Road network safety evaluation using Bayesian hierarchical joint model.
Wang, Jie; Huang, Helai
2016-05-01
Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. PMID:26945109
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...
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
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
Introduction to Hierarchical Bayesian Modeling for Ecological Data
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
Dissecting Magnetar Variability with Bayesian Hierarchical Models
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.
Dissecting magnetar variability with Bayesian hierarchical models
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...
Bayesian hierarchical modelling of weak lensing - the golden goal
Heavens, Alan; Jaffe, Andrew; Hoffmann, Till; Kiessling, Alina; Wandelt, Benjamin
2016-01-01
To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into component steps. Starting with a catalogue of shear estimates in tomographic bins, we build a model that allows us to sample simultaneously from the the underlying tomographic shear fields and the relevant power spectra (E-mode, B-mode, and E-B, for auto- and cross-power spectra). The procedure deals easily with masked data and intrinsic alignments. Using Gibbs sampling and messenger fields, we show with simulated data that the large (over 67000-)dimensional parameter space can be efficiently sampled and the full joint posterior probability density function for the parameters can feasibly be obtained. The method correctly recovers the underlying shear fields and all of the power spectra, including at levels well below the shot noise.
Inversion of hierarchical Bayesian models using Gaussian processes.
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
Statistical modelling of railway track geometry degradation using hierarchical Bayesian models
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...
A unified Bayesian hierarchical model for MRI tissue classification.
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
Hierarchical Bayesian Modeling of Hitting Performance in Baseball
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...
Cahill, N.; Kemp, A. C.; Horton, B. P.; Parnell, A.C.
2015-01-01
We present a holistic Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with fully quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical (δ13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) A Bayesian transfer function for the calibration of foraminifera into tidal elevation,...
Cahill, Niamh; Kemp, Andrew C.; Horton, Benjamin P.; Andrew C Parnell
2016-01-01
We present a Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical (δ13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) a new Bayesian transfer (B-TF) function for the calibration of biological indicators into tidal elevation, which is fl...
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
Bayesian parsimonious covariance estimation for hierarchical linear mixed models
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...
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.
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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.
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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.
Chen, X.; Hao, Z; N. Devineni; U. Lall
2014-01-01
A Hierarchal Bayesian model is presented for one season-ahead forecasts of summer rainfall and streamflow using exogenous climate variables for east central China. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multi-level structure with regression coefficients modeled from a common multi-variate normal distribution resul...
Chen, X.; Hao, Z; N. Devineni; U. Lall
2013-01-01
A Hierarchal Bayesian model for forecasting regional summer rainfall and streamflow season-ahead using exogenous climate variables for East Central China is presented. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multilevel structure with regression coefficients modeled from a common multivariate normal distribution results in partial-po...
Bayesian modeling of multi-state hierarchical systems with multi-level information aggregation
International Nuclear Information System (INIS)
Reliability modeling of multi-state hierarchical systems is challenging because of the complex system structures and imbalanced reliability information available at different system levels. This paper proposes a Bayesian multi-level information aggregation approach to model the reliability of multi-level hierarchical systems by utilizing all available reliability information throughout the system. Cascading failure dependency among components and/or sub-systems at the same level is explicitly considered. The proposed methodology can significantly improve the accuracy of system-level reliability modeling. A case study demonstrates the effectiveness of the proposed methodology
Bayesball: A Bayesian hierarchical model for evaluating fielding in major league baseball
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...
Evaluation of Image Registration Spatial Accuracy Using a Bayesian Hierarchical Model
Liu, Suyu; Yuan, Ying; Castillo, Richard; Guerrero, Thomas; Johnson, Valen E.
2014-01-01
To evaluate the utility of automated deformable image registration (DIR) algorithms, it is necessary to evaluate both the registration accuracy of the DIR algorithm itself, as well as the registration accuracy of the human readers from whom the ”gold standard” is obtained. We propose a Bayesian hierarchical model to evaluate the spatial accuracy of human readers and automatic DIR methods based on multiple image registration data generated by human readers and automatic DIR methods. To fully a...
Cybis, Gabriela Bettella
2014-01-01
Combining models for phenotypic and molecular evolution can lead to powerful inference tools.Under the flexible framework of Bayesian phylogenetics, I develop statistical methods to address phylodynamic problems in this intersection.First, I present a hierarchical phylogeographic method that combines information across multiple datasets to draw inference on a common geographical spread process. Each dataset represents a parallel realization of this geographic process on a different group of ...
Improving Local and Regional Flood Quantile Estimates Using a Hierarchical Bayesian GEV Model
Ribeiro Lima, C. H.; Lall, U.; Devineni, N.; Troy, T.
2013-12-01
Flood risk management usually relies on local and regional flood frequency analysis, which tends to suffer from lack of data and parameter uncertainties. Here we estimate local and regional Generalized Extreme Value (GEV) distribution parameters in a hierarchical Bayesian framework, which helps reduce uncertainties by pooling more information in the estimation process and provides a simple topology to propagate model and parameter uncertainties to flood quantile estimates. As prior information for the Bayesian model, it is assumed for each site that the GEV location and scale parameters come from independent log-normal distributions, whose mean parameter follows the well known log-log scaling law with the drainage area. The shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the posterior distributions. The model is tested using annual maximum series from 20 streamflow gauges located in an 83.000 km2 basin in southeastern Brazil. The results show a significant improvement of flood quantile estimates over the traditional GEV model, particularly for sites with few data. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles are narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering the parameter uncertainties. In order to evaluate the applicability of the proposed hierarchical Bayesian model for flood frequency regional analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling
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.
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X. Chen
2013-09-01
Full Text Available A Hierarchal Bayesian model for forecasting regional summer rainfall and streamflow season-ahead using exogenous climate variables for East Central China is presented. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multilevel structure with regression coefficients modeled from a common multivariate normal distribution results in partial-pooling of information across multiple stations and better representation of parameter and posterior distribution uncertainty. Covariance structure of the residuals across stations is explicitly modeled. Model performance is tested under leave-10-out cross-validation. Frequentist and Bayesian performance metrics used include Receiver Operating Characteristic, Reduction of Error, Coefficient of Efficiency, Rank Probability Skill Scores, and coverage by posterior credible intervals. The ability of the model to reliably forecast regional summer rainfall and streamflow season-ahead offers potential for developing adaptive water risk management strategies.
Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model
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.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python
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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
Gas turbine engine prognostics using Bayesian hierarchical models: A variational approach
Zaidan, Martha A.; Mills, Andrew R.; Harrison, Robert F.; Fleming, Peter J.
2016-03-01
Prognostics is an emerging requirement of modern health monitoring that aims to increase the fidelity of failure-time predictions by the appropriate use of sensory and reliability information. In the aerospace industry it is a key technology to reduce life-cycle costs, improve reliability and asset availability for a diverse fleet of gas turbine engines. In this work, a Bayesian hierarchical model is selected to utilise fleet data from multiple assets to perform probabilistic estimation of remaining useful life (RUL) for civil aerospace gas turbine engines. The hierarchical formulation allows Bayesian updates of an individual predictive model to be made, based upon data received asynchronously from a fleet of assets with different in-service lives and for the entry of new assets into the fleet. In this paper, variational inference is applied to the hierarchical formulation to overcome the computational and convergence concerns that are raised by the numerical sampling techniques needed for inference in the original formulation. The algorithm is tested on synthetic data, where the quality of approximation is shown to be satisfactory with respect to prediction performance, computational speed, and ease of use. A case study of in-service gas turbine engine data demonstrates the value of integrating fleet data for accurately predicting degradation trajectories of assets.
A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.
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Guillaume Bal
Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.
Cahill, Niamh; Kemp, Andrew C.; Horton, Benjamin P.; Parnell, Andrew C.
2016-02-01
We present a Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL) change with quantified uncertainty. The reconstruction is produced from biological (foraminifera) and geochemical (δ13C) sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1) a new Bayesian transfer (B-TF) function for the calibration of biological indicators into tidal elevation, which is flexible enough to formally accommodate additional proxies; (2) an existing chronology developed using the Bchron age-depth model, and (3) an existing Errors-In-Variables integrated Gaussian process (EIV-IGP) model for estimating rates of sea-level change. Our approach is illustrated using a case study of Common Era sea-level variability from New Jersey, USA We develop a new B-TF using foraminifera, with and without the additional (δ13C) proxy and compare our results to those from a widely used weighted-averaging transfer function (WA-TF). The formal incorporation of a second proxy into the B-TF model results in smaller vertical uncertainties and improved accuracy for reconstructed RSL. The vertical uncertainty from the multi-proxy B-TF is ˜ 28 % smaller on average compared to the WA-TF. When evaluated against historic tide-gauge measurements, the multi-proxy B-TF most accurately reconstructs the RSL changes observed in the instrumental record (mean square error = 0.003 m2). The Bayesian hierarchical model provides a single, unifying framework for reconstructing and analyzing sea-level change through time. This approach is suitable for reconstructing other paleoenvironmental variables (e.g., temperature) using biological proxies.
A Bayesian Hierarchical Model for Reconstructing Sea Levels: From Raw Data to Rates of Change
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...
Bazin, Eric; Dawson, Kevin J; Beaumont, Mark A
2010-06-01
We address the problem of finding evidence of natural selection from genetic data, accounting for the confounding effects of demographic history. In the absence of natural selection, gene genealogies should all be sampled from the same underlying distribution, often approximated by a coalescent model. Selection at a particular locus will lead to a modified genealogy, and this motivates a number of recent approaches for detecting the effects of natural selection in the genome as "outliers" under some models. The demographic history of a population affects the sampling distribution of genealogies, and therefore the observed genotypes and the classification of outliers. Since we cannot see genealogies directly, we have to infer them from the observed data under some model of mutation and demography. Thus the accuracy of an outlier-based approach depends to a greater or a lesser extent on the uncertainty about the demographic and mutational model. A natural modeling framework for this type of problem is provided by Bayesian hierarchical models, in which parameters, such as mutation rates and selection coefficients, are allowed to vary across loci. It has proved quite difficult computationally to implement fully probabilistic genealogical models with complex demographies, and this has motivated the development of approximations such as approximate Bayesian computation (ABC). In ABC the data are compressed into summary statistics, and computation of the likelihood function is replaced by simulation of data under the model. In a hierarchical setting one may be interested both in hyperparameters and parameters, and there may be very many of the latter--for example, in a genetic model, these may be parameters describing each of many loci or populations. This poses a problem for ABC in that one then requires summary statistics for each locus, which, if used naively, leads to a consequent difficulty in conditional density estimation. We develop a general method for applying
Rodhouse, Thomas J.; Kathryn M Irvine; Vierling, Kerri T.; Lee A Vierling
2011-01-01
Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed Bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas]) population f...
Coley, Rebecca Yates; Brown, Elizabeth R
2016-07-10
Inconsistent results in recent HIV prevention trials of pre-exposure prophylactic interventions may be due to heterogeneity in risk among study participants. Intervention effectiveness is most commonly estimated with the Cox model, which compares event times between populations. When heterogeneity is present, this population-level measure underestimates intervention effectiveness for individuals who are at risk. We propose a likelihood-based Bayesian hierarchical model that estimates the individual-level effectiveness of candidate interventions by accounting for heterogeneity in risk with a compound Poisson-distributed frailty term. This model reflects the mechanisms of HIV risk and allows that some participants are not exposed to HIV and, therefore, have no risk of seroconversion during the study. We assess model performance via simulation and apply the model to data from an HIV prevention trial. Copyright © 2016 John Wiley & Sons, Ltd. PMID:26869051
Probabilistic daily ILI syndromic surveillance with a spatio-temporal Bayesian hierarchical model.
Directory of Open Access Journals (Sweden)
Ta-Chien Chan
Full Text Available BACKGROUND: For daily syndromic surveillance to be effective, an efficient and sensible algorithm would be expected to detect aberrations in influenza illness, and alert public health workers prior to any impending epidemic. This detection or alert surely contains uncertainty, and thus should be evaluated with a proper probabilistic measure. However, traditional monitoring mechanisms simply provide a binary alert, failing to adequately address this uncertainty. METHODS AND FINDINGS: Based on the Bayesian posterior probability of influenza-like illness (ILI visits, the intensity of outbreak can be directly assessed. The numbers of daily emergency room ILI visits at five community hospitals in Taipei City during 2006-2007 were collected and fitted with a Bayesian hierarchical model containing meteorological factors such as temperature and vapor pressure, spatial interaction with conditional autoregressive structure, weekend and holiday effects, seasonality factors, and previous ILI visits. The proposed algorithm recommends an alert for action if the posterior probability is larger than 70%. External data from January to February of 2008 were retained for validation. The decision rule detects successfully the peak in the validation period. When comparing the posterior probability evaluation with the modified Cusum method, results show that the proposed method is able to detect the signals 1-2 days prior to the rise of ILI visits. CONCLUSIONS: This Bayesian hierarchical model not only constitutes a dynamic surveillance system but also constructs a stochastic evaluation of the need to call for alert. The monitoring mechanism provides earlier detection as well as a complementary tool for current surveillance programs.
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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.
Hierarchical Bayesian spatial models for alcohol availability, drug "hot spots" and violent crime
Directory of Open Access Journals (Sweden)
Horel Scott
2006-12-01
Full Text Available Abstract Background Ecologic studies have shown a relationship between alcohol outlet densities, illicit drug use and violence. The present study examined this relationship in the City of Houston, Texas, using a sample of 439 census tracts. Neighborhood sociostructural covariates, alcohol outlet density, drug crime density and violent crime data were collected for the year 2000, and analyzed using hierarchical Bayesian models. Model selection was accomplished by applying the Deviance Information Criterion. Results The counts of violent crime in each census tract were modelled as having a conditional Poisson distribution. Four neighbourhood explanatory variables were identified using principal component analysis. The best fitted model was selected as the one considering both unstructured and spatial dependence random effects. The results showed that drug-law violation explained a greater amount of variance in violent crime rates than alcohol outlet densities. The relative risk for drug-law violation was 2.49 and that for alcohol outlet density was 1.16. Of the neighbourhood sociostructural covariates, males of age 15 to 24 showed an effect on violence, with a 16% decrease in relative risk for each increase the size of its standard deviation. Both unstructured heterogeneity random effect and spatial dependence need to be included in the model. Conclusion The analysis presented suggests that activity around illicit drug markets is more strongly associated with violent crime than is alcohol outlet density. Unique among the ecological studies in this field, the present study not only shows the direction and magnitude of impact of neighbourhood sociostructural covariates as well as alcohol and illicit drug activities in a neighbourhood, it also reveals the importance of applying hierarchical Bayesian models in this research field as both spatial dependence and heterogeneity random effects need to be considered simultaneously.
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N. Cahill
2015-10-01
Full Text Available We present a holistic Bayesian hierarchical model for reconstructing the continuous and dynamic evolution of relative sea-level (RSL change with fully quantified uncertainty. The reconstruction is produced from biological (foraminifera and geochemical (δ13C sea-level indicators preserved in dated cores of salt-marsh sediment. Our model is comprised of three modules: (1 A Bayesian transfer function for the calibration of foraminifera into tidal elevation, which is flexible enough to formally accommodate additional proxies (in this case bulk-sediment δ13C 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. USA We develop a new Bayesian transfer function (B-TF, with and without the δ13C proxy and compare our results to those from a widely-used weighted-averaging transfer function (WA-TF. The formal incorporation of a second proxy into the B-TF model results in smaller vertical uncertainties and improved accuracy for reconstructed RSL. The vertical uncertainty from the multi-proxy B-TF is ∼ 28 % smaller on average compared to the WA-TF. When evaluated against historic tide-gauge measurements, the multi-proxy B-TF most accurately reconstructs the RSL changes observed in the instrumental record (MSE = 0.003 m2. The holistic model provides a single, unifying framework for reconstructing and analysing sea level through time. This approach is suitable for reconstructing other paleoenvironmental variables using biological proxies.
Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.
2009-01-01
The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.
A Bayesian Hierarchical Model for Estimation of Abundance and Spatial Density of Aedes aegypti.
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Daniel A M Villela
Full Text Available Strategies to minimize dengue transmission commonly rely on vector control, which aims to maintain Ae. aegypti density below a theoretical threshold. Mosquito abundance is traditionally estimated from mark-release-recapture (MRR experiments, which lack proper analysis regarding accurate vector spatial distribution and population density. Recently proposed strategies to control vector-borne diseases involve replacing the susceptible wild population by genetically modified individuals' refractory to the infection by the pathogen. Accurate measurements of mosquito abundance in time and space are required to optimize the success of such interventions. In this paper, we present a hierarchical probabilistic model for the estimation of population abundance and spatial distribution from typical mosquito MRR experiments, with direct application to the planning of these new control strategies. We perform a Bayesian analysis using the model and data from two MRR experiments performed in a neighborhood of Rio de Janeiro, Brazil, during both low- and high-dengue transmission seasons. The hierarchical model indicates that mosquito spatial distribution is clustered during the winter (0.99 mosquitoes/premise 95% CI: 0.80-1.23 and more homogeneous during the high abundance period (5.2 mosquitoes/premise 95% CI: 4.3-5.9. The hierarchical model also performed better than the commonly used Fisher-Ford's method, when using simulated data. The proposed model provides a formal treatment of the sources of uncertainty associated with the estimation of mosquito abundance imposed by the sampling design. Our approach is useful in strategies such as population suppression or the displacement of wild vector populations by refractory Wolbachia-infected mosquitoes, since the invasion dynamics have been shown to follow threshold conditions dictated by mosquito abundance. The presence of spatially distributed abundance hotspots is also formally addressed under this modeling
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.
Application of hierarchical Bayesian unmixing models in river sediment source apportionment
Blake, Will; Smith, Hugh; Navas, Ana; Bodé, Samuel; Goddard, Rupert; Zou Kuzyk, Zou; Lennard, Amy; Lobb, David; Owens, Phil; Palazon, Leticia; Petticrew, Ellen; Gaspar, Leticia; Stock, Brian; Boeckx, Pacsal; Semmens, Brice
2016-04-01
Fingerprinting and unmixing concepts are used widely across environmental disciplines for forensic evaluation of pollutant sources. In aquatic and marine systems, this includes tracking the source of organic and inorganic pollutants in water and linking problem sediment to soil erosion and land use sources. It is, however, the particular complexity of ecological systems that has driven creation of the most sophisticated mixing models, primarily to (i) evaluate diet composition in complex ecological food webs, (ii) inform population structure and (iii) explore animal movement. In the context of the new hierarchical Bayesian unmixing model, MIXSIAR, developed to characterise intra-population niche variation in ecological systems, we evaluate the linkage between ecological 'prey' and 'consumer' concepts and river basin sediment 'source' and sediment 'mixtures' to exemplify the value of ecological modelling tools to river basin science. Recent studies have outlined advantages presented by Bayesian unmixing approaches in handling complex source and mixture datasets while dealing appropriately with uncertainty in parameter probability distributions. MixSIAR is unique in that it allows individual fixed and random effects associated with mixture hierarchy, i.e. factors that might exert an influence on model outcome for mixture groups, to be explored within the source-receptor framework. This offers new and powerful ways of interpreting river basin apportionment data. In this contribution, key components of the model are evaluated in the context of common experimental designs for sediment fingerprinting studies namely simple, nested and distributed catchment sampling programmes. Illustrative examples using geochemical and compound specific stable isotope datasets are presented and used to discuss best practice with specific attention to (1) the tracer selection process, (2) incorporation of fixed effects relating to sample timeframe and sediment type in the modelling
Cha, YoonKyung; Soon Park, Seok; Won Lee, Hye; Stow, Craig A.
2016-01-01
Modeling to accurately predict river phytoplankton distribution and abundance is important in water quality and resource management. Nevertheless, the complex nature of eutrophication processes in highly connected river systems makes the task challenging. To model dynamics of river phytoplankton, represented by chlorophyll a (Chl a) concentration, we propose a Bayesian hierarchical model that explicitly accommodates seasonality and upstream-downstream spatial gradient in the structure. The utility of our model is demonstrated with an application to the Nakdong River (South Korea), which is a eutrophic, intensively regulated river, but functions as an irreplaceable water source for more than 13 million people. Chl a is modeled with two manageable factors, river flow, and total phosphorus (TP) concentration. Our model results highlight the importance of taking seasonal and spatial context into account when describing flow regimes and phosphorus delivery in rivers. A contrasting positive Chl a-flow relationship across stations versus negative Chl a-flow slopes that arose when Chl a was modeled on a station-month basis is an illustration of Simpson's paradox, which necessitates modeling Chl a-flow relationships decomposed into seasonal and spatial components. Similar Chl a-TP slopes among stations and months suggest that, with the flow effect removed, positive TP effects on Chl a are uniform regardless of the season and station in the river. Our model prediction successfully captured the shift in the spatial and monthly patterns of Chl a.
Full Bayesian hierarchical light curve modeling of core-collapse supernova populations
Sanders, Nathan; Betancourt, Michael; Soderberg, Alicia Margarita
2016-06-01
While wide field surveys have yielded remarkable quantities of photometry of transient objects, including supernovae, light curves reconstructed from this data suffer from several characteristic problems. Because most transients are discovered near the detection limit, signal to noise is generally poor; because coverage is limited to the observing season, light curves are often incomplete; and because temporal sampling can be uneven across filters, these problems can be exacerbated at any one wavelength. While the prevailing approach of modeling individual light curves independently is successful at recovering inferences for the objects with the highest quality observations, it typically neglects a substantial portion of the data and can introduce systematic biases. Joint modeling of the light curves of transient populations enables direct inference on population-level characteristics as well as superior measurements for individual objects. We present a new hierarchical Bayesian model for supernova light curves, where information inferred from observations of every individual light curve in a sample is partially pooled across objects to constrain population-level hyperparameters. Using an efficient Hamiltonian Monte Carlo sampling technique, the model posterior can be explored to enable marginalization over weakly-identified hyperparameters through full Bayesian inference. We demonstrate our technique on the Pan-STARRS1 (PS1) Type IIP supernova light curve sample published by Sanders et al. (2015), consisting of nearly 20,000 individual photometric observations of more than 70 supernovae in five photometric filters. We discuss the Stan probabilistic programming language used to implement the model, computational challenges, and prospects for future work including generalization to multiple supernova types. We also discuss scientific results from the PS1 dataset including a new relation between the peak magnitude and decline rate of SNe IIP, a new perspective on the
Jiménez, José; García, Emilio J; Llaneza, Luis; Palacios, Vicente; González, Luis Mariano; García-Domínguez, Francisco; Múñoz-Igualada, Jaime; López-Bao, José Vicente
2016-08-01
In many cases, the first step in large-carnivore management is to obtain objective, reliable, and cost-effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical-site-occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost-effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well-coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population-parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population
Hierarchical Bayesian Spatio Temporal Model Comparison on the Earth Trapped Particle Forecast
International Nuclear Information System (INIS)
We compared two hierarchical Bayesian spatio temporal (HBST) results, Gaussian process (GP) and autoregressive (AR) models, on the Earth trapped particle forecast. Two models were employed on the South Atlantic Anomaly (SAA) region. Electron of >30 keV (mep0e1) from National Oceanic and Atmospheric Administration (NOAA) 15-18 satellites data was chosen as the particle modeled. We used two weeks data to perform the model fitting on a 5°x5° grid of longitude and latitude, and 31 August 2007 was set as the date of forecast. Three statistical validations were performed on the data, i.e. the root mean square error (RMSE), mean absolute percentage error (MAPE) and bias (BIAS). The statistical analysis showed that GP model performed better than AR with the average of RMSE = 0.38 and 0.63, MAPE = 11.98 and 17.30, and BIAS = 0.32 and 0.24, for GP and AR, respectively. Visual validation on both models with the NOAA map's also confirmed the superior of the GP than the AR. The variance of log flux minimum = 0.09 and 1.09, log flux maximum = 1.15 and 1.35, and in successively represents GP and AR
A Bayesian hierarchical framework for modeling brain connectivity for neuroimaging data.
Chen, Shuo; Bowman, F DuBois; Mayberg, Helen S
2016-06-01
We propose a novel Bayesian hierarchical model for brain imaging data that unifies voxel-level (the most localized unit of measure) and region-level brain connectivity analyses, and yields population-level inferences. Functional connectivity generally refers to associations in brain activity between distinct locations. The first level of our model summarizes brain connectivity for cross-region voxel pairs using a two-component mixture model consisting of connected and nonconnected voxels. We use the proportion of connected voxel pairs to define a new measure of connectivity strength, which reflects the breadth of between-region connectivity. Furthermore, we evaluate the impact of clinical covariates on connectivity between region-pairs at a population level. We perform parameter estimation using Markov chain Monte Carlo (MCMC) techniques, which can be executed quickly relative to the number of model parameters. We apply our method to resting-state functional magnetic resonance imaging (fMRI) data from 32 subjects with major depression and simulated data to demonstrate the properties of our method. PMID:26501687
A Bayesian hierarchical model with novel prior specifications for estimating HIV testing rates.
An, Qian; Kang, Jian; Song, Ruiguang; Hall, H Irene
2016-04-30
Human immunodeficiency virus (HIV) infection is a severe infectious disease actively spreading globally, and acquired immunodeficiency syndrome (AIDS) is an advanced stage of HIV infection. The HIV testing rate, that is, the probability that an AIDS-free HIV infected person seeks a test for HIV during a particular time interval, given no previous positive test has been obtained prior to the start of the time, is an important parameter for public health. In this paper, we propose a Bayesian hierarchical model with two levels of hierarchy to estimate the HIV testing rate using annual AIDS and AIDS-free HIV diagnoses data. At level one, we model the latent number of HIV infections for each year using a Poisson distribution with the intensity parameter representing the HIV incidence rate. At level two, the annual numbers of AIDS and AIDS-free HIV diagnosed cases and all undiagnosed cases stratified by the HIV infections at different years are modeled using a multinomial distribution with parameters including the HIV testing rate. We propose a new class of priors for the HIV incidence rate and HIV testing rate taking into account the temporal dependence of these parameters to improve the estimation accuracy. We develop an efficient posterior computation algorithm based on the adaptive rejection metropolis sampling technique. We demonstrate our model using simulation studies and the analysis of the national HIV surveillance data in the USA. Copyright © 2015 John Wiley & Sons, Ltd. PMID:26567891
Hu, Yi; Ward, Michael P; Xia, Congcong; Li, Rui; Sun, Liqian; Lynn, Henry; Gao, Fenghua; Wang, Qizhi; Zhang, Shiqing; Xiong, Chenglong; Zhang, Zhijie; Jiang, Qingwu
2016-01-01
Schistosomiasis remains a major public health problem and causes substantial economic impact in east China, particularly along the Yangtze River Basin. Disease forecasting and surveillance can assist in the development and implementation of more effective intervention measures to control disease. In this study, we applied a Bayesian hierarchical spatio-temporal model to describe trends in schistosomiasis risk in Anhui Province, China, using annual parasitological and environmental data for the period 1997-2010. A computationally efficient approach-Integrated Nested Laplace Approximation-was used for model inference. A zero-inflated, negative binomial model best described the spatio-temporal dynamics of schistosomiasis risk. It predicted that the disease risk would generally be low and stable except for some specific, local areas during the period 2011-2014. High-risk counties were identified in the forecasting maps: three in which the risk remained high, and two in which risk would become high. The results indicated that schistosomiasis risk has been reduced to consistently low levels throughout much of this region of China; however, some counties were identified in which progress in schistosomiasis control was less than satisfactory. Whilst maintaining overall control, specific interventions in the future should focus on these refractive counties as part of a strategy to eliminate schistosomiasis from this region. PMID:27053447
Fijani, E.; Chitsazan, N.; Nadiri, A.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
Artificial Neural Networks (ANNs) have been widely used to estimate concentration of chemicals in groundwater systems. However, estimation uncertainty is rarely discussed in the literature. Uncertainty in ANN output stems from three sources: ANN inputs, ANN parameters (weights and biases), and ANN structures. Uncertainty in ANN inputs may come from input data selection and/or input data error. ANN parameters are naturally uncertain because they are maximum-likelihood estimated. ANN structure is also uncertain because there is no unique ANN model given a specific case. Therefore, multiple plausible AI models are generally resulted for a study. One might ask why good models have to be ignored in favor of the best model in traditional estimation. What is the ANN estimation variance? How do the variances from different ANN models accumulate to the total estimation variance? To answer these questions we propose a Hierarchical Bayesian Model Averaging (HBMA) framework. Instead of choosing one ANN model (the best ANN model) for estimation, HBMA averages outputs of all plausible ANN models. The model weights are based on the evidence of data. Therefore, the HBMA avoids overconfidence on the single best ANN model. In addition, HBMA is able to analyze uncertainty propagation through aggregation of ANN models in a hierarchy framework. This method is applied for estimation of fluoride concentration in the Poldasht plain and the Bazargan plain in Iran. Unusually high fluoride concentration in the Poldasht and Bazargan plains has caused negative effects on the public health. Management of this anomaly requires estimation of fluoride concentration distribution in the area. The results show that the HBMA provides a knowledge-decision-based framework that facilitates analyzing and quantifying ANN estimation uncertainties from different sources. In addition HBMA allows comparative evaluation of the realizations for each source of uncertainty by segregating the uncertainty sources in
Bao, Le; Raftery, Adrian E.; Reddy, Amala
2015-01-01
In most countries in the world outside of sub-Saharan Africa, HIV is largely concentrated in sub-populations whose behavior puts them at higher risk of contracting and transmitting HIV, such as people who inject drugs, sex workers and men who have sex with men. Estimating the size of these sub-populations is important for assessing overall HIV prevalence and designing effective interventions. We present a Bayesian hierarchical model for estimating the sizes of local and national HIV key affec...
Indian Academy of Sciences (India)
Wayan Suparta; Gusrizal
2014-08-01
We implement a hierarchical Bayesian spatiotemporal (HBST) model to forecast the daily trapped particle flux distribution over the South Atlantic Anomaly (SAA) region. The National Oceanic and Atmospheric Administration (NOAA)-15 data from 1–30 March 2008 with particle energies as < 30 keV (mep0e1) and < 300 keV (mep0e3) for electrons and 80–240 keV (mep0p2) and < 6900 keV (mep0p6) for protons were used as the model input to forecast the flux values on 31 March 2008. Data were transformed into logarithmic values and gridded in a 5° × 5° longitude and latitude size to fulfill the modeling precondition. A Monte Carlo Markov chain (MCMC) was then performed to solve the HBST Gaussian Process (GP) model by using the Gibbs sampling method. The result for this model was interpolated by a Kriging technique to achieve the whole distribution figure over the SAA region. Statistical results of the root mean square error (RMSE), mean absolute percentage error (MAPE), and bias (BIAS) showed a good indicator of the HBST method. The statistical validation also indicated the high variability of particle flux values in the SAA core area. The visual validation showed a powerful combination of HBST-GP model with Kriging interpolation technique. The Kriging also produced a good quality of the distribution map of particle flux over the SAA region as indicated by its small variance value. This suggests that the model can be applied in the development of a Low Earth Orbit (LEO)-Equatorial satellite for monitoring trapped particle radiation hazard.
Salvador Dura-Bernal; Thomas Wennekers; DENHAM, SUSAN L.
2012-01-01
Hierarchical generative models, such as Bayesian networks, and belief propagation have been shown to provide a theoretical framework that can account for perceptual processes, including feedforward recognition and feedback modulation. The framework explains both psychophysical and physiological experimental data and maps well onto the hierarchical distributed cortical anatomy. However, the complexity required to model cortical processes makes inference, even using approximate methods, very co...
Marshall, L. A.; Weber, K.; Smith, T. J.; Greenwood, M. C.; Sharma, A.
2012-12-01
In an effort to improve hydrologic analysis in areas with limited data, hydrologists often seek to link catchments where little to no data collection occurs to catchments that are gauged. Various metrics and methods have been proposed to identify such relationships, in the hope that "surrogate" catchments might provide information for those catchments that are hydrologically similar. In this study we present a statistical analysis of over 150 catchments located in southeast Australia to examine the relationship between a hydrological model and certain catchment metrics. A conceptual rainfall-runoff model is optimized for each of the catchments and hierarchical clustering is performed to link catchments based on their calibrated model parameters. Clustering has been used in recent hydrologic studies but catchments are often clustered based on physical characteristics alone. Usually there is little evidence to suggest that such "surrogate" data approaches provide sufficiently similar model predictions. Beginning with model parameters and working backwards, we hope to establish if there is a relationship between the model parameters and physical characteristics for improved model predictions in the ungauged catchment. To analyze relationships, permutational multivariate analysis of variance tests are used that suggest which hydrologic metrics are most appropriate for discriminating between calibrated catchment clusters. Additional analysis is performed to determine which cluster pairs show significant differences for various metrics. We further examine the extent to which these results may be insightful for a hierarchical Bayesian modeling approach that is aimed at generating model predictions at an ungauged site. The method, known as Bayes Empirical Bayes (BEB) works to pool information from similar catchments to generate informed probability distributions for each model parameter at a data-limited catchment of interest. We demonstrate the effect of selecting
Rodhouse, Thomas J; Irvine, Kathryn M; Vierling, Kerri T; Vierling, Lee A
2011-01-01
Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas]) population following the cessation of grazing and mowing on the study area, and in a separate reference population of camas. The restoration site was bisected by roads and drainage ditches, resulting in distinct subpopulations ("zones") with different land use histories. We modeled this spatial structure by fitting zone-specific intercepts and slopes. We allowed spatial covariance parameters in the model to vary by zone, as in stratified kriging, accommodating anisotropy and improving computation and biological interpretation. Trend estimates provided evidence of a positive effect of passive restoration, and the strength of evidence was influenced by the amount of spatial structure in the model. Allowing trends to vary among zones and accounting for topographic heterogeneity increased precision of trend estimates. Accounting for spatial autocorrelation shifted parameter coefficients in ways that varied among zones depending on strength of statistical shrinkage, autocorrelation and topographic heterogeneity--a phenomenon not widely described. Spatially explicit estimates of trend from hierarchical models will generally be more useful to land managers than pooled regional estimates and provide more realistic assessments of uncertainty. The ability to grapple with historical contingency is an appealing benefit of this approach. PMID:22163047
Rodhouse, T.J.; Irvine, K.M.; Vierling, K.T.; Vierling, L.A.
2011-01-01
Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed Bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas]) population following the cessation of grazing and mowing on the study area, and in a separate reference population of camas. The restoration site was bisected by roads and drainage ditches, resulting in distinct subpopulations ("zones") with different land use histories. We modeled this spatial structure by fitting zone-specific intercepts and slopes. We allowed spatial covariance parameters in the model to vary by zone, as in stratified kriging, accommodating anisotropy and improving computation and biological interpretation. Trend estimates provided evidence of a positive effect of passive restoration, and the strength of evidence was influenced by the amount of spatial structure in the model. Allowing trends to vary among zones and accounting for topographic heterogeneity increased precision of trend estimates. Accounting for spatial autocorrelation shifted parameter coefficients in ways that varied among zones depending on strength of statistical shrinkage, autocorrelation and topographic heterogeneity-a phenomenon not widely described. Spatially explicit estimates of trend from hierarchical models will generally be more useful to land managers than pooled regional estimates and provide more realistic assessments of uncertainty. The ability to grapple with historical contingency is an appealing benefit of this approach.
Mapping brucellosis increases relative to elk density using hierarchical Bayesian models
Cross, Paul C.; Heisey, Dennis M.; Scurlock, Brandon M.; Edwards, William H.; Brennan, Angela; Ebinger, Michael R.
2010-01-01
The relationship between host density and parasite transmission is central to the effectiveness of many disease management strategies. Few studies, however, have empirically estimated this relationship particularly in large mammals. We applied hierarchical Bayesian methods to a 19-year dataset of over 6400 brucellosis tests of adult female elk (Cervus elaphus) in northwestern Wyoming. Management captures that occurred from January to March were over two times more likely to be seropositive than hunted elk that were killed in September to December, while accounting for site and year effects. Areas with supplemental feeding grounds for elk had higher seroprevalence in 1991 than other regions, but by 2009 many areas distant from the feeding grounds were of comparable seroprevalence. The increases in brucellosis seroprevalence were correlated with elk densities at the elk management unit, or hunt area, scale (mean 2070 km2; range = [95–10237]). The data, however, could not differentiate among linear and non-linear effects of host density. Therefore, control efforts that focus on reducing elk densities at a broad spatial scale were only weakly supported. Additional research on how a few, large groups within a region may be driving disease dynamics is needed for more targeted and effective management interventions. Brucellosis appears to be expanding its range into new regions and elk populations, which is likely to further complicate the United States brucellosis eradication program. This study is an example of how the dynamics of host populations can affect their ability to serve as disease reservoirs.
Mapping brucellosis increases relative to elk density using hierarchical Bayesian models.
