale approach for the quantification of deep saline formation for CO2 storage(MUSTANG)".

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

    Directory of Open Access Journals (Sweden)

    XU Lei

    2013-06-01

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

  19. Time-series gas prediction model using LS-SVR within a Bayesian framework

    Institute of Scientific and Technical Information of China (English)

    Qiao Meiying; Ma Xiaoping; Lan Jianyi; Wang Ying

    2011-01-01

    The traditional least squares support vector regression (LS-SVR) model, using cross validation to determine the regularization parameter and kernel parameter, is time-consuming. We propose a Bayesian evidence framework to infer the LS-SVR model parameters. Three levels Bayesian inferences are used to determine the model parameters, regularization hyper-parameters and tune the nuclear parameters by model comparison. On this basis, we established Bayesian LS-SVR time-series gas forecasting models and provide steps for the algorithm. The gas outburst data of a Hebi 10th mine working face is used to validate the model. The optimal embedding dimension and delay time of the time series were obtained by the smallest differential entropy method. Finally, within a MATLAB7.1 environment, we used actual coal gas data to compare the traditional LS-SVR and the Bayesian LS-SVR with LS-SVMlab1.5 Toolbox simulation. The results show that the Bayesian framework of an LS-SVR significantly improves the speed and accuracy of the forecast

  20. Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling.

    Science.gov (United States)

    Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno

    2016-01-01

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

  1. Random sampling or geostatistical modelling? Choosing between design-based and model-based sampling strategies for soil (with discussion)

    NARCIS (Netherlands)

    Brus, D.J.; Gruijter, de J.J.

    1997-01-01

    Classical sampling theory has been repeatedly identified with classical statistics which assumes that data are identically and independently distributed. This explains the switch of many soil scientists from design-based sampling strategies, based on classical sampling theory, to the model-based app

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

    Directory of Open Access Journals (Sweden)

    Moritz eBoos

    2016-05-01

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

  3. Geostatistical modeling of the gas emission zone and its in-place gas content for Pittsburgh-seam mines using sequential Gaussian simulation

    Science.gov (United States)

    Karacan, C.O.; Olea, R.A.; Goodman, G.

    2012-01-01

    Determination of the size of the gas emission zone, the locations of gas sources within, and especially the amount of gas retained in those zones is one of the most important steps for designing a successful methane control strategy and an efficient ventilation system in longwall coal mining. The formation of the gas emission zone and the potential amount of gas-in-place (GIP) that might be available for migration into a mine are factors of local geology and rock properties that usually show spatial variability in continuity and may also show geometric anisotropy. Geostatistical methods are used here for modeling and prediction of gas amounts and for assessing their associated uncertainty in gas emission zones of longwall mines for methane control.This study used core data obtained from 276 vertical exploration boreholes drilled from the surface to the bottom of the Pittsburgh coal seam in a mining district in the Northern Appalachian basin. After identifying important coal and non-coal layers for the gas emission zone, univariate statistical and semivariogram analyses were conducted for data from different formations to define the distribution and continuity of various attributes. Sequential simulations performed stochastic assessment of these attributes, such as gas content, strata thickness, and strata displacement. These analyses were followed by calculations of gas-in-place and their uncertainties in the Pittsburgh seam caved zone and fractured zone of longwall mines in this mining district. Grid blanking was used to isolate the volume over the actual panels from the entire modeled district and to calculate gas amounts that were directly related to the emissions in longwall mines.Results indicated that gas-in-place in the Pittsburgh seam, in the caved zone and in the fractured zone, as well as displacements in major rock units, showed spatial correlations that could be modeled and estimated using geostatistical methods. This study showed that GIP volumes may

  4. Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective

    Science.gov (United States)

    Barker, Richard J.; Link, William A.

    2015-01-01

    Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.

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

    CERN Document Server

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

    2015-01-01

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

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

    Directory of Open Access Journals (Sweden)

    J. P. Werner

    2015-03-01

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

  7. Bayesian model selection for a finite element model of a large civil aircraft

    Energy Technology Data Exchange (ETDEWEB)

    Hemez, F. M. (François M.); Rutherford, A. C. (Amanda C.)

    2004-01-01

    Nine aircraft stiffness parameters have been varied and used as inputs to a finite element model of an aircraft to generate natural frequency and deflection features (Goge, 2003). This data set (147 input parameter configurations and associated outputs) is now used to generate a metamodel, or a fast running surrogate model, using Bayesian model selection methods. Once a forward relationship is defined, the metamodel may be used in an inverse sense. That is, knowing the measured output frequencies and deflections, what were the input stiffness parameters that caused them?

  8. Nonparametric Bayesian Sparse Factor Models with application to Gene Expression modelling

    CERN Document Server

    Knowles, David

    2010-01-01

    A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data Y is modeled as a linear superposition, G, of a potentially infinite number of hidden factors, X. The Indian Buffet Process (IBP) is used as a prior on G to incorporate sparsity and to allow the number of latent features to be inferred. The model's utility for modeling gene expression data is investigated using randomly generated datasets based on a known sparse connectivity matrix for E. Coli, and on three biological datasets of increasing complexity.

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

    Science.gov (United States)

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

    2008-04-01

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

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

    Science.gov (United States)

    Tang, An-Min; Tang, Nian-Sheng

    2015-02-28

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

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

    CERN Document Server

    Lee, Sik-Yum

    2012-01-01

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

  12. Multi-objective calibration of forecast ensembles using Bayesian model averaging

    NARCIS (Netherlands)

    J.A. Vrugt; M.P. Clark; C.G.H. Diks; Q. Duan; B.A. Robinson

    2006-01-01

    Bayesian Model Averaging (BMA) has recently been proposed as a method for statistical postprocessing of forecast ensembles from numerical weather prediction models. The BMA predictive probability density function (PDF) of any weather quantity of interest is a weighted average of PDFs centered on the

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

    DEFF Research Database (Denmark)

    Dalgaard, Jens; Pena, Jose; Kocka, Tomas

    2004-01-01

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

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

    DEFF Research Database (Denmark)

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

    2010-01-01

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

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

    Science.gov (United States)

    Story, Roger E.

    1996-01-01

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

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

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge

    2002-01-01

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

  17. A Test of Bayesian Observer Models of Processing in the Eriksen Flanker Task

    Science.gov (United States)

    White, Corey N.; Brown, Scott; Ratcliff, Roger

    2012-01-01

    Two Bayesian observer models were recently proposed to account for data from the Eriksen flanker task, in which flanking items interfere with processing of a central target. One model assumes that interference stems from a perceptual bias to process nearby items as if they are compatible, and the other assumes that the interference is due to…

  18. Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues

    NARCIS (Netherlands)

    De Luca, G.; Magnus, J.R.

    2011-01-01

    This article is concerned with the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals which implement, respectively, the exact Bayesian Model Averaging (BMA) estimator and the Weighted Average Least Squa

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

    DEFF Research Database (Denmark)

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

    2009-01-01

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

  20. Geostatistical Characteristics of the Structure of Spatial Variation of Electrical Power in the National 110 KV Network Including Results of Variogram Model Components Filtering

    Directory of Open Access Journals (Sweden)

    Barbara Namysłowska-Wilczyńska

    2015-03-01

    Full Text Available The paper provides results of analysing the superficial variability of electrical power using two geostatistical methods – lognormal kriging and ordinary kriging. The research work was to provide detailed characterization and identification of the electrical load variability structure at nodes of a 110 kV network over the whole territory of Poland having been analyzed on the basis of results from kriging techniques applied. The paper proposes the methodology using two techniques of modelling and estimating average values Z* of electrical powers, i.e. lognormal kriging and ordinary kriging. The input data for calculations were electrical powers at nodes of 110 kV network related to the same time moment, i.e. 11:00 a.m. in summer and winter seasons. Kriging calculations were made for various variants of examinations. Filtering was carried out for assumed complex theoretical models of semivariograms of electrical powers, which means their dividing into several models components of the covariance (nugget effect, 1 spherical model, 2 spherical model, which were filtered out successively. Then, estimations were made for average values Z* of powers while particular components are passed over. The results of analyses made with considering particular components of semivariograms models were shown in raster maps providing distributions of estimated average values Z* of electrical powers. This allowed the orientation of variations in values of this parameter, both over the territory of the whole country and in time domain, for two seasons – summer and winter, and also when various models components were assumed of semivariograms of the loads. Detailed analysis of spatial-time variability of average values Z* of electrical loads over the country allowed to identify their range and nature of variability.

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

    Directory of Open Access Journals (Sweden)

    Entin Hidayah

    2011-02-01

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

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

    CERN Document Server

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

    2010-01-01

    Recently, a new probabilistic "data fusion" framework based on Bayesian principles has been developed on JET and W7-AS. The Bayesian analysis framework folds in uncertainties and inter-dependencies in the diagnostic data and signal forward-models, together with prior knowledge of the state of the plasma, to yield predictions of internal magnetic structure. A feature of the framework, known as MINERVA (J. Svensson, A. Werner, Plasma Physics and Controlled Fusion 50, 085022, 2008), is the inference of magnetic flux surfaces without the use of a force balance model. We discuss results from a new project to develop Bayesian inversion tools that aim to (1) distinguish between competing equilibrium theories, which capture different physics, using the MAST spherical tokamak; and (2) test the predictions of MHD theory, particularly mode structure, using the H-1 Heliac.

  3. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M

    2016-01-01

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

  4. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2010-01-01

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

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

    Science.gov (United States)

    Balfer, Jenny; Bajorath, Jürgen

    2014-09-22

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

  6. Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler*

    OpenAIRE

    Jin, Ick Hoon; Yuan, Ying; Liang, Faming

    2013-01-01

    Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulati...

  7. THE BAYESIAN MAXIMUM ENTROPY GEOSTATISTICAL APPROACH AND ITS APPLICATION IN SOIL AND ENVIRONMENTAL SCIENCES%贝叶斯最大熵地统计学方法及其在土壤和环境科学上的应用

    Institute of Scientific and Technical Information of China (English)

    张贝; 李卫东; 杨勇; 汪善勤; 蔡崇法

    2011-01-01

    The Bayesian maximum entropy ( BME) approach has emerged in recent years as a new spatio-temporal geostatistics methods. By capitalizing on various sources of information and data, BME introduces an epistemological framework which produces predictive maps that are more accurate and in many cases computationally more efficient than those derived with traditional techniques. It is a general approach that does not need to make assumptions regarding linear valuation, spatial homogeneity or normal distribution. BME can integrate a priori knowledge and soft data without losing any useful information they contain and improve accuracy of the analysis. This paper first introduces the basic theory of BME and stages of BME estimation, and then briefly describes its development and application in soil and environmental sciences. Finally the application of this method is also summarized and prospected. After years of development and practice, the BME method has been proved to be a mature outstanding approach, which has a broad prospect of application in evaluation of resources and environment.%贝叶斯最大熵(Bayesian Maximum Entropy,BME)地统计学方法是近年来出现的一种时空地 统计学新方法.相对于传统的克里金方法,该法具有坚实的认识论框架和方法学基础.它不需要作线性估 值、空间匀质和正态分布的假设,能够融入先验知识和软数据,并且不会损失其中蕴含的有用信息,提高了分 析精度.本文首先介绍了BME的基本理论及其估值方法,随后简单描述了该方法的理论发展过程及其在土 壤和环境科学上的应用情况,最后对该方法的应用做了总结与展望.经过国外研究者多年的开发和实践, BME方法已经被证明是一个理论上较为成熟,能够应用到实际研究中的优秀地统计学方法,在资源环境评估 上有着广泛的应用前景.