Directory of Open Access Journals (Sweden)
Paul C Cross
Full Text Available The relationship between host density and parasite transmission is central to the effectiveness of many disease management strategies. Few studies, however, have empirically estimated this relationship particularly in large mammals. We applied hierarchical Bayesian methods to a 19-year dataset of over 6400 brucellosis tests of adult female elk (Cervus elaphus in northwestern Wyoming. Management captures that occurred from January to March were over two times more likely to be seropositive than hunted elk that were killed in September to December, while accounting for site and year effects. Areas with supplemental feeding grounds for elk had higher seroprevalence in 1991 than other regions, but by 2009 many areas distant from the feeding grounds were of comparable seroprevalence. The increases in brucellosis seroprevalence were correlated with elk densities at the elk management unit, or hunt area, scale (mean 2070 km(2; range = [95-10237]. The data, however, could not differentiate among linear and non-linear effects of host density. Therefore, control efforts that focus on reducing elk densities at a broad spatial scale were only weakly supported. Additional research on how a few, large groups within a region may be driving disease dynamics is needed for more targeted and effective management interventions. Brucellosis appears to be expanding its range into new regions and elk populations, which is likely to further complicate the United States brucellosis eradication program. This study is an example of how the dynamics of host populations can affect their ability to serve as disease reservoirs.
Directory of Open Access Journals (Sweden)
Dongsheng Chen
2016-01-01
Full Text Available Accurate biomass estimations are important for assessing and monitoring forest carbon storage. Bayesian theory has been widely applied to tree biomass models. Recently, a hierarchical Bayesian approach has received increasing attention for improving biomass models. In this study, tree biomass data were obtained by sampling 310 trees from 209 permanent sample plots from larch plantations in six regions across China. Non-hierarchical and hierarchical Bayesian approaches were used to model allometric biomass equations. We found that the total, root, stem wood, stem bark, branch and foliage biomass model relationships were statistically significant (p-values < 0.001 for both the non-hierarchical and hierarchical Bayesian approaches, but the hierarchical Bayesian approach increased the goodness-of-fit statistics over the non-hierarchical Bayesian approach. The R2 values of the hierarchical approach were higher than those of the non-hierarchical approach by 0.008, 0.018, 0.020, 0.003, 0.088 and 0.116 for the total tree, root, stem wood, stem bark, branch and foliage models, respectively. The hierarchical Bayesian approach significantly improved the accuracy of the biomass model (except for the stem bark and can reflect regional differences by using random parameters to improve the regional scale model accuracy.
Hierarchical Bayesian sparse image reconstruction with application to MRFM
Dobigeon, Nicolas; Tourneret, Jean-Yves
2008-01-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g. by maximizing the estimated posterior distribution. In our fully Bayesian approach the posteriors of all the parameters are available. Thus our algorithm provides more information than other previously proposed sparse reconstr...
Linden, Daniel W; Roloff, Gary J
2015-08-01
Pilot studies are often used to design short-term research projects and long-term ecological monitoring programs, but data are sometimes discarded when they do not match the eventual survey design. Bayesian hierarchical modeling provides a convenient framework for integrating multiple data sources while explicitly separating sample variation into observation and ecological state processes. Such an approach can better estimate state uncertainty and improve inferences from short-term studies in dynamic systems. We used a dynamic multistate occupancy model to estimate the probabilities of occurrence and nesting for white-headed woodpeckers Picoides albolarvatus in recent harvest units within managed forests of northern California, USA. Our objectives were to examine how occupancy states and state transitions were related to forest management practices, and how the probabilities changed over time. Using Gibbs variable selection, we made inferences using multiple model structures and generated model-averaged estimates. Probabilities of white-headed woodpecker occurrence and nesting were high in 2009 and 2010, and the probability that nesting persisted at a site was positively related to the snag density in harvest units. Prior-year nesting resulted in higher probabilities of subsequent occurrence and nesting. We demonstrate the benefit of forest management practices that increase the density of retained snags in harvest units for providing white-headed woodpecker nesting habitat. While including an additional year of data from our pilot study did not drastically alter management recommendations, it changed the interpretation of the mechanism behind the observed dynamics. Bayesian hierarchical modeling has the potential to maximize the utility of studies based on small sample sizes while fully accounting for measurement error and both estimation and model uncertainty, thereby improving the ability of observational data to inform conservation and management strategies
Bayesian hierarchical models suggest oldest known plant-visiting bat was omnivorous.
Yohe, Laurel R; Velazco, Paúl M; Rojas, Danny; Gerstner, Beth E; Simmons, Nancy B; Dávalos, Liliana M
2015-11-01
The earliest record of plant visiting in bats dates to the Middle Miocene of La Venta, the world's most diverse tropical palaeocommunity. Palynephyllum antimaster is known from molars that indicate nectarivory. Skull length, an important indicator of key traits such as body size, bite force and trophic specialization, remains unknown. We developed Bayesian models to infer skull length based on dental measurements. These models account for variation within and between species, variation between clades, and phylogenetic error structure. Models relating skull length to trophic level for nectarivorous bats were then used to infer the diet of the fossil. The skull length estimate for Palynephyllum places it among the larger lonchophylline bats. The inferred diet suggests Palynephyllum fed on nectar and insects, similar to its living relatives. Omnivory has persisted since the mid-Miocene. This is the first study to corroborate with fossil data that highly specialized nectarivory in bats requires an omnivorous transition. PMID:26559512
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Thomas J Rodhouse
Full Text Available Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas] population following the cessation of grazing and mowing on the study area, and in a separate reference population of camas. The restoration site was bisected by roads and drainage ditches, resulting in distinct subpopulations ("zones" with different land use histories. We modeled this spatial structure by fitting zone-specific intercepts and slopes. We allowed spatial covariance parameters in the model to vary by zone, as in stratified kriging, accommodating anisotropy and improving computation and biological interpretation. Trend estimates provided evidence of a positive effect of passive restoration, and the strength of evidence was influenced by the amount of spatial structure in the model. Allowing trends to vary among zones and accounting for topographic heterogeneity increased precision of trend estimates. Accounting for spatial autocorrelation shifted parameter coefficients in ways that varied among zones depending on strength of statistical shrinkage, autocorrelation and topographic heterogeneity--a phenomenon not widely described. Spatially explicit estimates of trend from hierarchical models will generally be more useful to land managers than pooled regional estimates and provide more realistic assessments of uncertainty. The ability to grapple with historical contingency is an appealing benefit of this approach.
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Auvinen Petri
2008-01-01
Full Text Available We propose a method for improving the quality of signal from DNA microarrays by using several scans at varying scanner sen-sitivities. A Bayesian latent intensity model is introduced for the analysis of such data. The method improves the accuracy at which expressions can be measured in all ranges and extends the dynamic range of measured gene expression at the high end. Our method is generic and can be applied to data from any organism, for imaging with any scanner that allows varying the laser power, and for extraction with any image analysis software. Results from a self-self hybridization data set illustrate an improved precision in the estimation of the expression of genes compared to what can be achieved by applying standard methods and using only a single scan.
Hierarchical Bayesian Model for Simultaneous EEG Source and Forward Model Reconstruction (SOFOMORE)
DEFF Research Database (Denmark)
Stahlhut, Carsten; Mørup, Morten; Winther, Ole; Hansen, Lars Kai
In this paper we propose an approach to handle forward model uncertainty for EEG source reconstruction. A stochastic forward model is motivated by the many uncertain contributions that form the forward propagation model including the tissue conductivity distribution, the cortical surface, and...
Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin;
2015-01-01
-valued models, this paper proposes a GSM model - the Bessel K model - that induces concave penalty functions for the estimation of complex sparse signals. The properties of the Bessel K model are analyzed when it is applied to Type I and Type II estimation. This analysis reveals that, by tuning the parameters...... of the mixing pdf different penalty functions are invoked depending on the estimation type used, the value of the noise variance, and whether real or complex signals are estimated. Using the Bessel K model, we derive a sparse estimator based on a modification of the expectation-maximization algorithm...
Individual differences in social information gathering revealed through Bayesian hierarchical models
Pearson, John M.; Watson, Karli K.; Klein, Jeffrey T.; Ebitz, R. Becket; Platt, Michael L.
2013-01-01
As studies of the neural circuits underlying choice expand to include more complicated behaviors, analysis of behaviors elicited in laboratory paradigms has grown increasingly difficult. Social behaviors present a particular challenge, since inter- and intra-individual variation are expected to play key roles. However, due to limitations on data collection, studies must often choose between pooling data across all subjects or using individual subjects' data in isolation. Hierarchical models mediate between these two extremes by modeling individual subjects as drawn from a population distribution, allowing the population at large to serve as prior information about individuals' behavior. Here, we apply this method to data collected across multiple experimental sessions from a set of rhesus macaques performing a social information valuation task. We show that, while the values of social images vary markedly between individuals and between experimental sessions for the same individual, individuals also differentially value particular categories of social images. Furthermore, we demonstrate covariance between values for image categories within individuals and find evidence suggesting that magnitudes of stimulus values tend to diminish over time. PMID:24062635
Lee, Jae K.; Scherf, Uwe; Smith, Lawrence H.; Tanabe, Lorraine; Weinstein, John N.
2001-06-01
From the end of the last decade, NCI has been performing large screening of anticancer drug compounds and molecular targets on a pool of 60 cell lines of various types of cancer. In particular, a complete set of cDNA expression array data on the 60 cell lines are now available. To discover differentially-expressed genes in each type of cancer cell lines, we need to estimate a large number of genetic parameters, especially interaction effects for all combinations of cancer types and genes, by decomposing the total variance into biological and array instrumental components. This error decomposition is important to identify subtle genes with low biological variability. An innovative statistical method is required for simultaneously estimating more than 100,000 parameters of interaction effects and error components. We propose a Bayesian statistical approach based on the construction of a hierarchical model adopting parameterization of a liner effects model. The estimation of the model parameters is performed by Markov Chain Monte Carlo, a recent computer- intensive statistical resampling technique. We have identified novel genes whose effects have not been revealed by the previous clustering approaches to the gene expression data.
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J.-J. Boreux
2009-03-01
Full Text Available Dendrochronology, the scientific dating method based on the analysis of tree-ring growth patterns, has been frequently applied in climatology. The basic premise of dendroclimatology is that tree rings can be viewed as climate proxies, i.e. rings are assumed to contain some hidden information about past climate. From a statistical perspective, this extraction problem can be understood as the search of a hidden variable which represents the common signal within a collection of tree-ring width series. Classical average-based techniques used in dendrochronology have been, with different degrees of success (depending on tree species, regional factors and statistical methods, applied to estimate the mean behavior of this latent variable. Still, a precise quantification of uncertainties associated to the hidden variable distribution is difficult to assess. To model the error propagation throughout the extraction procedure, we propose and study a Bayesian hierarchical model that focuses on extracting an inter-annual high frequency signal. Our method is applied to black spruce (Picea mariana tree-rings recorded in northern Quebec and compared to a classical average-based techniques used by dendrochronologists.
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J.-J. Boreux
2009-10-01
Full Text Available One basic premise of dendroclimatology is that tree rings can be viewed as climate proxies, i.e. rings are assumed to contain some hidden information about past climate. From a statistical perspective, this extraction problem can be understood as the search of a hidden variable which represents the common signal within a collection of tree-ring width series. Classical average-based techniques used in dendrochronology have been applied to estimate the mean behavior of this latent variable. Still, depending on tree species, regional factors and statistical methods, a precise quantification of uncertainties associated to the hidden variable distribution is difficult to assess. To model the error propagation throughout the extraction procedure, we propose and study a Bayesian hierarchical model that focuses on extracting an inter-annual high frequency signal. Our method is applied to black spruce (Picea mariana tree-rings recorded in Northern Quebec and compared to a classical average-based techniques used by dendrochronologists (Cook and Kairiukstis, 1992.
Ishigami, Hideaki
2016-01-01
Relative age effect (RAE) in sports has been well documented. Recent studies investigate the effect of birthplace in addition to the RAE. The first objective of this study was to show the magnitude of the RAE in two major professional sports in Japan, baseball and soccer. Second, we examined the birthplace effect and compared its magnitude with that of the RAE. The effect sizes were estimated using a Bayesian hierarchical Poisson model with the number of players as dependent variable. The RAEs were 9.0% and 7.7% per month for soccer and baseball, respectively. These estimates imply that children born in the first month of a school year have about three times greater chance of becoming a professional player than those born in the last month of the year. Over half of the difference in likelihoods of becoming a professional player between birthplaces was accounted for by weather conditions, with the likelihood decreasing by 1% per snow day. An effect of population size was not detected in the data. By investigating different samples, we demonstrated that using quarterly data leads to underestimation and that the age range of sampled athletes should be set carefully. PMID:25917193
Yu, Rongjie; Abdel-Aty, Mohamed
2014-01-01
Severe crashes are causing serious social and economic loss, and because of this, reducing crash injury severity has become one of the key objectives of the high speed facilities' (freeway and expressway) management. Traditional crash injury severity analysis utilized data mainly from crash reports concerning the crash occurrence information, drivers' characteristics and roadway geometric related variables. In this study, real-time traffic and weather data were introduced to analyze the crash injury severity. The space mean speeds captured by the Automatic Vehicle Identification (AVI) system on the two roadways were used as explanatory variables in this study; and data from a mountainous freeway (I-70 in Colorado) and an urban expressway (State Road 408 in Orlando) have been used to identify the analysis result's consistence. Binary probit (BP) models were estimated to classify the non-severe (property damage only) crashes and severe (injury and fatality) crashes. Firstly, Bayesian BP models' results were compared to the results from Maximum Likelihood Estimation BP models and it was concluded that Bayesian inference was superior with more significant variables. Then different levels of hierarchical Bayesian BP models were developed with random effects accounting for the unobserved heterogeneity at segment level and crash individual level, respectively. Modeling results from both studied locations demonstrate that large variations of speed prior to the crash occurrence would increase the likelihood of severe crash occurrence. Moreover, with considering unobserved heterogeneity in the Bayesian BP models, the model goodness-of-fit has improved substantially. Finally, possible future applications of the model results and the hierarchical Bayesian probit models were discussed. PMID:24172082
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Salvador Dura-Bernal
Full Text Available Hierarchical generative models, such as Bayesian networks, and belief propagation have been shown to provide a theoretical framework that can account for perceptual processes, including feedforward recognition and feedback modulation. The framework explains both psychophysical and physiological experimental data and maps well onto the hierarchical distributed cortical anatomy. However, the complexity required to model cortical processes makes inference, even using approximate methods, very computationally expensive. Thus, existing object perception models based on this approach are typically limited to tree-structured networks with no loops, use small toy examples or fail to account for certain perceptual aspects such as invariance to transformations or feedback reconstruction. In this study we develop a Bayesian network with an architecture similar to that of HMAX, a biologically-inspired hierarchical model of object recognition, and use loopy belief propagation to approximate the model operations (selectivity and invariance. Crucially, the resulting Bayesian network extends the functionality of HMAX by including top-down recursive feedback. Thus, the proposed model not only achieves successful feedforward recognition invariant to noise, occlusions, and changes in position and size, but is also able to reproduce modulatory effects such as illusory contour completion and attention. Our novel and rigorous methodology covers key aspects such as learning using a layerwise greedy algorithm, combining feedback information from multiple parents and reducing the number of operations required. Overall, this work extends an established model of object recognition to include high-level feedback modulation, based on state-of-the-art probabilistic approaches. The methodology employed, consistent with evidence from the visual cortex, can be potentially generalized to build models of hierarchical perceptual organization that include top-down and bottom
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
Storz, Jay F; Beaumont, Mark A; Alberts, Susan C
2002-11-01
The purpose of this study was to test for evidence that savannah baboons (Papio cynocephalus) underwent a population expansion in concert with a hypothesized expansion of African human and chimpanzee populations during the late Pleistocene. The rationale is that any type of environmental event sufficient to cause simultaneous population expansions in African humans and chimpanzees would also be expected to affect other codistributed mammals. To test for genetic evidence of population expansion or contraction, we performed a coalescent analysis of multilocus microsatellite data using a hierarchical Bayesian model. Markov chain Monte Carlo (MCMC) simulations were used to estimate the posterior probability density of demographic and genealogical parameters. The model was designed to allow interlocus variation in mutational and demographic parameters, which made it possible to detect aberrant patterns of variation at individual loci that could result from heterogeneity in mutational dynamics or from the effects of selection at linked sites. Results of the MCMC simulations were consistent with zero variance in demographic parameters among loci, but there was evidence for a 10- to 20-fold difference in mutation rate between the most slowly and most rapidly evolving loci. Results of the model provided strong evidence that savannah baboons have undergone a long-term historical decline in population size. The mode of the highest posterior density for the joint distribution of current and ancestral population size indicated a roughly eightfold contraction over the past 1,000 to 250,000 years. These results indicate that savannah baboons apparently did not share a common demographic history with other codistributed primate species. PMID:12411607
R/BHC: fast Bayesian hierarchical clustering for microarray data
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Grant Murray
2009-08-01
Full Text Available Abstract Background Although the use of clustering methods has rapidly become one of the standard computational approaches in the literature of microarray gene expression data analysis, little attention has been paid to uncertainty in the results obtained. Results We present an R/Bioconductor port of a fast novel algorithm for Bayesian agglomerative hierarchical clustering and demonstrate its use in clustering gene expression microarray data. The method performs bottom-up hierarchical clustering, using a Dirichlet Process (infinite mixture to model uncertainty in the data and Bayesian model selection to decide at each step which clusters to merge. Conclusion Biologically plausible results are presented from a well studied data set: expression profiles of A. thaliana subjected to a variety of biotic and abiotic stresses. Our method avoids several limitations of traditional methods, for example how many clusters there should be and how to choose a principled distance metric.
Wahl, E. R.
2008-12-01
as much information as the multi-taxonomic MAT in well-selected regions, the ratio inverse model is used as the starting point for developing a temperature-pollen forward model. Such a forward model can be directly incorporated into a Bayesian hierarchical model (BHM) framework: the reason for seeking a taxonomically simplified pollen model is itself driven by computational considerations within the BHM. The BHM framework thus allows pollen- derived climate information to contribute multi-decadal to centennial information into a simultaneous reconstruction framework that also incorporates annually-resolved climate information from tree ring sources and centennial to multi-centennial information from borehole reconstructions. In the forward model, the pine and oak pollen counts are treated as binomial random variables with expected values (p) and (1-p), conditional on the calibration temperature values and the total counts (n) used to determine the ratios. Model parameters and (p) values have been estimated using a binomial logistic form of the generalized linear model. Comparison of the estimated conditional expected (p) values with the associated calibration ratio/temperature relationships shows good performance for the SW N American test case, with little (but non- 0) bias and good overall tracking (R2 = 0.79). (4) The results from (3) indicate that appropriate forward models can be developed for a suite of sites in North America with temporally dense, well-dated fossil pollen records over the past 2ka, and then incorporated into the BHM. Modeling results for the suite of sites will be presented.
Bertram, Douglas F; Drever, Mark C; McAllister, Murdoch K; Schroeder, Bernard K; Lindsay, David J; Faust, Deborah A
2015-01-01
Species at risk with secretive breeding behaviours, low densities, and wide geographic range pose a significant challenge to conservation actions because population trends are difficult to detect. Such is the case with the Marbled Murrelet (Brachyramphus marmoratus), a seabird listed as 'Threatened' by the Species at Risk Act in Canada largely due to the loss of its old growth forest nesting habitat. We report the first estimates of population trend of Marbled Murrelets in Canada derived from a monitoring program that uses marine radar to detect birds as they enter forest watersheds during 923 dawn surveys at 58 radar monitoring stations within the six Marbled Murrelet Conservation Regions on coastal British Columbia, Canada, 1996-2013. Temporal trends in radar counts were analyzed with a hierarchical Bayesian multivariate modeling approach that controlled for variation in tilt of the radar unit and day of year, included year-specific deviations from the overall trend ('year effects'), and allowed for trends to be estimated at three spatial scales. A negative overall trend of -1.6%/yr (95% credibility interval: -3.2%, 0.01%) indicated moderate evidence for a coast-wide decline, although trends varied strongly among the six conservation regions. Negative annual trends were detected in East Vancouver Island (-9%/yr) and South Mainland Coast (-3%/yr) Conservation Regions. Over a quarter of the year effects were significantly different from zero, and the estimated standard deviation in common-shared year effects between sites within each region was about 50% per year. This large common-shared interannual variation in counts may have been caused by regional movements of birds related to changes in marine conditions that affect the availability of prey. PMID:26258803
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Jack Giovanini
Full Text Available As human demand for ecosystem products increases, management intervention may become more frequent after environmental disturbances. Evaluations of ecological responses to cumulative effects of management interventions and natural disturbances provide critical decision-support tools for managers who strive to balance environmental conservation and economic development. We conducted an experiment to evaluate the effects of salvage logging on avian community composition in lodgepole pine (Pinus contorta forests affected by beetle outbreaks in Oregon, USA, 1996-1998. Treatments consisted of the removal of lodgepole pine snags only, and live trees were not harvested. We used a bayesian hierarchical model to quantify occupancy dynamics for 27 breeding species, while accounting for variation in the detection process. We examined how magnitude and precision of treatment effects varied when incorporating prior information from a separate intervention study that occurred in a similar ecological system. Regardless of which prior we evaluated, we found no evidence that the harvest treatment had a negative impact on species richness, with an estimated average of 0.2-2.2 more species in harvested stands than unharvested stands. Estimated average similarity between control and treatment stands ranged from 0.82-0.87 (1 indicating complete similarity between a pair of stands and suggested that treatment stands did not contain novel assemblies of species responding to the harvesting prescription. Estimated treatment effects were positive for twenty-four (90% of the species, although the credible intervals contained 0 in all cases. These results suggest that, unlike most post-fire salvage logging prescriptions, selective harvesting after beetle outbreaks may meet multiple management objectives, including the maintenance of avian community richness comparable to what is found in unharvested stands. Our results provide managers with prescription alternatives to
Giovanini, Jack; Kroll, Andrew J; Jones, Jay E; Altman, Bob; Arnett, Edward B
2013-01-01
As human demand for ecosystem products increases, management intervention may become more frequent after environmental disturbances. Evaluations of ecological responses to cumulative effects of management interventions and natural disturbances provide critical decision-support tools for managers who strive to balance environmental conservation and economic development. We conducted an experiment to evaluate the effects of salvage logging on avian community composition in lodgepole pine (Pinus contorta) forests affected by beetle outbreaks in Oregon, USA, 1996-1998. Treatments consisted of the removal of lodgepole pine snags only, and live trees were not harvested. We used a bayesian hierarchical model to quantify occupancy dynamics for 27 breeding species, while accounting for variation in the detection process. We examined how magnitude and precision of treatment effects varied when incorporating prior information from a separate intervention study that occurred in a similar ecological system. Regardless of which prior we evaluated, we found no evidence that the harvest treatment had a negative impact on species richness, with an estimated average of 0.2-2.2 more species in harvested stands than unharvested stands. Estimated average similarity between control and treatment stands ranged from 0.82-0.87 (1 indicating complete similarity between a pair of stands) and suggested that treatment stands did not contain novel assemblies of species responding to the harvesting prescription. Estimated treatment effects were positive for twenty-four (90%) of the species, although the credible intervals contained 0 in all cases. These results suggest that, unlike most post-fire salvage logging prescriptions, selective harvesting after beetle outbreaks may meet multiple management objectives, including the maintenance of avian community richness comparable to what is found in unharvested stands. Our results provide managers with prescription alternatives to respond to severe
Nishina, Kazuya; Akiyama, Hiroko; Nishimura, Seiichi; Sudo, Shigeto; Yagi, Kazuyuki
2012-12-01
Agricultural soil is the major source of nitrous oxide (N2O) and nitric oxide (NO). However, N2O and NO fluxes from the soil show high spatial and temporal variability. Therefore, traditional statistical tools are insufficient for evaluating the strength of the emissions and determining the environmental and management factors affecting these fluxes. To compensate for the inherent variability of N oxide fluxes in situ, we proposed the application of a hierarchical Bayesian (HB) model based on a simple semi-mechanistic model with a lognormal probability distribution. We applied the HB model to the daily N2O and NO fluxes from an Andosol soil field to which a chemical N fertilizer was applied. In addition, we evaluated the responses of these fluxes to environmental factors and N application. The posterior inference revealed various sensitivities to the soil temperature and water-filled pore space (WFPS) among the N oxide gas fluxes. The N2O flux showed a higher temperature dependency compared with the NO flux. The estimated optimum WFPS of the NO flux (54.1% with credible interval (CI) 95%, from 47.1% to 79.4%) was lower than that of the N2O flux (75.8% with CI 95%, from 54.1% to 98.3%) in this soil sample. Although control plots without N fertilizer application are usually required to calculate the fertilizer-induced emission factor (EF), our HB model could estimate EFs and their uncertainties using posterior simulations (for N2O 0.077% with CI 95% high probability density, from 0.056% to 0.191%; for NO 0.875% with CI 95% high probability density, from 0.552% to 2.05%). Our HB model can be easily applied to the observations of the N2O and NO fluxes because it requires only several explanatory variables and can be used to evaluate the flux uncertainties and responses of the nonlinear N oxide fluxes to environmental factors.
A Survey of Model Evaluation Approaches with a Tutorial on Hierarchical Bayesian Methods
Shiffrin, Richard M.; Lee, Michael D.; Kim, Woojae; Wagenmakers, Eric-Jan
2008-01-01
This article reviews current methods for evaluating models in the cognitive sciences, including theoretically based approaches, such as Bayes factors and minimum description length measures; simulation approaches, including model mimicry evaluations; and practical approaches, such as validation and generalization measures. This article argues…
A hierarchical Bayesian spatio-temporal model for extreme precipitation events
Ghosh, Souparno
2011-03-01
We propose a new approach to model a sequence of spatially distributed time series of extreme values. Unlike common practice, we incorporate spatial dependence directly in the likelihood and allow the temporal component to be captured at the second level of hierarchy. Inferences about the parameters and spatio-temporal predictions are obtained via MCMC technique. The model is fitted to a gridded precipitation data set collected over 99 years across the continental U.S. © 2010 John Wiley & Sons, Ltd..
Paddock, Susan M; Savitsky, Terrance D
2013-06-01
There are several challenges to testing the effectiveness of group therapy-based interventions in alcohol and other drug use (AOD) treatment settings. Enrollment into AOD therapy groups typically occurs on an open (rolling) basis. Changes in therapy group membership induce a complex correlation structure among client outcomes, with relatively small numbers of clients attending each therapy group session. Primary outcomes are measured post-treatment, so each datum reflects the effect of all sessions attended by a client. The number of post-treatment outcomes assessments is typically very limited. The first feature of our modeling approach relaxes the assumption of independent random effects in the standard multiple membership model by employing conditional autoregression (CAR) to model correlation in random therapy group session effects associated with clients' attendance of common group therapy sessions. A second feature specifies a longitudinal growth model under which the posterior distribution of client-specific random effects, or growth parameters, is modeled non-parametrically. The Dirichlet process prior helps to overcome limitations of standard parametric growth models given limited numbers of longitudinal assessments. We motivate and illustrate our approach with a data set from a study of group cognitive behavioral therapy to reduce depressive symptoms among residential AOD treatment clients. PMID:24353375
A Hierarchical Bayesian Model to Quantify Uncertainty of Stream Water Temperature Forecasts
Bal, Guillaume; Rivot, Etienne; Baglinière, Jean-Luc; White, Jonathan; Prévost, Etienne
2014-01-01
Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in...
Savitsky, Terrance D; Paddock, Susan M
2013-06-01
We develop a dependent Dirichlet process (DDP) model for repeated measures multiple membership (MM) data. This data structure arises in studies under which an intervention is delivered to each client through a sequence of elements which overlap with those of other clients on different occasions. Our interest concentrates on study designs for which the overlaps of sequences occur for clients who receive an intervention in a shared or grouped fashion whose memberships may change over multiple treatment events. Our motivating application focuses on evaluation of the effectiveness of a group therapy intervention with treatment delivered through a sequence of cognitive behavioral therapy session blocks, called modules. An open-enrollment protocol permits entry of clients at the beginning of any new module in a manner that may produce unique MM sequences across clients. We begin with a model that composes an addition of client and multiple membership module random effect terms, which are assumed independent. Our MM DDP model relaxes the assumption of conditionally independent client and module random effects by specifying a collection of random distributions for the client effect parameters that are indexed by the unique set of module attendances. We demonstrate how this construction facilitates examining heterogeneity in the relative effectiveness of group therapy modules over repeated measurement occasions. PMID:24273629
Applying Hierarchical Bayesian Neural Network in Failure Time Prediction
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Ling-Jing Kao
2012-01-01
Full Text Available With the rapid technology development and improvement, the product failure time prediction becomes an even harder task because only few failures in the product life tests are recorded. The classical statistical model relies on the asymptotic theory and cannot guarantee that the estimator has the finite sample property. To solve this problem, we apply the hierarchical Bayesian neural network (HBNN approach to predict the failure time and utilize the Gibbs sampler of Markov chain Monte Carlo (MCMC to estimate model parameters. In this proposed method, the hierarchical structure is specified to study the heterogeneity among products. Engineers can use the heterogeneity estimates to identify the causes of the quality differences and further enhance the product quality. In order to demonstrate the effectiveness of the proposed hierarchical Bayesian neural network model, the prediction performance of the proposed model is evaluated using multiple performance measurement criteria. Sensitivity analysis of the proposed model is also conducted using different number of hidden nodes and training sample sizes. The result shows that HBNN can provide not only the predictive distribution but also the heterogeneous parameter estimates for each path.
DEFF Research Database (Denmark)
Lin, Lin; Chan, Cliburn; Hadrup, Sine R;
2013-01-01
Novel uses of automated flow cytometry technology for measuring levels of protein markers on thousands to millions of cells are promoting increasing need for relevant, customized Bayesian mixture modelling approaches in many areas of biomedical research and application. In studies of immune profi...
Zhu, Yuda
2012-01-01
We propose and discuss two distinct and separate innovative Bayesian models. In the first model, we propose a replacement for standard statistical methodologies for longitudinal sexual behavior data. HIV intervention trials generally collect sexual behavior data repeatedly over time and involve multiple outcomes including the number of partners which are nested in subjects and the number of protected and unprotected sex acts with each partner which are inherently nested within partners. Th...
Bayesian modeling using WinBUGS
Ntzoufras, Ioannis
2009-01-01
A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...
Chen, J.; Hubbard, S. S.; Williams, K. H.; Tuglus, C.; Flores-Orozco, A.; Kemna, A.
2010-12-01
Although in-situ bioremediation is often considered as a key approach for subsurface environmental remediation, monitoring induced biogeochemical processes, needed to evaluate the efficacy of the treatments, is challenging over field relevant scales. In this study, we develop a hierarchical Bayesian model that builds on our previous framework for estimating biogeochemical transformations using geochemical and geophysical data obtained from laboratory column experiments. The new Bayesian model treats the induced biogeochemical transformations as both spatial and temporal (rather than just temporal) processes and combines time-lapse borehole ‘point’ geochemical measurements with inverted surface- or crosshole-based spectral induced polarization (SIP) data. This model consists of three levels of statistical sub-models: (1) data model (or likelihood function), which provides links between the biogeochemical end-products and geophysical attributes, (2) process model, which describes the spatial and temporal variability of biogeochemical properties in the disturbed subsurface systems, and (3) parameter model, which describes the prior distributions of various parameters and initial conditions. The joint posterior probability distribution is explored using Markov Chain Monte Carlo sampling methods to obtain the spatial and temporal distribution of the hidden parameters. We apply the developed Bayesian model to the datasets collected from the uranium-contaminated DOE Rifle site for estimating the spatial and temporal distribution of remediation-induced end products. The datasets consist of time-lapse wellbore aqueous geochemical parameters (including Fe(II), sulfate, sulfide, acetate, uranium, chloride, and bromide concentrations) and surface SIP data collected over 13 frequencies (ranging from 0.065Hz to 256Hz). We first perform statistical analysis on the multivariate data to identify possible patterns (or ‘diagnostic signatures’) of bioremediation, and then we
DEFF Research Database (Denmark)
Jensen, Finn Verner; Nielsen, Thomas Dyhre
2016-01-01
Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes and...... largely due to the availability of efficient inference algorithms for answering probabilistic queries about the states of the variables in the network. Furthermore, to support the construction of Bayesian network models, learning algorithms are also available. We give an overview of the Bayesian network...
Construction and Experiment of Hierarchical Bayesian Network in Data Assimilation
International Nuclear Information System (INIS)
A Hierarchical Bayesian Network Algorithm (HBN) is developed for data assimilation and tested with an instance of soil moisture assimilation from hydrological model and ground observations. In this work, data assimilation separates into data level, process level and parameter level, and conditional probability models are defined for each level. The data model mainly deals with the scale differences between multiple data, while the process model is designed to take account of non-stationary process. Soil moisture from Soil Moisture Experiment in 2003 and Variable Infiltration Capacity Model is sequentially assimilated with HBN. The result shows that the assimilation with HBN provides spatial and temporal distribution information of soil moisture and the assimilation result agrees well with the ground observations
Unsupervised Transient Light Curve Analysis Via Hierarchical Bayesian Inference
Sanders, Nathan; Soderberg, Alicia
2014-01-01
Historically, light curve studies of supernovae (SNe) and other transient classes have focused on individual objects with copious and high signal-to-noise observations. In the nascent era of wide field transient searches, objects with detailed observations are decreasing as a fraction of the overall known SN population, and this strategy sacrifices the majority of the information contained in the data about the underlying population of transients. A population level modeling approach, simultaneously fitting all available observations of objects in a transient sub-class of interest, fully mines the data to infer the properties of the population and avoids certain systematic biases. We present a novel hierarchical Bayesian statistical model for population level modeling of transient light curves, and discuss its implementation using an efficient Hamiltonian Monte Carlo technique. As a test case, we apply this model to the Type IIP SN sample from the Pan-STARRS1 Medium Deep Survey, consisting of 18,837 photometr...
Brochu, Eric; Cora, Vlad M.; 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...
Ball, Jessica Lynne
Light Detection and Ranging (LiDAR) data has shown great potential to estimate spatially explicit forest variables, including above-ground biomass, stem density, tree height, and more. Due to its ability to garner information about the vertical and horizontal structure of forest canopies effectively and efficiently, LiDAR sensors have played a key role in the development of operational air and space-borne instruments capable of gathering information about forest structure at regional, continental, and global scales. Combining LiDAR datasets with field-based validation measurements to build predictive models is becoming an attractive solution to the problem of quantifying and mapping forest structure for private forest land owners and local, state, and federal government entities alike. As with any statistical model using spatially indexed data, the potential to violate modeling assumptions resulting from spatial correlation is high. This thesis explores several different modeling frameworks that aim to accommodate correlation structures within model residuals. The development is motivated using LiDAR and forest inventory datasets. Special attention is paid to estimation and propagation of parameter and model uncertainty through to prediction units. Inference follows a Bayesian statistical paradigm. Results suggest the proposed frameworks help ensure model assumptions are met and prediction performance can be improved by pursuing spatially enabled models.
Bayesian hierarchical grouping: Perceptual grouping as mixture estimation.
Froyen, Vicky; Feldman, Jacob; Singh, Manish
2015-10-01
We propose a novel framework for perceptual grouping based on the idea of mixture models, called Bayesian hierarchical grouping (BHG). In BHG, we assume that the configuration of image elements is generated by a mixture of distinct objects, each of which generates image elements according to some generative assumptions. Grouping, in this framework, means estimating the number and the parameters of the mixture components that generated the image, including estimating which image elements are "owned" by which objects. We present a tractable implementation of the framework, based on the hierarchical clustering approach of Heller and Ghahramani (2005). We illustrate it with examples drawn from a number of classical perceptual grouping problems, including dot clustering, contour integration, and part decomposition. Our approach yields an intuitive hierarchical representation of image elements, giving an explicit decomposition of the image into mixture components, along with estimates of the probability of various candidate decompositions. We show that BHG accounts well for a diverse range of empirical data drawn from the literature. Because BHG provides a principled quantification of the plausibility of grouping interpretations over a wide range of grouping problems, we argue that it provides an appealing unifying account of the elusive Gestalt notion of Prägnanz. PMID:26322548
Swallow, Ben; Buckland, Stephen T; King, Ruth; Toms, Mike P
2016-03-01
The development of methods for dealing with continuous data with a spike at zero has lagged behind those for overdispersed or zero-inflated count data. We consider longitudinal ecological data corresponding to an annual average of 26 weekly maximum counts of birds, and are hence effectively continuous, bounded below by zero but also with a discrete mass at zero. We develop a Bayesian hierarchical Tweedie regression model that can directly accommodate the excess number of zeros common to this type of data, whilst accounting for both spatial and temporal correlation. Implementation of the model is conducted in a Markov chain Monte Carlo (MCMC) framework, using reversible jump MCMC to explore uncertainty across both parameter and model spaces. This regression modelling framework is very flexible and removes the need to make strong assumptions about mean-variance relationships a priori. It can also directly account for the spike at zero, whilst being easily applicable to other types of data and other model formulations. Whilst a correlative study such as this cannot prove causation, our results suggest that an increase in an avian predator may have led to an overall decrease in the number of one of its prey species visiting garden feeding stations in the United Kingdom. This may reflect a change in behaviour of house sparrows to avoid feeding stations frequented by sparrowhawks, or a reduction in house sparrow population size as a result of sparrowhawk increase. PMID:25737026
Buckland, Stephen T.; King, Ruth; Toms, Mike P.