  8. Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China.

    Science.gov (United States)

    Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin

    2014-08-15

    An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management.

  9. A Software Risk Analysis Model Using Bayesian Belief Network

    Institute of Scientific and Technical Information of China (English)

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

    2006-01-01

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

  10. Using Bayesian Model Selection to Characterize Neonatal Eeg Recordings

    Science.gov (United States)

    Mitchell, Timothy J.

    2009-12-01

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

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

    KAUST Repository

    Elsheikh, Ahmed H.

    2014-02-01

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

  12. Incorporating Parameter Uncertainty in Bayesian Segmentation Models: Application to Hippocampal Subfield Volumetry

    DEFF Research Database (Denmark)

    Iglesias, J. E.; Sabuncu, M. R.; Van Leemput, Koen

    2012-01-01

    Many successful segmentation algorithms are based on Bayesian models in which prior anatomical knowledge is combined with the available image information. However, these methods typically have many free parameters that are estimated to obtain point estimates only, whereas a faithful Bayesian anal...... in a recent method for hippocampal subfield segmentation, and show a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the method also yields informative “error bars” on the segmentation results for each of the individual sub-structures....

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

    KAUST Repository

    Prudhomme, Serge

    2015-09-17

    Parameter estimation for complex models using Bayesian inference is usually a very costly process as it requires a large number of solves of the forward problem. We show here how the construction of adaptive surrogate models using a posteriori error estimates for quantities of interest can significantly reduce the computational cost in problems of statistical inference. As surrogate models provide only approximations of the true solutions of the forward problem, it is nevertheless necessary to control these errors in order to construct an accurate reduced model with respect to the observables utilized in the identification of the model parameters. Effectiveness of the proposed approach is demonstrated on a numerical example dealing with the Spalart–Allmaras model for the simulation of turbulent channel flows. In particular, we illustrate how Bayesian model selection using the adapted surrogate model in place of solving the coupled nonlinear equations leads to the same quality of results while requiring fewer nonlinear PDE solves.

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

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

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

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

    Science.gov (United States)

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

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

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

    OpenAIRE

    Refik Soyer; M. Murat Tarimcilar

    2008-01-01

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

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

    OpenAIRE

    Héas, Patrick; Herzet, Cédric; Memin, Etienne

    2012-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Sarah Depaoli

    2015-03-01

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

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

    Science.gov (United States)

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

    2011-01-01

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

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

    KAUST Repository

    Mondal, Anirban

    2014-07-03

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

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

    Science.gov (United States)

    Lin, Lin; Chan, Cliburn; West, Mike

    2016-01-01

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

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

    NARCIS (Netherlands)

    Dutta, Abhishek; Veldhuis, Raymond; Spreeuwers, Luuk

    2014-01-01

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

  3. The Bayesian Evaluation of Categorization Models: Comment on Wills and Pothos (2012)

    Science.gov (United States)

    Vanpaemel, Wolf; Lee, Michael D.

    2012-01-01

    Wills and Pothos (2012) reviewed approaches to evaluating formal models of categorization, raising a series of worthwhile issues, challenges, and goals. Unfortunately, in discussing these issues and proposing solutions, Wills and Pothos (2012) did not consider Bayesian methods in any detail. This means not only that their review excludes a major…

  4. A Bayesian Approach for Nonlinear Structural Equation Models with Dichotomous Variables Using Logit and Probit Links

    Science.gov (United States)

    Lee, Sik-Yum; Song, Xin-Yuan; Cai, Jing-Heng

    2010-01-01

    Analysis of ordered binary and unordered binary data has received considerable attention in social and psychological research. This article introduces a Bayesian approach, which has several nice features in practical applications, for analyzing nonlinear structural equation models with dichotomous data. We demonstrate how to use the software…

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

    Science.gov (United States)

    Lin, Lin; Chan, Cliburn; West, Mike

    2016-01-01

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

  6. Calibration of crash risk models on freeways with limited real-time traffic data using Bayesian meta-analysis and Bayesian inference approach.

    Science.gov (United States)

    Xu, Chengcheng; Wang, Wei; Liu, Pan; Li, Zhibin

    2015-12-01

    This study aimed to develop a real-time crash risk model with limited data in China by using Bayesian meta-analysis and Bayesian inference approach. A systematic review was first conducted by using three different Bayesian meta-analyses, including the fixed effect meta-analysis, the random effect meta-analysis, and the meta-regression. The meta-analyses provided a numerical summary of the effects of traffic variables on crash risks by quantitatively synthesizing results from previous studies. The random effect meta-analysis and the meta-regression produced a more conservative estimate for the effects of traffic variables compared with the fixed effect meta-analysis. Then, the meta-analyses results were used as informative priors for developing crash risk models with limited data. Three different meta-analyses significantly affect model fit and prediction accuracy. The model based on meta-regression can increase the prediction accuracy by about 15% as compared to the model that was directly developed with limited data. Finally, the Bayesian predictive densities analysis was used to identify the outliers in the limited data. It can further improve the prediction accuracy by 5.0%.

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

    Directory of Open Access Journals (Sweden)

    Rowena Syn Yin Wong

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-01-01

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

  9. Comparison of a Bayesian Network with a Logistic Regression Model to Forecast IgA Nephropathy

    Directory of Open Access Journals (Sweden)

    Michel Ducher

    2013-01-01

    Full Text Available Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n=155 performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC curves. IgAN was found (on pathology in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67% and specificity (73% versus 95% using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation.

  10. Comparison of a Bayesian network with a logistic regression model to forecast IgA nephropathy.

    Science.gov (United States)

    Ducher, Michel; Kalbacher, Emilie; Combarnous, François; Finaz de Vilaine, Jérome; McGregor, Brigitte; Fouque, Denis; Fauvel, Jean Pierre

    2013-01-01

    Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN) from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n = 155) performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC) curves. IgAN was found (on pathology) in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67%) and specificity (73% versus 95%) using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation.

  11. Elicitation by design in ecology: using expert opinion to inform priors for Bayesian statistical models.

    Science.gov (United States)

    Choy, Samantha Low; O'Leary, Rebecca; Mengersen, Kerrie

    2009-01-01

    Bayesian statistical modeling has several benefits within an ecological context. In particular, when observed data are limited in sample size or representativeness, then the Bayesian framework provides a mechanism to combine observed data with other "prior" information. Prior information may be obtained from earlier studies, or in their absence, from expert knowledge. This use of the Bayesian framework reflects the scientific "learning cycle," where prior or initial estimates are updated when new data become available. In this paper we outline a framework for statistical design of expert elicitation processes for quantifying such expert knowledge, in a form suitable for input as prior information into Bayesian models. We identify six key elements: determining the purpose and motivation for using prior information; specifying the relevant expert knowledge available; formulating the statistical model; designing effective and efficient numerical encoding; managing uncertainty; and designing a practical elicitation protocol. We demonstrate this framework applies to a variety of situations, with two examples from the ecological literature and three from our experience. Analysis of these examples reveals several recurring important issues affecting practical design of elicitation in ecological problems.

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

    Science.gov (United States)

    Manga, Edna; Awang, Norhashidah

    2016-06-01

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

  13. Hybrid Hot Strip Rolling Force Prediction using a Bayesian Trained Artificial Neural Network and Analytical Models

    Directory of Open Access Journals (Sweden)

    Abdelkrim Moussaoui

    2006-01-01

    Full Text Available The authors discuss the combination of an Artificial Neural Network (ANN with analytical models to improve the performance of the prediction model of finishing rolling force in hot strip rolling mill process. The suggested model was implemented using Bayesian Evidence based training algorithm. It was found that the Bayesian Evidence based approach provided a superior and smoother fit to the real rolling mill data. Completely independent set of real rolling data were used to evaluate the capacity of the fitted ANN model to predict the unseen regions of data. As a result, test rolls obtained by the suggested hybrid model have shown high prediction quality comparatively to the usual empirical prediction models.

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

    Science.gov (United States)

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

    2009-02-01

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

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

    OpenAIRE

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

    2008-01-01

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

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

    OpenAIRE

    Kamenshchikov, Andrey

    2016-01-01

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

  17. Imprecise (fuzzy) information in geostatistics

    Energy Technology Data Exchange (ETDEWEB)

    Bardossy, A.; Bogardi, I.; Kelly, W.E.

    1988-05-01

    A methodology based on fuzzy set theory for the utilization of imprecise data in geostatistics is presented. A common problem preventing a broader use of geostatistics has been the insufficient amount of accurate measurement data. In certain cases, additional but uncertain (soft) information is available and can be encoded as subjective probabilities, and then the soft kriging method can be applied (Journal, 1986). In other cases, a fuzzy encoding of soft information may be more realistic and simplify the numerical calculations. Imprecise (fuzzy) spatial information on the possible variogram is integrated into a single variogram which is used in a fuzzy kriging procedure. The overall uncertainty of prediction is represented by the estimation variance and the calculated membership function for each kriged point. The methodology is applied to the permeability prediction of a soil liner for hazardous waste containment. The available number of hard measurement data (20) was not enough for a classical geostatistical analysis. An additional 20 soft data made it possible to prepare kriged contour maps using the fuzzy geostatistical procedure.

  18. A Bayesian Approach for Parameter Estimation and Prediction using a Computationally Intensive Model

    CERN Document Server

    Higdon, Dave; Schunck, Nicolas; Sarich, Jason; Wild, Stefan M

    2014-01-01

    Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model $\\eta(\\theta)$ where $\\theta$ denotes the uncertain, best input setting. Hence the statistical model is of the form $y = \\eta(\\theta) + \\epsilon$, where $\\epsilon$ accounts for measurement, and possibly other error sources. When non-linearity is present in $\\eta(\\cdot)$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and non-standard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. While quite generally applicable, MCMC requires thousands, or even millions of evaluations of the physics model $\\eta(\\cdot)$. This is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we pr...

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

    Directory of Open Access Journals (Sweden)

    Deborah Burr

    2012-07-01

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

  20. Dynamic causal modelling of electrographic seizure activity using Bayesian belief updating.

    Science.gov (United States)

    Cooray, Gerald K; Sengupta, Biswa; Douglas, Pamela K; Friston, Karl

    2016-01-15

    Seizure activity in EEG recordings can persist for hours with seizure dynamics changing rapidly over time and space. To characterise the spatiotemporal evolution of seizure activity, large data sets often need to be analysed. Dynamic causal modelling (DCM) can be used to estimate the synaptic drivers of cortical dynamics during a seizure; however, the requisite (Bayesian) inversion procedure is computationally expensive. In this note, we describe a straightforward procedure, within the DCM framework, that provides efficient inversion of seizure activity measured with non-invasive and invasive physiological recordings; namely, EEG/ECoG. We describe the theoretical background behind a Bayesian belief updating scheme for DCM. The scheme is tested on simulated and empirical seizure activity (recorded both invasively and non-invasively) and compared with standard Bayesian inversion. We show that the Bayesian belief updating scheme provides similar estimates of time-varying synaptic parameters, compared to standard schemes, indicating no significant qualitative change in accuracy. The difference in variance explained was small (less than 5%). The updating method was substantially more efficient, taking approximately 5-10min compared to approximately 1-2h. Moreover, the setup of the model under the updating scheme allows for a clear specification of how neuronal variables fluctuate over separable timescales. This method now allows us to investigate the effect of fast (neuronal) activity on slow fluctuations in (synaptic) parameters, paving a way forward to understand how seizure activity is generated.

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

    Science.gov (United States)

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

    2015-10-01

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

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

    Science.gov (United States)

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

    2015-12-01

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

  3. Non-stationary Bayesian estimation of parameters from a body cover model of the vocal folds.

    Science.gov (United States)

    Hadwin, Paul J; Galindo, Gabriel E; Daun, Kyle J; Zañartu, Matías; Erath, Byron D; Cataldo, Edson; Peterson, Sean D

    2016-05-01

    The evolution of reduced-order vocal fold models into clinically useful tools for subject-specific diagnosis and treatment hinges upon successfully and accurately representing an individual patient in the modeling framework. This, in turn, requires inference of model parameters from clinical measurements in order to tune a model to the given individual. Bayesian analysis is a powerful tool for estimating model parameter probabilities based upon a set of observed data. In this work, a Bayesian particle filter sampling technique capable of estimating time-varying model parameters, as occur in complex vocal gestures, is introduced. The technique is compared with time-invariant Bayesian estimation and least squares methods for determining both stationary and non-stationary parameters. The current technique accurately estimates the time-varying unknown model parameter and maintains tight credibility bounds. The credibility bounds are particularly relevant from a clinical perspective, as they provide insight into the confidence a clinician should have in the model predictions. PMID:27250162

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

    Science.gov (United States)

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

    2015-12-01

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

  5. Development of an Anisotropic Geological-Based Land Use Regression and Bayesian Maximum Entropy Model for Estimating Groundwater Radon across Northing Carolina

    Science.gov (United States)

    Messier, K. P.; Serre, M. L.

    2015-12-01

    Radon (222Rn) is a naturally occurring chemically inert, colorless, and odorless radioactive gas produced from the decay of uranium (238U), which is ubiquitous in rocks and soils worldwide. Exposure to 222Rn is likely the second leading cause of lung cancer after cigarette smoking via inhalation; however, exposure through untreated groundwater is also a contributing factor to both inhalation and ingestion routes. A land use regression (LUR) model for groundwater 222Rn with anisotropic geological and 238U based explanatory variables is developed, which helps elucidate the factors contributing to elevated 222Rn across North Carolina. Geological and uranium based variables are constructed in elliptical buffers surrounding each observation such that they capture the lateral geometric anisotropy present in groundwater 222Rn. Moreover, geological features are defined at three different geological spatial scales to allow the model to distinguish between large area and small area effects of geology on groundwater 222Rn. The LUR is also integrated into the Bayesian Maximum Entropy (BME) geostatistical framework to increase accuracy and produce a point-level LUR-BME model of groundwater 222Rn across North Carolina including prediction uncertainty. The LUR-BME model of groundwater 222Rn results in a leave-one out cross-validation of 0.46 (Pearson correlation coefficient= 0.68), effectively predicting within the spatial covariance range. Modeled results of 222Rn concentrations show variability among Intrusive Felsic geological formations likely due to average bedrock 238U defined on the basis of overlying stream-sediment 238U concentrations that is a widely distributed consistently analyzed point-source data.

  6. Bayesian multimodel inference of soil microbial respiration models: Theory, application and future prospective

    Science.gov (United States)

    Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.

    2015-12-01

    Models in biogeoscience involve uncertainties in observation data, model inputs, model structure, model processes and modeling scenarios. To accommodate for different sources of uncertainty, multimodal analysis such as model combination, model selection, model elimination or model discrimination are becoming more popular. To illustrate theoretical and practical challenges of multimodal analysis, we use an example about microbial soil respiration modeling. Global soil respiration releases more than ten times more carbon dioxide to the atmosphere than all anthropogenic emissions. Thus, improving our understanding of microbial soil respiration is essential for improving climate change models. This study focuses on a poorly understood phenomena, which is the soil microbial respiration pulses in response to episodic rainfall pulses (the "Birch effect"). We hypothesize that the "Birch effect" is generated by the following three mechanisms. To test our hypothesis, we developed and assessed five evolving microbial-enzyme models against field measurements from a semiarid Savannah that is characterized by pulsed precipitation. These five model evolve step-wise such that the first model includes none of these three mechanism, while the fifth model includes the three mechanisms. The basic component of Bayesian multimodal analysis is the estimation of marginal likelihood to rank the candidate models based on their overall likelihood with respect to observation data. The first part of the study focuses on using this Bayesian scheme to discriminate between these five candidate models. The second part discusses some theoretical and practical challenges, which are mainly the effect of likelihood function selection and the marginal likelihood estimation methods on both model ranking and Bayesian model averaging. The study shows that making valid inference from scientific data is not a trivial task, since we are not only uncertain about the candidate scientific models, but also about

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

    Science.gov (United States)

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

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

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

    Science.gov (United States)

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

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

  9. Bayesian simultaneous equation models for the analysis of energy intake and partitioning in growing pigs

    DEFF Research Database (Denmark)

    Strathe, Anders Bjerring; Jørgensen, Henry; Kebreab, E;

    2012-01-01

    ABSTRACT SUMMARY The objective of the current study was to develop Bayesian simultaneous equation models for modelling energy intake and partitioning in growing pigs. A key feature of the Bayesian approach is that parameters are assigned prior distributions, which may reflect the current state...... of nature. In the models, rates of metabolizable energy (ME) intake, protein deposition (PD) and lipid deposition (LD) were treated as dependent variables accounting for residuals being correlated. Two complementary equation systems were used to model ME intake (MEI), PD and LD. Informative priors were...... genders (barrows, boars and gilts) selected on the basis of similar birth weight. The pigs were fed four diets based on barley, wheat and soybean meal supplemented with crystalline amino acids to meet or exceed Danish nutrient requirement standards. Nutrient balances and gas exchanges were measured at c...

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

    CERN Document Server

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

    2012-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Pengpeng Jiao

    2014-01-01

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

  12. Calibration of complex models through Bayesian evidence synthesis: a demonstration and tutorial.

    Science.gov (United States)

    Jackson, Christopher H; Jit, Mark; Sharples, Linda D; De Angelis, Daniela

    2015-02-01

    Decision-analytic models must often be informed using data that are only indirectly related to the main model parameters. The authors outline how to implement a Bayesian synthesis of diverse sources of evidence to calibrate the parameters of a complex model. A graphical model is built to represent how observed data are generated from statistical models with unknown parameters and how those parameters are related to quantities of interest for decision making. This forms the basis of an algorithm to estimate a posterior probability distribution, which represents the updated state of evidence for all unknowns given all data and prior beliefs. This process calibrates the quantities of interest against data and, at the same time, propagates all parameter uncertainties to the results used for decision making. To illustrate these methods, the authors demonstrate how a previously developed Markov model for the progression of human papillomavirus (HPV-16) infection was rebuilt in a Bayesian framework. Transition probabilities between states of disease severity are inferred indirectly from cross-sectional observations of prevalence of HPV-16 and HPV-16-related disease by age, cervical cancer incidence, and other published information. Previously, a discrete collection of plausible scenarios was identified but with no further indication of which of these are more plausible. Instead, the authors derive a Bayesian posterior distribution, in which scenarios are implicitly weighted according to how well they are supported by the data. In particular, we emphasize the appropriate choice of prior distributions and checking and comparison of fitted models.

  13. A Genomic Bayesian Multi-trait and Multi-environment Model.

    Science.gov (United States)

    Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H; Pérez-Hernández, Oscar; Eskridge, Kent M; Rutkoski, Jessica

    2016-09-08

    When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E) is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E) are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP) model. For this model, we used Half-[Formula: see text] priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC) under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5), the proposed model (with unstructured variance-covariance) improved prediction accuracy compared to the model with diagonal and standard variance-covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME) offers optimized C++ routines to efficiently perform the analyses.

  14. Bayesian structured additive regression modeling of epidemic data: application to cholera

    Directory of Open Access Journals (Sweden)

    Osei Frank B

    2012-08-01

    Full Text Available Abstract Background A significant interest in spatial epidemiology lies in identifying associated risk factors which enhances the risk of infection. Most studies, however, make no, or limited use of the spatial structure of the data, as well as possible nonlinear effects of the risk factors. Methods We develop a Bayesian Structured Additive Regression model for cholera epidemic data. Model estimation and inference is based on fully Bayesian approach via Markov Chain Monte Carlo (MCMC simulations. The model is applied to cholera epidemic data in the Kumasi Metropolis, Ghana. Proximity to refuse dumps, density of refuse dumps, and proximity to potential cholera reservoirs were modeled as continuous functions; presence of slum settlers and population density were modeled as fixed effects, whereas spatial references to the communities were modeled as structured and unstructured spatial effects. Results We observe that the risk of cholera is associated with slum settlements and high population density. The risk of cholera is equal and lower for communities with fewer refuse dumps, but variable and higher for communities with more refuse dumps. The risk is also lower for communities distant from refuse dumps and potential cholera reservoirs. The results also indicate distinct spatial variation in the risk of cholera infection. Conclusion The study highlights the usefulness of Bayesian semi-parametric regression model analyzing public health data. These findings could serve as novel information to help health planners and policy makers in making effective decisions to control or prevent cholera epidemics.

  15. Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.

    Science.gov (United States)

    Epstein, Michael; Calderhead, Ben; Girolami, Mark A; Sivilotti, Lucia G

    2016-07-26

    The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel

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

    OpenAIRE

    Dutta, Abhishek; Veldhuis, Raymond; Spreeuwers, Luuk

    2014-01-01

    Quality of a pair of facial images is a strong indicator of the uncertainty in decision about identity based on that image pair. In this paper, we describe a Bayesian approach to model the relation between image quality (like pose, illumination, noise, sharpness, etc) and corresponding face recognition performance. Experiment results based on the MultiPIE data set show that our model can accurately aggregate verification samples into groups for which the verification performance varies fairly...

  17. Bayesian model for strategic level risk assessment in continuing airthworthiness of air transport

    OpenAIRE

    Jayakody-Arachchige, Dhanapala

    2010-01-01

    Continuing airworthiness (CAW) of aircraft is an essential pre-requisite for the safe operation of air transport. Human errors that occur in CAW organizations and processes could undermine the airworthiness and constitute a risk to flight safety. This thesis reports on a generic Bayesian model that has been designed to assess and quantify this risk. The model removes the vagueness inherent in the subjective methods of assessment of risk and its qualitative expression. Instead, relying on a...

  18. A Bayesian Estimation of Real Business-Cycle Models for the Turkish Economy

    OpenAIRE

    Hüseyin Taştan; Bekir Aşık

    2014-01-01

    We estimate a canonical small open economy real business-cycle model and its several extensions using a Bayesian approach to explore the effects of different structural shocks on macroeconomic fluctuations in Turkey. Alternative models include several theoretical exogenous shocks, such as those to temporary and permanent productivity, world interest rates, preferences, and domestic spending, as driving forces together with financial frictions. Results indicate that output is mostly driven by ...

  19. A Note on Bayesian Estimation for the Negative-Binomial Model

    OpenAIRE

    L. Lio, Y.

    2009-01-01

    2000 Mathematics Subject Classification: 62F15. The Negative Binomial model, which is generated by a simple mixture model, has been widely applied in the social, health and economic market prediction. The most commonly used methods were the maximum likelihood estimate (MLE) and the moment method estimate (MME). Bradlow et al. (2002) proposed a Bayesian inference with beta-prime and Pearson Type VI as priors for the negative binomial distribution. It is due to the complicated posterior dens...