2015-01-01
The development of methods for dealing with continuous data with a spike at zero has lagged behind those for overdispersed or zero‐inflated count data. We consider longitudinal ecological data corresponding to an annual average of 26 weekly maximum counts of birds, and are hence effectively continuous, bounded below by zero but also with a discrete mass at zero. We develop a Bayesian hierarchical Tweedie regression model that can directly accommodate the excess number of zeros common to this type of data, whilst accounting for both spatial and temporal correlation. Implementation of the model is conducted in a Markov chain Monte Carlo (MCMC) framework, using reversible jump MCMC to explore uncertainty across both parameter and model spaces. This regression modelling framework is very flexible and removes the need to make strong assumptions about mean‐variance relationships a priori. It can also directly account for the spike at zero, whilst being easily applicable to other types of data and other model formulations. Whilst a correlative study such as this cannot prove causation, our results suggest that an increase in an avian predator may have led to an overall decrease in the number of one of its prey species visiting garden feeding stations in the United Kingdom. This may reflect a change in behaviour of house sparrows to avoid feeding stations frequented by sparrowhawks, or a reduction in house sparrow population size as a result of sparrowhawk increase. PMID:25737026
UNSUPERVISED TRANSIENT LIGHT CURVE ANALYSIS VIA HIERARCHICAL BAYESIAN INFERENCE
Energy Technology Data Exchange (ETDEWEB)
Sanders, N. E.; Soderberg, A. M. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Betancourt, M., E-mail: nsanders@cfa.harvard.edu [Department of Statistics, University of Warwick, Coventry CV4 7AL (United Kingdom)
2015-02-10
Historically, light curve studies of supernovae (SNe) and other transient classes have focused on individual objects with copious and high signal-to-noise observations. In the nascent era of wide field transient searches, objects with detailed observations are decreasing as a fraction of the overall known SN population, and this strategy sacrifices the majority of the information contained in the data about the underlying population of transients. A population level modeling approach, simultaneously fitting all available observations of objects in a transient sub-class of interest, fully mines the data to infer the properties of the population and avoids certain systematic biases. We present a novel hierarchical Bayesian statistical model for population level modeling of transient light curves, and discuss its implementation using an efficient Hamiltonian Monte Carlo technique. As a test case, we apply this model to the Type IIP SN sample from the Pan-STARRS1 Medium Deep Survey, consisting of 18,837 photometric observations of 76 SNe, corresponding to a joint posterior distribution with 9176 parameters under our model. Our hierarchical model fits provide improved constraints on light curve parameters relevant to the physical properties of their progenitor stars relative to modeling individual light curves alone. Moreover, we directly evaluate the probability for occurrence rates of unseen light curve characteristics from the model hyperparameters, addressing observational biases in survey methodology. We view this modeling framework as an unsupervised machine learning technique with the ability to maximize scientific returns from data to be collected by future wide field transient searches like LSST.
Using hierarchical Bayesian methods to examine the tools of decision-making
Directory of Open Access Journals (Sweden)
Michael D. Lee
2011-12-01
Full Text Available Hierarchical Bayesian methods offer a principled and comprehensive way to relate psychological models to data. Here we use them to model the patterns of information search, stopping and deciding in a simulated binary comparison judgment task. The simulation involves 20 subjects making 100 forced choice comparisons about the relative magnitudes of two objects (which of two German cities has more inhabitants. Two worked-examples show how hierarchical models can be developed to account for and explain the diversity of both search and stopping rules seen across the simulated individuals. We discuss how the results provide insight into current debates in the literature on heuristic decision making and argue that they demonstrate the power and flexibility of hierarchical Bayesian methods in modeling human decision-making.
Type Ia Supernova Light Curve Inference: Hierarchical Bayesian Analysis in the Near Infrared
Mandel, Kaisey S; Friedman, Andrew S; Kirshner, Robert P
2009-01-01
We present a comprehensive statistical analysis of the properties of Type Ia SN light curves in the near infrared using recent data from PAIRITEL and the literature. We construct a hierarchical Bayesian framework, incorporating several uncertainties including photometric error, peculiar velocities, dust extinction and intrinsic variations, for coherent statistical inference. SN Ia light curve inferences are drawn from the global posterior probability of parameters describing both individual supernovae and the population conditioned on the entire SN Ia NIR dataset. The logical structure of the hierarchical Bayesian model is represented by a directed acyclic graph. Fully Bayesian analysis of the model and data is enabled by an efficient MCMC algorithm exploiting the conditional structure using Gibbs sampling. We apply this framework to the JHK_s SN Ia light curve data. A new light curve model captures the observed J-band light curve shape variations. The intrinsic variances in peak absolute magnitudes are: sigm...
Hierarchical Models of Attitude.
Reddy, Srinivas K.; LaBarbera, Priscilla A.
1985-01-01
The application and use of hierarchical models is illustrated, using the example of the structure of attitudes toward a new product and a print advertisement. Subjects were college students who responded to seven-point bipolar scales. Hierarchical models were better than nonhierarchical models in conceptualizing attitude but not intention. (GDC)
Hierarchical Bayesian analysis of somatic mutation data in cancer
Ding, Jie; Trippa, Lorenzo; Zhong, Xiaogang; Parmigiani, Giovanni
2013-01-01
Identifying genes underlying cancer development is critical to cancer biology and has important implications across prevention, diagnosis and treatment. Cancer sequencing studies aim at discovering genes with high frequencies of somatic mutations in specific types of cancer, as these genes are potential driving factors (drivers) for cancer development. We introduce a hierarchical Bayesian methodology to estimate gene-specific mutation rates and driver probabilities from somatic mutation data ...
Hierarchical topic modeling with nested hierarchical Dirichlet process
Institute of Scientific and Technical Information of China (English)
Yi-qun DING; Shan-ping LI; Zhen ZHANG; Bin SHEN
2009-01-01
This paper deals with the statistical modeling of latent topic hierarchies in text corpora. The height of the topic tree is assumed as fixed, while the number of topics on each level as unknown a priori and to be inferred from data. Taking a nonparametric Bayesian approach to this problem, we propose a new probabilistic generative model based on the nested hierarchical Dirichlet process (nHDP) and present a Markov chain Monte Carlo sampling algorithm for the inference of the topic tree structure as welt as the word distribution of each topic and topic distribution of each document. Our theoretical analysis and experiment results show that this model can produce a more compact hierarchical topic structure and captures more free-grained topic relationships compared to the hierarchical latent Dirichlet allocation model.
Bayesian default probability models
Andrlíková, Petra
2014-01-01
This paper proposes a methodology for default probability estimation for low default portfolios, where the statistical inference may become troublesome. The author suggests using logistic regression models with the Bayesian estimation of parameters. The piecewise logistic regression model and Box-Cox transformation of credit risk score is used to derive the estimates of probability of default, which extends the work by Neagu et al. (2009). The paper shows that the Bayesian models are more acc...
A Bayesian, exemplar-based approach to hierarchical shape matching.
Gavrila, Dariu M
2007-08-01
This paper presents a novel probabilistic approach to hierarchical, exemplar-based shape matching. No feature correspondence is needed among exemplars, just a suitable pairwise similarity measure. The approach uses a template tree to efficiently represent and match the variety of shape exemplars. The tree is generated offline by a bottom-up clustering approach using stochastic optimization. Online matching involves a simultaneous coarse-to-fine approach over the template tree and over the transformation parameters. The main contribution of this paper is a Bayesian model to estimate the a posteriori probability of the object class, after a certain match at a node of the tree. This model takes into account object scale and saliency and allows for a principled setting of the matching thresholds such that unpromising paths in the tree traversal process are eliminated early on. The proposed approach was tested in a variety of application domains. Here, results are presented on one of the more challenging domains: real-time pedestrian detection from a moving vehicle. A significant speed-up is obtained when comparing the proposed probabilistic matching approach with a manually tuned nonprobabilistic variant, both utilizing the same template tree structure. PMID:17568144
Finley, Andrew O.; Banerjee, Sudipto; Cook, Bruce D.; Bradford, John B.
2013-01-01
In this paper we detail a multivariate spatial regression model that couples LiDAR, hyperspectral and forest inventory data to predict forest outcome variables at a high spatial resolution. The proposed model is used to analyze forest inventory data collected on the US Forest Service Penobscot Experimental Forest (PEF), ME, USA. In addition to helping meet the regression model's assumptions, results from the PEF analysis suggest that the addition of multivariate spatial random effects improves model fit and predictive ability, compared with two commonly applied modeling approaches. This improvement results from explicitly modeling the covariation among forest outcome variables and spatial dependence among observations through the random effects. Direct application of such multivariate models to even moderately large datasets is often computationally infeasible because of cubic order matrix algorithms involved in estimation. We apply a spatial dimension reduction technique to help overcome this computational hurdle without sacrificing richness in modeling.
The Revisiting Problem in Mobile Robot Map Building: A Hierarchical Bayesian Approach
Stewart, Benjamin; Ko, Jonathan; Fox, Dieter; Konolige, Kurt
2012-01-01
We present an application of hierarchical Bayesian estimation to robot map building. The revisiting problem occurs when a robot has to decide whether it is seeing a previously-built portion of a map, or is exploring new territory. This is a difficult decision problem, requiring the probability of being outside of the current known map. To estimate this probability, we model the structure of a "typical" environment as a hidden Markov model that generates sequences of views observed by a robot ...
International Nuclear Information System (INIS)
In this paper, a hierarchical Bayesian learning scheme for autoregressive neural network models is shown which overcomes the problem of identifying the separate linear and nonlinear parts modelled by the network. We show how the identification can be carried out by defining suitable priors on the parameter space which help the learning algorithms to avoid undesired parameter configurations. Some applications to synthetic and real world experimental data are shown to validate the proposed methodology
Energy Technology Data Exchange (ETDEWEB)
Acernese, F [Dipartimento di Scienze Fisiche, Universita di Napoli ' Federico II' , Naples (Italy); INFN, sez. Napoli, Naples (Italy); Barone, F [Dipartimento di Scienze Farmaceutiche, Universita di Salerno, Fisciano, SA (Italy); De Rosa, R [Dipartimento di Scienze Fisiche, Universita di Napoli ' Federico II' , Naples (Italy); INFN, sez. Napoli, Naples (Italy); Eleuteri, A [Dipartimento di Scienze Fisiche, Universita di Napoli ' Federico II' , Naples (Italy); INFN, sez. Napoli, Naples (Italy); Milano, L [Dipartimento di Scienze Fisiche, Universita di Napoli ' Federico II' , Naples (Italy); INFN, sez. Napoli, Naples (Italy); Tagliaferri, R [Dipartimento di Matematica ed Informatica, Universita di Salerno, Baronissi, SA (Italy)
2005-09-21
In this paper, a hierarchical Bayesian learning scheme for autoregressive neural network models is shown which overcomes the problem of identifying the separate linear and nonlinear parts modelled by the network. We show how the identification can be carried out by defining suitable priors on the parameter space which help the learning algorithms to avoid undesired parameter configurations. Some applications to synthetic and real world experimental data are shown to validate the proposed methodology.
Complex Bayesian models: construction, and sampling strategies
Huston, Carolyn Marie
2011-01-01
Bayesian models are useful tools for realistically modeling processes occurring in the real world. In particular, we consider models for spatio-temporal data where the response vector is compositional, ie. has components that sum-to-one. A unique multivariate conditional hierarchical model (MVCAR) is proposed. Statistical methods for MVCAR models are well developed and we extend these tools for use with a discrete compositional response. We harness the advantages of an MVCAR model when the re...
Directory of Open Access Journals (Sweden)
Y. Kim
2014-04-01
Full Text Available The tundra ecosystem is quite vulnerable to drastic climate change in the Arctic, and the quantification of carbon dynamics is of significant importance in response to thawing permafrost, changes in the snow-covered period and snow and shrub community extent, and the decline of sea ice in the Arctic. Here, CO2 efflux measurements using a manual chamber system within a 40 m × 40 m (5 m interval; 81 total points plot were conducted in dominant tundra vegetation on the Seward Peninsula of Alaska, during the growing seasons of 2011 and 2012, for the assessment of the driving parameters of CO2 efflux. We applied a hierarchical Bayesian (HB model – which is a function of soil temperature, soil moisture, vegetation type and thaw depth – to quantify the effect of environmental parameters on CO2 efflux, and to estimate growing season CO2 emission. Our results showed that average CO2 efflux in 2011 is 1.4-fold higher than in 2012, resulting from the distinct difference in soil moisture between the two years. Tussock-dominated CO2 efflux is 1.4 to 2.3 times higher than those measured in lichen and moss communities, reflecting tussock as a significant CO2 source in the Arctic, with wide area distribution on a circumpolar scale. CO2 efflux followed soil temperature nearly exponentially from both the observed data and the posterior medians of the HB model. This reveals soil temperature as the most important parameter in regulating CO2 efflux, rather than soil moisture and thaw depth. Obvious changes in soil moisture during the growing seasons of 2011 and 2012 resulted in an explicit difference in CO2 efflux – 742 and 539 g CO2 m−2 period−1 in 2011 and 2012, respectively, suggesting that the 2012 CO2 emission rate was constrained by 27% (95% credible interval: 17–36% compared to 2011, due to higher soil moisture from severe rain. Estimated growing season CO2 emission rate ranged from 0.86 Mg CO2 period−1 in 2012 to 1.2 Mg CO2 period−1 in 2011
Kim, Y.; Nishina, K.; Chae, N.; Park, S. J.; Yoon, Y. J.; Lee, B. Y.
2014-10-01
The tundra ecosystem is quite vulnerable to drastic climate change in the Arctic, and the quantification of carbon dynamics is of significant importance regarding thawing permafrost, changes to the snow-covered period and snow and shrub community extent, and the decline of sea ice in the Arctic. Here, CO2 efflux measurements using a manual chamber system within a 40 m × 40 m (5 m interval; 81 total points) plot were conducted within dominant tundra vegetation on the Seward Peninsula of Alaska, during the growing seasons of 2011 and 2012, for the assessment of driving parameters of CO2 efflux. We applied a hierarchical Bayesian (HB) model - a function of soil temperature, soil moisture, vegetation type, and thaw depth - to quantify the effects of environmental factors on CO2 efflux and to estimate growing season CO2 emissions. Our results showed that average CO2 efflux in 2011 was 1.4 times higher than in 2012, resulting from the distinct difference in soil moisture between the 2 years. Tussock-dominated CO2 efflux is 1.4 to 2.3 times higher than those measured in lichen and moss communities, revealing tussock as a significant CO2 source in the Arctic, with a wide area distribution on the circumpolar scale. CO2 efflux followed soil temperature nearly exponentially from both the observed data and the posterior medians of the HB model. This reveals that soil temperature regulates the seasonal variation of CO2 efflux and that soil moisture contributes to the interannual variation of CO2 efflux for the two growing seasons in question. Obvious changes in soil moisture during the growing seasons of 2011 and 2012 resulted in an explicit difference between CO2 effluxes - 742 and 539 g CO2 m-2 period-1 for 2011 and 2012, respectively, suggesting the 2012 CO2 emission rate was reduced to 27% (95% credible interval: 17-36%) of the 2011 emission, due to higher soil moisture from severe rain. The estimated growing season CO2 emission rate ranged from 0.86 Mg CO2 in 2012 to 1
Directory of Open Access Journals (Sweden)
Guillaume Marrelec
Full Text Available The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bayesian model comparison. We found that the Bayesian formulation naturally shrinks the empirical covariance matrix towards a matrix set a priori (e.g., the identity, provides an automated stopping rule, and corrects for dimensionality using a term that scales up the measure as a function of the dimensionality of the variables. Also, the resulting log Bayes factor is asymptotically proportional to the plug-in estimate of mutual information, with an additive correction for dimensionality in agreement with the Bayesian information criterion. We investigated the behavior of these Bayesian alternatives (in exact and asymptotic forms to mutual information on simulated and real data. An encouraging result was first derived on simulations: the hierarchical clustering based on the log Bayes factor outperformed off-the-shelf clustering techniques as well as raw and normalized mutual information in terms of classification accuracy. On a toy example, we found that the Bayesian approaches led to results that were similar to those of mutual information clustering techniques, with the advantage of an automated thresholding. On real functional magnetic resonance imaging (fMRI datasets measuring brain activity, it identified clusters consistent with the established outcome of standard procedures. On this application, normalized mutual information had a highly atypical behavior, in the sense that it systematically favored very large clusters. These initial experiments suggest that the proposed Bayesian alternatives to mutual information are a useful new tool for hierarchical clustering.
Discovering Emergent Behaviors from Tracks Using Hierarchical Non-parametric Bayesian Methods
Chiron, Guillaume; Gomez-Krämer, Petra; Ménard, Michel
2014-01-01
International audience In video-surveillance, non-parametric Bayesian approaches based on a Hierarchical Dirichlet Process (HDP) have recently shown their efficiency for modeling crowed scene activities. This paper follows this track by proposing a method for detecting and clustering emergent behaviors across different captures made of numerous unconstrained trajectories. Most HDP applications for crowed scenes (e.g. traffic, pedestrians) are based on flow motion features. In contrast, we ...
Prediction of road accidents: A Bayesian hierarchical approach
DEFF Research Database (Denmark)
Deublein, Markus; Schubert, Matthias; Adey, Bryan T.;
2013-01-01
-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks...... in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models.Prior Bayesian Probabilistic Networks are first established by means of multivariate regression analysis...... of the observed frequencies of the model response variables, e.g. the occurrence of an accident, and observed values of the risk indicating variables, e.g. degree of road curvature. Subsequently, parameter learning is done using updating algorithms, to determine the posterior predictive probability distributions...
The Infinite Hierarchical Factor Regression Model
Rai, Piyush
2009-01-01
We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We apply this model to two problems (factor analysis and factor regression) in gene-expression data analysis.
Risk Assessment for Mobile Systems Through a Multilayered Hierarchical Bayesian Network.
Li, Shancang; Tryfonas, Theo; Russell, Gordon; Andriotis, Panagiotis
2016-08-01
Mobile systems are facing a number of application vulnerabilities that can be combined together and utilized to penetrate systems with devastating impact. When assessing the overall security of a mobile system, it is important to assess the security risks posed by each mobile applications (apps), thus gaining a stronger understanding of any vulnerabilities present. This paper aims at developing a three-layer framework that assesses the potential risks which apps introduce within the Android mobile systems. A Bayesian risk graphical model is proposed to evaluate risk propagation in a layered risk architecture. By integrating static analysis, dynamic analysis, and behavior analysis in a hierarchical framework, the risks and their propagation through each layer are well modeled by the Bayesian risk graph, which can quantitatively analyze risks faced to both apps and mobile systems. The proposed hierarchical Bayesian risk graph model offers a novel way to investigate the security risks in mobile environment and enables users and administrators to evaluate the potential risks. This strategy allows to strengthen both app security as well as the security of the entire system. PMID:27076477
Pitman Yor Diffusion Trees for Bayesian Hierarchical Clustering.
Knowles, David A; Ghahramani, Zoubin
2015-02-01
In this paper we introduce the Pitman Yor Diffusion Tree (PYDT), a Bayesian non-parametric prior over tree structures which generalises the Dirichlet Diffusion Tree [30] and removes the restriction to binary branching structure. The generative process is described and shown to result in an exchangeable distribution over data points. We prove some theoretical properties of the model including showing its construction as the continuum limit of a nested Chinese restaurant process model. We then present two alternative MCMC samplers which allow us to model uncertainty over tree structures, and a computationally efficient greedy Bayesian EM search algorithm. Both algorithms use message passing on the tree structure. The utility of the model and algorithms is demonstrated on synthetic and real world data, both continuous and binary. PMID:26353241
Improved Estimates of the Milky Way's Disk Scale Length From Hierarchical Bayesian Techniques
Licquia, Timothy C
2016-01-01
The exponential scale length ($L_d$) of the Milky Way's (MW's) disk is a critical parameter for describing the global physical size of our Galaxy, important both for interpreting other Galactic measurements and helping us to understand how our Galaxy fits into extragalactic contexts. Unfortunately, current estimates span a wide range of values and often are statistically incompatible with one another. Here, we aim to determine an improved, aggregate estimate for $L_d$ by utilizing a hierarchical Bayesian (HB) meta-analysis technique that accounts for the possibility that any one measurement has not properly accounted for all statistical or systematic errors. Within this machinery we explore a variety of ways of modeling the nature of problematic measurements, and then use a Bayesian model averaging technique to derive net posterior distributions that incorporate any model-selection uncertainty. Our meta-analysis combines 29 different (15 visible and 14 infrared) photometric measurements of $L_d$ available in ...
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
Feeney, Stephen M; McEwen, Jason D; Mortlock, Daniel J; Peiris, Hiranya V
2013-01-01
A number of theoretically well-motivated additions to the standard cosmological model predict weak signatures in the form of spatially localized sources embedded in the cosmic microwave background (CMB) fluctuations. We present a hierarchical Bayesian statistical formalism and a complete data analysis pipeline for testing such scenarios. We derive an accurate approximation to the full posterior probability distribution over the parameters defining any theory that predicts sources embedded in the CMB, and perform an extensive set of tests in order to establish its validity. The approximation is implemented using a modular algorithm, designed to avoid a posteriori selection effects, which combines a candidate-detection stage with a full Bayesian model-selection and parameter-estimation analysis. We apply this pipeline to theories that predict cosmic textures and bubble collisions, extending previous analyses by using: (1) adaptive-resolution techniques, allowing us to probe features of arbitrary size, and (2) o...
Bayesian analysis of hierarchical multi-fidelity codes
Gratiet, Loic Le
2011-01-01
This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This co-kriging method allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of a large number of code levels on the one hand and on a Bayesian approach when we have 2 levels on the other hand. Moreover, based on a Bayes linear formulation, an extension of the universal kriging equations are provided for the co-kriging model. We also address the problem of nested space-filling design for multi-fidelity computer experiments and we provide a significant simplification of the computation of the co-kriging cross-validation equations. A hydrodynamic simulator example is used to illustrate the comparison Bayesian versus non-Bayesian co-kriging. A thermodynamic example is used to illustrate the comparison between 2-level and 3-level co-kriging.
Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.
2015-12-01
Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.
Bayesian Nonparametrics in Topic Modeling: A Brief Tutorial
Spangher, Alexander
2015-01-01
Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet Processes (HDP), remain prohibitively slow. One promising path forward is to exploit the submodularity inherent in Indian Buffet Process (IBP) to derive near-optimal solutions in polynomial time. In this work, I will present a brief tutorial on Bayesian nonparame...
An agglomerative hierarchical approach to visualization in Bayesian clustering problems.
Dawson, K J; Belkhir, K
2009-07-01
Clustering problems (including the clustering of individuals into outcrossing populations, hybrid generations, full-sib families and selfing lines) have recently received much attention in population genetics. In these clustering problems, the parameter of interest is a partition of the set of sampled individuals--the sample partition. In a fully Bayesian approach to clustering problems of this type, our knowledge about the sample partition is represented by a probability distribution on the space of possible sample partitions. As the number of possible partitions grows very rapidly with the sample size, we cannot visualize this probability distribution in its entirety, unless the sample is very small. As a solution to this visualization problem, we recommend using an agglomerative hierarchical clustering algorithm, which we call the exact linkage algorithm. This algorithm is a special case of the maximin clustering algorithm that we introduced previously. The exact linkage algorithm is now implemented in our software package PartitionView. The exact linkage algorithm takes the posterior co-assignment probabilities as input and yields as output a rooted binary tree, or more generally, a forest of such trees. Each node of this forest defines a set of individuals, and the node height is the posterior co-assignment probability of this set. This provides a useful visual representation of the uncertainty associated with the assignment of individuals to categories. It is also a useful starting point for a more detailed exploration of the posterior distribution in terms of the co-assignment probabilities. PMID:19337306
Dust SEDs in the era of Herschel and Planck: a Hierarchical Bayesian fitting technique
Kelly, Brandon C; Stutz, Amelia M; Kauffmann, Jens; Goodman, Alyssa A; Launhardt, Ralf
2012-01-01
We present a hierarchical Bayesian method for fitting infrared spectral energy distributions (SEDs) of dust emission to observed fluxes. Under the standard assumption of optically thin single temperature (T) sources the dust SED as represented by a power-law modified black body is subject to a strong degeneracy between T and the spectral index beta. The traditional non-hierarchical approaches, typically based on chi-square minimization, are severely limited by this degeneracy, as it produces an artificial anti-correlation between T and beta even with modest levels of observational noise. The hierarchical Bayesian method rigorously and self-consistently treats measurement uncertainties, including calibration and noise, resulting in more precise SED fits. As a result, the Bayesian fits do not produce any spurious anti-correlations between the SED parameters due to measurement uncertainty. We demonstrate that the Bayesian method is substantially more accurate than the chi-square fit in recovering the SED paramet...
EVENT MODEL: A ROBUST BAYESIAN TOOL FOR CHRONOLOGICAL MODELING
Lanos, Philippe; Philippe, Anne
2015-01-01
We propose a new modeling approach for combining dates through the Event model by using hierarchical Bayesian statistics. The Event model aims to estimate the date of a context (unit of stratification) from individual dates assumed to be contemporaneous and which are affected by errors of different types: laboratory and calibration curve errors and also irreducible errors related to contaminations, taphonomic disturbances, etc, hence the possible presence of outliers. The Event model has a hi...
Determining the Bayesian optimal sampling strategy in a hierarchical system.
Energy Technology Data Exchange (ETDEWEB)
Grace, Matthew D.; Ringland, James T.; Boggs, Paul T.; Pebay, Philippe Pierre
2010-09-01
Consider a classic hierarchy tree as a basic model of a 'system-of-systems' network, where each node represents a component system (which may itself consist of a set of sub-systems). For this general composite system, we present a technique for computing the optimal testing strategy, which is based on Bayesian decision analysis. In previous work, we developed a Bayesian approach for computing the distribution of the reliability of a system-of-systems structure that uses test data and prior information. This allows for the determination of both an estimate of the reliability and a quantification of confidence in the estimate. Improving the accuracy of the reliability estimate and increasing the corresponding confidence require the collection of additional data. However, testing all possible sub-systems may not be cost-effective, feasible, or even necessary to achieve an improvement in the reliability estimate. To address this sampling issue, we formulate a Bayesian methodology that systematically determines the optimal sampling strategy under specified constraints and costs that will maximally improve the reliability estimate of the composite system, e.g., by reducing the variance of the reliability distribution. This methodology involves calculating the 'Bayes risk of a decision rule' for each available sampling strategy, where risk quantifies the relative effect that each sampling strategy could have on the reliability estimate. A general numerical algorithm is developed and tested using an example multicomponent system. The results show that the procedure scales linearly with the number of components available for testing.
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
A hierarchical Bayesian-MAP approach to inverse problems in imaging
Raj, Raghu G.
2016-07-01
We present a novel approach to inverse problems in imaging based on a hierarchical Bayesian-MAP (HB-MAP) formulation. In this paper we specifically focus on the difficult and basic inverse problem of multi-sensor (tomographic) imaging wherein the source object of interest is viewed from multiple directions by independent sensors. Given the measurements recorded by these sensors, the problem is to reconstruct the image (of the object) with a high degree of fidelity. We employ a probabilistic graphical modeling extension of the compound Gaussian distribution as a global image prior into a hierarchical Bayesian inference procedure. Since the prior employed by our HB-MAP algorithm is general enough to subsume a wide class of priors including those typically employed in compressive sensing (CS) algorithms, HB-MAP algorithm offers a vehicle to extend the capabilities of current CS algorithms to include truly global priors. After rigorously deriving the regression algorithm for solving our inverse problem from first principles, we demonstrate the performance of the HB-MAP algorithm on Monte Carlo trials and on real empirical data (natural scenes). In all cases we find that our algorithm outperforms previous approaches in the literature including filtered back-projection and a variety of state-of-the-art CS algorithms. We conclude with directions of future research emanating from this work.
Modeling hierarchical structures - Hierarchical Linear Modeling using MPlus
Jelonek, M
2006-01-01
The aim of this paper is to present the technique (and its linkage with physics) of overcoming problems connected to modeling social structures, which are typically hierarchical. Hierarchical Linear Models provide a conceptual and statistical mechanism for drawing conclusions regarding the influence of phenomena at different levels of analysis. In the social sciences it is used to analyze many problems such as educational, organizational or market dilemma. This paper introduces the logic of modeling hierarchical linear equations and estimation based on MPlus software. I present my own model to illustrate the impact of different factors on school acceptation level.
Dries, M; Koopmans, L V E
2016-01-01
Recent studies based on the integrated light of distant galaxies suggest that the initial mass function (IMF) might not be universal. Variations of the IMF with galaxy type and/or formation time may have important consequences for our understanding of galaxy evolution. We have developed a new stellar population synthesis (SPS) code specifically designed to reconstruct the IMF. We implement a novel approach combining regularization with hierarchical Bayesian inference. Within this approach we use a parametrized IMF prior to regulate a direct inference of the IMF. This direct inference gives more freedom to the IMF and allows the model to deviate from parametrized models when demanded by the data. We use Markov Chain Monte Carlo sampling techniques to reconstruct the best parameters for the IMF prior, the age, and the metallicity of a single stellar population. We present our code and apply our model to a number of mock single stellar populations with different ages, metallicities, and IMFs. When systematic unc...
Quartulli, Marco Francesco
2006-01-01
In this thesis, structured hierarchical Bayesian models and estimators are considered for the analysis of multidimensional datasets representing high complexity phenomena. The analysis is motivated by the problem of urban scene reconstruction and understanding from meter resolution InSAR data, observations of highly diverse, structured settlements through sophisticated, coherent radar based instruments from airborne or spaceborne platforms at distances of up to hundreds of kilometers from ...
TYPE Ia SUPERNOVA LIGHT-CURVE INFERENCE: HIERARCHICAL BAYESIAN ANALYSIS IN THE NEAR-INFRARED
International Nuclear Information System (INIS)
We present a comprehensive statistical analysis of the properties of Type Ia supernova (SN Ia) light curves in the near-infrared using recent data from Peters Automated InfraRed Imaging TELescope and the literature. We construct a hierarchical Bayesian framework, incorporating several uncertainties including photometric error, peculiar velocities, dust extinction, and intrinsic variations, for principled and coherent statistical inference. SN Ia light-curve inferences are drawn from the global posterior probability of parameters describing both individual supernovae and the population conditioned on the entire SN Ia NIR data set. The logical structure of the hierarchical model is represented by a directed acyclic graph. Fully Bayesian analysis of the model and data is enabled by an efficient Markov Chain Monte Carlo algorithm exploiting the conditional probabilistic structure using Gibbs sampling. We apply this framework to the JHKs SN Ia light-curve data. A new light-curve model captures the observed J-band light-curve shape variations. The marginal intrinsic variances in peak absolute magnitudes are σ(MJ) = 0.17 ± 0.03, σ(MH) = 0.11 ± 0.03, and σ(MKs) = 0.19 ± 0.04. We describe the first quantitative evidence for correlations between the NIR absolute magnitudes and J-band light-curve shapes, and demonstrate their utility for distance estimation. The average residual in the Hubble diagram for the training set SNe at cz > 2000kms-1 is 0.10 mag. The new application of bootstrap cross-validation to SN Ia light-curve inference tests the sensitivity of the statistical model fit to the finite sample and estimates the prediction error at 0.15 mag. These results demonstrate that SN Ia NIR light curves are as effective as corrected optical light curves, and, because they are less vulnerable to dust absorption, they have great potential as precise and accurate cosmological distance indicators.
Hierarchical Bayesian method for mapping biogeochemical hot spots using induced polarization imaging
Wainwright, Haruko M.; Flores Orozco, Adrian; Bücker, Matthias; Dafflon, Baptiste; Chen, Jinsong; Hubbard, Susan S.; Williams, Kenneth H.
2016-01-01
In floodplain environments, a naturally reduced zone (NRZ) is considered to be a common biogeochemical hot spot, having distinct microbial and geochemical characteristics. Although important for understanding their role in mediating floodplain biogeochemical processes, mapping the subsurface distribution of NRZs over the dimensions of a floodplain is challenging, as conventional wellbore data are typically spatially limited and the distribution of NRZs is heterogeneous. In this study, we present an innovative methodology for the probabilistic mapping of NRZs within a three-dimensional (3-D) subsurface domain using induced polarization imaging, which is a noninvasive geophysical technique. Measurements consist of surface geophysical surveys and drilling-recovered sediments at the U.S. Department of Energy field site near Rifle, CO (USA). Inversion of surface time domain-induced polarization (TDIP) data yielded 3-D images of the complex electrical resistivity, in terms of magnitude and phase, which are associated with mineral precipitation and other lithological properties. By extracting the TDIP data values colocated with wellbore lithological logs, we found that the NRZs have a different distribution of resistivity and polarization from the other aquifer sediments. To estimate the spatial distribution of NRZs, we developed a Bayesian hierarchical model to integrate the geophysical and wellbore data. In addition, the resistivity images were used to estimate hydrostratigraphic interfaces under the floodplain. Validation results showed that the integration of electrical imaging and wellbore data using a Bayesian hierarchical model was capable of mapping spatially heterogeneous interfaces and NRZ distributions thereby providing a minimally invasive means to parameterize a hydrobiogeochemical model of the floodplain.
Hierarchical Bayesian inference of galaxy redshift distributions from photometric surveys
Leistedt, Boris; Mortlock, Daniel J.; Peiris, Hiranya V.
2016-08-01
Accurately characterizing the redshift distributions of galaxies is essential for analysing deep photometric surveys and testing cosmological models. We present a technique to simultaneously infer redshift distributions and individual redshifts from photometric galaxy catalogues. Our model constructs a piecewise constant representation (effectively a histogram) of the distribution of galaxy types and redshifts, the parameters of which are efficiently inferred from noisy photometric flux measurements. This approach can be seen as a generalization of template-fitting photometric redshift methods and relies on a library of spectral templates to relate the photometric fluxes of individual galaxies to their redshifts. We illustrate this technique on simulated galaxy survey data, and demonstrate that it delivers correct posterior distributions on the underlying type and redshift distributions, as well as on the individual types and redshifts of galaxies. We show that even with uninformative priors, large photometric errors and parameter degeneracies, the redshift and type distributions can be recovered robustly thanks to the hierarchical nature of the model, which is not possible with common photometric redshift estimation techniques. As a result, redshift uncertainties can be fully propagated in cosmological analyses for the first time, fulfilling an essential requirement for the current and future generations of surveys.
Knuth, K. H.
2001-05-01
We consider the application of Bayesian inference to the study of self-organized structures in complex adaptive systems. In particular, we examine the distribution of elements, agents, or processes in systems dominated by hierarchical structure. We demonstrate that results obtained by Caianiello [1] on Hierarchical Modular Systems (HMS) can be found by applying Jaynes' Principle of Group Invariance [2] to a few key assumptions about our knowledge of hierarchical organization. Subsequent application of the Principle of Maximum Entropy allows inferences to be made about specific systems. The utility of the Bayesian method is considered by examining both successes and failures of the hierarchical model. We discuss how Caianiello's original statements suffer from the Mind Projection Fallacy [3] and we restate his assumptions thus widening the applicability of the HMS model. The relationship between inference and statistical physics, described by Jaynes [4], is reiterated with the expectation that this realization will aid the field of complex systems research by moving away from often inappropriate direct application of statistical mechanics to a more encompassing inferential methodology.
Bayesian Model Averaging for Propensity Score Analysis
Kaplan, David; Chen, Jianshen
2013-01-01
The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…
A Bayesian Matrix Factorization Model for Relational Data
Singh, Ajit P
2012-01-01
Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metropolis-Hastings is impractically slow, and so we develop a block Metropolis- Hastings sampler which uses the gradient and Hessian of the likelihood to dynamically tune the proposal. We demonstrate that a predictive model of brain response to stimuli can be improved by augmenting it with side information about the stimuli.
Bayesian model reduction and empirical Bayes for group (DCM) studies.
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
Adaptive continuous hierarchical model-based decision making
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Ettler, P.
Portugalsko: SciTePress – Science and Technology Publications, 2011, s. 284-289. ISBN 978-989-8425-74-4. [8th International Conference on Informatics in Control, Automation and Robotics (ICINCO). Noordwijkerhout (NL), 27.07.2011-31.07.2011] R&D Projects: GA MŠk(CZ) 7D09008; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian modelling * Hierarchical model * Parameter estimation Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/AS/dedecius-adaptive continuous hierarchical model-based decision making.pdf
Bayesian kinematic earthquake source models
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
A Bayesian Nonparametric IRT Model
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...
Bayesian Stable Isotope Mixing Models
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...
Bridging Inter- and Intraspecific Trait Evolution with a Hierarchical Bayesian Approach.
Kostikova, Anna; Silvestro, Daniele; Pearman, Peter B; Salamin, Nicolas
2016-05-01
The evolution of organisms is crucially dependent on the evolution of intraspecific variation. Its interactions with selective agents in the biotic and abiotic environments underlie many processes, such as intraspecific competition, resource partitioning and, eventually, species formation. Nevertheless, comparative models of trait evolution neither allow explicit testing of hypotheses related to the evolution of intraspecific variation nor do they simultaneously estimate rates of trait evolution by accounting for both trait mean and variance. Here, we present a model of phenotypic trait evolution using a hierarchical Bayesian approach that simultaneously incorporates interspecific and intraspecific variation. We assume that species-specific trait means evolve under a simple Brownian motion process, whereas species-specific trait variances are modeled with Brownian or Ornstein-Uhlenbeck processes. After evaluating the power of the method through simulations, we examine whether life-history traits impact evolution of intraspecific variation in the Eriogonoideae (buckwheat family, Polygonaceae). Our model is readily extendible to more complex scenarios of the evolution of inter- and intraspecific variation and presents a step toward more comprehensive comparative models for macroevolutionary studies. PMID:26911152
Composite behavior analysis for video surveillance using hierarchical dynamic Bayesian networks
Cheng, Huanhuan; Shan, Yong; Wang, Runsheng
2011-03-01
Analyzing composite behaviors involving objects from multiple categories in surveillance videos is a challenging task due to the complicated relationships among human and objects. This paper presents a novel behavior analysis framework using a hierarchical dynamic Bayesian network (DBN) for video surveillance systems. The model is built for extracting objects' behaviors and their relationships by representing behaviors using spatial-temporal characteristics. The recognition of object behaviors is processed by the DBN at multiple levels: features of objects at low level, objects and their relationships at middle level, and event at high level, where event refers to behaviors of a single type object as well as behaviors consisting of several types of objects such as ``a person getting in a car.'' Furthermore, to reduce the complexity, a simple model selection criterion is addressed, by which the appropriated model is picked out from a pool of candidate models. Experiments are shown to demonstrate that the proposed framework could efficiently recognize and semantically describe composite object and human activities in surveillance videos.
Shetty, Rahul; Bigiel, Frank
2012-01-01
We develop a Bayesian linear regression method which rigorously treats measurement uncertainties, and accounts for hierarchical data structure for investigating the relationship between the star formation rate and gas surface density. The method simultaneously estimates the intercept, slope, and scatter about the regression line of each individual subject (e.g. a galaxy) and the population (e.g. an ensemble of galaxies). Using synthetic datasets, we demonstrate that the Bayesian method accurately recovers the parameters of both the individuals and the population, especially when compared to commonly employed least squares methods, such as the bisector. We apply the Bayesian method to estimate the Kennicutt-Schmidt (KS) parameters of a sample of spiral galaxies compiled by Bigiel et al. (2008). We find significant variation in the KS parameters, indicating that no single KS relationship holds for all galaxies. This suggests that the relationship between molecular gas and star formation differs between galaxies...
Hierarchical Bayesian Analysis of Biased Beliefs and Distributional Other-Regarding Preferences
Directory of Open Access Journals (Sweden)
Jeroen Weesie
2013-02-01
Full Text Available This study investigates the relationship between an actor’s beliefs about others’ other-regarding (social preferences and her own other-regarding preferences, using an “avant-garde” hierarchical Bayesian method. We estimate two distributional other-regarding preference parameters, α and β, of actors using incentivized choice data in binary Dictator Games. Simultaneously, we estimate the distribution of actors’ beliefs about others α and β, conditional on actors’ own α and β, with incentivized belief elicitation. We demonstrate the benefits of the Bayesian method compared to it’s hierarchical frequentist counterparts. Results show a positive association between an actor’s own (α; β and her beliefs about average(α; β in the population. The association between own preferences and the variance in beliefs about others’ preferences in the population, however, is curvilinear for α and insignificant for β. These results are partially consistent with the cone effect [1,2] which is described in detail below. Because in the Bayesian-Nash equilibrium concept, beliefs and own preferences are assumed to be independent, these results cast doubt on the application of the Bayesian-Nash equilibrium concept to experimental data.
Tashiro, Tohru
2013-01-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
Tashiro, Tohru
2014-03-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
International Nuclear Information System (INIS)
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model
Hierarchical Semantic Model of Geovideo
Directory of Open Access Journals (Sweden)
XIE Xiao
2015-05-01
Full Text Available The public security incidents were getting increasingly challenging with regard to their new features, including multi-scale mobility, multistage dynamic evolution, as well as spatiotemporal concurrency and uncertainty in the complex urban environment. However, the existing video models, which were used/designed for independent archive or local analysis of surveillance video, have seriously inhibited emergency response to the urgent requirements.Aiming at the explicit representation of change mechanism in video, the paper proposed a novel hierarchical geovideo semantic model using UML. This model was characterized by the hierarchical representation of both data structure and semantics based on the change-oriented three domains (feature domain, process domain and event domain instead of overall semantic description of video streaming; combining both geographical semantics and video content semantics, in support of global semantic association between multiple geovideo data. The public security incidents by video surveillance are inspected as an example to illustrate the validity of this model.
Gil, M Carmen Sánchez; Alfaro, Emilio J; Pérez, Enrique; Sarro, Luis M
2015-01-01
One of the fundamental goals of modern Astronomy is to estimate the physical parameters of galaxies from images in different spectral bands. We present a hierarchical Bayesian model for obtaining age maps from images in the \\Ha\\ line (taken with Taurus Tunable Filter (TTF)), ultraviolet band (far UV or FUV, from GALEX) and infrared bands (24, 70 and 160 microns ($\\mu$m), from Spitzer). As shown in S\\'anchez-Gil et al. (2011), we present the burst ages for young stellar populations in the nearby and nearly face on galaxy M74. As it is shown in the previous work, the \\Ha\\ to FUV flux ratio gives a good relative indicator of very recent star formation history (SFH). As a nascent star-forming region evolves, the \\Ha\\ line emission declines earlier than the UV continuum, leading to a decrease in the \\Ha\\/FUV ratio. Through a specific star-forming galaxy model (Starburst 99, SB99), we can obtain the corresponding theoretical ratio \\Ha\\ / FUV to compare with our observed flux ratios, and thus to estimate the ages of...
Alsing, Justin; Jaffe, Andrew H
2016-01-01
We apply two Bayesian hierarchical inference schemes to infer shear power spectra, shear maps and cosmological parameters from the CFHTLenS weak lensing survey - the first application of this method to data. In the first approach, we sample the joint posterior distribution of the shear maps and power spectra by Gibbs sampling, with minimal model assumptions. In the second approach, we sample the joint posterior of the shear maps and cosmological parameters, providing a new, accurate and principled approach to cosmological parameter inference from cosmic shear data. As a first demonstration on data we perform a 2-bin tomographic analysis to constrain cosmological parameters and investigate the possibility of photometric redshift bias in the CFHTLenS data. Under the baseline $\\Lambda$CDM model we constrain $S_8 = \\sigma_8(\\Omega_\\mathrm{m}/0.3)^{0.5} = 0.67 ^{\\scriptscriptstyle+ 0.03 }_{\\scriptscriptstyle- 0.03 }$ $(68\\%)$, consistent with previous CFHTLenS analysis but in tension with Planck. Adding neutrino m...
A Hierarchical Emotion Regulated Sensorimotor Model: Case Studies
Zhong, Junpei; Novianto, Rony; Dai, Mingjun; Zhang, Xinzheng; Cangelosi, Angelo
2016-01-01
Inspired by the hierarchical cognitive architecture and the perception-action model (PAM), we propose that the internal status acts as a kind of common-coding representation which affects, mediates and even regulates the sensorimotor behaviours. These regulation can be depicted in the Bayesian framework, that is why cognitive agents are able to generate behaviours with subtle differences according to their emotion or recognize the emotion by perception. A novel recurrent neural network called...
The Rest-Frame Golenetskii Correlation via a Hierarchical Bayesian Analysis
Burgess, J Michael
2015-01-01
Gamma-ray bursts (GRBs) are characterised by a strong correlation between the instantaneous luminosity and the spectral peak energy within a burst. This correlation, which is known as the hardness-intensity correlation or the Golenetskii correlation, not only holds important clues to the physics of GRBs but is thought to have the potential to determine redshifts of bursts. In this paper, I use a hierarchical Bayesian model to study the universality of the rest-frame Golenetskii correlation and in particular I assess its use as a redshift estimator for GRBs. I find that, using a power-law prescription of the correlation, the power-law indices cluster near a common value, but have a broader variance than previously reported ($\\sim 1-2$). Furthermore, I find evidence that there is spread in intrinsic rest-frame correlation normalizations for the GRBs in our sample ($\\sim 10^{51}-10^{53}$ erg s$^{-1}$). This points towards variable physical settings of the emission (magnetic field strength, number of emitting ele...
Bayesian variable order Markov models: Towards Bayesian predictive state representations
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
Jomelli, Vincent; Pavlova, Irina; Eckert, Nicolas; Grancher, Delphine; Brunstein, Daniel
2015-12-01
How can debris flow occurrences be modelled at regional scale and take both environmental and climatic conditions into account? And, of the two, which has the most influence on debris flow activity? In this paper, we try to answer these questions with an innovative Bayesian hierarchical probabilistic model that simultaneously accounts for how debris flows respond to environmental and climatic variables. In it, full decomposition of space and time effects in occurrence probabilities is assumed, revealing an environmental and a climatic trend shared by all years/catchments, respectively, clearly distinguished from residual "random" effects. The resulting regional and annual occurrence probabilities evaluated as functions of the covariates make it possible to weight the respective contribution of the different terms and, more generally, to check the model performances at different spatio-temporal scales. After suitable validation, the model can be used to make predictions at undocumented sites and could be used in further studies for predictions under future climate conditions. Also, the Bayesian paradigm easily copes with missing data, thus making it possible to account for events that may have been missed during surveys. As a case study, we extract 124 debris flow event triggered between 1970 and 2005 in 27 catchments located in the French Alps from the French national natural hazard survey and model their variability of occurrence considering environmental and climatic predictors at the same time. We document the environmental characteristics of each debris flow catchment (morphometry, lithology, land cover, and the presence of permafrost). We also compute 15 climate variables including mean temperature and precipitation between May and October and the number of rainy days with daily cumulative rainfall greater than 10/15/20/25/30/40 mm day- 1. Application of our model shows that the combination of environmental and climatic predictors explained 77% of the overall
Hierarchical Molecular Modelling with Ellipsoids
Energy Technology Data Exchange (ETDEWEB)
Max, N
2004-03-29
Protein and DNA structures are represented at varying levels of details using ellipsoidal RGBA textured splats. The splat texture at each level is generated by rendering its children in a hierarchical model, from a distribution of viewing directions, and averaging the result. For rendering, the ellipsoids to be used are chosen adaptively, depending on the distance to the viewpoint. This technique is applied to visualize DNA coiling around nucleosomes in chromosomes.
Nonparametric Bayesian Modeling of Complex Networks
DEFF Research Database (Denmark)
Schmidt, Mikkel Nørgaard; Mørup, Morten
2013-01-01
Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...... for complex networks can be derived and point out relevant literature....
Directory of Open Access Journals (Sweden)
Rasheda Arman Chowdhury
Full Text Available Localizing the generators of epileptic activity in the brain using Electro-EncephaloGraphy (EEG or Magneto-EncephaloGraphy (MEG signals is of particular interest during the pre-surgical investigation of epilepsy. Epileptic discharges can be detectable from background brain activity, provided they are associated with spatially extended generators. Using realistic simulations of epileptic activity, this study evaluates the ability of distributed source localization methods to accurately estimate the location of the generators and their sensitivity to the spatial extent of such generators when using MEG data. Source localization methods based on two types of realistic models have been investigated: (i brain activity may be modeled using cortical parcels and (ii brain activity is assumed to be locally smooth within each parcel. A Data Driven Parcellization (DDP method was used to segment the cortical surface into non-overlapping parcels and diffusion-based spatial priors were used to model local spatial smoothness within parcels. These models were implemented within the Maximum Entropy on the Mean (MEM and the Hierarchical Bayesian (HB source localization frameworks. We proposed new methods in this context and compared them with other standard ones using Monte Carlo simulations of realistic MEG data involving sources of several spatial extents and depths. Detection accuracy of each method was quantified using Receiver Operating Characteristic (ROC analysis and localization error metrics. Our results showed that methods implemented within the MEM framework were sensitive to all spatial extents of the sources ranging from 3 cm(2 to 30 cm(2, whatever were the number and size of the parcels defining the model. To reach a similar level of accuracy within the HB framework, a model using parcels larger than the size of the sources should be considered.
Bayesian Age-Period-Cohort Modeling and Prediction - BAMP
Directory of Open Access Journals (Sweden)
Volker J. Schmid
2007-10-01
Full Text Available The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.
Bayesian methods for estimating the reliability in complex hierarchical networks (interim report).
Energy Technology Data Exchange (ETDEWEB)
Marzouk, Youssef M.; Zurn, Rena M.; Boggs, Paul T.; Diegert, Kathleen V. (Sandia National Laboratories, Albuquerque, NM); Red-Horse, John Robert (Sandia National Laboratories, Albuquerque, NM); Pebay, Philippe Pierre
2007-05-01
Current work on the Integrated Stockpile Evaluation (ISE) project is evidence of Sandia's commitment to maintaining the integrity of the nuclear weapons stockpile. In this report, we undertake a key element in that process: development of an analytical framework for determining the reliability of the stockpile in a realistic environment of time-variance, inherent uncertainty, and sparse available information. This framework is probabilistic in nature and is founded on a novel combination of classical and computational Bayesian analysis, Bayesian networks, and polynomial chaos expansions. We note that, while the focus of the effort is stockpile-related, it is applicable to any reasonably-structured hierarchical system, including systems with feedback.
Alameddine, Ibrahim; Karmakar, Subhankar; Qian, Song S.; Paerl, Hans W.; Reckhow, Kenneth H.
2013-10-01
The total maximum daily load program aims to monitor more than 40,000 standard violations in around 20,000 impaired water bodies across the United States. Given resource limitations, future monitoring efforts have to be hedged against the uncertainties in the monitored system, while taking into account existing knowledge. In that respect, we have developed a hierarchical spatiotemporal Bayesian model that can be used to optimize an existing monitoring network by retaining stations that provide the maximum amount of information, while identifying locations that would benefit from the addition of new stations. The model assumes the water quality parameters are adequately described by a joint matrix normal distribution. The adopted approach allows for a reduction in redundancies, while emphasizing information richness rather than data richness. The developed approach incorporates the concept of entropy to account for the associated uncertainties. Three different entropy-based criteria are adopted: total system entropy, chlorophyll-a standard violation entropy, and dissolved oxygen standard violation entropy. A multiple attribute decision making framework is adopted to integrate the competing design criteria and to generate a single optimal design. The approach is implemented on the water quality monitoring system of the Neuse River Estuary in North Carolina, USA. The model results indicate that the high priority monitoring areas identified by the total system entropy and the dissolved oxygen violation entropy criteria are largely coincident. The monitoring design based on the chlorophyll-a standard violation entropy proved to be less informative, given the low probabilities of violating the water quality standard in the estuary.
Hierarchical Bayesian inference of galaxy redshift distributions from photometric surveys
Leistedt, Boris; Peiris, Hiranya V
2016-01-01
Accurately characterizing the redshift distributions of galaxies is essential for analysing deep photometric surveys and testing cosmological models. We present a technique to simultaneously infer redshift distributions and individual redshifts from photometric galaxy catalogues. Our model constructs a piecewise constant representation (effectively a histogram) of the distribution of galaxy types and redshifts, the parameters of which are efficiently inferred from noisy photometric flux measurements. This approach can be seen as a generalization of template-fitting photometric redshift methods and relies on a library of spectral templates to relate the photometric fluxes of individual galaxies to their redshifts. We illustrate this technique on simulated galaxy survey data, and demonstrate that it delivers correct posterior distributions on the underlying type and redshift distributions, as well as on the individual types and redshifts of galaxies. We show that even with uninformative priors, large photometri...
Statistical Yield Modeling for IC Manufacture Hierarchical Fault Distributions
Bogdanov, Y I; Dshkhunyan, V L; Bogdanov, Yu.I.
2003-01-01
A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as level-1 models. The hierarchical approach to fault distribution offers an integrated picture of how fault density varies from region to region within a wafer, from wafer to wafer within a batch, and so on. A theory of compound-distribution hierarchies is developed by means of generating functions. With respect to applications, hierarchies of yield means and yield probability-density functions are considered and an in-process measure of yield loss is introduced. It is shown that the hierarchical approach naturally embraces the Bayesian approach.
A hierarchical model for spatial capture-recapture data
Royle, J. Andrew; Young, K.V.
2008-01-01
Estimating density is a fundamental objective of many animal population studies. Application of methods for estimating population size from ostensibly closed populations is widespread, but ineffective for estimating absolute density because most populations are subject to short-term movements or so-called temporary emigration. This phenomenon invalidates the resulting estimates because the effective sample area is unknown. A number of methods involving the adjustment of estimates based on heuristic considerations are in widespread use. In this paper, a hierarchical model of spatially indexed capture recapture data is proposed for sampling based on area searches of spatial sample units subject to uniform sampling intensity. The hierarchical model contains explicit models for the distribution of individuals and their movements, in addition to an observation model that is conditional on the location of individuals during sampling. Bayesian analysis of the hierarchical model is achieved by the use of data augmentation, which allows for a straightforward implementation in the freely available software WinBUGS. We present results of a simulation study that was carried out to evaluate the operating characteristics of the Bayesian estimator under variable densities and movement patterns of individuals. An application of the model is presented for survey data on the flat-tailed horned lizard (Phrynosoma mcallii) in Arizona, USA.
Directory of Open Access Journals (Sweden)
Takebayashi Naoki
2007-07-01
Full Text Available Abstract Background Although testing for simultaneous divergence (vicariance across different population-pairs that span the same barrier to gene flow is of central importance to evolutionary biology, researchers often equate the gene tree and population/species tree thereby ignoring stochastic coalescent variance in their conclusions of temporal incongruence. In contrast to other available phylogeographic software packages, msBayes is the only one that analyses data from multiple species/population pairs under a hierarchical model. Results msBayes employs approximate Bayesian computation (ABC under a hierarchical coalescent model to test for simultaneous divergence (TSD in multiple co-distributed population-pairs. Simultaneous isolation is tested by estimating three hyper-parameters that characterize the degree of variability in divergence times across co-distributed population pairs while allowing for variation in various within population-pair demographic parameters (sub-parameters that can affect the coalescent. msBayes is a software package consisting of several C and R programs that are run with a Perl "front-end". Conclusion The method reasonably distinguishes simultaneous isolation from temporal incongruence in the divergence of co-distributed population pairs, even with sparse sampling of individuals. Because the estimate step is decoupled from the simulation step, one can rapidly evaluate different ABC acceptance/rejection conditions and the choice of summary statistics. Given the complex and idiosyncratic nature of testing multi-species biogeographic hypotheses, we envision msBayes as a powerful and flexible tool for tackling a wide array of difficult research questions that use population genetic data from multiple co-distributed species. The msBayes pipeline is available for download at http://msbayes.sourceforge.net/ under an open source license (GNU Public License. The msBayes pipeline is comprised of several C and R programs that
Hierarchical modeling of active materials
International Nuclear Information System (INIS)
Intelligent (or smart) materials are increasingly becoming key materials for use in actuators and sensors. If an intelligent material is used as a sensor, it can be embedded in a variety of structure functioning as a health monitoring system to make their life longer with high reliability. If an intelligent material is used as an active material in an actuator, it plays a key role of making dynamic movement of the actuator under a set of stimuli. This talk intends to cover two different active materials in actuators, (1) piezoelectric laminate with FGM microstructure, (2) ferromagnetic shape memory alloy (FSMA). The advantage of using the FGM piezo laminate is to enhance its fatigue life while maintaining large bending displacement, while that of use in FSMA is its fast actuation while providing a large force and stroke capability. Use of hierarchical modeling of the above active materials is a key design step in optimizing its microstructure for enhancement of their performance. I will discuss briefly hierarchical modeling of the above two active materials. For FGM piezo laminate, we will use both micromechanical model and laminate theory, while for FSMA, the modeling interfacing nano-structure, microstructure and macro-behavior is discussed. (author)
Bayesian hierarchical multi-subject multiscale analysis of functional MRI data.
Sanyal, Nilotpal; Ferreira, Marco A R
2012-11-15
We develop a methodology for Bayesian hierarchical multi-subject multiscale analysis of functional Magnetic Resonance Imaging (fMRI) data. We begin by modeling the brain images temporally with a standard general linear model. After that, we transform the resulting estimated standardized regression coefficient maps through a discrete wavelet transformation to obtain a sparse representation in the wavelet space. Subsequently, we assign to the wavelet coefficients a prior that is a mixture of a point mass at zero and a Gaussian white noise. In this mixture prior for the wavelet coefficients, the mixture probabilities are related to the pattern of brain activity across different resolutions. To incorporate this information, we assume that the mixture probabilities for wavelet coefficients at the same location and level are common across subjects. Furthermore, we assign for the mixture probabilities a prior that depends on a few hyperparameters. We develop an empirical Bayes methodology to estimate the hyperparameters and, as these hyperparameters are shared by all subjects, we obtain precise estimated values. Then we carry out inference in the wavelet space and obtain smoothed images of the regression coefficients by applying the inverse wavelet transform to the posterior means of the wavelet coefficients. An application to computer simulated synthetic data has shown that, when compared to single-subject analysis, our multi-subject methodology performs better in terms of mean squared error. Finally, we illustrate the utility and flexibility of our multi-subject methodology with an application to an event-related fMRI dataset generated by Postle (2005) through a multi-subject fMRI study of working memory related brain activation. PMID:22951257
International Nuclear Information System (INIS)
We investigate the statistical dependence of the peak intrinsic colors of Type Ia supernovae (SNe Ia) on their expansion velocities at maximum light, measured from the Si II λ6355 spectral feature. We construct a new hierarchical Bayesian regression model, accounting for the random effects of intrinsic scatter, measurement error, and reddening by host galaxy dust, and implement a Gibbs sampler and deviance information criteria to estimate the correlation. The method is applied to the apparent colors from BVRI light curves and Si II velocity data for 79 nearby SNe Ia. The apparent color distributions of high-velocity (HV) and normal velocity (NV) supernovae exhibit significant discrepancies for B – V and B – R, but not other colors. Hence, they are likely due to intrinsic color differences originating in the B band, rather than dust reddening. The mean intrinsic B – V and B – R color differences between HV and NV groups are 0.06 ± 0.02 and 0.09 ± 0.02 mag, respectively. A linear model finds significant slopes of –0.021 ± 0.006 and –0.030 ± 0.009 mag (103 km s–1)–1 for intrinsic B – V and B – R colors versus velocity, respectively. Because the ejecta velocity distribution is skewed toward high velocities, these effects imply non-Gaussian intrinsic color distributions with skewness up to +0.3. Accounting for the intrinsic-color-velocity correlation results in corrections to AV extinction estimates as large as –0.12 mag for HV SNe Ia and +0.06 mag for NV events. Velocity measurements from SN Ia spectra have the potential to diminish systematic errors from the confounding of intrinsic colors and dust reddening affecting supernova distances
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
Computational methods for Bayesian model choice
Robert, Christian P.; Wraith, Darren
2009-01-01
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.
International Nuclear Information System (INIS)
We present a hierarchical Bayesian determination of the velocity-dispersion function of approximately 430,000 massive luminous red galaxies observed at relatively low spectroscopic signal-to-noise ratio (S/N ∼ 3-5 per 69 km s–1) by the Baryon Oscillation Spectroscopic Survey (BOSS) of the Sloan Digital Sky Survey III. We marginalize over spectroscopic redshift errors, and use the full velocity-dispersion likelihood function for each galaxy to make a self-consistent determination of the velocity-dispersion distribution parameters as a function of absolute magnitude and redshift, correcting as well for the effects of broadband magnitude errors on our binning. Parameterizing the distribution at each point in the luminosity-redshift plane with a log-normal form, we detect significant evolution in the width of the distribution toward higher intrinsic scatter at higher redshifts. Using a subset of deep re-observations of BOSS galaxies, we demonstrate that our distribution-parameter estimates are unbiased regardless of spectroscopic S/N. We also show through simulation that our method introduces no systematic parameter bias with redshift. We highlight the advantage of the hierarchical Bayesian method over frequentist 'stacking' of spectra, and illustrate how our measured distribution parameters can be adopted as informative priors for velocity-dispersion measurements from individual noisy spectra.
DEFF Research Database (Denmark)
Mantzouni, Irene; Sorensen, H.; O'Hara, R.B.;
2010-01-01
and Beverton and Holt stock - recruitment (SR) models were extended by applying hierarchical methods, mixed-effects models, and Bayesian inference to incorporate the influence of these ecosystem factors on model parameters representing cod maximum reproductive rate and carrying capacity. We identified...
Bayesian Variable Selection in Spatial Autoregressive Models
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...
Bayesian Models of Brain and Behaviour
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...
Hierarchical Classes Modeling of Rating Data
Van Mechelen, Iven; Lombardi, Luigi; Ceulemans, Eva
2007-01-01
Hierarchical classes (HICLAS) models constitute a distinct family of structural models for N-way N-mode data. All members of the family include N simultaneous and linked classifications of the elements of the N modes implied by the data; those classifications are organized in terms of hierarchical, if-then-type relations. Moreover, the models are…
Directory of Open Access Journals (Sweden)
W David Walter
Full Text Available Bovine tuberculosis is a bacterial disease caused by Mycobacterium bovis in livestock and wildlife with hosts that include Eurasian badgers (Meles meles, brushtail possum (Trichosurus vulpecula, and white-tailed deer (Odocoileus virginianus. Risk-assessment efforts in Michigan have been initiated on farms to minimize interactions of cattle with wildlife hosts but research on M. bovis on cattle farms has not investigated the spatial context of disease epidemiology. To incorporate spatially explicit data, initial likelihood of infection probabilities for cattle farms tested for M. bovis, prevalence of M. bovis in white-tailed deer, deer density, and environmental variables for each farm were modeled in a Bayesian hierarchical framework. We used geo-referenced locations of 762 cattle farms that have been tested for M. bovis, white-tailed deer prevalence, and several environmental variables that may lead to long-term survival and viability of M. bovis on farms and surrounding habitats (i.e., soil type, habitat type. Bayesian hierarchical analyses identified deer prevalence and proportion of sandy soil within our sampling grid as the most supported model. Analysis of cattle farms tested for M. bovis identified that for every 1% increase in sandy soil resulted in an increase in odds of infection by 4%. Our analysis revealed that the influence of prevalence of M. bovis in white-tailed deer was still a concern even after considerable efforts to prevent cattle interactions with white-tailed deer through on-farm mitigation and reduction in the deer population. Cattle farms test positive for M. bovis annually in our study area suggesting that the potential for an environmental source either on farms or in the surrounding landscape may contributing to new or re-infections with M. bovis. Our research provides an initial assessment of potential environmental factors that could be incorporated into additional modeling efforts as more knowledge of deer herd
Bayesian modeling of ChIP-chip data using latent variables.
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
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
Bayesian models a statistical primer for ecologists
Hobbs, N Thompson
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili
Raghavan, Ram K; Goodin, Douglas G; Neises, Daniel; Anderson, Gary A; Ganta, Roman R
2016-01-01
This study aims to examine the spatio-temporal dynamics of Rocky Mountain spotted fever (RMSF) prevalence in four contiguous states of Midwestern United States, and to determine the impact of environmental and socio-economic factors associated with this disease. Bayesian hierarchical models were used to quantify space and time only trends and spatio-temporal interaction effect in the case reports submitted to the state health departments in the region. Various socio-economic, environmental and climatic covariates screened a priori in a bivariate procedure were added to a main-effects Bayesian model in progressive steps to evaluate important drivers of RMSF space-time patterns in the region. Our results show a steady increase in RMSF incidence over the study period to newer geographic areas, and the posterior probabilities of county-specific trends indicate clustering of high risk counties in the central and southern parts of the study region. At the spatial scale of a county, the prevalence levels of RMSF is influenced by poverty status, average relative humidity, and average land surface temperature (>35°C) in the region, and the relevance of these factors in the context of climate-change impacts on tick-borne diseases are discussed. PMID:26942604
Directory of Open Access Journals (Sweden)
Ram K Raghavan
Full Text Available This study aims to examine the spatio-temporal dynamics of Rocky Mountain spotted fever (RMSF prevalence in four contiguous states of Midwestern United States, and to determine the impact of environmental and socio-economic factors associated with this disease. Bayesian hierarchical models were used to quantify space and time only trends and spatio-temporal interaction effect in the case reports submitted to the state health departments in the region. Various socio-economic, environmental and climatic covariates screened a priori in a bivariate procedure were added to a main-effects Bayesian model in progressive steps to evaluate important drivers of RMSF space-time patterns in the region. Our results show a steady increase in RMSF incidence over the study period to newer geographic areas, and the posterior probabilities of county-specific trends indicate clustering of high risk counties in the central and southern parts of the study region. At the spatial scale of a county, the prevalence levels of RMSF is influenced by poverty status, average relative humidity, and average land surface temperature (>35°C in the region, and the relevance of these factors in the context of climate-change impacts on tick-borne diseases are discussed.
Image Hierarchical Representations Models based on Latent Dirichlet Allocation
Directory of Open Access Journals (Sweden)
Fushun WANG
2013-08-01
Full Text Available Existing image layer representations methods are very feed-forward, and then not able to deal with small ambiguities. A probabilistic model is proposed, and it learns and deduces each layer in that hierarchy together. Therefore, we consider a recursive probabilistic decomposition process, and derive a new yielded method based on recursive Latent Dirichlet Allocation. We show 2 significant properties of the novel probabilistic method: 1 pulsing another hierarchical to represent the enhanced results on that smooth method; 2 an entire Bayesian method beats a feed-forward running of the novel method. The method can be evaluated on a criterion recognition dataset. It takes the probability of recursive decomposition process into account, and obtains multilayer structure pyramid LDA derived model through the derivation. Experiments demonstrate that the novel technique beats existing hierarchical approaches, and present better performance
Hierarchical hybrid testability modeling and evaluation method based on information fusion
Institute of Scientific and Technical Information of China (English)
Xishan Zhang; Kaoli Huang; Pengcheng Yan; Guangyao Lian
2015-01-01
In order to meet the demand of testability analysis and evaluation for complex equipment under a smal sample test in the equipment life cycle, the hierarchical hybrid testability model-ing and evaluation method (HHTME), which combines the testabi-lity structure model (TSM) with the testability Bayesian networks model (TBNM), is presented. Firstly, the testability network topo-logy of complex equipment is built by using the hierarchical hybrid testability modeling method. Secondly, the prior conditional prob-ability distribution between network nodes is determined through expert experience. Then the Bayesian method is used to update the conditional probability distribution, according to history test information, virtual simulation information and similar product in-formation. Final y, the learned hierarchical hybrid testability model (HHTM) is used to estimate the testability of equipment. Compared with the results of other modeling methods, the relative deviation of the HHTM is only 0.52%, and the evaluation result is the most accurate.
Bayesian Analysis of Multivariate Probit Models
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...
Bayesian Network Models for Adaptive Testing
Czech Academy of Sciences Publication Activity Database
Plajner, Martin; Vomlel, Jiří
Achen: Sun SITE Central Europe, 2016 - (Agosta, J.; Carvalho, R.), s. 24-33. (CEUR Workshop Proceedings. Vol 1565). ISSN 1613-0073. [The Twelfth UAI Bayesian Modeling Applications Workshop (BMAW 2015). Amsterdam (NL), 16.07.2015] R&D Projects: GA ČR GA13-20012S Institutional support: RVO:67985556 Keywords : Bayesian networks * Computerized adaptive testing Subject RIV: JD - Computer Applications, Robotics http://library.utia.cas.cz/separaty/2016/MTR/plajner-0458062.pdf
Directory of Open Access Journals (Sweden)
Björn J. Döring
2013-12-01
Full Text Available A synthetic aperture radar (SAR system requires external absolute calibration so that radiometric measurements can be exploited in numerous scientific and commercial applications. Besides estimating a calibration factor, metrological standards also demand the derivation of a respective calibration uncertainty. This uncertainty is currently not systematically determined. Here for the first time it is proposed to use hierarchical modeling and Bayesian statistics as a consistent method for handling and analyzing the hierarchical data typically acquired during external calibration campaigns. Through the use of Markov chain Monte Carlo simulations, a joint posterior probability can be conveniently derived from measurement data despite the necessary grouping of data samples. The applicability of the method is demonstrated through a case study: The radar reflectivity of DLR’s new C-band Kalibri transponder is derived through a series of RADARSAT-2 acquisitions and a comparison with reference point targets (corner reflectors. The systematic derivation of calibration uncertainties is seen as an important step toward traceable radiometric calibration of synthetic aperture radars.
Hierarchical modeling and analysis for spatial data
Banerjee, Sudipto; Gelfand, Alan E
2003-01-01
Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and dat
On Bayesian Nonparametric Continuous Time Series Models
Karabatsos, George; Walker, Stephen G.
2013-01-01
This paper is a note on the use of Bayesian nonparametric mixture models for continuous time series. We identify a key requirement for such models, and then establish that there is a single type of model which meets this requirement. As it turns out, the model is well known in multiple change-point problems.
Bayesian Modeling of ChIP-chip Data Through a High-Order Ising Model
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.
Bayesian semiparametric dynamic Nelson-Siegel model
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
Bayesian calibration of car-following models
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
Hierarchical and Bayesian Scattered Data Taxonomy in Mobile Ad-hoc Network
Sunar Arif Hussain; K.E. SREENIVASA MURTHY
2011-01-01
MANETS promise an unprecedented opportunity to monitor physical environments via inexpensive wireless embedded devices. Given the sheer amount of sensed data, efficient taxonomy of them becomes a critical task in many sensor network applications. The Bayesian classifier is a fundamental taxonomy technique. We introduce two classifiers: Naive Bayes and a classifier based on class decomposition using K-means clustering. We consider two complementary tasks: model computation and scoring a data s...
Bayesian Semiparametric Modeling of Realized Covariance Matrices
Jin, Xin; John M Maheu
2014-01-01
This paper introduces several new Bayesian nonparametric models suitable for capturing the unknown conditional distribution of realized covariance (RCOV) matrices. Existing dynamic Wishart models are extended to countably infinite mixture models of Wishart and inverse-Wishart distributions. In addition to mixture models with constant weights we propose models with time-varying weights to capture time dependence in the unknown distribution. Each of our models can be combined with returns...
Maragoudakis, Manolis; Lymberopoulos, Dimitrios; Fakotakis, Nikos; Spiropoulos, Kostas
2008-01-01
The present paper extends work on an existing computer-based Decision Support System (DSS) that aims to provide assistance to physicians as regards to pulmonary diseases. The extension deals with allowing for a hierarchical decomposition of the task, at different levels of domain granularity, using a novel approach, i.e. Hierarchical Bayesian Networks. The proposed framework uses data from various networking appliances such as mobile phones and wireless medical sensors to establish a ubiquitous environment for medical treatment of pulmonary diseases. Domain knowledge is encoded at the upper levels of the hierarchy, thus making the process of generalization easier to accomplish. The experimental results were carried out under the Pulmonary Department, University Regional Hospital Patras, Patras, Greece. They have supported our initial beliefs about the ability of Bayesian networks to provide an effective, yet semantically-oriented, means of prognosis and reasoning under conditions of uncertainty. PMID:19163541
Bayesian Approach to Neuro-Rough Models for Modelling HIV
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.
Hierarchic Models of Turbulence, Superfluidity and Superconductivity
Kaivarainen, Alex
2000-01-01
New models of Turbulence, Superfluidity and Superconductivity, based on new Hierarchic theory, general for liquids and solids (physics/0102086), have been proposed. CONTENTS: 1 Turbulence. General description; 2 Mesoscopic mechanism of turbulence; 3 Superfluidity. General description; 4 Mesoscopic scenario of fluidity; 5 Superfluidity as a hierarchic self-organization process; 6 Superfluidity in 3He; 7 Superconductivity: General properties of metals and semiconductors; Plasma oscillations; Cy...
Analysis hierarchical model for discrete event systems
Ciortea, E. M.
2015-11-01
The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.
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.
Czech Academy of Sciences Publication Activity Database
Górecki, J.; Hofert, M.; Holeňa, Martin
2016-01-01
Roč. 46, č. 1 (2016), s. 21-59. ISSN 0925-9902 R&D Projects: GA ČR GA13-17187S Grant ostatní: Slezská univerzita v Opavě(CZ) SGS/21/2014 Institutional support: RVO:67985807 Keywords : Copula * Hierarchical archimedean copula * Copula estimation * Structure determination * Kendall’s tau * Bayesian classification Subject RIV: IN - Informatics, Computer Science Impact factor: 0.886, year: 2014
Energy Technology Data Exchange (ETDEWEB)
Kelly, Brandon C.; Goodman, Alyssa A. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Shetty, Rahul [Zentrum fuer Astronomie der Universitaet Heidelberg, Institut fuer Theoretische Astrophysik, Albert-Ueberle-Str. 2, 69120 Heidelberg (Germany); Stutz, Amelia M.; Launhardt, Ralf [Max Planck Institut fuer Astronomie, Koenigstuhl 17, 69117 Heidelberg (Germany); Kauffmann, Jens [NASA JPL, 4800 Oak Grove Drive, Pasadena, CA 91109 (United States)
2012-06-10
We present a hierarchical Bayesian method for fitting infrared spectral energy distributions (SEDs) of dust emission to observed fluxes. Under the standard assumption of optically thin single temperature (T) sources, the dust SED as represented by a power-law-modified blackbody is subject to a strong degeneracy between T and the spectral index {beta}. The traditional non-hierarchical approaches, typically based on {chi}{sup 2} minimization, are severely limited by this degeneracy, as it produces an artificial anti-correlation between T and {beta} even with modest levels of observational noise. The hierarchical Bayesian method rigorously and self-consistently treats measurement uncertainties, including calibration and noise, resulting in more precise SED fits. As a result, the Bayesian fits do not produce any spurious anti-correlations between the SED parameters due to measurement uncertainty. We demonstrate that the Bayesian method is substantially more accurate than the {chi}{sup 2} fit in recovering the SED parameters, as well as the correlations between them. As an illustration, we apply our method to Herschel and submillimeter ground-based observations of the star-forming Bok globule CB244. This source is a small, nearby molecular cloud containing a single low-mass protostar and a starless core. We find that T and {beta} are weakly positively correlated-in contradiction with the {chi}{sup 2} fits, which indicate a T-{beta} anti-correlation from the same data set. Additionally, in comparison to the {chi}{sup 2} fits the Bayesian SED parameter estimates exhibit a reduced range in values.