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

    Directory of Open Access Journals (Sweden)

    Xiongqing Zhang

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

  1. Bayesian Model on Fatigue Crack Growth Rate of Type 304 Stainless Steel

    Energy Technology Data Exchange (ETDEWEB)

    Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon [Nuclear Materials Laboratory, Seoul National University, Seoul (Korea, Republic of)

    2015-10-15

    The fatigue crack growth rate curve is typically estimated by deterministic methods in accordance with the ASME Boiler and Pressure Vessel Code Sec. XI. The reliability of nuclear materials must also consider the environmental effect. This can be overcome by probabilistic methods that estimate the degradation of materials. In this study, fatigue tests were carried out on Type 304 stainless steel (STS 304) to obtain a fatigue crack growth rate curve and Paris' law constants. Tests were conducted on a constant load and a constant delta K, respectively. The unknown constants of Paris' law were updated probabilistically by Bayesian inference and the method can be used for the probabilistic structural integrity assessment of other nuclear materials. In this paper, Paris' law constants including C and m for Type 304 stainless steel were determined by probabilistic approach with Bayesian Inference. The Bayesian update process is limited in accuracy, because this method should assume initial data distribution. If we select an appropriate distribution, this updating method is powerful enough to get data results considering the environment and materials. Until now, remaining lives of NPPs are estimated by deterministic methods using a priori model to finally assess structural integrity. Bayesian approach can utilize in-service inspection data derived from aged properties.

  2. Bayesian methods for multivariate modeling of pleiotropic SNP associations and genetic risk prediction

    Directory of Open Access Journals (Sweden)

    Stephen W Hartley

    2012-09-01

    Full Text Available Genome-wide association studies (GWAS have identified numerous associations between genetic loci and individual phenotypes; however, relatively few GWAS have attempted to detect pleiotropic associations, in which loci are simultaneously associated with multiple distinct phenotypes. We show that pleiotropic associations can be directly modeled via the construction of simple Bayesian networks, and that these models can be applied to produce single or ensembles of Bayesian classifiers that leverage pleiotropy to improve genetic risk prediction.The proposed method includes two phases: (1 Bayesian model comparison, to identify SNPs associated with one or more traits; and (2 cross validation feature selection, in which a final set of SNPs is selected to optimize prediction.To demonstrate the capabilities and limitations of the method, a total of 1600 case-control GWAS datasets with 2 dichotomous phenotypes were simulated under 16 scenarios, varying the association strengths of causal SNPs, the size of the discovery sets, the balance between cases and controls, and the number of pleiotropic causal SNPs.Across the 16 scenarios, prediction accuracy varied from 90% to 50%. In the 14 scenarios that included pleiotropically-associated SNPs, the pleiotropic model search and prediction methods consistently outperformed the naive model search and prediction. In the 2 scenarios in which there were no true pleiotropic SNPs, the differences between the pleiotropic and naive model searches were minimal.

  3. cudaBayesreg: Parallel Implementation of a Bayesian Multilevel Model for fMRI Data Analysis

    Directory of Open Access Journals (Sweden)

    Adelino R. Ferreira da Silva

    2011-10-01

    Full Text Available Graphic processing units (GPUs are rapidly gaining maturity as powerful general parallel computing devices. A key feature in the development of modern GPUs has been the advancement of the programming model and programming tools. Compute Unified Device Architecture (CUDA is a software platform for massively parallel high-performance computing on Nvidia many-core GPUs. In functional magnetic resonance imaging (fMRI, the volume of the data to be processed, and the type of statistical analysis to perform call for high-performance computing strategies. In this work, we present the main features of the R-CUDA package cudaBayesreg which implements in CUDA the core of a Bayesian multilevel model for the analysis of brain fMRI data. The statistical model implements a Gibbs sampler for multilevel/hierarchical linear models with a normal prior. The main contribution for the increased performance comes from the use of separate threads for fitting the linear regression model at each voxel in parallel. The R-CUDA implementation of the Bayesian model proposed here has been able to reduce significantly the run-time processing of Markov chain Monte Carlo (MCMC simulations used in Bayesian fMRI data analyses. Presently, cudaBayesreg is only configured for Linux systems with Nvidia CUDA support.

  4. Bayesian hierarchical models combining different study types and adjusting for covariate imbalances: a simulation study to assess model performance.

    Directory of Open Access Journals (Sweden)

    C Elizabeth McCarron

    Full Text Available BACKGROUND: Bayesian hierarchical models have been proposed to combine evidence from different types of study designs. However, when combining evidence from randomised and non-randomised controlled studies, imbalances in patient characteristics between study arms may bias the results. The objective of this study was to assess the performance of a proposed Bayesian approach to adjust for imbalances in patient level covariates when combining evidence from both types of study designs. METHODOLOGY/PRINCIPAL FINDINGS: Simulation techniques, in which the truth is known, were used to generate sets of data for randomised and non-randomised studies. Covariate imbalances between study arms were introduced in the non-randomised studies. The performance of the Bayesian hierarchical model adjusted for imbalances was assessed in terms of bias. The data were also modelled using three other Bayesian approaches for synthesising evidence from randomised and non-randomised studies. The simulations considered six scenarios aimed at assessing the sensitivity of the results to changes in the impact of the imbalances and the relative number and size of studies of each type. For all six scenarios considered, the Bayesian hierarchical model adjusted for differences within studies gave results that were unbiased and closest to the true value compared to the other models. CONCLUSIONS/SIGNIFICANCE: Where informed health care decision making requires the synthesis of evidence from randomised and non-randomised study designs, the proposed hierarchical Bayesian method adjusted for differences in patient characteristics between study arms may facilitate the optimal use of all available evidence leading to unbiased results compared to unadjusted analyses.

  5. Bayesian approaches to spatial inference: Modelling and computational challenges and solutions

    Science.gov (United States)

    Moores, Matthew; Mengersen, Kerrie

    2014-12-01

    We discuss a range of Bayesian modelling approaches for spatial data and investigate some of the associated computational challenges. This paper commences with a brief review of Bayesian mixture models and Markov random fields, with enabling computational algorithms including Markov chain Monte Carlo (MCMC) and integrated nested Laplace approximation (INLA). Following this, we focus on the Potts model as a canonical approach, and discuss the challenge of estimating the inverse temperature parameter that controls the degree of spatial smoothing. We compare three approaches to addressing the doubly intractable nature of the likelihood, namely pseudo-likelihood, path sampling and the exchange algorithm. These techniques are applied to satellite data used to analyse water quality in the Great Barrier Reef.

  6. Use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio

    Directory of Open Access Journals (Sweden)

    Fidel Ernesto Castro Morales

    2016-03-01

    Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.

  7. A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

    CERN Document Server

    Brochu, Eric; de Freitas, Nando

    2010-01-01

    We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences.

  8. A sequential point process model and Bayesian inference for spatial point patterns with linear structures

    DEFF Research Database (Denmark)

    Møller, Jesper; Rasmussen, Jakob Gulddahl

    We introduce a flexible spatial point process model for spatial point patterns exhibiting linear structures, without incorporating a latent line process. The model is given by an underlying sequential point process model, i.e. each new point is generated given the previous points. Under this model...... previous points is such that the dependent cluster point is likely to occur closely to a previous cluster point. We demonstrate the flexibility of the model for producing point patterns with linear structures, and propose to use the model as the likelihood in a Bayesian setting when analyzing a spatial...

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

    DEFF Research Database (Denmark)

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

    2014-01-01

    Modeling of resting state functional magnetic resonance imaging (rs-fMRI) data using network models is of increasing interest. It is often desirable to group nodes into clusters to interpret the communication patterns between nodes. In this study we consider three different nonparametric Bayesian...... Diagonal Model (IDM). The models define probabilities of generating links within and between clusters and the difference between the models lies in the restrictions they impose upon the between-cluster link probabilities. IRM is the most flexible model with no restrictions on the probabilities of links...

  10. Regularization of non-homogeneous dynamic Bayesian networks with global information-coupling based on hierarchical Bayesian models

    NARCIS (Netherlands)

    Grzegorczyk, Marco; Husmeier, Dirk

    2013-01-01

    To relax the homogeneity assumption of classical dynamic Bayesian networks (DBNs), various recent studies have combined DBNs with multiple changepoint processes. The underlying assumption is that the parameters associated with time series segments delimited by multiple changepoints are a priori inde

  11. Bayesian model selection framework for identifying growth patterns in filamentous fungi.

    Science.gov (United States)

    Lin, Xiao; Terejanu, Gabriel; Shrestha, Sajan; Banerjee, Sourav; Chanda, Anindya

    2016-06-01

    This paper describes a rigorous methodology for quantification of model errors in fungal growth models. This is essential to choose the model that best describes the data and guide modeling efforts. Mathematical modeling of growth of filamentous fungi is necessary in fungal biology for gaining systems level understanding on hyphal and colony behaviors in different environments. A critical challenge in the development of these mathematical models arises from the indeterminate nature of their colony architecture, which is a result of processing diverse intracellular signals induced in response to a heterogeneous set of physical and nutritional factors. There exists a practical gap in connecting fungal growth models with measurement data. Here, we address this gap by introducing the first unified computational framework based on Bayesian inference that can quantify individual model errors and rank the statistical models based on their descriptive power against data. We show that this Bayesian model comparison is just a natural formalization of Occam׳s razor. The application of this framework is discussed in comparing three models in the context of synthetic data generated from a known true fungal growth model. This framework of model comparison achieves a trade-off between data fitness and model complexity and the quantified model error not only helps in calibrating and comparing the models, but also in making better predictions and guiding model refinements. PMID:27000772

  12. Stochastic structural optimization using particle swarm optimization, surrogate models and Bayesian statistics

    Institute of Scientific and Technical Information of China (English)

    Jongbin Im; Jungsun Park

    2013-01-01

    This paper focuses on a method to solve structural optimization problems using particle swarm optimization (PSO),surrogate models and Bayesian statistics.PSO is a random/stochastic search algorithm designed to find the global optimum.However,PSO needs many evaluations compared to gradient-based optimization.This means PSO increases the analysis costs of structural optimization.One of the methods to reduce computing costs in stochastic optimization is to use approximation techniques.In this work,surrogate models are used,including the response surface method (RSM) and Kriging.When surrogate models are used,there are some errors between exact values and approximated values.These errors decrease the reliability of the optimum values and discard the realistic approximation of using surrogate models.In this paper,Bayesian statistics is used to obtain more reliable results.To verify and confirm the efficiency of the proposed method using surrogate models and Bayesian statistics for stochastic structural optimization,two numerical examples are optimized,and the optimization of a hub sleeve is demonstrated as a practical problem.

  13. An empirical Bayesian approach for model-based inference of cellular signaling networks

    Directory of Open Access Journals (Sweden)

    Klinke David J

    2009-11-01

    Full Text Available Abstract Background A common challenge in systems biology is to infer mechanistic descriptions of biological process given limited observations of a biological system. Mathematical models are frequently used to represent a belief about the causal relationships among proteins within a signaling network. Bayesian methods provide an attractive framework for inferring the validity of those beliefs in the context of the available data. However, efficient sampling of high-dimensional parameter space and appropriate convergence criteria provide barriers for implementing an empirical Bayesian approach. The objective of this study was to apply an Adaptive Markov chain Monte Carlo technique to a typical study of cellular signaling pathways. Results As an illustrative example, a kinetic model for the early signaling events associated with the epidermal growth factor (EGF signaling network was calibrated against dynamic measurements observed in primary rat hepatocytes. A convergence criterion, based upon the Gelman-Rubin potential scale reduction factor, was applied to the model predictions. The posterior distributions of the parameters exhibited complicated structure, including significant covariance between specific parameters and a broad range of variance among the parameters. The model predictions, in contrast, were narrowly distributed and were used to identify areas of agreement among a collection of experimental studies. Conclusion In summary, an empirical Bayesian approach was developed for inferring the confidence that one can place in a particular model that describes signal transduction mechanisms and for inferring inconsistencies in experimental measurements.