Bayesian state space models for dynamic genetic network construction across multiple tissues.
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
Bayesian inference of models and hyper-parameters for robust optic-flow estimation
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...
Sun, Xun; Lall, Upmanu; Merz, Bruno; Dung, Nguyen Viet
2015-08-01
Especially for extreme precipitation or floods, there is considerable spatial and temporal variability in long term trends or in the response of station time series to large-scale climate indices. Consequently, identifying trends or sensitivity of these extremes to climate parameters can be marked by high uncertainty. When one develops a nonstationary frequency analysis model, a key step is the identification of potential trends or effects of climate indices on the station series. An automatic clustering procedure that effectively pools stations where there are similar responses is desirable to reduce the estimation variance, thus improving the identification of trends or responses, and accounting for spatial dependence. This paper presents a new hierarchical Bayesian approach for exploring homogeneity of response in large area data sets, through a multicomponent mixture model. The approach allows the reduction of uncertainties through both full pooling and partial pooling of stations across automatically chosen subsets of the data. We apply the model to study the trends in annual maximum daily stream flow at 68 gauges over Germany. The effects of changing the number of clusters and the parameters used for clustering are demonstrated. The results show that there are large, mainly upward trends in the gauges of the River Rhine Basin in Western Germany and along the main stream of the Danube River in the south, while there are also some small upward trends at gauges in Central and Northern Germany.
Bayesian joint modeling of longitudinal and spatial survival AIDS data.
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
Bayesian Spatial Modelling with R-INLA
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...
Semiparametric Quantile Modelling of Hierarchical Data
Institute of Scientific and Technical Information of China (English)
Mao Zai TIAN; Man Lai TANG; Ping Shing CHAN
2009-01-01
The classic hierarchical linear model formulation provides a considerable flexibility for modelling the random effects structure and a powerful tool for analyzing nested data that arise in various areas such as biology, economics and education. However, it assumes the within-group errors to be independently and identically distributed (i.i.d.) and models at all levels to be linear. Most importantly, traditional hierarchical models (just like other ordinary mean regression methods) cannot characterize the entire conditional distribution of a dependent variable given a set of covariates and fail to yield robust estimators. In this article, we relax the aforementioned and normality assumptions, and develop a so-called Hierarchical Semiparametric Quantile Regression Models in which the within-group errors could be heteroscedastic and models at some levels are allowed to be nonparametric. We present the ideas with a 2-level model. The level-l model is specified as a nonparametric model whereas level-2 model is set as a parametric model. Under the proposed semiparametric setting the vector of partial derivatives of the nonparametric function in level-1 becomes the response variable vector in level 2. The proposed method allows us to model the fixed effects in the innermost level (i.e., level 2) as a function of the covariates instead of a constant effect. We outline some mild regularity conditions required for convergence and asymptotic normality for our estimators. We illustrate our methodology with a real hierarchical data set from a laboratory study and some simulation studies.
Hierarchical linear regression models for conditional quantiles
Institute of Scientific and Technical Information of China (English)
TIAN; Maozai
2006-01-01
The quantile regression has several useful features and therefore is gradually developing into a comprehensive approach to the statistical analysis of linear and nonlinear response models,but it cannot deal effectively with the data with a hierarchical structure.In practice,the existence of such data hierarchies is neither accidental nor ignorable,it is a common phenomenon.To ignore this hierarchical data structure risks overlooking the importance of group effects,and may also render many of the traditional statistical analysis techniques used for studying data relationships invalid.On the other hand,the hierarchical models take a hierarchical data structure into account and have also many applications in statistics,ranging from overdispersion to constructing min-max estimators.However,the hierarchical models are virtually the mean regression,therefore,they cannot be used to characterize the entire conditional distribution of a dependent variable given high-dimensional covariates.Furthermore,the estimated coefficient vector (marginal effects)is sensitive to an outlier observation on the dependent variable.In this article,a new approach,which is based on the Gauss-Seidel iteration and taking a full advantage of the quantile regression and hierarchical models,is developed.On the theoretical front,we also consider the asymptotic properties of the new method,obtaining the simple conditions for an n1/2-convergence and an asymptotic normality.We also illustrate the use of the technique with the real educational data which is hierarchical and how the results can be explained.
Bayesian modeling and classification of neural signals
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). ...
Counting Your Customers One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model
Abe, Makoto
2008-01-01
This research extends a Pareto/NBD model of customer-base analysis using a hierarchical Bayesian (HB) framework to suit today's customized marketing. The proposed HB model presumes three tried and tested assumptions of Pareto/NBD models: (1) a Poisson purchase process, (2) a memoryless dropout process (i.e., constant hazard rate), and (3) heterogeneity across customers, while relaxing the independence assumption of the purchase and dropout rates and incorporating customer characteristics as c...
""Counting Your Customers" One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model"
Makoto Abe
2008-01-01
This research extends a Pareto/NBD model of customer-base analysis using a hierarchical Bayesian (HB) framework to suit today's customized marketing. The proposed HB model presumes three tried and tested assumptions of Pareto/NBD models: (1) a Poisson purchase process, (2) a memoryless dropout process (i.e., constant hazard rate), and (3) heterogeneity across customers, while relaxing the independence assumption of the purchase and dropout rates and incorporating customer characteristics as c...
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.
A hierarchical model for ordinal matrix factorization
DEFF Research Database (Denmark)
Paquet, Ulrich; Thomson, Blaise; Winther, Ole
2012-01-01
This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based on...
Hierarchic Models of Turbulence, Superfluidity and Superconductivity
Kaivarainen, A
2000-01-01
New models of Turbulence, Superfluidity and Superconductivity, based on new Hierarchic theory, general for liquids and solids (physics/0102086), have been proposed. CONTENTS: 1 Turbulence. General description; 2 Mesoscopic mechanism of turbulence; 3 Superfluidity. General description; 4 Mesoscopic scenario of fluidity; 5 Superfluidity as a hierarchic self-organization process; 6 Superfluidity in 3He; 7 Superconductivity: General properties of metals and semiconductors; Plasma oscillations; Cyclotron resonance; Electroconductivity; 8. Microscopic theory of superconductivity (BCS); 9. Mesoscopic scenario of superconductivity: Interpretation of experimental data in the framework of mesoscopic model of superconductivity.
Distributed Bayesian Networks for User Modeling
DEFF Research Database (Denmark)
Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang;
2006-01-01
The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used by such...... adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... mechanism efficiently combines distributed learner models without the need to exchange internal structure of local Bayesian networks, nor local evidence between the involved platforms....
Strategic games on a hierarchical network model
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
Among complex network models, the hierarchical network model is the one most close to such real networks as world trade web, metabolic network, WWW, actor network, and so on. It has not only the property of power-law degree distribution, but growth based on growth and preferential attachment, showing the scale-free degree distribution property. In this paper, we study the evolution of cooperation on a hierarchical network model, adopting the prisoner's dilemma (PD) game and snowdrift game (SG) as metaphors of the interplay between connected nodes. BA model provides a unifying framework for the emergence of cooperation. But interestingly, we found that on hierarchical model, there is no sign of cooperation for PD game, while the frequency of cooperation decreases as the common benefit decreases for SG. By comparing the scaling clustering coefficient properties of the hierarchical network model with that of BA model, we found that the former amplifies the effect of hubs. Considering different performances of PD game and SG on complex network, we also found that common benefit leads to cooperation in the evolution. Thus our study may shed light on the emergence of cooperation in both natural and social environments.
Constrained bayesian inference of project performance models
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 ...
Designing and testing inflationary models with Bayesian networks
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.
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.
Hierarchical Models for Independence Structures of Networks
Sadeghi, Kayvan; Rinaldo, Alessandro
2016-01-01
We introduce a new family of network models, called hierarchical network models, that allow to represent in an explicit manner the stochastic dependence among the edges. In particular, each member of this family can be associated with a graphical model defining conditional independence clauses among the edges of the network, called the dependency graph. Every network model of dyadic independence assumption can be generalized to construct members of this new family. Using this new framework, w...
Hierarchical relational models for document networks
Chang, Jonathan; Blei, David M.
2009-01-01
We develop the relational topic model (RTM), a hierarchical model of both network structure and node attributes. We focus on document networks, where the attributes of each document are its words, that is, discrete observations taken from a fixed vocabulary. For each pair of documents, the RTM models their link as a binary random variable that is conditioned on their contents. The model can be used to summarize a network of documents, predict links between them, and predi...
Predicting Complex Word Emotions and Topics through a Hierarchical Bayesian Network
Institute of Scientific and Technical Information of China (English)
2012-01-01
In this paper, we provide a Word Emotion Topic （WET） model to predict the complex word e- motion information from text, and discover the dis- trbution of emotions among different topics. A complex emotion is defined as the combination of one or more singular emotions from following 8 basic emotion categories： joy, love, expectation, sur- prise, anxiety, sorrow, anger and hate. We use a hi- erarchical Bayesian network to model the emotions and topics in the text. Both the complex emotions and topics are drawn from raw texts, without con- sidering any complicated language features. Our ex- periment shows promising results of word emotion prediction, which outperforms the traditional parsing methods such as the Hidden Markov Model and the Conditional Random Fields（CRFs） on raw text. We also explore the topic distribution by examining the emotion topic variation in an emotion topic diagram.
Managing Clustered Data Using Hierarchical Linear Modeling
Warne, Russell T.; Li, Yan; McKyer, E. Lisako J.; Condie, Rachel; Diep, Cassandra S.; Murano, Peter S.
2012-01-01
Researchers in nutrition research often use cluster or multistage sampling to gather participants for their studies. These sampling methods often produce violations of the assumption of data independence that most traditional statistics share. Hierarchical linear modeling is a statistical method that can overcome violations of the independence…
A Bayesian Model of Biases in Artificial Language Learning: The Case of a Word-Order Universal
Culbertson, Jennifer; Smolensky, Paul
2012-01-01
In this article, we develop a hierarchical Bayesian model of learning in a general type of artificial language-learning experiment in which learners are exposed to a mixture of grammars representing the variation present in real learners' input, particularly at times of language change. The modeling goal is to formalize and quantify hypothesized…
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.
A Bayesian Modelling of Wildfires in Portugal
Silva, Giovani L.; Soares, Paulo; Marques, Susete; Dias, Inês M.; Oliveira, Manuela M.; Borges, Guilherme J.
2015-01-01
In the last decade wildfires became a serious problem in Portugal due to different issues such as climatic characteristics and nature of Portuguese forest. In order to analyse wildfire data, we employ beta regression for modelling the proportion of burned forest area, under a Bayesian perspective. Our main goal is to find out fire risk factors that influence the proportion of area burned and what may make a forest type susceptible or resistant to fire. Then, we analyse wildfire...
Market Segmentation Using Bayesian Model Based Clustering
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...
Centralized Bayesian reliability modelling with sensor networks
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Sečkárová, Vladimíra
2013-01-01
Roč. 19, č. 5 (2013), s. 471-482. ISSN 1387-3954 R&D Projects: GA MŠk 7D12004 Grant ostatní: GA MŠk(CZ) SVV-265315 Keywords : Bayesian modelling * Sensor network * Reliability Subject RIV: BD - Theory of Information Impact factor: 0.984, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0392551.pdf
Bayesian mixture models for Poisson astronomical images
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...
Hierarchical study of Guyton Circulatory Model
Assar, Rodrigo; Soueidan, Hayssam; Sherman, David James
2009-01-01
This article presents an initial study of the Guyton Circulatory Model using BioRica. This model consists of 18 connected modules, each of which caracterise a separate physiological subsystem. We have focused the present analysis in the Renin- Angiotensin-Aldosterone System (RAAS). The use of BioRica allowed us to build an hierarchical model for this system by means of directly mapping modules to BioRica nodes. The results of each node were validated by comparison with published results.
A Bayesian model of context-sensitive value attribution
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
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.
Hierarchical models in the brain.
Directory of Open Access Journals (Sweden)
Karl Friston
2008-11-01
Full Text Available This paper describes a general model that subsumes many parametric models for continuous data. The model comprises hidden layers of state-space or dynamic causal models, arranged so that the output of one provides input to another. The ensuing hierarchy furnishes a model for many types of data, of arbitrary complexity. Special cases range from the general linear model for static data to generalised convolution models, with system noise, for nonlinear time-series analysis. Crucially, all of these models can be inverted using exactly the same scheme, namely, dynamic expectation maximization. This means that a single model and optimisation scheme can be used to invert a wide range of models. We present the model and a brief review of its inversion to disclose the relationships among, apparently, diverse generative models of empirical data. We then show that this inversion can be formulated as a simple neural network and may provide a useful metaphor for inference and learning in the brain.
A space-time multivariate Bayesian model to analyse road traffic accidents by severity
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...
An examination of disparities in cancer incidence in Texas using Bayesian random coefficient models
Sparks, Corey
2015-01-01
Disparities in cancer risk exist between ethnic groups in the United States. These disparities often result from differential access to healthcare, differences in socioeconomic status and differential exposure to carcinogens. This study uses cancer incidence data from the population based Texas Cancer Registry to investigate the disparities in digestive and respiratory cancers from 2000 to 2008. A Bayesian hierarchical regression approach is used. All models are fit using the INLA method of B...
Pardo, Mario A; Gerrodette, Tim; Beier, Emilio; Gendron, Diane; Forney, Karin A; Chivers, Susan J; Barlow, Jay; Palacios, Daniel M
2015-01-01
We inferred the population densities of blue whales (Balaenoptera musculus) and short-beaked common dolphins (Delphinus delphis) in the Northeast Pacific Ocean as functions of the water-column's physical structure by implementing hierarchical models in a Bayesian framework. This approach allowed us to propagate the uncertainty of the field observations into the inference of species-habitat relationships and to generate spatially explicit population density predictions with reduced effects of sampling heterogeneity. Our hypothesis was that the large-scale spatial distributions of these two cetacean species respond primarily to ecological processes resulting from shoaling and outcropping of the pycnocline in regions of wind-forced upwelling and eddy-like circulation. Physically, these processes affect the thermodynamic balance of the water column, decreasing its volume and thus the height of the absolute dynamic topography (ADT). Biologically, they lead to elevated primary productivity and persistent aggregation of low-trophic-level prey. Unlike other remotely sensed variables, ADT provides information about the structure of the entire water column and it is also routinely measured at high spatial-temporal resolution by satellite altimeters with uniform global coverage. Our models provide spatially explicit population density predictions for both species, even in areas where the pycnocline shoals but does not outcrop (e.g. the Costa Rica Dome and the North Equatorial Countercurrent thermocline ridge). Interannual variations in distribution during El Niño anomalies suggest that the population density of both species decreases dramatically in the Equatorial Cold Tongue and the Costa Rica Dome, and that their distributions retract to particular areas that remain productive, such as the more oceanic waters in the central California Current System, the northern Gulf of California, the North Equatorial Countercurrent thermocline ridge, and the more southern portion of the
Jeong, S.; Hsu, Y.; Newman, S.; Zhang, J.; Andrews, A. E.; Bianco, L.; Bagley, J.; Cui, X.; Graven, H. D.; Kim, J.; Salameh, P.; LaFranchi, B. W.; Priest, C.; Campos-Pineda, M.; Novakovskaia, E.; Sloop, C.; Michelsen, H. A.; Bambha, R.; Weiss, R. F.; Keeling, R. F.; Fischer, M. L.
2015-12-01
We present an analysis of annual state total methane (CH4) and nitrous oxide (N2O) emissions from California using atmospheric observations from thirteen sites (six sites for N2O) in California during June 2013 - May 2014. A hierarchical Bayesian inversion (HBI) method is used to estimate CH4 and N2O emissions for spatial regions (0.3 degree pixels) by comparing measured mixing ratios with transport model (WRF-STILT) predictions. Using the multi-site measurements across California, the HBI analysis constrains a significant portion of expected emissions for both CH4 and N2O in the Central Valley and southern California. Based on the HBI analysis, we estimate a likely range of the state's annual CH4 emissions is 2.4 - 2.7 Tg CH4/yr (at 68% confidence), which is 1.4 - 1.6 times the total estimated by the California Air Resources Board (CARB). Similarly, we estimate the state's annual N2O emissions to be 77 - 95 Gg N2O/yr (at 68% confidence), which are 1.6 - 2.0 times CARB's state total. These results suggest that the combined total of CH4 and N2O emissions from the HBI analysis would comprise 18 - 21% of state total greenhouse gas (GHG) emissions, higher than 12% estimated in the current state inventory. Additionally, we expand previous evaluations of possible systematic bias in annual emission estimates due to transport model error by comparing measured and predicted carbon monoxide (CO) for four of the sites. These results highlight the need for multiple independent methods to estimate non-CO2 GHG emissions, and offer insight into opportunities for non-CO2 GHG emission mitigation efforts towards achieving California's GHG emission goals.
Directory of Open Access Journals (Sweden)
Mario A Pardo
Full Text Available We inferred the population densities of blue whales (Balaenoptera musculus and short-beaked common dolphins (Delphinus delphis in the Northeast Pacific Ocean as functions of the water-column's physical structure by implementing hierarchical models in a Bayesian framework. This approach allowed us to propagate the uncertainty of the field observations into the inference of species-habitat relationships and to generate spatially explicit population density predictions with reduced effects of sampling heterogeneity. Our hypothesis was that the large-scale spatial distributions of these two cetacean species respond primarily to ecological processes resulting from shoaling and outcropping of the pycnocline in regions of wind-forced upwelling and eddy-like circulation. Physically, these processes affect the thermodynamic balance of the water column, decreasing its volume and thus the height of the absolute dynamic topography (ADT. Biologically, they lead to elevated primary productivity and persistent aggregation of low-trophic-level prey. Unlike other remotely sensed variables, ADT provides information about the structure of the entire water column and it is also routinely measured at high spatial-temporal resolution by satellite altimeters with uniform global coverage. Our models provide spatially explicit population density predictions for both species, even in areas where the pycnocline shoals but does not outcrop (e.g. the Costa Rica Dome and the North Equatorial Countercurrent thermocline ridge. Interannual variations in distribution during El Niño anomalies suggest that the population density of both species decreases dramatically in the Equatorial Cold Tongue and the Costa Rica Dome, and that their distributions retract to particular areas that remain productive, such as the more oceanic waters in the central California Current System, the northern Gulf of California, the North Equatorial Countercurrent thermocline ridge, and the more
Assessing global vegetation activity using spatio-temporal Bayesian modelling
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
Topic Modeling of Hierarchical Corpora /
Kim, Do-kyum
2014-01-01
The sizes of modern digital libraries have grown beyond our capacity to comprehend manually. Thus we need new tools to help us in organizing and browsing large corpora of text that do not require manually examining each document. To this end, machine learning researchers have developed topic models, statistical learning algorithms for automatic comprehension of large collections of text. Topic models provide both global and local views of a corpus; they discover topics that run through the co...
Bayesian Kinematic Finite Fault Source Models (Invited)
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.
Bayesian Estimation of a Mixture Model
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...
Bayesian mixture models for partially verified data
DEFF Research Database (Denmark)
Kostoulas, Polychronis; Browne, William J.; Nielsen, Søren Saxmose;
2013-01-01
, where a perfect reference test does not exist. However, their discriminatory ability diminishes with increasing overlap of the distributions and with increasing number of latent infection stages to be discriminated. We provide a method that uses partially verified data, with known infection status for......Bayesian mixture models can be used to discriminate between the distributions of continuous test responses for different infection stages. These models are particularly useful in case of chronic infections with a long latent period, like Mycobacterium avium subsp. paratuberculosis (MAP) infection...
Hierarchical pinning model in correlated random environment
Berger, Quentin
2011-01-01
We consider the hierarchical disordered pinning model studied in [9], which exhibits a localization/delocalization phase transition. In the case where the disorder is i.i.d. (independent and identically distributed), the question of relevance/irrelevance of disorder (i.e. whether disorder changes or not the critical properties with respect to the homogeneous case) is by now mathematically rather well understood [14,15]. Here we consider the case where randomness is spatially correlated and correlations respect the hierarchical structure of the model; in the non-hierarchical model our choice would correspond to a power-law decay of correlations. In terms of the critical exponent of the homogeneous model and of the correlation decay exponent, we identify three regions. In the first one (non-summable correlations) the phase transition disappears. In the second one (correlations decaying fast enough) the system behaves essentially like in the i.i.d. setting and the relevance/irrelevance criterion is not modified....
A hierarchical nest survival model integrating incomplete temporally varying covariates
Converse, Sarah J.; Royle, J. Andrew; Adler, Peter H.; Urbanek, Richard P.; Barzan, Jeb A.
2013-01-01
Nest success is a critical determinant of the dynamics of avian populations, and nest survival modeling has played a key role in advancing avian ecology and management. Beginning with the development of daily nest survival models, and proceeding through subsequent extensions, the capacity for modeling the effects of hypothesized factors on nest survival has expanded greatly. We extend nest survival models further by introducing an approach to deal with incompletely observed, temporally varying covariates using a hierarchical model. Hierarchical modeling offers a way to separate process and observational components of demographic models to obtain estimates of the parameters of primary interest, and to evaluate structural effects of ecological and management interest. We built a hierarchical model for daily nest survival to analyze nest data from reintroduced whooping cranes (Grus americana) in the Eastern Migratory Population. This reintroduction effort has been beset by poor reproduction, apparently due primarily to nest abandonment by breeding birds. We used the model to assess support for the hypothesis that nest abandonment is caused by harassment from biting insects. We obtained indices of blood-feeding insect populations based on the spatially interpolated counts of insects captured in carbon dioxide traps. However, insect trapping was not conducted daily, and so we had incomplete information on a temporally variable covariate of interest. We therefore supplemented our nest survival model with a parallel model for estimating the values of the missing insect covariates. We used Bayesian model selection to identify the best predictors of daily nest survival. Our results suggest that the black fly Simulium annulus may be negatively affecting nest survival of reintroduced whooping cranes, with decreasing nest survival as abundance of S. annulus increases. The modeling framework we have developed will be applied in the future to a larger data set to evaluate the
Burn, Robert W; Underwood, Fiona M; Blanc, Julian
2011-01-01
Elephant poaching and the ivory trade remain high on the agenda at meetings of the Convention on International Trade in Endangered Species of Wild Fauna and Flora (CITES). Well-informed debates require robust estimates of trends, the spatial distribution of poaching, and drivers of poaching. We present an analysis of trends and drivers of an indicator of elephant poaching of all elephant species. The site-based monitoring system known as Monitoring the Illegal Killing of Elephants (MIKE), set up by the 10(th) Conference of the Parties of CITES in 1997, produces carcass encounter data reported mainly by anti-poaching patrols. Data analyzed were site by year totals of 6,337 carcasses from 66 sites in Africa and Asia from 2002-2009. Analysis of these observational data is a serious challenge to traditional statistical methods because of the opportunistic and non-random nature of patrols, and the heterogeneity across sites. Adopting a bayesian hierarchical modeling approach, we used the proportion of carcasses that were illegally killed (PIKE) as a poaching index, to estimate the trend and the effects of site- and country-level factors associated with poaching. Important drivers of illegal killing that emerged at country level were poor governance and low levels of human development, and at site level, forest cover and area of the site in regions where human population density is low. After a drop from 2002, PIKE remained fairly constant from 2003 until 2006, after which it increased until 2008. The results for 2009 indicate a decline. Sites with PIKE ranging from the lowest to the highest were identified. The results of the analysis provide a sound information base for scientific evidence-based decision making in the CITES process. PMID:21912670
Directory of Open Access Journals (Sweden)
Robert W Burn
Full Text Available Elephant poaching and the ivory trade remain high on the agenda at meetings of the Convention on International Trade in Endangered Species of Wild Fauna and Flora (CITES. Well-informed debates require robust estimates of trends, the spatial distribution of poaching, and drivers of poaching. We present an analysis of trends and drivers of an indicator of elephant poaching of all elephant species. The site-based monitoring system known as Monitoring the Illegal Killing of Elephants (MIKE, set up by the 10(th Conference of the Parties of CITES in 1997, produces carcass encounter data reported mainly by anti-poaching patrols. Data analyzed were site by year totals of 6,337 carcasses from 66 sites in Africa and Asia from 2002-2009. Analysis of these observational data is a serious challenge to traditional statistical methods because of the opportunistic and non-random nature of patrols, and the heterogeneity across sites. Adopting a bayesian hierarchical modeling approach, we used the proportion of carcasses that were illegally killed (PIKE as a poaching index, to estimate the trend and the effects of site- and country-level factors associated with poaching. Important drivers of illegal killing that emerged at country level were poor governance and low levels of human development, and at site level, forest cover and area of the site in regions where human population density is low. After a drop from 2002, PIKE remained fairly constant from 2003 until 2006, after which it increased until 2008. The results for 2009 indicate a decline. Sites with PIKE ranging from the lowest to the highest were identified. The results of the analysis provide a sound information base for scientific evidence-based decision making in the CITES process.
An Accessible Method for Implementing Hierarchical Models with Spatio-Temporal Abundance Data
Ross, Beth E.; Hooten, Melvin B.; Koons, David N.
2012-01-01
A common goal in ecology and wildlife management is to determine the causes of variation in population dynamics over long periods of time and across large spatial scales. Many assumptions must nevertheless be overcome to make appropriate inference about spatio-temporal variation in population dynamics, such as autocorrelation among data points, excess zeros, and observation error in count data. To address these issues, many scientists and statisticians have recommended the use of Bayesian hierarchical models. Unfortunately, hierarchical statistical models remain somewhat difficult to use because of the necessary quantitative background needed to implement them, or because of the computational demands of using Markov Chain Monte Carlo algorithms to estimate parameters. Fortunately, new tools have recently been developed that make it more feasible for wildlife biologists to fit sophisticated hierarchical Bayesian models (i.e., Integrated Nested Laplace Approximation, ‘INLA’). We present a case study using two important game species in North America, the lesser and greater scaup, to demonstrate how INLA can be used to estimate the parameters in a hierarchical model that decouples observation error from process variation, and accounts for unknown sources of excess zeros as well as spatial and temporal dependence in the data. Ultimately, our goal was to make unbiased inference about spatial variation in population trends over time.
Applying Fixed Effects to Hierarchical Segregation Models
Dina Shatnawi; Ronald Oaxaca; Michael Ransom
2011-01-01
This paper expands the empirical implementation of hierarchical segregation models to allow for the use of panel methods. We use firm level data collected between 1977 and 1985 from a regional grocery store that faced a title VII class-action lawsuit over gender discrimination much the same as Wal-Mart and Costco. Special problems arise in implementing decompositions in a fixed effects and random effects setting, especially when analyzing wage-level differences. We develop a variation of wage...
Internet advertising effectiveness by using hierarchical model
Rahmani, Samaneh
2015-01-01
Abstract. Present paper has been developed with the title of internet advertising effectiveness by using hierarchical model. Presenting the question: Today Internet is an important channel in marketing and advertising. The reason for this could be the ability of the Internet to reduce costs and people’s access to online services[1]. Also advertisers can easily access a multitude of users and communicate with them at low cost [9]. On the other hand, compared to traditional advertising, interne...
Semantic Image Segmentation with Contextual Hierarchical Models.
Seyedhosseini, Mojtaba; Tasdizen, Tolga
2016-05-01
Semantic segmentation is the problem of assigning an object label to each pixel. It unifies the image segmentation and object recognition problems. The importance of using contextual information in semantic segmentation frameworks has been widely realized in the field. We propose a contextual framework, called contextual hierarchical model (CHM), which learns contextual information in a hierarchical framework for semantic segmentation. At each level of the hierarchy, a classifier is trained based on downsampled input images and outputs of previous levels. Our model then incorporates the resulting multi-resolution contextual information into a classifier to segment the input image at original resolution. This training strategy allows for optimization of a joint posterior probability at multiple resolutions through the hierarchy. Contextual hierarchical model is purely based on the input image patches and does not make use of any fragments or shape examples. Hence, it is applicable to a variety of problems such as object segmentation and edge detection. We demonstrate that CHM performs at par with state-of-the-art on Stanford background and Weizmann horse datasets. It also outperforms state-of-the-art edge detection methods on NYU depth dataset and achieves state-of-the-art on Berkeley segmentation dataset (BSDS 500). PMID:26336116
A Nonparametric Bayesian Model for Nested Clustering.
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
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.
Bayesian Discovery of Linear Acyclic Causal Models
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...
Adversarial life testing: A Bayesian negotiation model
International Nuclear Information System (INIS)
Life testing is a procedure intended for facilitating the process of making decisions in the context of industrial reliability. On the other hand, negotiation is a process of making joint decisions that has one of its main foundations in decision theory. A Bayesian sequential model of negotiation in the context of adversarial life testing is proposed. This model considers a general setting for which a manufacturer offers a product batch to a consumer. It is assumed that the reliability of the product is measured in terms of its lifetime. Furthermore, both the manufacturer and the consumer have to use their own information with respect to the quality of the product. Under these assumptions, two situations can be analyzed. For both of them, the main aim is to accept or reject the product batch based on the product reliability. This topic is related to a reliability demonstration problem. The procedure is applied to a class of distributions that belong to the exponential family. Thus, a unified framework addressing the main topics in the considered Bayesian model is presented. An illustrative example shows that the proposed technique can be easily applied in practice
A Bayesian Model for Discovering Typological Implications
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.
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
A Bayesian model of category-specific emotional brain responses.
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
Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia
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.
Bayes factors and the geometry of discrete hierarchical loglinear models
Letac, Gerard
2011-01-01
A standard tool for model selection in a Bayesian framework is the Bayes factor which compares the marginal likelihood of the data under two given different models. In this paper, we consider the class of hierarchical loglinear models for discrete data given under the form of a contingency table with multinomial sampling. We assume that the Diaconis-Ylvisaker conjugate prior is the prior distribution on the loglinear parameters and the uniform is the prior distribution on the space of models. Under these conditions, the Bayes factor between two models is a function of their prior and posterior normalizing constants. These constants are functions of the hyperparameters $(m,\\alpha)$ which can be interpreted respectively as marginal counts and the total count of a fictive contingency table. We study the behaviour of the Bayes factor when $\\alpha$ tends to zero. In this study two mathematical objects play a most important role. They are, first, the interior $C$ of the convex hull $\\bar{C}$ of the support of the m...
Three Layer Hierarchical Model for Chord
Directory of Open Access Journals (Sweden)
Waqas A. Imtiaz
2012-12-01
Full Text Available Increasing popularity of decentralized Peer-to-Peer (P2P architecture emphasizes on the need to come across an overlay structure that can provide efficient content discovery mechanism, accommodate high churn rate and adapt to failures in the presence of heterogeneity among the peers. Traditional p2p systems incorporate distributed client-server communication, which finds the peer efficiently that store a desires data item, with minimum delay and reduced overhead. However traditional models are not able to solve the problems relating scalability and high churn rates. Hierarchical model were introduced to provide better fault isolation, effective bandwidth utilization, a superior adaptation to the underlying physical network and a reduction of the lookup path length as additional advantages. It is more efficient and easier to manage than traditional p2p networks. This paper discusses a further step in p2p hierarchy via 3-layers hierarchical model with distributed database architecture in different layer, each of which is connected through its root. The peers are divided into three categories according to their physical stability and strength. They are Ultra Super-peer, Super-peer and Ordinary Peer and we assign these peers to first, second and third level of hierarchy respectively. Peers in a group in lower layer have their own local database which hold as associated super-peer in middle layer and access the database among the peers through user queries. In our 3-layer hierarchical model for DHT algorithms, we used an advanced Chord algorithm with optimized finger table which can remove the redundant entry in the finger table in upper layer that influences the system to reduce the lookup latency. Our research work finally resulted that our model really provides faster search since the network lookup latency is decreased by reducing the number of hops. The peers in such network then can contribute with improve functionality and can perform well in
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.
Hierarchical Dirichlet Scaling Process
Kim, Dongwoo; Oh, Alice
2014-01-01
We present the \\textit{hierarchical Dirichlet scaling process} (HDSP), a Bayesian nonparametric mixed membership model. The HDSP generalizes the hierarchical Dirichlet process (HDP) to model the correlation structure between metadata in the corpus and mixture components. We construct the HDSP based on the normalized gamma representation of the Dirichlet process, and this construction allows incorporating a scaling function that controls the membership probabilities of the mixture components. ...
The Bayesian Modelling Of Inflation Rate In Romania
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...
A tutorial introduction to Bayesian models of cognitive development
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...
Merging Digital Surface Models Implementing Bayesian Approaches
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.
Hierarchic modeling of heat exchanger thermal hydraulics
International Nuclear Information System (INIS)
Volume Averaging Technique (VAT) is employed in order to model the heat exchanger cross-flow as a porous media flow. As the averaging of the transport equations lead to a closure problem, separate relations are introduced to model interphase momentum and heat transfer between fluid flow and the solid structure. The hierarchic modeling is used to calculate the local drag coefficient Cd as a function of Reynolds number Reh. For that purpose a separate model of REV is built and DNS of flow through REV is performed. The local values of heat transfer coefficient h are obtained from available literature. The geometry of the simulation domain and boundary conditions follow the geometry of the experimental test section used at U.C.L.A. The calculated temperature fields reveal that the geometry with denser pin-fins arrangement (HX1) heats fluid flow faster. The temperature field in the HX2 exhibits the formation of thermal boundary layer between pin-fins, which has a significant role in overall thermal performance of the heat exchanger. Although presented discrepancies of the whole-section drag coefficient Cd are large, we believe that hierarchic modeling is an appropriate strategy for calculation of complex transport phenomena in heat exchanger geometries.(author)
Bayesian Models of Graphs, Arrays and Other Exchangeable Random Structures.
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
Modeling Social Annotation: a Bayesian Approach
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...
Improving randomness characterization through Bayesian model selection
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...
Modelling complex networks by random hierarchical graphs
Directory of Open Access Journals (Sweden)
M.Wróbel
2008-06-01
Full Text Available Numerous complex networks contain special patterns, called network motifs. These are specific subgraphs, which occur oftener than in randomized networks of Erdős-Rényi type. We choose one of them, the triangle, and build a family of random hierarchical graphs, being Sierpiński gasket-based graphs with random "decorations". We calculate the important characteristics of these graphs - average degree, average shortest path length, small-world graph family characteristics. They depend on probability of decorations. We analyze the Ising model on our graphs and describe its critical properties using a renormalization-group technique.
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.
Bayesian mixture models for Poisson astronomical images
Guglielmetti, Fabrizia; Dose, Volker
2012-01-01
Astronomical images in the Poisson regime are typically characterized by a spatially varying cosmic background, large variety of source morphologies and intensities, data incompleteness, steep gradients in the data, and few photon counts per pixel. The Background-Source separation technique is developed with the aim to detect faint and extended sources in astronomical images characterized by Poisson statistics. The technique employs Bayesian mixture models to reliably detect the background as well as the sources with their respective uncertainties. Background estimation and source detection is achieved in a single algorithm. A large variety of source morphologies is revealed. The technique is applied in the X-ray part of the electromagnetic spectrum on ROSAT and Chandra data sets and it is under a feasibility study for the forthcoming eROSITA mission.
International Nuclear Information System (INIS)
We present a hierarchical Bayesian method for estimating the density and size distribution of subclad-flaws in French Pressurized Water Reactor (PWR) vessels. This model takes into account in-service inspection (ISI) data, a flaw size-dependent probability of detection (different functions are considered) with a threshold of detection, and a flaw sizing error distribution (different distributions are considered). The resulting model is identified through a Markov Chain Monte Carlo (MCMC) algorithm. The article includes discussion for choosing the prior distribution parameters and an illustrative application is presented highlighting the model's ability to provide good parameter estimates even when a small number of flaws are observed
A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION
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...
A hierarchical modeling approach to estimating soil trace gas fluxes from static chambers
Ogle, K.; Ryan, E.; Dijkstra, F. A.; Pendall, E.