  14. Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars Peter

    While stochastic volatility models improve on the option pricing error when compared to the Black-Scholes-Merton model, mispricings remain. This paper uses mixed normal heteroskedasticity models to price options. Our model allows for significant negative skewness and time varying higher order...

  15. Geostatistical Characteristics of the Structure of Spatial Variation of Electrical Power in the National 110 KV Network Including Results of Variogram Model Components Filtering

    OpenAIRE

    Barbara Namysłowska-Wilczyńska; Artur Wilczyński

    2015-01-01

    The paper provides results of analysing the superficial variability of electrical power using two geostatistical methods – lognormal kriging and ordinary kriging. The research work was to provide detailed characterization and identification of the electrical load variability structure at nodes of a 110 kV network over the whole territory of Poland having been analyzed on the basis of results from kriging techniques applied. The paper proposes the methodology using two techniques of mode...

  16. Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

    Science.gov (United States)

    Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

    2016-02-01

    A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam. PMID:26931843

  17. A Bayesian Hierarchical Model for Reconstructing Sea Levels: From Raw Data to Rates of Change

    CERN Document Server

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

    2015-01-01

    We present a holistic Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with fully quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical ({\\delta}13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) A Bayesian transfer function for the calibration of foraminifera into tidal elevation, which is flexible enough to formally accommodate additional proxies (in this case bulk-sediment {\\delta}13C values); (2) A chronology developed from an existing Bchron age-depth model, and (3) An existing errors-in-variables integrated Gaussian process (EIV-IGP) model for estimating rates of sea-level change. We illustrate our approach using a case study of Common Era sea-level variability from New Jersey, U.S.A. We develop a new Bayesian transfer function (B-TF), with and without the {\\delta}13C proxy and compare our results to those from a widely...

  18. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Science.gov (United States)

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J

    2015-10-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

  19. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Directory of Open Access Journals (Sweden)

    Dario Cuevas Rivera

    2015-10-01

    Full Text Available The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena.

  20. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference

    Science.gov (United States)

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J.

    2015-01-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an ‘intelligent coincidence detector’, which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

  1. Bayesian approach to color-difference models based on threshold and constant-stimuli methods.

    Science.gov (United States)

    Brusola, Fernando; Tortajada, Ignacio; Lengua, Ismael; Jordá, Begoña; Peris, Guillermo

    2015-06-15

    An alternative approach based on statistical Bayesian inference is presented to deal with the development of color-difference models and the precision of parameter estimation. The approach was applied to simulated data and real data, the latter published by selected authors involved with the development of color-difference formulae using traditional methods. Our results show very good agreement between the Bayesian and classical approaches. Among other benefits, our proposed methodology allows one to determine the marginal posterior distribution of each random individual parameter of the color-difference model. In this manner, it is possible to analyze the effect of individual parameters on the statistical significance calculation of a color-difference equation. PMID:26193510

  2. Bayesian networks modeling for thermal error of numerical control machine tools

    Institute of Scientific and Technical Information of China (English)

    Xin-hua YAO; Jian-zhong FU; Zi-chen CHEN

    2008-01-01

    The interaction between the heat source location,its intensity,thermal expansion coefficient,the machine system configuration and the running environment creates complex thermal behavior of a machine tool,and also makes thermal error prediction difficult.To address this issue,a novel prediction method for machine tool thermal error based on Bayesian networks (BNs) was presented.The method described causal relationships of factors inducing thermal deformation by graph theory and estimated the thermal error by Bayesian statistical techniques.Due to the effective combination of domain knowledge and sampled data,the BN method could adapt to the change of running state of machine,and obtain satisfactory prediction accuracy.Ex-periments on spindle thermal deformation were conducted to evaluate the modeling performance.Experimental results indicate that the BN method performs far better than the least squares(LS)analysis in terms of modeling estimation accuracy.

  3. From least squares to multilevel modeling: A graphical introduction to Bayesian inference

    Science.gov (United States)

    Loredo, Thomas J.

    2016-01-01

    This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

  4. PARALLEL ADAPTIVE MULTILEVEL SAMPLING ALGORITHMS FOR THE BAYESIAN ANALYSIS OF MATHEMATICAL MODELS

    KAUST Repository

    Prudencio, Ernesto

    2012-01-01

    In recent years, Bayesian model updating techniques based on measured data have been applied to many engineering and applied science problems. At the same time, parallel computational platforms are becoming increasingly more powerful and are being used more frequently by the engineering and scientific communities. Bayesian techniques usually require the evaluation of multi-dimensional integrals related to the posterior probability density function (PDF) of uncertain model parameters. The fact that such integrals cannot be computed analytically motivates the research of stochastic simulation methods for sampling posterior PDFs. One such algorithm is the adaptive multilevel stochastic simulation algorithm (AMSSA). In this paper we discuss the parallelization of AMSSA, formulating the necessary load balancing step as a binary integer programming problem. We present a variety of results showing the effectiveness of load balancing on the overall performance of AMSSA in a parallel computational environment.

  5. Monte Carlo full-waveform inversion of crosshole GPR data using multiple-point geostatistical a priori information

    DEFF Research Database (Denmark)

    Cordua, Knud Skou; Hansen, Thomas Mejer; Mosegaard, Klaus

    2012-01-01

    We present a general Monte Carlo full-waveform inversion strategy that integrates a priori information described by geostatistical algorithms with Bayesian inverse problem theory. The extended Metropolis algorithm can be used to sample the a posteriori probability density of highly nonlinear...... into account during the inversion. The suggested inversion strategy is tested on synthetic tomographic crosshole ground-penetrating radar full-waveform data using multiple-point-based a priori information. This is, to our knowledge, the first example of obtaining a posteriori realizations of a full......-waveform inverse problem. Benefits of the proposed methodology compared with deterministic inversion approaches include: (1) The a posteriori model variability reflects the states of information provided by the data uncertainties and a priori information, which provides a means of obtaining resolution analysis. (2...

  6. Reducing uncertainty in geostatistical description with well testing pressure data

    Energy Technology Data Exchange (ETDEWEB)

    Reynolds, A.C.; He, Nanqun [Univ. of Tulsa, OK (United States); Oliver, D.S. [Chevron Petroleum Technology Company, La Habra, CA (United States)

    1997-08-01

    Geostatistics has proven to be an effective tool for generating realizations of reservoir properties conditioned to static data, e.g., core and log data and geologic knowledge. Due to the lack of closely spaced data in the lateral directions, there will be significant variability in reservoir descriptions generated by geostatistical simulation, i.e., significant uncertainty in the reservoir descriptions. In past work, we have presented procedures based on inverse problem theory for generating reservoir descriptions (rock property fields) conditioned to pressure data and geostatistical information represented as prior means for log-permeability and porosity and variograms. Although we have shown that the incorporation of pressure data reduces the uncertainty below the level contained in the geostatistical model based only on static information (the prior model), our previous results assumed did not explicitly account for uncertainties in the prior means and the parameters defining the variogram model. In this work, we investigate how pressure data can help detect errors in the prior means. If errors in the prior means are large and are not taken into account, realizations conditioned to pressure data represent incorrect samples of the a posteriori probability density function for the rock property fields, whereas, if the uncertainty in the prior mean is incorporated properly into the model, one obtains realistic realizations of the rock property fields.

  7. Bayesian model comparison in nonlinear BOLD fMRI hemodynamics

    DEFF Research Database (Denmark)

    Jacobsen, Danjal Jakup; Hansen, Lars Kai; Madsen, Kristoffer Hougaard

    2008-01-01

    Nonlinear hemodynamic models express the BOLD (blood oxygenation level dependent) signal as a nonlinear, parametric functional of the temporal sequence of local neural activity. Several models have been proposed for both the neural activity and the hemodynamics. We compare two such combined models...

  8. Bayesian Data Assimilation for Improved Modeling of Road Traffic

    NARCIS (Netherlands)

    Van Hinsbergen, C.P.Y.

    2010-01-01

    This thesis deals with the optimal use of existing models that predict certain phenomena of the road traffic system. Such models are extensively used in Advanced Traffic Information Systems (ATIS), Dynamic Traffic Management (DTM) or Model Predictive Control (MPC) approaches in order to improve the

  9. Integration of Adaptive Neuro-Fuzzy Inference System, Neural Networks and Geostatistical Methods for Fracture Density Modeling

    Directory of Open Access Journals (Sweden)

    Ja’fari A.

    2014-01-01

    Full Text Available Image logs provide useful information for fracture study in naturally fractured reservoir. Fracture dip, azimuth, aperture and fracture density can be obtained from image logs and have great importance in naturally fractured reservoir characterization. Imaging all fractured parts of hydrocarbon reservoirs and interpreting the results is expensive and time consuming. In this study, an improved method to make a quantitative correlation between fracture densities obtained from image logs and conventional well log data by integration of different artificial intelligence systems was proposed. The proposed method combines the results of Adaptive Neuro-Fuzzy Inference System (ANFIS and Neural Networks (NN algorithms for overall estimation of fracture density from conventional well log data. A simple averaging method was used to obtain a better result by combining results of ANFIS and NN. The algorithm applied on other wells of the field to obtain fracture density. In order to model the fracture density in the reservoir, we used variography and sequential simulation algorithms like Sequential Indicator Simulation (SIS and Truncated Gaussian Simulation (TGS. The overall algorithm applied to Asmari reservoir one of the SW Iranian oil fields. Histogram analysis applied to control the quality of the obtained models. Results of this study show that for higher number of fracture facies the TGS algorithm works better than SIS but in small number of fracture facies both algorithms provide approximately same results.

  10. Satellite Magnetic Residuals Investigated With Geostatistical Methods

    DEFF Research Database (Denmark)

    Fox Maule, Chaterine; Mosegaard, Klaus; Olsen, Nils

    2005-01-01

    (which consists of measurement errors and unmodeled signal), and is typically assumed to be uncorrelated and Gaussian distributed. We have applied geostatistical methods to analyze the residuals of the Oersted (09d/04) field model (www.dsri.dk/Oersted/Field models/IGRF 2005 candidates/), which is based......The geomagnetic field varies on a variety of time- and length scales, which are only rudimentarily considered in most present field models. The part of the observed field that cannot be explained by a given model, the model residuals, is often considered as an estimate of the data uncertainty...... on 5 years of Ørsted and CHAMP data and includes secular variation and acceleration, as well as low-degree external (magnetospheric) and induced fields. The analysis is done in order to find the statistical behavior of the space-time structure of the residuals, as a proxy for the data covariances. Once...

  11. A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models

    OpenAIRE

    Cerquetti, Annalisa

    2007-01-01

    We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.

  12. GNU MCSim : bayesian statistical inference for SBML-coded systems biology models

    OpenAIRE

    Bois, Frédéric Y.

    2009-01-01

    International audience Statistical inference about the parameter values of complex models, such as the ones routinely developed in systems biology, is efficiently performed through Bayesian numerical techniques. In that framework, prior information and multiple levels of uncertainty can be seamlessly integrated. GNU MCSim was precisely developed to achieve those aims, in a general non-linear differential context. Starting with version 5.3.0, GNU MCSim reads in and simulates Systems Biology...

  13. Data-driven and Model-based Verification:a Bayesian Identification Approach

    OpenAIRE

    Haesaert, S Sofie; Hof, van den, S.; Abate, A.

    2015-01-01

    This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to compute the confidence that a physical system driven by external inputs and accessed under noisy measurements, verifies a temporal logic property. A case study is discussed, where we investigate the bounded- and unbounded-time safety of a partly unknown linear ti...

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

    OpenAIRE

    Svend Rasmussen; Madsen, Anders L.; Mogens Lund

    2013-01-01

    The importance of risk management increases as farmers become more exposed to risk. But risk management is a difficult topic because income risk is the result of the complex interaction of multiple risk factors combined with the effect of an increasing array of possible risk management tools. In this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be e...

  15. A space-time multivariate Bayesian model to analyse road traffic accidents by severity

    OpenAIRE

    Boulieri, A; Liverani, S; Hoogh, K. de; Blangiardo, M.

    2016-01-01

    The paper investigates the dependences between levels of severity of road traffic accidents, accounting at the same time for spatial and temporal correlations. The study analyses road traffic accidents data at ward level in England over the period 2005–2013. We include in our model multivariate spatially structured and unstructured effects to capture the dependences between severities, within a Bayesian hierarchical formulation. We also include a temporal component to capture the time effects...

  16. Computational model of an infant brain subjected to periodic motion simplified modelling and Bayesian sensitivity analysis.

    Science.gov (United States)

    Batterbee, D C; Sims, N D; Becker, W; Worden, K; Rowson, J

    2011-11-01

    Non-accidental head injury in infants, or shaken baby syndrome, is a highly controversial and disputed topic. Biomechanical studies often suggest that shaking alone cannot cause the classical symptoms, yet many medical experts believe the contrary. Researchers have turned to finite element modelling for a more detailed understanding of the interactions between the brain, skull, cerebrospinal fluid (CSF), and surrounding tissues. However, the uncertainties in such models are significant; these can arise from theoretical approximations, lack of information, and inherent variability. Consequently, this study presents an uncertainty analysis of a finite element model of a human head subject to shaking. Although the model geometry was greatly simplified, fluid-structure-interaction techniques were used to model the brain, skull, and CSF using a Eulerian mesh formulation with penalty-based coupling. Uncertainty and sensitivity measurements were obtained using Bayesian sensitivity analysis, which is a technique that is relatively new to the engineering community. Uncertainty in nine different model parameters was investigated for two different shaking excitations: sinusoidal translation only, and sinusoidal translation plus rotation about the base of the head. The level and type of sensitivity in the results was found to be highly dependent on the excitation type.

  17. Estimation of temporal gait parameters using Bayesian models on acceleration signals.

    Science.gov (United States)

    López-Nava, I H; Muñoz-Meléndez, A; Pérez Sanpablo, A I; Alessi Montero, A; Quiñones Urióstegui, I; Núñez Carrera, L

    2016-01-01

    The purpose of this study is to develop a system capable of performing calculation of temporal gait parameters using two low-cost wireless accelerometers and artificial intelligence-based techniques as part of a larger research project for conducting human gait analysis. Ten healthy subjects of different ages participated in this study and performed controlled walking tests. Two wireless accelerometers were placed on their ankles. Raw acceleration signals were processed in order to obtain gait patterns from characteristic peaks related to steps. A Bayesian model was implemented to classify the characteristic peaks into steps or nonsteps. The acceleration signals were segmented based on gait events, such as heel strike and toe-off, of actual steps. Temporal gait parameters, such as cadence, ambulation time, step time, gait cycle time, stance and swing phase time, simple and double support time, were estimated from segmented acceleration signals. Gait data-sets were divided into two groups of ages to test Bayesian models in order to classify the characteristic peaks. The mean error obtained from calculating the temporal gait parameters was 4.6%. Bayesian models are useful techniques that can be applied to classification of gait data of subjects at different ages with promising results.

  18. Gene function classification using Bayesian models with hierarchy-based priors

    Directory of Open Access Journals (Sweden)

    Neal Radford M

    2006-10-01

    Full Text Available Abstract Background We investigate whether annotation of gene function can be improved using a classification scheme that is aware that functional classes are organized in a hierarchy. The classifiers look at phylogenic descriptors, sequence based attributes, and predicted secondary structure. We discuss three Bayesian models and compare their performance in terms of predictive accuracy. These models are the ordinary multinomial logit (MNL model, a hierarchical model based on a set of nested MNL models, and an MNL model with a prior that introduces correlations between the parameters for classes that are nearby in the hierarchy. We also provide a new scheme for combining different sources of information. We use these models to predict the functional class of Open Reading Frames (ORFs from the E. coli genome. Results The results from all three models show substantial improvement over previous methods, which were based on the C5 decision tree algorithm. The MNL model using a prior based on the hierarchy outperforms both the non-hierarchical MNL model and the nested MNL model. In contrast to previous attempts at combining the three sources of information in this dataset, our new approach to combining data sources produces a higher accuracy rate than applying our models to each data source alone. Conclusion Together, these results show that gene function can be predicted with higher accuracy than previously achieved, using Bayesian models that incorporate suitable prior information.

  19. A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

    Science.gov (United States)

    Cao, G.

    2015-12-01

    All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the

  20. A Bayesian framework for parameter estimation in dynamical models.

    Directory of Open Access Journals (Sweden)

    Flávio Codeço Coelho

    Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.

  1. Modeling the spatial distribution of above-ground carbon in Mexican coniferous forests using remote sensing and a geostatistical approach

    Science.gov (United States)

    Galeana-Pizaña, J. Mauricio; López-Caloca, Alejandra; López-Quiroz, Penélope; Silván-Cárdenas, José Luis; Couturier, Stéphane

    2014-08-01

    Forest conservation is considered an option for mitigating the effect of greenhouse gases on global climate, hence monitoring forest carbon pools at global and local levels is important. The present study explores the capability of remote-sensing variables (vegetation indices and textures derived from SPOT-5; backscattering coefficient and interferometric coherence of ALOS PALSAR images) for modeling the spatial distribution of above-ground biomass in the Environmental Conservation Zone of Mexico City. Correlation and spatial autocorrelation coefficients were used to select significant explanatory variables in fir and pine forests. The correlation for interferometric coherence in HV polarization was negative, with correlations coefficients r = -0.83 for the fir and r = -0.75 for the pine forests. Regression-kriging showed the least root mean square error among the spatial interpolation methods used, with 37.75 tC/ha for fir forests and 29.15 tC/ha for pine forests. The results showed that a hybrid geospatial method, based on interferometric coherence data and a regression-kriging interpolator, has good potential for estimating above-ground biomass carbon.

  2. Bayesian Inference in the Time Varying Cointegration Model

    OpenAIRE

    Gary Koop; Roberto Leon-Gonzalez; Rodney Strachan

    2008-01-01

    There are both theoretical and empirical reasons for believing that the pa- rameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit coin- tegration. Time-varying parameter VARs (TVP-VARs) ...

  3. Bayesian Nonstationary Gaussian Process Models via Treed Process Convolutions

    OpenAIRE

    Liang, Waley Wei Jie

    2012-01-01

    Spatial modeling with stationary Gaussian processes (GPs) has been widely used, but the assumption that the correlation structure is independent of spatial location is invalid in many applications. Various nonstationary GP models have been developed to solve this problem, however, many of them become impractical when the sample size is large. To tackle this problem, a more computationally efficient GP model is developed by convolving a smoothing kernel with a latent process. Nonstationarit...

  4. Integrating Anticipatory Competence into a Bayesian Driver Model

    OpenAIRE

    Möbus, Claus; Eilers, Mark

    2011-01-01

    We present a probabilistic model architecture combining a layered model of human driver expertise with a cognitive map and beliefs about the driver-vehicle state to describe the effect of anticipations on driver actions. It implements the sensory-motor system of human drivers with autonomous, goal-based attention allocation and anticipation processes. The model has emergent properties and combines reactive with prospective behavior based on anticipated or imagined percepts obtained from a Bay...

  5. A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

    International Nuclear Information System (INIS)

    Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use a principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.

  6. A Fully Bayesian Method for Jointly Fitting Instrumental Calibration and X-Ray Spectral Models

    Science.gov (United States)

    Xu, Jin; van Dyk, David A.; Kashyap, Vinay L.; Siemiginowska, Aneta; Connors, Alanna; Drake, Jeremy; Meng, Xiao-Li; Ratzlaff, Pete; Yu, Yaming

    2014-10-01

    Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is "pragmatic" in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use a principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.

  7. A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Jin; Yu, Yaming [Department of Statistics, University of California, Irvine, Irvine, CA 92697-1250 (United States); Van Dyk, David A. [Statistics Section, Imperial College London, Huxley Building, South Kensington Campus, London SW7 2AZ (United Kingdom); Kashyap, Vinay L.; Siemiginowska, Aneta; Drake, Jeremy; Ratzlaff, Pete [Smithsonian Astrophysical Observatory, 60 Garden Street, Cambridge, MA 02138 (United States); Connors, Alanna; Meng, Xiao-Li, E-mail: jinx@uci.edu, E-mail: yamingy@ics.uci.edu, E-mail: dvandyk@imperial.ac.uk, E-mail: vkashyap@cfa.harvard.edu, E-mail: asiemiginowska@cfa.harvard.edu, E-mail: jdrake@cfa.harvard.edu, E-mail: pratzlaff@cfa.harvard.edu, E-mail: meng@stat.harvard.edu [Department of Statistics, Harvard University, 1 Oxford Street, Cambridge, MA 02138 (United States)

    2014-10-20

    Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use a principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.

  8. Combining Bayesian Networks and Agent Based Modeling to develop a decision-support model in Vietnam

    Science.gov (United States)

    Nong, Bao Anh; Ertsen, Maurits; Schoups, Gerrit

    2016-04-01

    Complexity and uncertainty in natural resources management have been focus themes in recent years. Within these debates, with the aim to define an approach feasible for water management practice, we are developing an integrated conceptual modeling framework for simulating decision-making processes of citizens, in our case in the Day river area, Vietnam. The model combines Bayesian Networks (BNs) and Agent-Based Modeling (ABM). BNs are able to combine both qualitative data from consultants / experts / stakeholders, and quantitative data from observations on different phenomena or outcomes from other models. Further strengths of BNs are that the relationship between variables in the system is presented in a graphical interface, and that components of uncertainty are explicitly related to their probabilistic dependencies. A disadvantage is that BNs cannot easily identify the feedback of agents in the system once changes appear. Hence, ABM was adopted to represent the reaction among stakeholders under changes. The modeling framework is developed as an attempt to gain better understanding about citizen's behavior and factors influencing their decisions in order to reduce uncertainty in the implementation of water management policy.