2014-12-01
Static chambers are often employed to measure soil trace gas fluxes. Gas concentrations (C) in the headspace are sampled at different times (t), and for each group of chamber measurements, flux rates are frequently calculated as the slope of linear regressions of C versus t (ultimately, statistical analyses are performed with the flux rate "data"). While non-linear regressions are recognized to be more accurate than linear regressions, a trade-off with precision can arise due to variability in raw data leading to poor curve fits, and groups of data with too few observations or with poor regression fits (i.e., low R2) are often discarded. We solve these problems via a hierarchical Bayesian approach that fits a simple, dynamic non-linear model of C versus t based on Fick's law. Data are from the Prairie Heating and CO2 Enrichment (PHACE) study that involves manipulations of atmospheric CO2, temperature, soil moisture, and vegetation. CO2, CH4, and N2O gas samples were collected from static chambers bi-weekly during five growing seasons, resulting in >12,000 individual gas samples and >3100 groups of samples and associated fluxes. Using these data, we compare flux estimates from our non-linear model to those obtained from a linear model, and we evaluate the effect of conducting independent regressions for each group of samples versus simultaneously estimating the fluxes for all groups within a hierarchical framework motivated by the PHACE experimental design. The CO2 flux estimates from the hierarchical linear and non-linear models fit the observed CO2 data well (R2 = 0.97) and were highly correlated with each other (r = 0.99), but the linear model resulted in estimates that were ~10% lower than the non-linear model. The hierarchical versus non-hierarchical models also produced similar flux estimates (r = 0.94), but the non-hierarchical version yielded notably less precise estimates (the 95% CIs for its fluxes were 1-2 orders of magnitude wider that the hierarchical
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.
Revisiting k-means: New Algorithms via Bayesian Nonparametrics
Kulis, Brian; Jordan, Michael I.
2011-01-01
Bayesian models offer great flexibility for clustering applications---Bayesian nonparametrics can be used for modeling infinite mixtures, and hierarchical Bayesian models can be utilized for sharing clusters across multiple data sets. For the most part, such flexibility is lacking in classical clustering methods such as k-means. In this paper, we revisit the k-means clustering algorithm from a Bayesian nonparametric viewpoint. Inspired by the asymptotic connection between k-means and mixtures...
Bayesian Model Selection for LISA Pathfinder
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...
Bayesian Model Averaging in the Instrumental Variable Regression Model
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...
Investment portfolio risk modelling based on hierarchical copulas
Penikas, Henry
2014-01-01
Paper is devoted to comparison of various copula models application to investment portfolio risk measurement. Elliptical, Archimedean and hierarchical copulas are considered in the research. The analysis undertaken has shown that hierarchical Clayton model enables to evaluate investment portfolio risks more precisely given the criteria of risk measures such as expected shortfall (ES) and Value-at-Risk (VaR). Statistically justified approach to hierarchical copula definition is also proposed.
Stochastic model updating utilizing Bayesian approach and Gaussian process model
Wan, Hua-Ping; Ren, Wei-Xin
2016-03-01
Stochastic model updating (SMU) has been increasingly applied in quantifying structural parameter uncertainty from responses variability. SMU for parameter uncertainty quantification refers to the problem of inverse uncertainty quantification (IUQ), which is a nontrivial task. Inverse problem solved with optimization usually brings about the issues of gradient computation, ill-conditionedness, and non-uniqueness. Moreover, the uncertainty present in response makes the inverse problem more complicated. In this study, Bayesian approach is adopted in SMU for parameter uncertainty quantification. The prominent strength of Bayesian approach for IUQ problem is that it solves IUQ problem in a straightforward manner, which enables it to avoid the previous issues. However, when applied to engineering structures that are modeled with a high-resolution finite element model (FEM), Bayesian approach is still computationally expensive since the commonly used Markov chain Monte Carlo (MCMC) method for Bayesian inference requires a large number of model runs to guarantee the convergence. Herein we reduce computational cost in two aspects. On the one hand, the fast-running Gaussian process model (GPM) is utilized to approximate the time-consuming high-resolution FEM. On the other hand, the advanced MCMC method using delayed rejection adaptive Metropolis (DRAM) algorithm that incorporates local adaptive strategy with global adaptive strategy is employed for Bayesian inference. In addition, we propose the use of the powerful variance-based global sensitivity analysis (GSA) in parameter selection to exclude non-influential parameters from calibration parameters, which yields a reduced-order model and thus further alleviates the computational burden. A simulated aluminum plate and a real-world complex cable-stayed pedestrian bridge are presented to illustrate the proposed framework and verify its feasibility.
Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach
Klauer, Karl Christoph
2010-01-01
Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…
Bayesian estimation of parameters in a regional hydrological model
Engeland, K.; Gottschalk, L.
2002-01-01
This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC) analysis. The Bayesian method requires formulation of a likelihood funct...
Bayesian estimation of parameters in a regional hydrological model
Engeland, K.; Gottschalk, L.
2002-01-01
This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC) analysis. The Bayesian method requires formulation of ...
Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
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) ...
From least squares to multilevel modeling: A graphical introduction to Bayesian inference
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.
Nested Hierarchical Dirichlet Processes for Multi-Level Non-Parametric Admixture Modeling
Tekumalla, Lavanya Sita; Agrawal, Priyanka; Bhattacharya, Indrajit
2015-01-01
Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped data, often used for non-parametric topic modeling, where each group is a mixture over shared mixture densities. The Nested Dirichlet Process (nDP), on the other hand, is an extension of the DP for learning group level distributions from data, simultaneousl...
Bayesian Test of Significance for Conditional Independence: The Multinomial Model
de Morais Andrade, Pablo; Stern, Julio; de Bragança Pereira, Carlos
2014-03-01
Conditional independence tests (CI tests) have received special attention lately in Machine Learning and Computational Intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of Probabilistic Graphical Models (PGM)--which includes Bayesian Networks (BN) models--CI tests are especially important for the task of learning the PGM structure from data. In this paper, we propose the Full Bayesian Significance Test (FBST) for tests of conditional independence for discrete datasets. FBST is a powerful Bayesian test for precise hypothesis, as an alternative to frequentist's significance tests (characterized by the calculation of the \\emph{p-value}).
Modelling the presence of disease under spatial misalignment using Bayesian latent Gaussian models.
Barber, Xavier; Conesa, David; Lladosa, Silvia; López-Quílez, Antonio
2016-01-01
Modelling patterns of the spatial incidence of diseases using local environmental factors has been a growing problem in the last few years. Geostatistical models have become popular lately because they allow estimating and predicting the underlying disease risk and relating it with possible risk factors. Our approach to these models is based on the fact that the presence/absence of a disease can be expressed with a hierarchical Bayesian spatial model that incorporates the information provided by the geographical and environmental characteristics of the region of interest. Nevertheless, our main interest here is to tackle the misalignment problem arising when information about possible covariates are partially (or totally) different than those of the observed locations and those in which we want to predict. As a result, we present two different models depending on the fact that there is uncertainty on the covariates or not. In both cases, Bayesian inference on the parameters and prediction of presence/absence in new locations are made by considering the model as a latent Gaussian model, which allows the use of the integrated nested Laplace approximation. In particular, the spatial effect is implemented with the stochastic partial differential equation approach. The methodology is evaluated on the presence of the Fasciola hepatica in Galicia, a North-West region of Spain. PMID:27087038
Entrepreneurial intention modeling using hierarchical multiple regression
Directory of Open Access Journals (Sweden)
Marina Jeger
2014-12-01
Full Text Available The goal of this study is to identify the contribution of effectuation dimensions to the predictive power of the entrepreneurial intention model over and above that which can be accounted for by other predictors selected and confirmed in previous studies. As is often the case in social and behavioral studies, some variables are likely to be highly correlated with each other. Therefore, the relative amount of variance in the criterion variable explained by each of the predictors depends on several factors such as the order of variable entry and sample specifics. The results show the modest predictive power of two dimensions of effectuation prior to the introduction of the theory of planned behavior elements. The article highlights the main advantages of applying hierarchical regression in social sciences as well as in the specific context of entrepreneurial intention formation, and addresses some of the potential pitfalls that this type of analysis entails.
Zhang, Zhen; Lim, Chae Young; Maiti, Tapabrata; Kato, Seiji
2016-01-01
In climate change study, the infrared spectral signatures of climate change have recently been conceptually adopted, and widely applied to identifying and attributing atmospheric composition change. We propose a Bayesian hierarchical model for spatial clustering of the high-dimensional functional data based on the effects of functional covariates and local features. We couple the functional mixed-effects model with a generalized spatial partitioning method for: (1) producing spatially contigu...
Directory of Open Access Journals (Sweden)
Julie Vercelloni
Full Text Available Recently, attempts to improve decision making in species management have focussed on uncertainties associated with modelling temporal fluctuations in populations. Reducing model uncertainty is challenging; while larger samples improve estimation of species trajectories and reduce statistical errors, they typically amplify variability in observed trajectories. In particular, traditional modelling approaches aimed at estimating population trajectories usually do not account well for nonlinearities and uncertainties associated with multi-scale observations characteristic of large spatio-temporal surveys. We present a Bayesian semi-parametric hierarchical model for simultaneously quantifying uncertainties associated with model structure and parameters, and scale-specific variability over time. We estimate uncertainty across a four-tiered spatial hierarchy of coral cover from the Great Barrier Reef. Coral variability is well described; however, our results show that, in the absence of additional model specifications, conclusions regarding coral trajectories become highly uncertain when considering multiple reefs, suggesting that management should focus more at the scale of individual reefs. The approach presented facilitates the description and estimation of population trajectories and associated uncertainties when variability cannot be attributed to specific causes and origins. We argue that our model can unlock value contained in large-scale datasets, provide guidance for understanding sources of uncertainty, and support better informed decision making.
Two-Stage Bayesian Model Averaging in Endogenous Variable Models.
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
Hao, Haijing
2013-01-01
Information technology adoption and diffusion is currently a significant challenge in the healthcare delivery setting. This thesis includes three papers that explore social influence on information technology adoption and sustained use in the healthcare delivery environment using conventional regression models and novel hierarchical Bayesian…
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
Sampling Techniques in Bayesian Finite Element Model Updating
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...
Efficient Nonparametric Bayesian Modelling with Sparse Gaussian Process Approximations
Seeger, Matthias; Lawrence, Neil; Herbrich, Ralf
2006-01-01
Sparse approximations to Bayesian inference for nonparametric Gaussian Process models scale linearly in the number of training points, allowing for the application of powerful kernel-based models to large datasets. We present a general framework based on the informative vector machine (IVM) (Lawrence et.al., 2002) and show how the complete Bayesian task of inference and learning of free hyperparameters can be performed in a practically efficient manner. Our framework allows for arbitrary like...
Modelling biogeochemical cycles in forest ecosystems: a Bayesian approach
Bagnara, Maurizio
2015-01-01
Forest models are tools for explaining and predicting the dynamics of forest ecosystems. They simulate forest behavior by integrating information on the underlying processes in trees, soil and atmosphere. Bayesian calibration is the application of probability theory to parameter estimation. It is a method, applicable to all models, that quantifies output uncertainty and identifies key parameters and variables. This study aims at testing the Bayesian procedure for calibration to different t...
Modeling Environment for Component Model Checking from Hierarchical Architecture
Czech Academy of Sciences Publication Activity Database
Pařízek, P.; Plášil, František
2007-01-01
Roč. 182, - (2007), s. 139-153. ISSN 1571-0661 R&D Projects: GA ČR GA201/06/0770 Institutional research plan: CEZ:AV0Z10300504 Keywords : software components * behavior protocols * environment model checking * hierarchical component architecture Subject RIV: JC - Computer Hardware ; Software
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.
Andrew O. Finley; Banerjee, Sudipto; Zhou, Yuzhen; Cook, Bruce D
2016-01-01
Recent advancements in remote sensing technology, specifically Light Detection and Ranging (LiDAR) sensors, provide the data needed to quantify forest characteristics at a fine spatial resolution over large geographic domains. From an inferential standpoint, there is interest in prediction and interpolation of the often spatially misaligned LiDAR signals and forest variables. We propose a fully process-based Bayesian hierarchical model for above ground biomass (AGB) and LiDAR signals. The pro...
Institute of Scientific and Technical Information of China (English)
喻晓锋; 丁树良; 秦春影; 陆云娜
2011-01-01
K.K.Tatsuoka和她同事研究的规则空间模型(RSM)是一种在国内外有较大影响的认知诊断模型,但是Tatsuoka的RSM是由学科专家先从已编制的测验中抽取出属性,然后给出测验的关联Q阵,再由该Q阵导出属性间的层级关系.已有研究证明,这种做法所得到的属性间的层级关系难以保证是正确的,甚至难以保证属性间的层级关系是唯一确定的.这里利用贝叶斯网进行结构学习,从被试的属性掌握模式中挖掘出属性间的层级关系,学习所得到的层级关系可以用来验证由RSM中的方法得到的层级关系.模拟实验和实证研究的结果都显示了该方法所得到的属性层级关系是有参考价值的,可以为命题或测量专家带来有用的信息.%It's very significant to correctly identify the hierarchical relation among attributes correctly when constructing a diagnosis test. As we know, there are various methods to identify the hierarchical relation among attributes in different cognitive diagnosis models (CDMs). Rule Space Model (RSM) is a kind of great influence CDM which was developed by Tatsuoka and her associates. In RSM, the task of attribute identification is performed after the test items have already been developed. And then an incidence Q matrix can be determined which reflects hierarchical relation. However, in Leighton, Gierl and Hunka's (2004) Attribute Hierarchy Method (AHM) the organization of artributes(attributes, number of attributes and attribute hierarchical relation)should be determined before developing the test items. In RSM and AHM the importance of correctly identifying the attributes and their hierarchical relation cannot be overstated, and the attributes and their hierarchical relations serve as the most important input variables to the models because they provide the basis for interpreting the results. The hierarchical relation among attributes describes the domain knowledge structures.Understanding the
Bayesian Inference and Optimal Design in the Sparse Linear Model
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...
A Bayesian observer model constrained by efficient coding can explain 'anti-Bayesian' percepts.
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
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
Non-perturbative Methods For Hierarchical Models
Oktay, M B
2001-01-01
The goal of this thesis is to provide a practical method to calculate, in scalar field theory, accurate numerical values of the renormalized quantities which could be used to test any kind of approximate calculation. We use finite truncations of the Fourier transform of the recursion formula for Dyson's hierarchical model in the symmetric and broken phases to perform high precision calculations of the Green's functions at zero momentum. We use the well-known correspondence between statistical mechanics and field theory in which the large cut-off limit is obtained by letting β reach a critical value βc. We show that the round-off errors on the magnetic susceptibility grow like (βc − β) −1 near criticality. We show that the systematic errors (finite truncation and volume) can be controlled with an exponential precision and reduced to a level lower than numerical errors. We probe the numerical errors made in Renormalization Group (RG) calculations by varyin...
Directory of Open Access Journals (Sweden)
Canty Angelo
2007-09-01
Full Text Available Abstract Background This study compares the Bayesian and frequentist (non-Bayesian approaches in the modelling of the association between the risk of preterm birth and maternal proximity to hazardous waste and pollution from the Sydney Tar Pond site in Nova Scotia, Canada. Methods The data includes 1604 observed cases of preterm birth out of a total population of 17559 at risk of preterm birth from 144 enumeration districts in the Cape Breton Regional Municipality. Other covariates include the distance from the Tar Pond; the rate of unemployment to population; the proportion of persons who are separated, divorced or widowed; the proportion of persons who have no high school diploma; the proportion of persons living alone; the proportion of single parent families and average income. Bayesian hierarchical Poisson regression, quasi-likelihood Poisson regression and weighted linear regression models were fitted to the data. Results The results of the analyses were compared together with their limitations. Conclusion The results of the weighted linear regression and the quasi-likelihood Poisson regression agrees with the result from the Bayesian hierarchical modelling which incorporates the spatial effects.
Bayesian model discrimination for glucose-insulin homeostasis
DEFF Research Database (Denmark)
Andersen, Kim Emil; Brooks, Stephen P.; Højbjerre, Malene
the reformulation of existing deterministic models as stochastic state space models which properly accounts for both measurement and process variability. The analysis is further enhanced by Bayesian model discrimination techniques and model averaged parameter estimation which fully accounts for model as well......In this paper we analyse a set of experimental data on a number of healthy and diabetic patients and discuss a variety of models for describing the physiological processes involved in glucose absorption and insulin secretion within the human body. We adopt a Bayesian approach which facilitates...
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.
International Nuclear Information System (INIS)
In order to improve quality of 3D X-ray tomography reconstruction for Non Destructive Testing (NDT), we investigate in this paper hierarchical Bayesian methods. In NDT, useful prior information on the volume like the limited number of materials or the presence of homogeneous area can be included in the iterative reconstruction algorithms. In hierarchical Bayesian methods, not only the volume is estimated thanks to the prior model of the volume but also the hyper parameters of this prior. This additional complexity in the reconstruction methods when applied to large volumes (from 5123 to 81923 voxels) results in an increasing computational cost. To reduce it, the hierarchical Bayesian methods investigated in this paper lead to an algorithm acceleration by Variational Bayesian Approximation (VBA) [1] and hardware acceleration thanks to projection and back-projection operators paralleled on many core processors like GPU [2]. In this paper, we will consider a Student-t prior on the gradient of the image implemented in a hierarchical way [3, 4, 1]. Operators H (forward or projection) and Ht (adjoint or back-projection) implanted in multi-GPU [2] have been used in this study. Different methods will be evalued on synthetic volume 'Shepp and Logan' in terms of quality and time of reconstruction. We used several simple regularizations of order 1 and order 2. Other prior models also exists [5]. Sometimes for a discrete image, we can do the segmentation and reconstruction at the same time, then the reconstruction can be done with less projections
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.
Petri Nets Hierarchical Modelling Framework of Active Products' Community
Zouinkhi, Ahmed; Bajic, Eddy; Rondeau, Eric; Abdelkrim, Mohamed Naceur
2010-01-01
In this work, we define the concept of an active security management in a distributed system, with Hierarchical Petri nets modelling of active product's behaviour. The target application is dedicated to security management of hazardous products but the concept is extensible to other application areas. We proposed an active product's behaviour model represented by hierarchical coloured Petri nets. This hierarchy includes sub-models where each one allows displaying the evolution of every state ...
Lack of Confidence in Approximate Bayesian Computation Model Choice
Robert, Christian P.; Cornuet, Jean-Marie; Marin, Jean-Michel; Pillai, Natesh S.
2011-01-01
Approximate Bayesian computation (ABC) have become an essential tool for the analysis of complex stochastic models. Grelaud et al. [(2009) Bayesian Anal 3:427–442] advocated the use of ABC for model choice in the specific case of Gibbs random fields, relying on an intermodel sufficiency property to show that the approximation was legitimate. We implemented ABC model choice in a wide range of phylogenetic models in the Do It Yourself-ABC (DIY-ABC) software [Cornuet et al. (2008) Bioinformatics...
Articulated Pose Estimation Using Hierarchical Exemplar-Based Models
Liu, Jiongxin; Li, Yinxiao; Allen, Peter; Belhumeur, Peter
2015-01-01
Exemplar-based models have achieved great success on localizing the parts of semi-rigid objects. However, their efficacy on highly articulated objects such as humans is yet to be explored. Inspired by hierarchical object representation and recent application of Deep Convolutional Neural Networks (DCNNs) on human pose estimation, we propose a novel formulation that incorporates both hierarchical exemplar-based models and DCNNs in the spatial terms. Specifically, we obtain more expressive spati...
On the Bayesian Nonparametric Generalization of IRT-Type Models
San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel
2011-01-01
We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…
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...
Modelling LGD for unsecured retail loans using Bayesian methods
Katarzyna Bijak; Thomas, Lyn C
2015-01-01
Loss Given Default (LGD) is the loss borne by the bank when a customer defaults on a loan. LGD for unsecured retail loans is often found difficult to model. In the frequentist (non-Bayesian) two-step approach, two separate regression models are estimated independently, which can be considered potentially problematic when trying to combine them to make predictions about LGD. The result is a point estimate of LGD for each loan. Alternatively, LGD can be modelled using Bayesian methods. In the B...
Bayesian inference of chemical kinetic models from proposed reactions
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.
Modeling the deformation behavior of nanocrystalline alloy with hierarchical microstructures
Energy Technology Data Exchange (ETDEWEB)
Liu, Hongxi; Zhou, Jianqiu, E-mail: zhouj@njtech.edu.cn [Nanjing Tech University, Department of Mechanical Engineering (China); Zhao, Yonghao, E-mail: yhzhao@njust.edu.cn [Nanjing University of Science and Technology, Nanostructural Materials Research Center, School of Materials Science and Engineering (China)
2016-02-15
A mechanism-based plasticity model based on dislocation theory is developed to describe the mechanical behavior of the hierarchical nanocrystalline alloys. The stress–strain relationship is derived by invoking the impeding effect of the intra-granular solute clusters and the inter-granular nanostructures on the dislocation movements along the sliding path. We found that the interaction between dislocations and the hierarchical microstructures contributes to the strain hardening property and greatly influence the ductility of nanocrystalline metals. The analysis indicates that the proposed model can successfully describe the enhanced strength of the nanocrystalline hierarchical alloy. Moreover, the strain hardening rate is sensitive to the volume fraction of the hierarchical microstructures. The present model provides a new perspective to design the microstructures for optimizing the mechanical properties in nanostructural metals.
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.
Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework
Humblot, Fabrice; Mohammad-Djafari, Ali
2006-12-01
This paper presents a new method for super-resolution (SR) reconstruction of a high-resolution (HR) image from several low-resolution (LR) images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM) and a Potts Markov model (PMM) for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC) Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.
Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework
Directory of Open Access Journals (Sweden)
Humblot Fabrice
2006-01-01
Full Text Available This paper presents a new method for super-resolution (SR reconstruction of a high-resolution (HR image from several low-resolution (LR images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM and a Potts Markov model (PMM for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
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.
Involving Stakeholders in Building Integrated Fisheries Models Using Bayesian Methods
Haapasaari, Päivi; Mäntyniemi, Samu; Kuikka, Sakari
2013-06-01
A participatory Bayesian approach was used to investigate how the views of stakeholders could be utilized to develop models to help understand the Central Baltic herring fishery. In task one, we applied the Bayesian belief network methodology to elicit the causal assumptions of six stakeholders on factors that influence natural mortality, growth, and egg survival of the herring stock in probabilistic terms. We also integrated the expressed views into a meta-model using the Bayesian model averaging (BMA) method. In task two, we used influence diagrams to study qualitatively how the stakeholders frame the management problem of the herring fishery and elucidate what kind of causalities the different views involve. The paper combines these two tasks to assess the suitability of the methodological choices to participatory modeling in terms of both a modeling tool and participation mode. The paper also assesses the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology provides a flexible tool that can be adapted to different kinds of needs and challenges of participatory modeling. The ability of the approach to deal with small data sets makes it cost-effective in participatory contexts. However, the BMA methodology used in modeling the biological uncertainties is so complex that it needs further development before it can be introduced to wider use in participatory contexts.
Yamashita, Okito; Shimokawa, Takeaki; Aisu, Ryota; Amita, Takashi; Inoue, Yoshihiro; Sato, Masa-Aki
2016-07-15
Diffuse optical tomography (DOT) is an emerging technology for improving the spatial resolution and spatial specificity of conventional multi-channel near-infrared spectroscopy (NIRS) by the use of high-density measurements and an image reconstruction algorithm. We recently proposed a hierarchical Bayesian DOT algorithm that allows for accurate simultaneous reconstruction of scalp and cortical hemodynamic changes, and verified its performance with a phantom experiment, a computer simulation, and experimental data from one human subject. We extend our previous human case study to a multi-subject, multi-task study, to demonstrate the validity of the algorithm on a wider population and varied task conditions. We measured brain activity during three graded tasks (hand movement, index finger movement, and no-movement), in 12 subjects, using high-density NIRS and functional magnetic resonance imaging (fMRI), acquired in different sessions. The reconstruction performance of our algorithm, and the current gold-standard method for DOT image reconstruction, were evaluated using the blood-oxygenation-level-dependent (BOLD) signals of the fMRI as a reference. In comparison with the BOLD signals, our method achieved a median localization error of 6 and 8mm, and a spatial-pattern similarity of 0.6 and 0.4 for the hand and finger tasks, respectively. It also did not reconstruct any activity in the no-movement task. Compared with the current gold-standard method, the new method showed fewer false positives, which resulted in improved spatial-pattern similarity, although the localization errors of the main activity clusters were comparable. PMID:27150232
Bayesian modeling and prediction of solar particles flux
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Kalová, J.
Praha: FJFI ČVUT v Praze, 2009 - (Štěpán, V.), s. 77-77 ISBN 978-80-01-04430-8. [XXXI. Dny radiační ochrany. Kouty nad Desnou, Hrubý Jeseník (CZ), 02.11.2009-06.11.2009] R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian model * solar particle * solar wind Subject RIV: IN - Informatics, Computer Science http://library.utia.cas.cz/separaty/2009/AS/dedecius-bayesian modeling and prediction of solar particle s flux.pdf
Research & development and growth: A Bayesian model averaging analysis
Czech Academy of Sciences Publication Activity Database
Horváth, Roman
2011-01-01
Roč. 28, č. 6 (2011), s. 2669-2673. ISSN 0264-9993. [Society for Non-linear Dynamics and Econometrics Annual Conferencen. Washington DC, 16.03.2011-18.03.2011] R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Research and development * Growth * Bayesian model averaging Subject RIV: AH - Economics Impact factor: 0.701, year: 2011 http://library.utia.cas.cz/separaty/2011/E/horvath-research & development and growth a bayesian model averaging analysis.pdf
Approximate Bayesian Recursive Estimation of Linear Model with Uniform Noise
Czech Academy of Sciences Publication Activity Database
Pavelková, Lenka; Kárný, Miroslav
Brussels: IFAC, 2012, s. 1803-1807. ISBN 978-3-902823-06-9. [16th IFAC Symposium on System Identification The International Federation of Automatic Control. Brussels (BE), 11.07.2012-13.07.2012] R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : recursive parameter estimation * bounded noise * Bayesian learning * autoregressive models Subject RIV: BC - Control System s Theory http://library.utia.cas.cz/separaty/2012/AS/pavelkova-approximate bayesian recursive estimation of linear model with uniform noise.pdf
Comparing Bayesian models for multisensory cue combination without mandatory integration
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...
Bayesian model mixing for cold rolling mills: Test results
Czech Academy of Sciences Publication Activity Database
Ettler, P.; Puchr, I.; Dedecius, Kamil
Slovensko: Slovak University of Technology, 2013, s. 359-364. ISBN 978-1-4799-0926-1. [19th International Conference on Process Control . Štrbské Pleso (SK), 18.06.2013-21.06.2013] R&D Projects: GA MŠk(CZ) 7D09008; GA MŠk 7D12004 Keywords : Bayesian statistics * model mixing * process control Subject RIV: BC - Control Systems Theory http://library.utia.cas.cz/separaty/2013/AS/dedecius-bayesian model mixing for cold rolling mills test results.pdf
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’...
Bayesian Estimation of the DINA Model with Gibbs Sampling
Culpepper, Steven Andrew
2015-01-01
A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…
Quantum Ising model on hierarchical structures
International Nuclear Information System (INIS)
A quantum Ising chain with both the exchange couplings and the transverse fields arranged in a hierarchical way is considered. Exact analytical results for the critical line and energy gap are obtained. It is shown that when R1≠R2, where R1 and R2 are the hierarchical parameters for the exchange couplings and the transverse fields, respectively, the system undergoes a phase transition in different universality class from the pure quantum Ising chain with R1=R2=1. On the other hand, when R1=R2=R, there exists a critical value Rc dependent on the furcating number of the hierarchy. In case of R>Rc, the system is shown to exhibit an Ising-like critical point with the critical behaviour the same as in the pure case, while for Rc the system belongs to another universality class. (author). 19 refs, 2 figs
Statistical Yield Modeling for IC Manufacture: Hierarchical Fault Distributions
Bogdanov, Yu. I.; Bogdanova, N. A.; Dshkhunyan, V. L.
2003-01-01
A hierarchical approach to the construction of compound distributions for process-induced faults in IC manufacture is proposed. Within this framework, the negative binomial distribution and the compound binomial distribution are treated as level-1 models. The hierarchical approach to fault distribution offers an integrated picture of how fault density varies from region to region within a wafer, from wafer to wafer within a batch, and so on. A theory of compound-distribution hierarchies is de...
Hierarchical sparsity priors for regression models
Griffin, Jim E.; Brown, Philip J
2013-01-01
We focus on the increasingly important area of sparse regression problems where there are many variables and the effects of a large subset of these are negligible. This paper describes the construction of hierarchical prior distributions when the effects are considered related. These priors allow dependence between the regression coefficients and encourage related shrinkage towards zero of different regression coefficients. The properties of these priors are discussed and applications to line...
Shih, Ann T.; Ancel, Ersin; Jones, Sharon M.
2012-01-01
The concern for reducing aviation safety risk is rising as the National Airspace System in the United States transforms to the Next Generation Air Transportation System (NextGen). The NASA Aviation Safety Program is committed to developing an effective aviation safety technology portfolio to meet the challenges of this transformation and to mitigate relevant safety risks. The paper focuses on the reasoning of selecting Object-Oriented Bayesian Networks (OOBN) as the technique and commercial software for the accident modeling and portfolio assessment. To illustrate the benefits of OOBN in a large and complex aviation accident model, the in-flight Loss-of-Control Accident Framework (LOCAF) constructed as an influence diagram is presented. An OOBN approach not only simplifies construction and maintenance of complex causal networks for the modelers, but also offers a well-organized hierarchical network that is easier for decision makers to exploit the model examining the effectiveness of risk mitigation strategies through technology insertions.
A Hierarchical Bayesian M/EEG Imaging Method Correcting for Incomplete Spatio-Temporal Priors
DEFF Research Database (Denmark)
Stahlhut, Carsten; Attias, Hagai T.; Sekihara, Kensuke; Wipf, David; Hansen, Lars Kai; Nagarajan, Srikantan S.
-temporal inverse M/EEG models, the proposed model benefits of consisting of two source terms, namely, a spatiotemporal pattern term limiting the source configuration to a spatio-temporal subspace and a source correcting term to pick up source activity not covered by the spatio-temporal prior belief. Both...
Bayesian Joint Modelling for Object Localisation in Weakly Labelled Images.
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
Spatial and spatio-temporal bayesian models with R - INLA
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
Modeling error distributions of growth curve models through Bayesian methods.
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
Asymptotically minimax Bayesian predictive densities for multinomial models
Komaki, Fumiyasu
2011-01-01
One-step ahead prediction for the multinomial model is considered. The performance of a predictive density is evaluated by the average Kullback-Leibler divergence from the true density to the predictive density. Asymptotic approximations of risk functions of Bayesian predictive densities based on Dirichlet priors are obtained. It is shown that a Bayesian predictive density based on a specific Dirichlet prior is asymptotically minimax. The asymptotically minimax prior is different from known objective priors such as the Jeffreys prior or the uniform prior.
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.
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...
Bayesian Modelling of fMRI Time Series
DEFF Research Database (Denmark)
Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward
We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...
Bayesian nonparametric estimation of hazard rate in monotone Aalen model
Czech Academy of Sciences Publication Activity Database
Timková, Jana
2014-01-01
Roč. 50, č. 6 (2014), s. 849-868. ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf
An Inhomogeneous Bayesian Texture Model for Spatially Varying Parameter Estimation
Dharmagunawardhana, Chathurika; Mahmoodi, Sasan; Bennett, Michael; Niranjan, Mahesan
2014-01-01
In statistical model based texture feature extraction, features based on spatially varying parameters achieve higher discriminative performances compared to spatially constant parameters. In this paper we formulate a novel Bayesian framework which achieves texture characterization by spatially varying parameters based on Gaussian Markov random fields. The parameter estimation is carried out by Metropolis-Hastings algorithm. The distributions of estimated spatially varying paramete...
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.
Bayesian estimation of parameters in a regional hydrological model
Directory of Open Access Journals (Sweden)
K. Engeland
2002-01-01
Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis
Bayesian Agglomerative Clustering with Coalescents
Teh, Yee Whye; Daumé III, Hal; Roy, Daniel
2009-01-01
We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate our approach in document clustering and phylolinguistics.
Multiple Comparisons in Genetic Association Studies: A Hierarchical Modeling Approach
Yi, Nengjun; Xu, Shizhong; Lou, Xiang-Yang; Mallick, Himel
2016-01-01
Multiple comparisons or multiple testing has been viewed as a thorny issue in genetic association studies aiming to detect disease-associated genetic variants from a large number of genotyped variants. We alleviate the problem of multiple comparisons by proposing a hierarchical modeling approach that is fundamentally different from the existing methods. The proposed hierarchical models simultaneously fit as many variables as possible and shrink unimportant effects towards zero. Thus, the hierarchical models yield more efficient estimates of parameters than the traditional methods that analyze genetic variants separately, and also coherently address the multiple comparisons problem due to largely reducing the effective number of genetic effects and the number of statistically ‘significant’ effects. We develop a method for computing the effective number of genetic effects in hierarchical generalized linear models, and propose a new adjustment for multiple comparisons, the hierarchical Bonferroni correction, based on the effective number of genetic effects. Our approach not only increases the power to detect disease-associated variants but also controls the Type I error. We illustrate and evaluate our method with real and simulated data sets from genetic association studies. The method has been implemented in our freely available R package BhGLM (http://www.ssg.uab.edu/bhglm/). PMID:24259248
A Bayesian Markov geostatistical model for estimation of hydrogeological properties
International Nuclear Information System (INIS)
A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden
Bayesian and maximin optimal designs for heteroscedastic regression models
Dette, Holger; Haines, Linda M.; Imhof, Lorens A.
2003-01-01
The problem of constructing standardized maximin D-optimal designs for weighted polynomial regression models is addressed. In particular it is shown that, by following the broad approach to the construction of maximin designs introduced recently by Dette, Haines and Imhof (2003), such designs can be obtained as weak limits of the corresponding Bayesian Φq-optimal designs. The approach is illustrated for two specific weighted polynomial models and also for a particular growth model.
Makoto Abe
2007-01-01
This research extends a Pareto/NBD model of customer-base analysis using a hierarchical Bayesian (HB) framework to suit today's customized marketing. The proposed HB model presumes three tried and tested assumptions of Pareto/NBD models: (1) a Poisson purchase process, (2) a memoryless dropout process (i.e., constant hazard rate), and (3) heterogeneity across customers, while relaxing the independence assumption of the purchase and dropout rates and incorporating customer characteristics as c...
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.
Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...
A HIERARCHICAL SET OF MODELS FOR SPECIES RESPONSE ANALYSIS
HUISMAN, J; OLFF, H; FRESCO, LFM
1993-01-01
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
A hierarchical set of models for species response analysis
Huisman, J.; Olff, H.; Fresco, L.F.M.
1993-01-01
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation
Czech Academy of Sciences Publication Activity Database
Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.
2009-01-01
Roč. 18, č. 8 (2009), s. 1830-1843. ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf
Hierarchical graphs for rule-based modeling of biochemical systems
Directory of Open Access Journals (Sweden)
Hu Bin
2011-02-01
Full Text Available Abstract Background In rule-based modeling, graphs are used to represent molecules: a colored vertex represents a component of a molecule, a vertex attribute represents the internal state of a component, and an edge represents a bond between components. Components of a molecule share the same color. Furthermore, graph-rewriting rules are used to represent molecular interactions. A rule that specifies addition (removal of an edge represents a class of association (dissociation reactions, and a rule that specifies a change of a vertex attribute represents a class of reactions that affect the internal state of a molecular component. A set of rules comprises an executable model that can be used to determine, through various means, the system-level dynamics of molecular interactions in a biochemical system. Results For purposes of model annotation, we propose the use of hierarchical graphs to represent structural relationships among components and subcomponents of molecules. We illustrate how hierarchical graphs can be used to naturally document the structural organization of the functional components and subcomponents of two proteins: the protein tyrosine kinase Lck and the T cell receptor (TCR complex. We also show that computational methods developed for regular graphs can be applied to hierarchical graphs. In particular, we describe a generalization of Nauty, a graph isomorphism and canonical labeling algorithm. The generalized version of the Nauty procedure, which we call HNauty, can be used to assign canonical labels to hierarchical graphs or more generally to graphs with multiple edge types. The difference between the Nauty and HNauty procedures is minor, but for completeness, we provide an explanation of the entire HNauty algorithm. Conclusions Hierarchical graphs provide more intuitive formal representations of proteins and other structured molecules with multiple functional components than do the regular graphs of current languages for
Pitombeira-Neto, Anselmo Ramalho; Loureiro, Carlos Felipe Grangeiro; Carvalho, Luis Eduardo
2016-01-01
Estimation of origin-destination (OD) demand plays a key role in successful transportation studies. In this paper, we consider the estimation of time-varying day-to-day OD flows given data on traffic volumes in a transportation network for a sequence of days. We propose a dynamic linear model (DLM) in order to represent the stochastic evolution of OD flows over time. DLM's are Bayesian state-space models which can capture non-stationarity. We take into account the hierarchical relationships b...
Energy Technology Data Exchange (ETDEWEB)
Lai, Canhai; Xu, Zhijie; Pan, Wenxiao; Sun, Xin; Storlie, Curtis; Marcy, Peter; Dietiker, Jeff; Li, Tingwen; Spenik, James
2016-02-22
To quantify the predictive confidence of a solid sorbent-based carbon capture design, a hierarchical validation methodology—consisting of basic unit problems with increasing physical complexity coupled with filtered model-based geometric upscaling has been developed and implemented. This paper describes the computational fluid dynamics (CFD) multi-phase reactive flow simulations and the associated data flows among different unit problems performed within the said hierarchical validation approach. The bench-top experiments used in this calibration and validation effort were carefully designed to follow the desired simple-to-complex unit problem hierarchy, with corresponding data acquisition to support model parameters calibrations at each unit problem level. A Bayesian calibration procedure is employed and the posterior model parameter distributions obtained at one unit-problem level are used as prior distributions for the same parameters in the next-tier simulations. Overall, the results have demonstrated that the multiphase reactive flow models within MFIX can be used to capture the bed pressure, temperature, CO2 capture capacity, and kinetics with quantitative accuracy. The CFD modeling methodology and associated uncertainty quantification techniques presented herein offer a solid framework for estimating the predictive confidence in the virtual scale up of a larger carbon capture device.
Quick Web Services Lookup Model Based on Hierarchical Registration
Institute of Scientific and Technical Information of China (English)
谢山; 朱国进; 陈家训
2003-01-01
Quick Web Services Lookup (Q-WSL) is a new model to registration and lookup of complex services in the Internet. The model is designed to quickly find complex Web services by using hierarchical registration method. The basic concepts of Web services system are introduced and presented, and then the method of hierarchical registration of services is described. In particular, service query document description and service lookup procedure are concentrated, and it addresses how to lookup these services which are registered in the Web services system. Furthermore, an example design and an evaluation of its performance are presented.Specifically, it shows that the using of attributionbased service query document design and contentbased hierarchical registration in Q-WSL allows service requesters to discover needed services more flexibly and rapidly. It is confirmed that Q-WSL is very suitable for Web services system.
A Bayesian nonlinear mixed-effects disease progression model
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
Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
Martin R. Young; Peter J. Lenk
1998-01-01
The factor model is an important construct for both portfolio managers and researchers in modern finance. For practitioners, factor model coefficients are used to guide the construction of optimal portfolios. For academicians, factor model parameters play a fundamental role in explaining equilibrium asset prices and other market phenomena. This paper presents a hierarchical modeling procedure that can substantially improve the accuracy of factor model parameter estimates through incorporation...
Toribo, S.G.; Gray, B.R.; Liang, S.
2011-01-01
The N-mixture model proposed by Royle in 2004 may be used to approximate the abundance and detection probability of animal species in a given region. In 2006, Royle and Dorazio discussed the advantages of using a Bayesian approach in modelling animal abundance and occurrence using a hierarchical N-mixture model. N-mixture models assume replication on sampling sites, an assumption that may be violated when the site is not closed to changes in abundance during the survey period or when nominal replicates are defined spatially. In this paper, we studied the robustness of a Bayesian approach to fitting the N-mixture model for pseudo-replicated count data. Our simulation results showed that the Bayesian estimates for abundance and detection probability are slightly biased when the actual detection probability is small and are sensitive to the presence of extra variability within local sites.
Non-stationarity in GARCH models: A Bayesian analysis
Kleibergen, Frank; Dijk, Herman
1993-01-01
textabstractFirst, the non-stationarity properties of the conditional variances in the GARCH(1,1) model are analysed using the concept of infinite persistence of shocks. Given a time sequence of probabilities for increasing/decreasing conditional variances, a theoretical formula for quasi-strict non-stationarity is defined. The resulting conditions for the GARCH(1,1) model are shown to differ from the weak stationarity conditions mainly used in the literature. Bayesian statistical analysis us...
A New Bayesian Unit Root Test in Stochastic Volatility Models
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 ...
Bayesian Modelling in Machine Learning: A Tutorial Review
Seeger, Matthias
2006-01-01
Many facets of Bayesian Modelling are firmly established in Machine Learning and give rise to state-of-the-art solutions to application problems. The sheer number of techniques, ideas and models which have been proposed, and the terminology, can be bewildering. With this tutorial review, we aim to give a wide high-level overview over this important field, concentrating on central ideas and methods, and on their interconnections. The reader will gain a basic understanding of the topics and the...
Performance and prediction: Bayesian modelling of fallible choice in chess
Haworth, Guy McCrossan; Regan, Ken; Di Fatta, Giuseppe
2010-01-01
Evaluating agents in decision-making applications requires assessing their skill and predicting their behaviour. Both are well developed in Poker-like situations, but less so in more complex game and model domains. This paper addresses both tasks by using Bayesian inference in a benchmark space of reference agents. The concepts are explained and demonstrated using the game of chess but the model applies generically to any domain with quantifiable options and fallible choice. Demonstration ...
Bayesian modeling and prediction of solar particles flux
International Nuclear Information System (INIS)
An autoregression model was developed based on the Bayesian approach. Considering the solar wind non-homogeneity, the idea was applied of combining the pure autoregressive properties of the model with expert knowledge based on a similar behaviour of the various phenomena related to the flux properties. Examples of such situations include the hardening of the X-ray spectrum, which is often followed by coronal mass ejection and a significant increase in the particles flux intensity
Bayesian modeling and prediction of solar particles flux
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Kalová, J.
18/56/, 7/8 (2010), s. 228-230. ISSN 1210-7085 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : mathematical models * solar activity * solar flares * solar flux * solar particles Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2010/AS/dedecius-bayesian modeling and prediction of solar particles flux.pdf
Bayesian estimation of a DSGE model with inventories
Foerster, Marcel
2011-01-01
This paper introduces inventories in an otherwise standard Dynamic Stochastic General Equilibrium Model (DSGE) of the business cycle. Firms accumulate inventories to facilitate sales, but face a cost of doing so in terms of costly storage of intermediate goods. The paper's main contribution is to present a DSGE model with inventories that is estimated using Bayesian methods. Based on US data we show that accounting for inventory dynamics has a significant impact on parameter estimates and imp...
Markov Model of Wind Power Time Series UsingBayesian Inference of Transition Matrix
Chen, Peiyuan; Berthelsen, Kasper Klitgaard; Bak-Jensen, Birgitte; Chen, Zhe
2009-01-01
This paper proposes to use Bayesian inference of transition matrix when developing a discrete Markov model of a wind speed/power time series and 95% credible interval for the model verification. The Dirichlet distribution is used as a conjugate prior for the transition matrix. Three discrete Markov models are compared, i.e. the basic Markov model, the Bayesian Markov model and the birth-and-death Markov model. The proposed Bayesian Markov model shows the best accuracy in modeling the autocorr...
Bayesian point event modeling in spatial and environmental epidemiology.
Lawson, Andrew B
2012-10-01
This paper reviews the current state of point event modeling in spatial epidemiology from a Bayesian perspective. Point event (or case event) data arise when geo-coded addresses of disease events are available. Often, this level of spatial resolution would not be accessible due to medical confidentiality constraints. However, for the examination of small spatial scales, it is important to be capable of examining point process data directly. Models for such data are usually formulated based on point process theory. In addition, special conditioning arguments can lead to simpler Bernoulli likelihoods and logistic spatial models. Goodness-of-fit diagnostics and Bayesian residuals are also considered. Applications within putative health hazard risk assessment, cluster detection, and linkage to environmental risk fields (misalignment) are considered. PMID:23035034
Conceptual hierarchical modeling to describe wetland plant community organization
Little, A.M.; Guntenspergen, G.R.; Allen, T.F.H.
2010-01-01
Using multivariate analysis, we created a hierarchical modeling process that describes how differently-scaled environmental factors interact to affect wetland-scale plant community organization in a system of small, isolated wetlands on Mount Desert Island, Maine. We followed the procedure: 1) delineate wetland groups using cluster analysis, 2) identify differently scaled environmental gradients using non-metric multidimensional scaling, 3) order gradient hierarchical levels according to spatiotem-poral scale of fluctuation, and 4) assemble hierarchical model using group relationships with ordination axes and post-hoc tests of environmental differences. Using this process, we determined 1) large wetland size and poor surface water chemistry led to the development of shrub fen wetland vegetation, 2) Sphagnum and water chemistry differences affected fen vs. marsh / sedge meadows status within small wetlands, and 3) small-scale hydrologic differences explained transitions between forested vs. non-forested and marsh vs. sedge meadow vegetation. This hierarchical modeling process can help explain how upper level contextual processes constrain biotic community response to lower-level environmental changes. It creates models with more nuanced spatiotemporal complexity than classification and regression tree procedures. Using this process, wetland scientists will be able to generate more generalizable theories of plant community organization, and useful management models. ?? Society of Wetland Scientists 2009.
Control of discrete event systems modeled as hierarchical state machines
Brave, Y.; Heymann, M.
1991-01-01
The authors examine a class of discrete event systems (DESs) modeled as asynchronous hierarchical state machines (AHSMs). For this class of DESs, they provide an efficient method for testing reachability, which is an essential step in many control synthesis procedures. This method utilizes the asynchronous nature and hierarchical structure of AHSMs, thereby illustrating the advantage of the AHSM representation as compared with its equivalent (flat) state machine representation. An application of the method is presented where an online minimally restrictive solution is proposed for the problem of maintaining a controlled AHSM within prescribed legal bounds.
Evaluating Faculty Salary Equity Using Hierarchical Linear Modeling.
Stapleton, Laura M.; Lissitz, Robert W.
This paper presents results from a comparison of the multiple regression (MR) approach to examining faculty salary equity (with clusters for the various disciplines) and hierarchical linear modeling (HLM) for the same problem. The comparison was done in two steps. First, a practical example of applying both techniques, using empirical data, is…
Hierarchical Character-Word Models for Language Identification
Jaech, Aaron; Mulcaire, George; Hathi, Shobhit; Ostendorf, Mari; Smith, Noah A.
2016-01-01
Social media messages' brevity and unconventional spelling pose a challenge to language identification. We introduce a hierarchical model that learns character and contextualized word-level representations for language identification. Our method performs well against strong base- lines, and can also reveal code-switching.
A localization model to localize multiple sources using Bayesian inference
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).
Bayesian Inference and Forecasting in the Stationary Bilinear Model
Roberto Leon-Gonzalez; Fuyu Yang
2014-01-01
A stationary bilinear (SB) model can be used to describe processes with a time-varying degree of persistence that depends on past shocks. An example of such a process is inflation. This study develops methods for Bayesian inference, model comparison, and forecasting in the SB model. Using monthly U.K. inflation data, we find that the SB model outperforms the random walk and first order autoregressive AR(1) models in terms of root mean squared forecast errors for both the one-step-ahead and th...
Bayesian analysis of recursive SVAR models with overidentifying restrictions
Kociecki, Andrzej; Rubaszek, Michał; Ca' Zorzi, Michele
2012-01-01
The paper provides a novel Bayesian methodological framework to estimate structural VAR (SVAR) models with recursive identification schemes that allows for the inclusion of over-identifying restrictions. The proposed framework enables the researcher to (i) elicit the prior on the non-zero contemporaneous relations between economic variables and to (ii) derive an analytical expression for the posterior distribution and marginal data density. We illustrate our methodological framework by estima...
Differential gene co-expression networks via Bayesian biclustering models
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...
Diffusion Estimation Of State-Space Models: Bayesian Formulation
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil
Reims: IEEE, 2014. ISBN 978-1-4799-3693-9. [The 24th IEEE International Workshop on Machine Learning for Signal Processing (MLSP2014). Reims (FR), 21.09.2014-24.09.2014] R&D Projects: GA ČR(CZ) GP14-06678P Keywords : distributed estimation * state-space models * Bayesian estimation Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2014/AS/dedecius-0431804.pdf
Bayesian Methods for Neural Networks and Related Models
Titterington, D.M.
2004-01-01
Models such as feed-forward neural networks and certain other structures investigated in the computer science literature are not amenable to closed-form Bayesian analysis. The paper reviews the various approaches taken to overcome this difficulty, involving the use of Gaussian approximations, Markov chain Monte Carlo simulation routines and a class of non-Gaussian but “deterministic” approximations called variational approximations.
Bayesian network models in brain functional connectivity analysis
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...
Bayesian Models of Learning and Reasoning with Relations
Chen, Dawn
2014-01-01
How do humans acquire relational concepts such as larger, which are essential for analogical inference and other forms of high-level reasoning? Are they necessarily innate, or can they be learned from non-relational inputs? Using comparative relations as a model domain, we show that structured relations can be learned from unstructured inputs of realistic complexity, applying bottom-up Bayesian learning mechanisms that make minimal assumptions about innate representations. First, we introduce...
Hierarchical Stochastic Simulation Algorithm for SBML Models of Genetic Circuits
Watanabe, Leandro H.; Chris J. Myers
2014-01-01
This paper describes a hierarchical stochastic simulation algorithm, which has been implemented within iBioSim, a tool used to model, analyze, and visualize genetic circuits. Many biological analysis tools flatten out hierarchy before simulation, but there are many disadvantages associated with this approach. First, the memory required to represent the model can quickly expand in the process. Second, the flattening process is computationally expensive. Finally, when modeling a dynamic cellula...
Learning Dynamic Hierarchical Models for Anytime Scene Labeling
Liu, Buyu; He, Xuming
2016-01-01
With increasing demand for efficient image and video analysis, test-time cost of scene parsing becomes critical for many large-scale or time-sensitive vision applications. We propose a dynamic hierarchical model for anytime scene labeling that allows us to achieve flexible trade-offs between efficiency and accuracy in pixel-level prediction. In particular, our approach incorporates the cost of feature computation and model inference, and optimizes the model performance for any given test-time...
Bayesian regression model for seasonal forecast of precipitation over Korea
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.
International Nuclear Information System (INIS)
In this paper, we introduce and investigate the statistical mechanics of hierarchical neural networks. First, we approach these systems à la Mattis, by thinking of the Dyson model as a single-pattern hierarchical neural network. We also discuss the stability of different retrievable states as predicted by the related self-consistencies obtained both from a mean-field bound and from a bound that bypasses the mean-field limitation. The latter is worked out by properly reabsorbing the magnetization fluctuations related to higher levels of the hierarchy into effective fields for the lower levels. Remarkably, mixing Amit's ansatz technique for selecting candidate-retrievable states with the interpolation procedure for solving for the free energy of these states, we prove that, due to gauge symmetry, the Dyson model accomplishes both serial and parallel processing. We extend this scenario to multiple stored patterns by implementing the Hebb prescription for learning within the couplings. This results in Hopfield-like networks constrained on a hierarchical topology, for which, by restricting to the low-storage regime where the number of patterns grows at its most logarithmical with the amount of neurons, we prove the existence of the thermodynamic limit for the free energy, and we give an explicit expression of its mean-field bound and of its related improved bound. We studied the resulting self-consistencies for the Mattis magnetizations, which act as order parameters, are studied and the stability of solutions is analyzed to get a picture of the overall retrieval capabilities of the system according to both mean-field and non-mean-field scenarios. Our main finding is that embedding the Hebbian rule on a hierarchical topology allows the network to accomplish both serial and parallel processing. By tuning the level of fast noise affecting it or triggering the decay of the interactions with the distance among neurons, the system may switch from sequential retrieval to
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.)
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.
AIC, BIC, Bayesian evidence against the interacting dark energy model
International Nuclear Information System (INIS)
Recent astronomical observations have indicated that the Universe is in a phase of accelerated expansion. While there are many cosmological models which try to explain this phenomenon, we focus on the interacting ΛCDM model where an interaction between the dark energy and dark matter sectors takes place. This model is compared to its simpler alternative—the ΛCDM model. To choose between these models the likelihood ratio test was applied as well as the model comparison methods (employing Occam’s principle): the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the Bayesian evidence. Using the current astronomical data: type Ia supernova (Union2.1), h(z), baryon acoustic oscillation, the Alcock–Paczynski test, and the cosmic microwave background data, we evaluated both models. The analyses based on the AIC indicated that there is less support for the interacting ΛCDM model when compared to the ΛCDM model, while those based on the BIC indicated that there is strong evidence against it in favor of the ΛCDM model. Given the weak or almost non-existing support for the interacting ΛCDM model and bearing in mind Occam’s razor we are inclined to reject this model
Babcock, Chad; Finley, Andrew O.; Bradford, John B.; Kolka, Randall K.; Birdsey, Richard A.; Ryan, Michael G.
2015-01-01
Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both residual spatial dependence and non-stationarity of model covariates through the introduction of spatial random effects. We explored this objective using four forest inventory datasets that are part of the North American Carbon Program, each comprising point-referenced measures of above-ground forest biomass and discrete LiDAR. For each dataset, we considered at least five regression model specifications of varying complexity. Models were assessed based on goodness of fit criteria and predictive performance using a 10-fold cross-validation procedure. Results showed that the addition of spatial random effects to the regression model intercept improved fit and predictive performance in the presence of substantial residual spatial dependence. Additionally, in some cases, allowing either some or all regression slope parameters to vary spatially, via the addition of spatial random effects, further improved model fit and predictive performance. In other instances, models showed improved fit but decreased predictive performance—indicating over-fitting and underscoring the need for cross-validation to assess predictive ability. The proposed Bayesian modeling framework provided access to pixel-level posterior predictive distributions that were useful for uncertainty mapping, diagnosing spatial extrapolation issues, revealing missing model covariates, and discovering locally significant parameters.
Concept Association and Hierarchical Hamming Clustering Model in Text Classification
Institute of Scientific and Technical Information of China (English)
Su Gui-yang; Li Jian-hua; Ma Ying-hua; Li Sheng-hong; Yin Zhong-hang
2004-01-01
We propose two models in this paper. The concept of association model is put forward to obtain the co-occurrence relationships among keywords in the documents and the hierarchical Hamming clustering model is used to reduce the dimensionality of the category feature vector space which can solve the problem of the extremely high dimensionality of the documents' feature space. The results of experiment indicate that it can obtain the co-occurrence relations among keywords in the documents which promote the recall of classification system effectively. The hierarchical Hamming clustering model can reduce the dimensionality of the category feature vector efficiently, the size of the vector space is only about 10% of the primary dimensionality.
Jane Law
2016-01-01
Intrinsic conditional autoregressive modeling in a Bayeisan hierarchical framework has been increasingly applied in small-area ecological studies. This study explores the specifications of spatial structure in this Bayesian framework in two aspects: adjacency, i.e., the set of neighbor(s) for each area; and (spatial) weight for each pair of neighbors. Our analysis was based on a small-area study of falling injuries among people age 65 and older in Ontario, Canada, that was aimed to estimate r...
Dynamic model based on Bayesian method for energy security assessment
International Nuclear Information System (INIS)
Highlights: • Methodology for dynamic indicator model construction and forecasting of indicators. • Application of dynamic indicator model for energy system development scenarios. • Expert judgement involvement using Bayesian method. - Abstract: The methodology for the dynamic indicator model construction and forecasting of indicators for the assessment of energy security level is presented in this article. An indicator is a special index, which provides numerical values to important factors for the investigated area. In real life, models of different processes take into account various factors that are time-dependent and dependent on each other. Thus, it is advisable to construct a dynamic model in order to describe these dependences. The energy security indicators are used as factors in the dynamic model. Usually, the values of indicators are obtained from statistical data. The developed dynamic model enables to forecast indicators’ variation taking into account changes in system configuration. The energy system development is usually based on a new object construction. Since the parameters of changes of the new system are not exactly known, information about their influences on indicators could not be involved in the model by deterministic methods. Thus, dynamic indicators’ model based on historical data is adjusted by probabilistic model with the influence of new factors on indicators using the Bayesian method
Hierarchical spatial models for predicting pygmy rabbit distribution and relative abundance
Wilson, T.L.; Odei, J.B.; Hooten, M.B.; Edwards, T.C., Jr.
2010-01-01
Conservationists routinely use species distribution models to plan conservation, restoration and development actions, while ecologists use them to infer process from pattern. These models tend to work well for common or easily observable species, but are of limited utility for rare and cryptic species. This may be because honest accounting of known observation bias and spatial autocorrelation are rarely included, thereby limiting statistical inference of resulting distribution maps. We specified and implemented a spatially explicit Bayesian hierarchical model for a cryptic mammal species (pygmy rabbit Brachylagus idahoensis). Our approach used two levels of indirect sign that are naturally hierarchical (burrows and faecal pellets) to build a model that allows for inference on regression coefficients as well as spatially explicit model parameters. We also produced maps of rabbit distribution (occupied burrows) and relative abundance (number of burrows expected to be occupied by pygmy rabbits). The model demonstrated statistically rigorous spatial prediction by including spatial autocorrelation and measurement uncertainty. We demonstrated flexibility of our modelling framework by depicting probabilistic distribution predictions using different assumptions of pygmy rabbit habitat requirements. Spatial representations of the variance of posterior predictive distributions were obtained to evaluate heterogeneity in model fit across the spatial domain. Leave-one-out cross-validation was conducted to evaluate the overall model fit. Synthesis and applications. Our method draws on the strengths of previous work, thereby bridging and extending two active areas of ecological research: species distribution models and multi-state occupancy modelling. Our framework can be extended to encompass both larger extents and other species for which direct estimation of abundance is difficult. ?? 2010 The Authors. Journal compilation ?? 2010 British Ecological Society.
Hierarchical Bulk Synchronous Parallel Model and Performance Optimization
Institute of Scientific and Technical Information of China (English)
HUANG Linpeng; SUNYongqiang; YUAN Wei
1999-01-01
Based on the framework of BSP, aHierarchical Bulk Synchronous Parallel (HBSP) performance model isintroduced in this paper to capture the performance optimizationproblem for various stages in parallel program development and toaccurately predict the performance of a parallel program byconsidering factors causing variance at local computation and globalcommunication. The related methodology has been applied to several realapplications and the results show that HBSP is a suitable model foroptimizing parallel programs.
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Zhang, Guannan [ORNL; Webster, Clayton G [ORNL; Gunzburger, Max D [ORNL
2012-09-01
Although Bayesian analysis has become vital to the quantification of prediction uncertainty in groundwater modeling, its application has been hindered due to the computational cost associated with numerous model executions needed for exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, we utilize a compactly supported higher-order hierar- chical basis to construct the surrogate system, resulting in a significant reduction in the number of computational simulations required. In addition, we use hierarchical surplus as an error indi- cator to determine adaptive sparse grids. This allows local refinement in the uncertain domain and/or anisotropic detection with respect to the random model parameters, which further improves computational efficiency. Finally, we incorporate a global optimization technique and propose an iterative algorithm for building the surrogate system for the PPDF with multiple significant modes. Once the surrogate system is determined, the PPDF can be evaluated by sampling the surrogate system directly with very little computational cost. The developed method is evaluated first using a simple analytical density function with multiple modes and then using two synthetic groundwater reactive transport models. The groundwater models represent different levels of complexity; the first example involves coupled linear reactions and the second example simulates nonlinear ura- nium surface complexation. The results show that the aSG-hSC is an effective and efficient tool for Bayesian inference in groundwater modeling in comparison with conventional
Bayesian inference and model comparison for metallic fatigue data
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.
Bayesian inference and model comparison for metallic fatigue data
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.
A hierarchical modeling framework for multiple observer transect surveys.
Directory of Open Access Journals (Sweden)
Paul B Conn
Full Text Available Ecologists often use multiple observer transect surveys to census animal populations. In addition to animal counts, these surveys produce sequences of detections and non-detections for each observer. When combined with additional data (i.e. covariates such as distance from the transect line, these sequences provide the additional information to estimate absolute abundance when detectability on the transect line is less than one. Although existing analysis approaches for such data have proven extremely useful, they have some limitations. For instance, it is difficult to extrapolate from observed areas to unobserved areas unless a rigorous sampling design is adhered to; it is also difficult to share information across spatial and temporal domains or to accommodate habitat-abundance relationships. In this paper, we introduce a hierarchical modeling framework for multiple observer line transects that removes these limitations. In particular, abundance intensities can be modeled as a function of habitat covariates, making it easier to extrapolate to unsampled areas. Our approach relies on a complete data representation of the state space, where unobserved animals and their covariates are modeled using a reversible jump Markov chain Monte Carlo algorithm. Observer detections are modeled via a bivariate normal distribution on the probit scale, with dependence induced by a distance-dependent correlation parameter. We illustrate performance of our approach with simulated data and on a known population of golf tees. In both cases, we show that our hierarchical modeling approach yields accurate inference about abundance and related parameters. In addition, we obtain accurate inference about population-level covariates (e.g. group size. We recommend that ecologists consider using hierarchical models when analyzing multiple-observer transect data, especially when it is difficult to rigorously follow pre-specified sampling designs. We provide a new R package
A hierarchical modeling framework for multiple observer transect surveys.
Conn, Paul B; Laake, Jeffrey L; Johnson, Devin S
2012-01-01
Ecologists often use multiple observer transect surveys to census animal populations. In addition to animal counts, these surveys produce sequences of detections and non-detections for each observer. When combined with additional data (i.e. covariates such as distance from the transect line), these sequences provide the additional information to estimate absolute abundance when detectability on the transect line is less than one. Although existing analysis approaches for such data have proven extremely useful, they have some limitations. For instance, it is difficult to extrapolate from observed areas to unobserved areas unless a rigorous sampling design is adhered to; it is also difficult to share information across spatial and temporal domains or to accommodate habitat-abundance relationships. In this paper, we introduce a hierarchical modeling framework for multiple observer line transects that removes these limitations. In particular, abundance intensities can be modeled as a function of habitat covariates, making it easier to extrapolate to unsampled areas. Our approach relies on a complete data representation of the state space, where unobserved animals and their covariates are modeled using a reversible jump Markov chain Monte Carlo algorithm. Observer detections are modeled via a bivariate normal distribution on the probit scale, with dependence induced by a distance-dependent correlation parameter. We illustrate performance of our approach with simulated data and on a known population of golf tees. In both cases, we show that our hierarchical modeling approach yields accurate inference about abundance and related parameters. In addition, we obtain accurate inference about population-level covariates (e.g. group size). We recommend that ecologists consider using hierarchical models when analyzing multiple-observer transect data, especially when it is difficult to rigorously follow pre-specified sampling designs. We provide a new R package, hierarchical
Bayesian inference in camera trapping studies for a class of spatial capture-recapture models
Royle, J. Andrew; Karanth, K. Ullas; Gopalaswamy, Arjun M.; Kumar, N. Samba
2009-01-01
We develop a class of models for inference about abundance or density using spatial capture-recapture data from studies based on camera trapping and related methods. The model is a hierarchical model composed of two components: a point process model describing the distribution of individuals in space (or their home range centers) and a model describing the observation of individuals in traps. We suppose that trap- and individual-specific capture probabilities are a function of distance between individual home range centers and trap locations. We show that the models can be regarded as generalized linear mixed models, where the individual home range centers are random effects. We adopt a Bayesian framework for inference under these models using a formulation based on data augmentation. We apply the models to camera trapping data on tigers from the Nagarahole Reserve, India, collected over 48 nights in 2006. For this study, 120 camera locations were used, but cameras were only operational at 30 locations during any given sample occasion. Movement of traps is common in many camera-trapping studies and represents an important feature of the observation model that we address explicitly in our application.
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.
Hierarchical, model-based risk management of critical infrastructures
Energy Technology Data Exchange (ETDEWEB)
Baiardi, F. [Polo G.Marconi La Spezia, Universita di Pisa, Pisa (Italy); Dipartimento di Informatica, Universita di Pisa, L.go B.Pontecorvo 3 56127, Pisa (Italy)], E-mail: f.baiardi@unipi.it; Telmon, C.; Sgandurra, D. [Dipartimento di Informatica, Universita di Pisa, L.go B.Pontecorvo 3 56127, Pisa (Italy)
2009-09-15
Risk management is a process that includes several steps, from vulnerability analysis to the formulation of a risk mitigation plan that selects countermeasures to be adopted. With reference to an information infrastructure, we present a risk management strategy that considers a sequence of hierarchical models, each describing dependencies among infrastructure components. A dependency exists anytime a security-related attribute of a component depends upon the attributes of other components. We discuss how this notion supports the formal definition of risk mitigation plan and the evaluation of the infrastructure robustness. A hierarchical relation exists among models that are analyzed because each model increases the level of details of some components in a previous one. Since components and dependencies are modeled through a hypergraph, to increase the model detail level, some hypergraph nodes are replaced by more and more detailed hypergraphs. We show how critical information for the assessment can be automatically deduced from the hypergraph and define conditions that determine cases where a hierarchical decomposition simplifies the assessment. In these cases, the assessment has to analyze the hypergraph that replaces the component rather than applying again all the analyses to a more detailed, and hence larger, hypergraph. We also show how the proposed framework supports the definition of a risk mitigation plan and discuss some indicators of the overall infrastructure robustness. Lastly, the development of tools to support the assessment is discussed.
KNET: Integrating Hypermedia and Bayesian Modeling
Chavez, R. Martin; Cooper, Gregory F.
2013-01-01
KNET is a general-purpose shell for constructing expert systems based on belief networks and decision networks. Such networks serve as graphical representations for decision models, in which the knowledge engineer must define clearly the alternatives, states, preferences, and relationships that constitute a decision basis. KNET contains a knowledge-engineering core written in Object Pascal and an interface that tightly integrates HyperCard, a hypertext authoring tool for the Apple Macintosh c...
Petascale Hierarchical Modeling VIA Parallel Execution
Energy Technology Data Exchange (ETDEWEB)
Gelman, Andrew [Principal Investigator
2014-04-14
The research allows more effective model building. By allowing researchers to fit complex models to large datasets in a scalable manner, our algorithms and software enable more effective scientific research. In the new area of “big data,” it is often necessary to fit “big models” to adjust for systematic differences between sample and population. For this task, scalable and efficient model-fitting tools are needed, and these have been achieved with our new Hamiltonian Monte Carlo algorithm, the no-U-turn sampler, and our new C++ program, Stan. In layman’s terms, our research enables researchers to create improved mathematical modes for large and complex systems.
Classification using Hierarchical Naive Bayes models
DEFF Research Database (Denmark)
Langseth, Helge; Dyhre Nielsen, Thomas
2006-01-01
Classification problems have a long history in the machine learning literature. One of the simplest, and yet most consistently well-performing set of classifiers is the Naïve Bayes models. However, an inherent problem with these classifiers is the assumption that all attributes used to describe an...... instance are conditionally independent given the class of that instance. When this assumption is violated (which is often the case in practice) it can reduce classification accuracy due to “information double-counting” and interaction omission. In this paper we focus on a relatively new set of models...... context of classification. Experimental results show that the learned models can significantly improve classification accuracy as compared to other frameworks....
Lack of confidence in approximate Bayesian computation model choice.
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
Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.
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
A study of finite mixture model: Bayesian approach on financial time series data
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.
Hierarchical Model Predictive Control for Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2010-01-01
This paper deals with hierarchichal model predictive control (MPC) of distributed systems. A three level hierachical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level of autonomous...
Continuum damage modeling and simulation of hierarchical dental enamel
Ma, Songyun; Scheider, Ingo; Bargmann, Swantje
2016-05-01
Dental enamel exhibits high fracture toughness and stiffness due to a complex hierarchical and graded microstructure, optimally organized from nano- to macro-scale. In this study, a 3D representative volume element (RVE) model is adopted to study the deformation and damage behavior of the fibrous microstructure. A continuum damage mechanics model coupled to hyperelasticity is developed for modeling the initiation and evolution of damage in the mineral fibers as well as protein matrix. Moreover, debonding of the interface between mineral fiber and protein is captured by employing a cohesive zone model. The dependence of the failure mechanism on the aspect ratio of the mineral fibers is investigated. In addition, the effect of the interface strength on the damage behavior is studied with respect to geometric features of enamel. Further, the effect of an initial flaw on the overall mechanical properties is analyzed to understand the superior damage tolerance of dental enamel. The simulation results are validated by comparison to experimental data from micro-cantilever beam testing at two hierarchical levels. The transition of the failure mechanism at different hierarchical levels is also well reproduced in the simulations.
A Hierarchical Probability Model of Colon Cancer
Kelly, Michael
2010-01-01
We consider a model of fixed size $N = 2^l$ in which there are $l$ generations of daughter cells and a stem cell. In each generation $i$ there are $2^{i-1}$ daughter cells. At each integral time unit the cells split so that the stem cell splits into a stem cell and generation 1 daughter cell and the generation $i$ daughter cells become two cells of generation $i+1$. The last generation is removed from the population. The stem cell gets first and second mutations at rates $u_1$ and $u_2$ and the daughter cells get first and second mutations at rates $v_1$ and $v_2$. We find the distribution for the time it takes to get two mutations as $N$ goes to infinity and the mutation rates go to 0. We also find the distribution for the location of the mutations. Several outcomes are possible depending on how fast the rates go to 0. The model considered has been proposed by Komarova (2007) as a model for colon cancer.
Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates
Directory of Open Access Journals (Sweden)
Piotr Białowolski
2012-03-01
Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period. Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.
Modeling dynamic tactical behaviors in COMBATXXI using Hierarchical Task Networks
Donaldson, Michael J.
2014-01-01
Approved for public release; distribution is unlimited Defining accurate representations of group behaviors in simulations is an expensive, time-consuming task. One reason for this is that previously produced behaviors are often not reusable within other scenarios or simulations. Using Hierarchical Task Networks (HTNs) to model military behaviors is a promising technique for addressing this problem. HTNs provide a methodology for linking tactical behaviors, and offer a potential system for...
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)
Two-stage Bayesian models-application to ZEDB project
Energy Technology Data Exchange (ETDEWEB)
Bunea, C. [George Washington University, School of Applied Science, 1776 G Street, NW, Suite 108, Washington, DC 20052 (United States)]. E-mail: cornel@gwu.edu; Charitos, T. [Institute of Information and Computing Sciences, Padualaan 14, de Uithof, 3508 TB, Utrecht (Netherlands)]. E-mail: theodore@cs.uu.nl; Cooke, R.M. [Delft University of Technology, EWI Faculty, Mekelweg 4, 2628 CD, Delft (Netherlands)]. E-mail: r.m.cooke@ewi.tudelft.n1; Becker, G. [RISA, Krumme Str., Berlin 10627 (Germany)]. E-mail: guenter.becker@risa.de
2005-12-01
A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Poern and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds.
Two-stage Bayesian models-application to ZEDB project
International Nuclear Information System (INIS)
A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Poern and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds
Quantum-Like Bayesian Networks for Modeling Decision Making.
Moreira, Catarina; Wichert, Andreas
2016-01-01
In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios. PMID:26858669
Development of a cyber security risk model using Bayesian networks
International Nuclear Information System (INIS)
Cyber security is an emerging safety issue in the nuclear industry, especially in the instrumentation and control (I and C) field. To address the cyber security issue systematically, a model that can be used for cyber security evaluation is required. In this work, a cyber security risk model based on a Bayesian network is suggested for evaluating cyber security for nuclear facilities in an integrated manner. The suggested model enables the evaluation of both the procedural and technical aspects of cyber security, which are related to compliance with regulatory guides and system architectures, respectively. The activity-quality analysis model was developed to evaluate how well people and/or organizations comply with the regulatory guidance associated with cyber security. The architecture analysis model was created to evaluate vulnerabilities and mitigation measures with respect to their effect on cyber security. The two models are integrated into a single model, which is called the cyber security risk model, so that cyber security can be evaluated from procedural and technical viewpoints at the same time. The model was applied to evaluate the cyber security risk of the reactor protection system (RPS) of a research reactor and to demonstrate its usefulness and feasibility. - Highlights: • We developed the cyber security risk model can be find the weak point of cyber security integrated two cyber analysis models by using Bayesian Network. • One is the activity-quality model signifies how people and/or organization comply with the cyber security regulatory guide. • Other is the architecture model represents the probability of cyber-attack on RPS architecture. • The cyber security risk model can provide evidence that is able to determine the key element for cyber security for RPS of a research reactor
Coordinated Resource Management Models in Hierarchical Systems
Directory of Open Access Journals (Sweden)
Gabsi Mounir
2013-03-01
Full Text Available In response to the trend of efficient global economy, constructing a global logistic model has garnered much attention from the industry .Location selection is an important issue for those international companies that are interested in building a global logistics management system. Infrastructure in Developing Countries are based on the use of both classical and modern control technology, for which the most important components are professional levels of structure knowledge, dynamics and management processes, threats and interference and external and internal attacks. The problem of control flows of energy and materials resources in local and regional structures in normal and marginal, emergency operation provoked information attacks or threats on failure flows are further relevant especially when considering the low level of professional ,psychological and cognitive training of operational personnel manager. Logistics Strategies include the business goals requirements, allowable decisions tactics, and vision for designing and operating a logistics system .In this paper described the selection module coordinating flow management strategies based on the use of resources and logistics systems concepts.
BAYESIAN ESTIMATION IN SHARED COMPOUND POISSON FRAILTY MODELS
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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.
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.
Non-parametric Bayesian modeling of cervical mucus symptom
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...
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.
Hierarchical Heteroclinics in Dynamical Model of Cognitive Processes: Chunking
Afraimovich, Valentin S.; Young, Todd R.; Rabinovich, Mikhail I.