  9. A Bayesian Semiparametric Item Response Model with Dirichlet Process Priors

    Science.gov (United States)

    Miyazaki, Kei; Hoshino, Takahiro

    2009-01-01

    In Item Response Theory (IRT), item characteristic curves (ICCs) are illustrated through logistic models or normal ogive models, and the probability that examinees give the correct answer is usually a monotonically increasing function of their ability parameters. However, since only limited patterns of shapes can be obtained from logistic models…

  10. A Bayesian state-space formulation of dynamic occupancy models.

    Science.gov (United States)

    Royle, J Andrew; Kéry, Marc

    2007-07-01

    Species occurrence and its dynamic components, extinction and colonization probabilities, are focal quantities in biogeography and metapopulation biology, and for species conservation assessments. It has been increasingly appreciated that these parameters must be estimated separately from detection probability to avoid the biases induced by non-detection error. Hence, there is now considerable theoretical and practical interest in dynamic occupancy models that contain explicit representations of metapopulation dynamics such as extinction, colonization, and turnover as well as growth rates. We describe a hierarchical parameterization of these models that is analogous to the state-space formulation of models in time series, where the model is represented by two components, one for the partially observable occupancy process and another for the observations conditional on that process. This parameterization naturally allows estimation of all parameters of the conventional approach to occupancy models, but in addition, yields great flexibility and extensibility, e.g., to modeling heterogeneity or latent structure in model parameters. We also highlight the important distinction between population and finite sample inference; the latter yields much more precise estimates for the particular sample at hand. Finite sample estimates can easily be obtained using the state-space representation of the model but are difficult to obtain under the conventional approach of likelihood-based estimation. We use R and WinBUGS to apply the model to two examples. In a standard analysis for the European Crossbill in a large Swiss monitoring program, we fit a model with year-specific parameters. Estimates of the dynamic parameters varied greatly among years, highlighting the irruptive population dynamics of that species. In the second example, we analyze route occupancy of Cerulean Warblers in the North American Breeding Bird Survey (BBS) using a model allowing for site

  11. Joint Segmentation and Deconvolution of Ultrasound Images Using a Hierarchical Bayesian Model Based on Generalized Gaussian Priors.

    Science.gov (United States)

    Zhao, Ningning; Basarab, Adrian; Kouame, Denis; Tourneret, Jean-Yves

    2016-08-01

    This paper proposes a joint segmentation and deconvolution Bayesian method for medical ultrasound (US) images. Contrary to piecewise homogeneous images, US images exhibit heavy characteristic speckle patterns correlated with the tissue structures. The generalized Gaussian distribution (GGD) has been shown to be one of the most relevant distributions for characterizing the speckle in US images. Thus, we propose a GGD-Potts model defined by a label map coupling US image segmentation and deconvolution. The Bayesian estimators of the unknown model parameters, including the US image, the label map, and all the hyperparameters are difficult to be expressed in a closed form. Thus, we investigate a Gibbs sampler to generate samples distributed according to the posterior of interest. These generated samples are finally used to compute the Bayesian estimators of the unknown parameters. The performance of the proposed Bayesian model is compared with the existing approaches via several experiments conducted on realistic synthetic data and in vivo US images. PMID:27187959

  12. A Pseudo-Bayesian Model for Stock Returns In Financial Crises

    Directory of Open Access Journals (Sweden)

    Eric S. Fung

    2011-12-01

    Full Text Available Recently, there has been a considerable interest in the Bayesian approach for explaining investors' behaviorial biases by incorporating conservative and representative heuristics when making financial decisions, (see, for example, Barberis, Shleifer and Vishny (1998. To establish a quantitative link between some important market anomalies and investors' behaviorial biases, Lam, Liu, and Wong (2010 introduced a pseudo-Bayesian approach for developing properties of stock returns, where weights induced by investors' conservative and representative heuristics are assigned to observations of the earning shocks and stock prices. In response to the recent global financial crisis, we introduce a new pseudo-Bayesian model to incorporate the impact of a financial crisis. Properties of stock returns during the financial crisis and recovery from the crisis are established. The proposed model can be applied to investigate some important market anomalies including short-term underreaction, long-term overreaction, and excess volatility during financial crisis. We also explain in some detail the linkage between these market anomalies and investors' behavioral biases during financial crisis.

  13. Bayesian cross-validation for model evaluation and selection, with application to the North American Breeding Bird Survey

    Science.gov (United States)

    Link, William; Sauer, John R.

    2016-01-01

    The analysis of ecological data has changed in two important ways over the last 15 years. The development and easy availability of Bayesian computational methods has allowed and encouraged the fitting of complex hierarchical models. At the same time, there has been increasing emphasis on acknowledging and accounting for model uncertainty. Unfortunately, the ability to fit complex models has outstripped the development of tools for model selection and model evaluation: familiar model selection tools such as Akaike's information criterion and the deviance information criterion are widely known to be inadequate for hierarchical models. In addition, little attention has been paid to the evaluation of model adequacy in context of hierarchical modeling, i.e., to the evaluation of fit for a single model. In this paper, we describe Bayesian cross-validation, which provides tools for model selection and evaluation. We describe the Bayesian predictive information criterion and a Bayesian approximation to the BPIC known as the Watanabe-Akaike information criterion. We illustrate the use of these tools for model selection, and the use of Bayesian cross-validation as a tool for model evaluation, using three large data sets from the North American Breeding Bird Survey.

  14. Assessing Bayesian model averaging uncertainty of groundwater modeling based on information entropy method

    Science.gov (United States)

    Zeng, Xiankui; Wu, Jichun; Wang, Dong; Zhu, Xiaobin; Long, Yuqiao

    2016-07-01

    Because of groundwater conceptualization uncertainty, multi-model methods are usually used and the corresponding uncertainties are estimated by integrating Markov Chain Monte Carlo (MCMC) and Bayesian model averaging (BMA) methods. Generally, the variance method is used to measure the uncertainties of BMA prediction. The total variance of ensemble prediction is decomposed into within-model and between-model variances, which represent the uncertainties derived from parameter and conceptual model, respectively. However, the uncertainty of a probability distribution couldn't be comprehensively quantified by variance solely. A new measuring method based on information entropy theory is proposed in this study. Due to actual BMA process hard to meet the ideal mutually exclusive collectively exhaustive condition, BMA predictive uncertainty could be decomposed into parameter, conceptual model, and overlapped uncertainties, respectively. Overlapped uncertainty is induced by the combination of predictions from correlated model structures. In this paper, five simple analytical functions are firstly used to illustrate the feasibility of the variance and information entropy methods. A discrete distribution example shows that information entropy could be more appropriate to describe between-model uncertainty than variance. Two continuous distribution examples show that the two methods are consistent in measuring normal distribution, and information entropy is more appropriate to describe bimodal distribution than variance. The two examples of BMA uncertainty decomposition demonstrate that the two methods are relatively consistent in assessing the uncertainty of unimodal BMA prediction. Information entropy is more informative in describing the uncertainty decomposition of bimodal BMA prediction. Then, based on a synthetical groundwater model, the variance and information entropy methods are used to assess the BMA uncertainty of groundwater modeling. The uncertainty assessments of

  15. Approximate Bayesian inference in semi-mechanistic models

    OpenAIRE

    Aderhold, Andrej; Husmeier, Dirk; Grzegorczyk, Marco

    2016-01-01

    Inference of interaction networks represented by systems of differential equations is a challenging problem in many scientific disciplines. In the present article, we follow a semi-mechanistic modelling approach based on gradient matching. We investigate the extent to which key factors, including the kinetic model, statistical formulation and numerical methods, impact upon performance at network reconstruction. We emphasize general lessons for computational statisticians when faced with the c...

  16. A Semiparametric Bayesian Model for Repeatedly Repeated Binary Outcomes

    OpenAIRE

    Quintana, Fernando A.; Müller, Peter; Rosner, Gary L.; Mary V Relling

    2008-01-01

    We discuss the analysis of data from single nucleotide polymorphism (SNP) arrays comparing tumor and normal tissues. The data consist of sequences of indicators for loss of heterozygosity (LOH) and involve three nested levels of repetition: chromosomes for a given patient, regions within chromosomes, and SNPs nested within regions. We propose to analyze these data using a semiparametric model for multi-level repeated binary data. At the top level of the hierarchy we assume a sampling model fo...

  17. A Bayesian semiparametric model for bivariate sparse longitudinal data.

    Science.gov (United States)

    Das, Kiranmoy; Li, Runze; Sengupta, Subhajit; Wu, Rongling

    2013-09-30

    Mixed-effects models have recently become popular for analyzing sparse longitudinal data that arise naturally in biological, agricultural and biomedical studies. Traditional approaches assume independent residuals over time and explain the longitudinal dependence by random effects. However, when bivariate or multivariate traits are measured longitudinally, this fundamental assumption is likely to be violated because of intertrait dependence over time. We provide a more general framework where the dependence of the observations from the same subject over time is not assumed to be explained completely by the random effects of the model. We propose a novel, mixed model-based approach and estimate the error-covariance structure nonparametrically under a generalized linear model framework. We use penalized splines to model the general effect of time, and we consider a Dirichlet process mixture of normal prior for the random-effects distribution. We analyze blood pressure data from the Framingham Heart Study where body mass index, gender and time are treated as covariates. We compare our method with traditional methods including parametric modeling of the random effects and independent residual errors over time. We conduct extensive simulation studies to investigate the practical usefulness of the proposed method. The current approach is very helpful in analyzing bivariate irregular longitudinal traits. PMID:23553747

  18. Application of Bayesian model averaging to measurements of the primordial power spectrum

    CERN Document Server

    Parkinson, David

    2010-01-01

    Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model Evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940 < n_s < 1.000, where n_s is specified at a pivot scale 0.015 Mpc^{-1}. For the tensors model averaging can tighten the credible upper limit, depending on prior assumptions.

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

    CERN Document Server

    Kamenshchikov, Andrey

    2016-01-01

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

  20. An object-oriented Bayesian network modeling the causes of leg disorders in finisher herds

    DEFF Research Database (Denmark)

    Jensen, Tina Birk; Kristensen, Anders Ringgaard; Toft, Nils;

    2009-01-01

    pigs (e.g. results from diagnostic tests) were used to estimate the most likely cause of leg disorders at herd level. As information to the model originated from two different levels, we used an object-oriented structure in order to ease the specification of the Bayesian network. Hence, a Herd class...... the behaviour of the model, we investigated the value of different levels of evidence in two fictitious herds with different herd characteristics related to the risk of leg disorders (e.g. purchase policy, production type and the stocking density in pens). The model enabled us to demonstrate the value...

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

    DEFF Research Database (Denmark)

    Andersen, Kim Emil; Højbjerre, Malene

    2005-01-01

    -posed estimation problem, where the reconstruction most often has been done by non-linear least squares techniques separately for each entity. The minmal model was originally specified for a single individual and does not combine several individuals with the advantage of estimating the metabolic portrait...... to a population-based model. The estimation of the parameters are efficiently implemented in a Bayesian approach where posterior inference is made through the use of Markov chain Monte Carlo techniques. Hereby we obtain a powerful and flexible modelling framework for regularizing the ill-posed estimation problem...

  2. Bayesian dynamical systems modelling in the social sciences.

    Science.gov (United States)

    Ranganathan, Shyam; Spaiser, Viktoria; Mann, Richard P; Sumpter, David J T

    2014-01-01

    Data arising from social systems is often highly complex, involving non-linear relationships between the macro-level variables that characterize these systems. We present a method for analyzing this type of longitudinal or panel data using differential equations. We identify the best non-linear functions that capture interactions between variables, employing Bayes factor to decide how many interaction terms should be included in the model. This method punishes overly complicated models and identifies models with the most explanatory power. We illustrate our approach on the classic example of relating democracy and economic growth, identifying non-linear relationships between these two variables. We show how multiple variables and variable lags can be accounted for and provide a toolbox in R to implement our approach.

  3. Automated Bayesian model development for frequency detection in biological time series

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

    Full Text Available Abstract Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and

  4. Integrating address geocoding, land use regression, and spatiotemporal geostatistical estimation for groundwater tetrachloroethylene.

    Science.gov (United States)

    Messier, Kyle P; Akita, Yasuyuki; Serre, Marc L

    2012-03-01

    Geographic information systems (GIS) based techniques are cost-effective and efficient methods used by state agencies and epidemiology researchers for estimating concentration and exposure. However, budget limitations have made statewide assessments of contamination difficult, especially in groundwater media. Many studies have implemented address geocoding, land use regression, and geostatistics independently, but this is the first to examine the benefits of integrating these GIS techniques to address the need of statewide exposure assessments. A novel framework for concentration exposure is introduced that integrates address geocoding, land use regression (LUR), below detect data modeling, and Bayesian Maximum Entropy (BME). A LUR model was developed for tetrachloroethylene that accounts for point sources and flow direction. We then integrate the LUR model into the BME method as a mean trend while also modeling below detects data as a truncated Gaussian probability distribution function. We increase available PCE data 4.7 times from previously available databases through multistage geocoding. The LUR model shows significant influence of dry cleaners at short ranges. The integration of the LUR model as mean trend in BME results in a 7.5% decrease in cross validation mean square error compared to BME with a constant mean trend.

  5. An Active Lattice Model in a Bayesian Framework

    DEFF Research Database (Denmark)

    Carstensen, Jens Michael

    1996-01-01

    by penalizing deviations in alignment and lattice node distance. The Markov random field represents prior knowledge about the lattice structure, and through an observation model that incorporates the visual appearance of the nodes, we can simulate realizations from the posterior distribution. A maximum...

  6. Bayesian Estimation of Random Coefficient Dynamic Factor Models

    Science.gov (United States)

    Song, Hairong; Ferrer, Emilio

    2012-01-01

    Dynamic factor models (DFMs) have typically been applied to multivariate time series data collected from a single unit of study, such as a single individual or dyad. The goal of DFMs application is to capture dynamics of multivariate systems. When multiple units are available, however, DFMs are not suited to capture variations in dynamics across…

  7. A Bayesian model for implicit effects in perceptual identification.

    NARCIS (Netherlands)

    L.J. Schooler; R.M. Shiffrin; J.G.W. Raaijmakers

    2001-01-01

    Retrieving effectively from memory (REM; R. M. Shiffrin & M. Steyvers, 1997), an episodic model of memory, is extended to implicit memory phenomena. namely the perceptual identification studies reported in R. Ratcliff and G. McKoon (1997:), In those studies, the influence of prior study was greatest

  8. Exploring the Influence of Neighborhood Characteristics on Burglary Risks: A Bayesian Random Effects Modeling Approach

    Directory of Open Access Journals (Sweden)

    Hongqiang Liu

    2016-06-01

    Full Text Available A Bayesian random effects modeling approach was used to examine the influence of neighborhood characteristics on burglary risks in Jianghan District, Wuhan, China. This random effects model is essentially spatial; a spatially structured random effects term and an unstructured random effects term are added to the traditional non-spatial Poisson regression model. Based on social disorganization and routine activity theories, five covariates extracted from the available data at the neighborhood level were used in the modeling. Three regression models were fitted and compared by the deviance information criterion to identify which model best fit our data. A comparison of the results from the three models indicates that the Bayesian random effects model is superior to the non-spatial models in fitting the data and estimating regression coefficients. Our results also show that neighborhoods with above average bar density and department store density have higher burglary risks. Neighborhood-specific burglary risks and posterior probabilities of neighborhoods having a burglary risk greater than 1.0 were mapped, indicating the neighborhoods that should warrant more attention and be prioritized for crime intervention and reduction. Implications and limitations of the study are discussed in our concluding section.

  9. A Bayesian approach for modeling origin-destination matrices

    OpenAIRE

    Perrakis, Konstantinos; Karlis, Dimitris; COOLS, Mario; JANSSENS, Davy; Vanhoof, Koen; Wets, Geert

    2012-01-01

    The majority of origin destination (OD) matrix estimation methods focus on situations where weak or partial information, derived from sample travel surveys, is available. Information derived from travel census studies, in contrast, covers the entire population of a specific study area of interest. In such cases where reliable historical data exist, statistical methodology may serve as a flexible alternative to traditional travel demand models by incorporating estimation of trip-generation, tr...

  10. Robust Bayesian inference in Iq-Spherical models

    OpenAIRE

    Osiewalski, Jacek; Mark F.J. Steel

    1992-01-01

    The class of multivariate lq-spherical distributions is introduced and defined through their isodensity surfaces. We prove that, under a Jeffreys' type improper prior on the scale parameter, posterior inference on the location parameters is the same for all lq-spherical sampling models with common q. This gives us perfect inference robustness with respect to any departures from the reference case of independent sampling from the exponential power distribution.

  11. Modelling the dynamics of an experimental host-pathogen microcosm within a hierarchical Bayesian framework.

    Directory of Open Access Journals (Sweden)

    David Lunn

    Full Text Available The advantages of Bayesian statistical approaches, such as flexibility and the ability to acknowledge uncertainty in all parameters, have made them the prevailing method for analysing the spread of infectious diseases in human or animal populations. We introduce a Bayesian approach to experimental host-pathogen systems that shares these attractive features. Since uncertainty in all parameters is acknowledged, existing information can be accounted for through prior distributions, rather than through fixing some parameter values. The non-linear dynamics, multi-factorial design, multiple measurements of responses over time and sampling error that are typical features of experimental host-pathogen systems can also be naturally incorporated. We analyse the dynamics of the free-living protozoan Paramecium caudatum and its specialist bacterial parasite Holospora undulata. Our analysis provides strong evidence for a saturable infection function, and we were able to reproduce the two waves of infection apparent in the data by separating the initial inoculum from the parasites released after the first cycle of infection. In addition, the parameter estimates from the hierarchical model can be combined to infer variations in the parasite's basic reproductive ratio across experimental groups, enabling us to make predictions about the effect of resources and host genotype on the ability of the parasite to spread. Even though the high level of variability between replicates limited the resolution of the results, this Bayesian framework has strong potential to be used more widely in experimental ecology.

  12. Measuring hedonia and eudaimonia as motives for activities: Cross-national investigation through traditional and Bayesian structural equation modeling

    OpenAIRE

    Aleksandra eBujacz; Joar eVittersø; Veronika eHuta; Lukasz Dominik Kaczmarek

    2014-01-01

    Two major goals of this paper were, first to examine the cross-cultural consistency of the factor structure of the Hedonic and Eudaimonic Motives for Activities (HEMA) scale, and second to illustrate the advantages of using Bayesian estimation for such an examination. Bayesian estimation allows for more flexibility in model specification by making it possible to replace exact zero constraints (e.g. no cross-loadings) with approximate zero constraints (e.g. small cross-loadings). The stability...

  13. Measuring hedonia and eudaimonia as motives for activities: Cross-national investigation through traditional and Bayesian structural equation modeling

    OpenAIRE

    Bujacz, Aleksandra (red.); Vittersø, Joar; Huta, Veronika; Kaczmarek, Lukasz D.

    2014-01-01

    Two major goals of this paper were, first to examine the cross-cultural consistency of the factor structure of the Hedonic and Eudaimonic Motives for Activities (HEMA) scale, and second to illustrate the advantages of using Bayesian estimation for such an examination. Bayesian estimation allows for more flexibility in model specification by making it possible to replace exact zero constraints (e.g., no cross-loadings) with approximate zero constraints (e.g., small cross-loadings). The stabili...

  14. Bayesian risk-based decision method for model validation under uncertainty

    International Nuclear Information System (INIS)

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

  15. Bayesian Approach for Flexible Modeling of Semicompeting Risks Data

    OpenAIRE

    Han, Baoguang; Yu, Menggang; Dignam, James J.; Rathouz, Paul J.

    2014-01-01

    Semicompeting risks data arise when two types of events, non-terminal and terminal, are observed. When the terminal event occurs first, it censors the non-terminal event, but not vice versa. To account for possible dependent censoring of the non-terminal event by the terminal event and to improve prediction of the terminal event using the non-terminal event information, it is crucial to model their association properly. Motivated by a breast cancer clinical trial data analysis, we extend the ...

  16. Sequential estimation of neural models by Bayesian filtering

    OpenAIRE

    Closas Gómez, Pau

    2014-01-01

    Un dels reptes més difícils de la neurociència és el d'entendre la connectivitat del cervell. Aquest problema es pot tractar des de diverses perspectives, aquí ens centrem en els fenòmens locals que ocorren en una sola neurona. L'objectiu final és, doncs, entendre la dinàmica de les neurones i com la interconnexió amb altres neurones afecta al seu estat. Les observacions de traces del potencial de membrana constitueixen la principal font d'informació per a derivar models matemàtics d'una neur...

  17. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python

    Directory of Open Access Journals (Sweden)

    Thomas V Wiecki

    2013-08-01

    Full Text Available The diffusion model is a commonly used tool to infer latent psychological processes underlying decision making, and to link them to neural mechanisms based on reaction times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of reaction time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model, which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject / condition than non-hierarchical method, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g. fMRI influence decision making parameters. This paper will first describe the theoretical background of drift-diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the chi-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs

  18. Sequential Bayesian Detection: A Model-Based Approach

    Energy Technology Data Exchange (ETDEWEB)

    Candy, J V

    2008-12-08

    Sequential detection theory has been known for a long time evolving in the late 1940's by Wald and followed by Middleton's classic exposition in the 1960's coupled with the concurrent enabling technology of digital computer systems and the development of sequential processors. Its development, when coupled to modern sequential model-based processors, offers a reasonable way to attack physics-based problems. In this chapter, the fundamentals of the sequential detection are reviewed from the Neyman-Pearson theoretical perspective and formulated for both linear and nonlinear (approximate) Gauss-Markov, state-space representations. We review the development of modern sequential detectors and incorporate the sequential model-based processors as an integral part of their solution. Motivated by a wealth of physics-based detection problems, we show how both linear and nonlinear processors can seamlessly be embedded into the sequential detection framework to provide a powerful approach to solving non-stationary detection problems.

  19. Construction of monitoring model and algorithm design on passenger security during shipping based on improved Bayesian network.

    Science.gov (United States)

    Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

    2014-01-01

    A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping.

  20. Bayesian State-Space Modelling on High-Performance Hardware Using LibBi

    Directory of Open Access Journals (Sweden)

    Lawrence M. Murray

    2015-10-01

    Full Text Available LibBi is a software package for state space modelling and Bayesian inference on modern computer hardware, including multi-core central processing units, many-core graphics processing units, and distributed-memory clusters of such devices. The software parses a domain-specific language for model specification, then optimizes, generates, compiles and runs code for the given model, inference method and hardware platform. In presenting the software, this work serves as an introduction to state space models and the specialized methods developed for Bayesian inference with them. The focus is on sequential Monte Carlo (SMC methods such as the particle filter for state estimation, and the particle Markov chain Monte Carlo and SMC2 methods for parameter estimation. All are well-suited to current computer hardware. Two examples are given and developed throughout, one a linear three-element windkessel model of the human arterial system, the other a nonlinear Lorenz '96 model. These are specified in the prescribed modelling language, and LibBi demonstrated by performing inference with them. Empirical results are presented, including a performance comparison of the software with different hardware configurations.