Combining the results of brain imaging and nonlinear dynamics provides a new hierarchical vision of brain network functionality that is helpful in understanding the relationship of the network to different mental tasks. Using these ideas it is possible to build adequate models for the description and prediction of different cognitive activities in which the number of variables is usually small enough for analysis. The dynamical images of different mental processes depend on their temporal organization and, as a rule, cannot be just simple attractors since cognition is characterized by transient dynamics. The mathematical image for a robust transient is a stable heteroclinic channel consisting of a chain of saddles connected by unstable separatrices. We focus here on hierarchical chunking dynamics that can represent several cognitive activities. Chunking is the dynamical phenomenon that means dividing a long information chain into shorter items. Chunking is known to be important in many processes of perception, learning, memory and cognition. We prove that in the phase space of the model that describes chunking there exists a new mathematical object — heteroclinic sequence of heteroclinic cycles — using the technique of slow-fast approximations. This new object serves as a skeleton of motions reflecting sequential features of hierarchical chunking dynamics and is an adequate image of the chunking processing.
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
Modeling Individual Differences in Learning Hierarchically Organised Categories
Directory of Open Access Journals (Sweden)
Steven Verheyen
2007-10-01
Full Text Available It is commonly believed that exemplar models have difficulty accounting for more accurate classification of items at the lower level of a nested hierarchy than classification of these items at a more general level. We identified groups of similarly performing participants in an experiment where such a hierarchically organised category structure had to be mastered and fitted a differently parameterised version of the ALCOVE exemplar model to each of these groups. The exemplar model had no difficulty predicting better performance at the lower level of the hierarchy than at a more general level for those groups of participants that actually displayed the supposedly challenging behavioural pattern.
A bayesian integrative model for genetical genomics with spatially informed variable selection.
Cassese, Alberto; Guindani, Michele; Vannucci, Marina
2014-01-01
We consider a Bayesian hierarchical model for the integration of gene expression levels with comparative genomic hybridization (CGH) array measurements collected on the same subjects. The approach defines a measurement error model that relates the gene expression levels to latent copy number states. In turn, the latent states are related to the observed surrogate CGH measurements via a hidden Markov model. The model further incorporates variable selection with a spatial prior based on a probit link that exploits dependencies across adjacent DNA segments. Posterior inference is carried out via Markov chain Monte Carlo stochastic search techniques. We study the performance of the model in simulations and show better results than those achieved with recently proposed alternative priors. We also show an application to data from a genomic study on lung squamous cell carcinoma, where we identify potential candidates of associations between copy number variants and the transcriptional activity of target genes. Gene ontology (GO) analyses of our findings reveal enrichments in genes that code for proteins involved in cancer. Our model also identifies a number of potential candidate biomarkers for further experimental validation. PMID:25288877
One-Stage and Bayesian Two-Stage Optimal Designs for Mixture Models
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...
Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model
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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.
Efficient multilevel brain tumor segmentation with integrated bayesian model classification.
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
Emulation: A fast stochastic Bayesian method to eliminate model space
Roberts, Alan; Hobbs, Richard; Goldstein, Michael
2010-05-01
Joint inversion of large 3D datasets has been the goal of geophysicists ever since the datasets first started to be produced. There are two broad approaches to this kind of problem, traditional deterministic inversion schemes and more recently developed Bayesian search methods, such as MCMC (Markov Chain Monte Carlo). However, using both these kinds of schemes has proved prohibitively expensive, both in computing power and time cost, due to the normally very large model space which needs to be searched using forward model simulators which take considerable time to run. At the heart of strategies aimed at accomplishing this kind of inversion is the question of how to reliably and practicably reduce the size of the model space in which the inversion is to be carried out. Here we present a practical Bayesian method, known as emulation, which can address this issue. Emulation is a Bayesian technique used with considerable success in a number of technical fields, such as in astronomy, where the evolution of the universe has been modelled using this technique, and in the petroleum industry where history matching is carried out of hydrocarbon reservoirs. The method of emulation involves building a fast-to-compute uncertainty-calibrated approximation to a forward model simulator. We do this by modelling the output data from a number of forward simulator runs by a computationally cheap function, and then fitting the coefficients defining this function to the model parameters. By calibrating the error of the emulator output with respect to the full simulator output, we can use this to screen out large areas of model space which contain only implausible models. For example, starting with what may be considered a geologically reasonable prior model space of 10000 models, using the emulator we can quickly show that only models which lie within 10% of that model space actually produce output data which is plausibly similar in character to an observed dataset. We can thus much
Impacts of forest fragmentation on species richness: a hierarchical approach to community modelling
Zipkin, Elise F.; DeWan, Amielle; Royle, J. Andrew
2009-01-01
1. Species richness is often used as a tool for prioritizing conservation action. One method for predicting richness and other summaries of community structure is to develop species-specific models of occurrence probability based on habitat or landscape characteristics. However, this approach can be challenging for rare or elusive species for which survey data are often sparse. 2. Recent developments have allowed for improved inference about community structure based on species-specific models of occurrence probability, integrated within a hierarchical modelling framework. This framework offers advantages to inference about species richness over typical approaches by accounting for both species-level effects and the aggregated effects of landscape composition on a community as a whole, thus leading to increased precision in estimates of species richness by improving occupancy estimates for all species, including those that were observed infrequently. 3. We developed a hierarchical model to assess the community response of breeding birds in the Hudson River Valley, New York, to habitat fragmentation and analysed the model using a Bayesian approach. 4. The model was designed to estimate species-specific occurrence and the effects of fragment area and edge (as measured through the perimeter and the perimeter/area ratio, P/A), while accounting for imperfect detection of species. 5. We used the fitted model to make predictions of species richness within forest fragments of variable morphology. The model revealed that species richness of the observed bird community was maximized in small forest fragments with a high P/A. However, the number of forest interior species, a subset of the community with high conservation value, was maximized in large fragments with low P/A. 6. Synthesis and applications. Our results demonstrate the importance of understanding the responses of both individual, and groups of species, to environmental heterogeneity while illustrating the utility
Bayesian Dose-Response Modeling in Sparse Data
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
An Extended Hierarchical Trusted Model for Wireless Sensor Networks
Institute of Scientific and Technical Information of China (English)
DU Ruiying; XU Mingdi; ZHANG Huanguo
2006-01-01
Cryptography and authentication are traditional approach for providing network security. However, they are not sufficient for solving the problems which malicious nodes compromise whole wireless sensor network leading to invalid data transmission and wasting resource by using vicious behaviors. This paper puts forward an extended hierarchical trusted architecture for wireless sensor network, and establishes trusted congregations by three-tier framework. The method combines statistics, economics with encrypt mechanism for developing two trusted models which evaluate cluster head nodes and common sensor nodes respectively. The models form logical trusted-link from command node to common sensor nodes and guarantees the network can run in secure and reliable circumstance.
Doing bayesian data analysis a tutorial with R and BUGS
Kruschke, John K
2011-01-01
There is an explosion of interest in Bayesian statistics, primarily because recently created computational methods have finally made Bayesian analysis obtainable to a wide audience. Doing Bayesian Data Analysis, A Tutorial Introduction with R and BUGS provides an accessible approach to Bayesian data analysis, as material is explained clearly with concrete examples. The book begins with the basics, including essential concepts of probability and random sampling, and gradually progresses to advanced hierarchical modeling methods for realistic data. The text delivers comprehensive coverage of all
Perceptual decision making: Drift-diffusion model is equivalent to a Bayesian model
Directory of Open Access Journals (Sweden)
Sebastian Bitzer
2014-02-01
Full Text Available Behavioural data obtained with perceptual decision making experiments are typically analysed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence towards a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses.
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.
Bayesian predictive modeling for genomic based personalized treatment selection.
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
Facial animation on an anatomy-based hierarchical face model
Zhang, Yu; Prakash, Edmond C.; Sung, Eric
2003-04-01
In this paper we propose a new hierarchical 3D facial model based on anatomical knowledge that provides high fidelity for realistic facial expression animation. Like real human face, the facial model has a hierarchical biomechanical structure, incorporating a physically-based approximation to facial skin tissue, a set of anatomically-motivated facial muscle actuators and underlying skull structure. The deformable skin model has multi-layer structure to approximate different types of soft tissue. It takes into account the nonlinear stress-strain relationship of the skin and the fact that soft tissue is almost incompressible. Different types of muscle models have been developed to simulate distribution of the muscle force on the skin due to muscle contraction. By the presence of the skull model, our facial model takes advantage of both more accurate facial deformation and the consideration of facial anatomy during the interactive definition of facial muscles. Under the muscular force, the deformation of the facial skin is evaluated using numerical integration of the governing dynamic equations. The dynamic facial animation algorithm runs at interactive rate with flexible and realistic facial expressions to be generated.
Development of a Bayesian Belief Network Runway Incursion Model
Green, Lawrence L.
2014-01-01
In a previous paper, a statistical analysis of runway incursion (RI) events was conducted to ascertain their relevance to the top ten Technical Challenges (TC) of the National Aeronautics and Space Administration (NASA) Aviation Safety Program (AvSP). The study revealed connections to perhaps several of the AvSP top ten TC. That data also identified several primary causes and contributing factors for RI events that served as the basis for developing a system-level Bayesian Belief Network (BBN) model for RI events. The system-level BBN model will allow NASA to generically model the causes of RI events and to assess the effectiveness of technology products being developed under NASA funding. These products are intended to reduce the frequency of RI events in particular, and to improve runway safety in general. The development, structure and assessment of that BBN for RI events by a Subject Matter Expert panel are documented in this paper.
Bayesian reduced-order models for multiscale dynamical systems
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...
Extended Bayesian Information Criteria for Gaussian Graphical Models
Foygel, Rina
2010-01-01
Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization objectives for algorithms searching through sets of graphs or for selection of tuning parameters of other methods such as the graphical lasso, which is a likelihood penalization technique. In this paper we establish the consistency of an extended Bayesian information criterion for Gaussian graphical models in a scenario where both the number of variables p and the sample size n grow. Compared to earlier work on the regression case, our treatment allows for growth in the number of non-zero parameters in the true model, which is necessary in order to cover connected graphs. We demonstrate the performance of this criterion on simulated data when used in conjunction with the graphical lasso, and verify that the criterion indeed performs better than either cross-validation or the ordi...
A Bayesian approach to the modelling of alpha Cen A
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...
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
Using Bayesian model averaging to estimate terrestrial evapotranspiration in China
Chen, Yang; Yuan, Wenping; Xia, Jiangzhou; Fisher, Joshua B.; Dong, Wenjie; Zhang, Xiaotong; Liang, Shunlin; Ye, Aizhong; Cai, Wenwen; Feng, Jinming
2015-09-01
Evapotranspiration (ET) is critical to terrestrial ecosystems as it links the water, carbon, and surface energy exchanges. Numerous ET models were developed for the ET estimations, but there are large model uncertainties. In this study, a Bayesian Model Averaging (BMA) method was used to merge eight satellite-based models, including five empirical and three process-based models, for improving the accuracy of ET estimates. At twenty-three eddy covariance flux towers, we examined the model performance on all possible combinations of eight models and found that an ensemble with four models (BMA_Best) showed the best model performance. The BMA_Best method can outperform the best of eight models, and the Kling-Gupta efficiency (KGE) value increased by 4% compared with the model with the highest KGE, and decreased RMSE by 4%. Although the correlation coefficient of BMA_Best is less than the best single model, the bias of BMA_Best is the smallest compared with the eight models. Moreover, based on the water balance principle over the river basin scale, the validation indicated the BMA_Best estimates can explain 86% variations. In general, the results showed BMA estimates will be very useful for future studies to characterize the regional water availability over long-time series.
Semi-parametric Bayesian Partially Identified Models based on Support Function
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...
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.
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-01-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370
About wave field modeling in hierarchic medium with fractal inclusions
Hachay, Olga; Khachay, Andrey
2014-05-01
The processes of oil gaseous deposits outworking are linked with moving of polyphase multicomponent media, which are characterized by no equilibrium and nonlinear rheological features. The real behavior of layered systems is defined as complicated rheology moving liquids and structural morphology of porous media. It is eargently needed to account those factors for substantial description of the filtration processes. Additionally we must account also the synergetic effects. That allows suggesting new methods of control and managing of complicated natural systems, which can research these effects. Thus our research is directed to the layered system, from which we have to outwork oil and which is a complicated hierarchic dynamical system with fractal inclusions. In that paper we suggest the algorithm of modeling of 2-d seismic field distribution in the heterogeneous medium with hierarchic inclusions. Also we can compare the integral 2-D for seismic field in a frame of local hierarchic heterogeneity with a porous inclusion and pure elastic inclusion for the case when the parameter Lame is equal to zero for the inclusions and the layered structure. For that case we can regard the problem for the latitude and longitudinal waves independently. Here we shall analyze the first case. The received results can be used for choosing criterions of joined seismic methods for high complicated media research.If the boundaries of the inclusion of the k rank are fractals, the surface and contour integrals in the integral equations must be changed to repeated fractional integrals of Riman-Liuvill type .Using the developed earlier 3-d method of induction electromagnetic frequency geometric monitoring we showed the opportunity of defining of physical and structural features of hierarchic oil layer structure and estimating of water saturating by crack inclusions. For visualization we had elaborated some algorithms and programs for constructing cross sections for two hierarchic structural
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.
Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837
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…
Hierarchical Swarm Model: A New Approach to Optimization
Directory of Open Access Journals (Sweden)
Xiaoxian He
2010-01-01
Full Text Available This paper presents a novel optimization model called hierarchical swarm optimization (HSO, which simulates the natural hierarchical complex system from where more complex intelligence can emerge for complex problems solving. This proposed model is intended to suggest ways that the performance of HSO-based algorithms on complex optimization problems can be significantly improved. This performance improvement is obtained by constructing the HSO hierarchies, which means that an agent in a higher level swarm can be composed of swarms of other agents from lower level and different swarms of different levels evolve on different spatiotemporal scale. A novel optimization algorithm (named PS2O, based on the HSO model, is instantiated and tested to illustrate the ideas of HSO model clearly. Experiments were conducted on a set of 17 benchmark optimization problems including both continuous and discrete cases. The results demonstrate remarkable performance of the PS2O algorithm on all chosen benchmark functions when compared to several successful swarm intelligence and evolutionary algorithms.
Modeling Land-Use Decision Behavior with Bayesian Belief Networks
Directory of Open Access Journals (Sweden)
Inge Aalders
2008-06-01
Full Text Available The ability to incorporate and manage the different drivers of land-use change in a modeling process is one of the key challenges because they are complex and are both quantitative and qualitative in nature. This paper uses Bayesian belief networks (BBN to incorporate characteristics of land managers in the modeling process and to enhance our understanding of land-use change based on the limited and disparate sources of information. One of the two models based on spatial data represented land managers in the form of a quantitative variable, the area of individual holdings, whereas the other model included qualitative data from a survey of land managers. Random samples from the spatial data provided evidence of the relationship between the different variables, which I used to develop the BBN structure. The model was tested for four different posterior probability distributions, and results showed that the trained and learned models are better at predicting land use than the uniform and random models. The inference from the model demonstrated the constraints that biophysical characteristics impose on land managers; for older land managers without heirs, there is a higher probability of the land use being arable agriculture. The results show the benefits of incorporating a more complex notion of land managers in land-use models, and of using different empirical data sources in the modeling process. Future research should focus on incorporating more complex social processes into the modeling structure, as well as incorporating spatio-temporal dynamics in a BBN.
Dynamical Properties of Potassium Ion Channels with a Hierarchical Model
Institute of Scientific and Technical Information of China (English)
ZHAN Yong; AN Hai-Long; YU Hui; ZHANG Su-Hua; HAN Ying-Rong
2006-01-01
@@ It is well known that potassium ion channels have higher permeability than K ions, and the permeable rate of a single K ion channel is about 108 ions per second. We develop a hierarchical model of potassium ion channel permeation involving ab initio quantum calculations and Brownian dynamics simulations, which can consistently explain a range of channel dynamics. The results show that the average velocity of K ions, the mean permeable time of K ions and the permeable rate of single channel are about 0.92nm/ns, 4.35ns and 2.30×108 ions/s,respectively.
Predicting bison migration out of Yellowstone National Park using bayesian models.
Directory of Open Access Journals (Sweden)
Chris Geremia
Full Text Available Long distance migrations by ungulate species often surpass the boundaries of preservation areas where conflicts with various publics lead to management actions that can threaten populations. We chose the partially migratory bison (Bison bison population in Yellowstone National Park as an example of integrating science into management policies to better conserve migratory ungulates. Approximately 60% of these bison have been exposed to bovine brucellosis and thousands of migrants exiting the park boundary have been culled during the past two decades to reduce the risk of disease transmission to cattle. Data were assimilated using models representing competing hypotheses of bison migration during 1990-2009 in a hierarchal bayesian framework. Migration differed at the scale of herds, but a single unifying logistic model was useful for predicting migrations by both herds. Migration beyond the northern park boundary was affected by herd size, accumulated snow water equivalent, and aboveground dried biomass. Migration beyond the western park boundary was less influenced by these predictors and process model performance suggested an important control on recent migrations was excluded. Simulations of migrations over the next decade suggest that allowing increased numbers of bison beyond park boundaries during severe climate conditions may be the only means of avoiding episodic, large-scale reductions to the Yellowstone bison population in the foreseeable future. This research is an example of how long distance migration dynamics can be incorporated into improved management policies.
A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets
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.
Hierarchical Model for the Evolution of Cloud Complexes
Sánchez, N; Sanchez, Nestor; Parravano, Antonio
1999-01-01
The structure of cloud complexes appears to be well described by a "tree structure" representation when the image is partitioned into "clouds". In this representation, the parent-child relationships are assigned according to containment. Based on this picture, a hierarchical model for the evolution of Cloud Complexes, including star formation, is constructed, that follows the mass evolution of each sub-structure by computing its mass exchange (evaporation or condensation) with its parent and children, which depends on the radiation density at the interphase. For the set of parameters used as a reference model, the system produces IMFs with a maximum at too high mass (~2 M_sun) and the characteristic times for evolution seem too long. We show that these properties can be improved by adjusting model parameters. However, the emphasis here is to illustrate some general properties of this nonlinear model for the star formation process. Notwithstanding the simplifications involved, the model reveals an essential fe...
Bayesian Degree-Corrected Stochastic Block Models for Community Detection
Peng, Lijun
2013-01-01
Community detection in networks has drawn much attention in diverse fields, especially social sciences. Given its significance, there has been a large body of literature among which many are not statistically based. In this paper, we propose a novel stochastic blockmodel based on a logistic regression setup with node correction terms to better address this problem. We follow a Bayesian approach that explicitly captures the community behavior via prior specification. We then adopt a data augmentation strategy with latent Polya-Gamma variables to obtain posterior samples. We conduct inference based on a canonically mapped centroid estimator that formally addresses label non-identifiability. We demonstrate the novel proposed model and estimation on real-world as well as simulated benchmark networks and show that the proposed model and estimator are more flexible, representative, and yield smaller error rates when compared to the MAP estimator from classical degree-corrected stochastic blockmodels.
GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model
International Nuclear Information System (INIS)
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran
a Simplified Bayesian Network Model Applied in Crop or Animal Disease Diagnosis
Yu, Helong; Chen, Guifen; Liu, Dayou
Bayesian network is a powerful tool to represent and deal with uncertain knowledge. There exists much uncertainty in crop or animal disease. The construction of Bayesian network need much data and knowledge. But when data is scarce, some methods should be adopted to construct an effective Bayesian network. This paper introduces a disease diagnosis model based on Bayesian network, which is two-layered and obeys noisy-or assumption. Based on the two-layered structure, the relationship between nodes is obtained by domain knowledge. Based on the noisy-model, the conditional probability table is elicited by three methods, which are parameter learning, domain expert and the existing certainty factor model. In order to implement this model, a Bayesian network tool is developed. Finally, an example about cow disease diagnosis was implemented, which proved that the model discussed in this paper is an effective tool for some simple disease diagnosis in crop or animal field.
A hierarchical neural network model for associative memory.
Fukushima, K
1984-01-01
A hierarchical neural network model with feedback interconnections, which has the function of associative memory and the ability to recognize patterns, is proposed. The model consists of a hierarchical multi-layered network to which efferent connections are added, so as to make positive feedback loops in pairs with afferent connections. The cell-layer at the initial stage of the network is the input layer which receives the stimulus input and at the same time works as an output layer for associative recall. The deepest layer is the output layer for pattern-recognition. Pattern-recognition is performed hierarchically by integrating information by converging afferent paths in the network. For the purpose of associative recall, the integrated information is again distributed to lower-order cells by diverging efferent paths. These two operations progress simultaneously in the network. If a fragment of a training pattern is presented to the network which has completed its self-organization, the entire pattern will gradually be recalled in the initial layer. If a stimulus consisting of a number of training patterns superposed is presented, one pattern gradually becomes predominant in the recalled output after competition between the patterns, and the others disappear. At about the same time when the recalled pattern reaches a steady state in the initial layer, in the deepest layer of the network, a response is elicited from the cell corresponding to the category of the finally-recalled pattern. Once a steady state has been reached, the response of the network is automatically extinguished by inhibitory signals from a steadiness-detecting cell.(ABSTRACT TRUNCATED AT 250 WORDS) PMID:6722206
spBayes: An R Package for Univariate and Multivariate Hierarchical Point-referenced Spatial Models
Directory of Open Access Journals (Sweden)
Andrew O. Finley
2007-04-01
Full Text Available Scientists and investigators in such diverse fields as geological and environmental sciences, ecology, forestry, disease mapping, and economics often encounter spatially referenced data collected over a fixed set of locations with coordinates (latitude–longitude, Easting–Northing etc. in a region of study. Such point-referenced or geostatistical data are often best analyzed with Bayesian hierarchical models. Unfortunately, fitting such models involves computationally intensive Markov chain Monte Carlo (MCMC methods whose efficiency depends upon the specific problem at hand. This requires extensive coding on the part of the user and the situation is not helped by the lack of available software for such algorithms. Here, we introduce a statistical software package, spBayes, built upon the R statistical computing platform that implements a generalized template encompassing a wide variety of Gaussian spatial process models for univariate as well as multivariate point-referenced data. We discuss the algorithms behind our package and illustrate its use with a synthetic and real data example.
Modelling of Traffic Flow with Bayesian Autoregressive Model with Variable Partial Forgetting
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Nagy, Ivan; Hofman, Radek
Praha : ČVUT v Praze, 2011, s. 1-11. [CTU Workshop 2011. Praha (CZ), 01.02.2011-01.02.2011] Grant ostatní: ČVUT v Praze(CZ) SGS 10/099/OHK3/1T/16 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian modelling * traffic modelling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/AS/dedecius-modelling of traffic flow with bayesian autoregressive model with variable partial forgetting.pdf
Koutsourelakis, P S
2008-01-01
This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in PDE-based models and correspond to quantities such as density or pressure fields, elasto-plastic moduli and internal variables in solid mechanics, conductivity fields in heat diffusion problems, permeability fields in fluid flow through porous media etc. The proposed model has all the advantages of traditional Bayesian formulations such as the ability to produce measures of confidence for the inferences made and providing not only predictive estimates but also quantitative measures of the predictive uncertainty. In contrast to existing approaches it utilizes a parsimonious, non-parametric formulation that favors sparse representations and whose complexity can be determined from the data. The proposed framework in non-intrusive and makes use of a sequence of forward solvers opera...
Inference in HIV dynamics models via hierarchical likelihood
Commenges, D; Putter, H; Thiebaut, R
2010-01-01
HIV dynamical models are often based on non-linear systems of ordinary differential equations (ODE), which do not have analytical solution. Introducing random effects in such models leads to very challenging non-linear mixed-effects models. To avoid the numerical computation of multiple integrals involved in the likelihood, we propose a hierarchical likelihood (h-likelihood) approach, treated in the spirit of a penalized likelihood. We give the asymptotic distribution of the maximum h-likelihood estimators (MHLE) for fixed effects, a result that may be relevant in a more general setting. The MHLE are slightly biased but the bias can be made negligible by using a parametric bootstrap procedure. We propose an efficient algorithm for maximizing the h-likelihood. A simulation study, based on a classical HIV dynamical model, confirms the good properties of the MHLE. We apply it to the analysis of a clinical trial.
Generalized statistical models of voids and hierarchical structure in cosmology
Mekjian, Aram Z
2007-01-01
Generalized statistical models of voids and hierarchical structure in cosmology are developed. The often quoted negative binomial model and frequently used thermodynamic model are shown to be special cases of a more general distribution which contains a parameter "a". The parameter is related to the Levy index alpha and the Fisher critical exponent tau, the latter describing the power law fall off of clumps of matter around a phase transition. The parameter"a", exponent tau, or index alpha can be obtained from properties of a void scaling function. A stochastic probability variable "p" is introduced into a statistical model which represent the adhesive growth of galaxy structure. For p1/2, an adhesive growth can go on indefinitely thereby forming an infinite supercluster. At p=1/2 a scale free power law distribution for the galaxy count distribution is present. The stochastic description also leads to consequences that have some parallels with cosmic string results, percolation theory and phase transitions.
Bayesian network models for error detection in radiotherapy plans
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.
Bayesian Modeling of MPSS Data: Gene Expression Analysis of Bovine Salmonella Infection
Dhavala, Soma S.
2010-09-01
Massively Parallel Signature Sequencing (MPSS) is a high-throughput, counting-based technology available for gene expression profiling. It produces output that is similar to Serial Analysis of Gene Expression and is ideal for building complex relational databases for gene expression. Our goal is to compare the in vivo global gene expression profiles of tissues infected with different strains of Salmonella obtained using the MPSS technology. In this article, we develop an exact ANOVA type model for this count data using a zero-inflatedPoisson distribution, different from existing methods that assume continuous densities. We adopt two Bayesian hierarchical models-one parametric and the other semiparametric with a Dirichlet process prior that has the ability to "borrow strength" across related signatures, where a signature is a specific arrangement of the nucleotides, usually 16-21 base pairs long. We utilize the discreteness of Dirichlet process prior to cluster signatures that exhibit similar differential expression profiles. Tests for differential expression are carried out using nonparametric approaches, while controlling the false discovery rate. We identify several differentially expressed genes that have important biological significance and conclude with a summary of the biological discoveries. This article has supplementary materials online. © 2010 American Statistical Association.
Bayesian modeling of consumer behavior in the presence of anonymous visits
Novak, Julie Esther
Tailoring content to consumers has become a hallmark of marketing and digital media, particularly as it has become easier to identify customers across usage or purchase occasions. However, across a wide variety of contexts, companies find that customers do not consistently identify themselves, leaving a substantial fraction of anonymous visits. We develop a Bayesian hierarchical model that allows us to probabilistically assign anonymous sessions to users. These probabilistic assignments take into account a customer's demographic information, frequency of visitation, activities taken when visiting, and times of arrival. We present two studies, one with synthetic and one with real data, where we demonstrate improved performance over two popular practices (nearest-neighbor matching and deleting the anonymous visits) due to increased efficiency and reduced bias driven by the non-ignorability of which types of events are more likely to be anonymous. Using our proposed model, we avoid potential bias in understanding the effect of a firm's marketing on its customers, improve inference about the total number of customers in the dataset, and provide more precise targeted marketing to both previously observed and unobserved customers.
Study of hierarchical federation architecture using multi-resolution modeling
Institute of Scientific and Technical Information of China (English)
HAO Yan-ling; SHEN Dong-hui; QIAN Hua-ming; DENG Ming-hui
2004-01-01
This paper aims at finding a solution to the problem aroused in complex system simulation, where a specific functional federation is coupled with other simulation systems. In other words, the communication information within the system may be received by other federates that participated in this united simulation. For the purpose of ensuring simulation system unitary character, a hierarchical federation architecture (HFA) is taken. Also considering the real situation, where federates in a complicated simulation system can be made simpler to an extent, a multi-resolution modeling (MRM) method is imported to implement the design of hierarchical federation. By utilizing the multiple resolution entity (MRE) modeling approach, MRE for federates are designed out. When different level training simulation is required, the appropriate MRE at corresponding layers can be called. The design method realizes the reuse feature of the simulation system and reduces simulation complexity and improves the validity of system Simulation Cost (SC). Taking submarine voyage training simulator (SVTS) for instance, a HFA for submarine is constructed inthis paper, which approves the feasibility of studied approach.
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.
Bayesian Variable Selection for Detecting Adaptive Genomic Differences Among Populations
Riebler, Andrea; Held, Leonhard; Stephan, Wolfgang
2008-01-01
We extend an Fst-based Bayesian hierarchical model, implemented via Markov chain Monte Carlo, for the detection of loci that might be subject to positive selection. This model divides the Fst-influencing factors into locus-specific effects, population-specific effects, and effects that are specific for the locus in combination with the population. We introduce a Bayesian auxiliary variable for each locus effect to automatically select nonneutral locus effects. As a by-product, the efficiency ...
Hunting down the best model of inflation with Bayesian evidence
International Nuclear Information System (INIS)
We present the first calculation of the Bayesian evidence for different prototypical single field inflationary scenarios, including representative classes of small field and large field models. This approach allows us to compare inflationary models in a well-defined statistical way and to determine the current 'best model of inflation'. The calculation is performed numerically by interfacing the inflationary code FieldInf with MultiNest. We find that small field models are currently preferred, while large field models having a self-interacting potential of power p>4 are strongly disfavored. The class of small field models as a whole has posterior odds of approximately 3 ratio 1 when compared with the large field class. The methodology and results presented in this article are an additional step toward the construction of a full numerical pipeline to constrain the physics of the early Universe with astrophysical observations. More accurate data (such as the Planck data) and the techniques introduced here should allow us to identify conclusively the best inflationary model.
Chromatin structure analysis based on a hierarchic texture model.
Wolf, G; Beil, M; Guski, H
1995-02-01
The quantification of chromatin structures is an important part of nuclear grading of malignant and premalignant lesions. In order to achieve high accuracy, computerized image analysis systems have been applied in this process. Chromatin texture analysis of cell nuclei requires a suitable texture model. A hierarchic model seemed to be most compatible for this purpose. It assumes that texture consists of homogeneous regions (textons). Based on this model, two approaches to texture segmentation and feature extraction were investigated using sections of cervical tissue. We examined the reproducibility of the measurement under changing optical conditions. The coefficients of variations of the texture features ranged from 2.1% to 16.9%. The features were tested for their discriminating capability in a pilot study including 30 cases of cervical dysplasia and carcinoma. The overall classification accuracy reached 65%. This study presents an automated technique for texture analysis that is similar to human perception. PMID:7766266
Learning Hierarchical User Interest Models from Web Pages
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user's interests. This expression represents a user's specific and general interests as a continuum. In some sense, specific interests correspond to short-term interests, while general interests correspond to long-term interests. So this representation more really reflects the users' interests. The algorithm can automatically model a user's multiple interest domains, dynamically generate the interest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.
Bayesian modeling of animal- and herd-level prevalences.
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
Assunção, R M; Reis, I A; Oliveira, C D
2001-08-15
We present results from an analysis of human visceral Leishmaniasis cases based on public health records of Belo Horizonte, Brazil, from 1994 to 1997. The main emphasis in this study is on the development of a spatial statistical model to map and project the rates of visceral Leishmaniasis in Belo Horizonte. The model allows for space-time interaction and it is based on a hierarchical Bayesian approach. We assume that the underlying rates evolve in time according to a polynomial trend specific to each small area in the region. The parameters of these polynomials receive a spatial distribution in the form of an autonormal distribution. While the raw rates are extremely noisy and inadequate to support decisions, the resulting smoothed rates estimates are considerably less affected by small area issues and provide very clear directions to implement public health actions. PMID:11468766
Modeling evolutionary dynamics of epigenetic mutations in hierarchically organized tumors.
Directory of Open Access Journals (Sweden)
Andrea Sottoriva
2011-05-01
Full Text Available The cancer stem cell (CSC concept is a highly debated topic in cancer research. While experimental evidence in favor of the cancer stem cell theory is apparently abundant, the results are often criticized as being difficult to interpret. An important reason for this is that most experimental data that support this model rely on transplantation studies. In this study we use a novel cellular Potts model to elucidate the dynamics of established malignancies that are driven by a small subset of CSCs. Our results demonstrate that epigenetic mutations that occur during mitosis display highly altered dynamics in CSC-driven malignancies compared to a classical, non-hierarchical model of growth. In particular, the heterogeneity observed in CSC-driven tumors is considerably higher. We speculate that this feature could be used in combination with epigenetic (methylation sequencing studies of human malignancies to prove or refute the CSC hypothesis in established tumors without the need for transplantation. Moreover our tumor growth simulations indicate that CSC-driven tumors display evolutionary features that can be considered beneficial during tumor progression. Besides an increased heterogeneity they also exhibit properties that allow the escape of clones from local fitness peaks. This leads to more aggressive phenotypes in the long run and makes the neoplasm more adaptable to stringent selective forces such as cancer treatment. Indeed when therapy is applied the clone landscape of the regrown tumor is more aggressive with respect to the primary tumor, whereas the classical model demonstrated similar patterns before and after therapy. Understanding these often counter-intuitive fundamental properties of (non-hierarchically organized malignancies is a crucial step in validating the CSC concept as well as providing insight into the therapeutical consequences of this model.
Chemical evolution of local galaxies in a hierarchical model
Calura, Francesco
2009-01-01
We investigate the chemical properties of local galaxies within a cosmological framework in the hierarchical picture of galaxy formation. To this aim, we use a hierarchical semi-analytic model which includes the contribution from (i) low and intermediate mass stars, (ii) type Ia Supernovae (SNe) and (iii) massive stars. - Abridged - We compare our predictions with available observations in the Milky Way (MW), in local dwarf galaxies and in local ellipticals. For Milky-Way-like galaxies, we can successfully reproduce the [O-Fe] vs [Fe/H] relation observed in disc stars and the stellar metallicity distribution (SMD). For dwarf galaxies, the stellar metallicity vs mass relation is reproduced by assuming that a substantial fraction of the heavy elements is lost through metal-enhanced outflows and a type Ia SN realization probability lower than the one of MW-like galaxies. - Abridged - In ellipticals, the observations indicate higher [alpha/Fe] values in larger galaxies. - Abridged - Our results computed with a st...
Nested-hierarchical scene models and image segmentation
Woodcock, C.; Harward, V. J.
1992-01-01
An improved model of scenes for image analysis purposes, a nested-hierarchical approach which explicitly acknowledges multiple scales of objects or categories of objects, is presented. A multiple-pass, region-based segmentation algorithm improves the segmentation of images from scenes better modeled as a nested hierarchy. A multiple-pass approach allows slow and careful growth of regions while interregion distances are below a global threshold. Past the global threshold, a minimum region size parameter forces development of regions in areas of high local variance. Maximum and viable region size parameters limit the development of undesirably large regions. Application of the segmentation algorithm for forest stand delineation in TM imagery yields regions corresponding to identifiable features in the landscape. The use of a local variance, adaptive-window texture channel in conjunction with spectral bands improves the ability to define regions corresponding to sparsely stocked forest stands which have high internal variance.
Hierarchical population model with a carrying capacity distribution
Indekeu, J O
2002-01-01
A time- and space-discrete model for the growth of a rapidly saturating local biological population $N(x,t)$ is derived from a hierarchical random deposition process previously studied in statistical physics. Two biologically relevant parameters, the probabilities of birth, $B$, and of death, $D$, determine the carrying capacity $K$. Due to the randomness the population depends strongly on position, $x$, and there is a distribution of carrying capacities, $\\Pi (K)$. This distribution has self-similar character owing to the imposed hierarchy. The most probable carrying capacity and its probability are studied as a function of $B$ and $D$. The effective growth rate decreases with time, roughly as in a Verhulst process. The model is possibly applicable, for example, to bacteria forming a "towering pillar" biofilm. The bacteria divide on randomly distributed nutrient-rich regions and are exposed to random local bactericidal agent (antibiotic spray). A gradual overall temperature change away from optimal growth co...
Hierarchical decision modeling essays in honor of Dundar F. Kocaoglu
2016-01-01
This volume, developed in honor of Dr. Dundar F. Kocaoglu, aims to demonstrate the applications of the Hierarchical Decision Model (HDM) in different sectors and its capacity in decision analysis. It is comprised of essays from noted scholars, academics and researchers of engineering and technology management around the world. This book is organized into four parts: Technology Assessment, Strategic Planning, National Technology Planning and Decision Making Tools. Dr. Dundar F. Kocaoglu is one of the pioneers of multiple decision models using hierarchies, and creator of the HDM in decision analysis. HDM is a mission-oriented method for evaluation and/or selection among alternatives. A wide range of alternatives can be considered, including but not limited to, different technologies, projects, markets, jobs, products, cities to live in, houses to buy, apartments to rent, and schools to attend. Dr. Kocaoglu’s approach has been adopted for decision problems in many industrial sectors, including electronics rese...
Bayesian calibration of the Community Land Model using surrogates
Energy Technology Data Exchange (ETDEWEB)
Ray, Jaideep [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hou, Zhangshuan [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Huang, Maoyi [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2014-02-01
We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.
Ensemble bayesian model averaging using markov chain Monte Carlo sampling
Energy Technology Data Exchange (ETDEWEB)
Vrugt, Jasper A [Los Alamos National Laboratory; Diks, Cees G H [NON LANL; Clark, Martyn P [NON LANL
2008-01-01
Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.
Bayesian Belief Networks Approach for Modeling Irrigation Behavior
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
Feng, Xiaohui; Dietze, Michael
2013-12-01
Relationships between leaf traits and carbon assimilation rates are commonly used to predict primary productivity at scales from the leaf to the globe. We addressed how the shape and magnitude of these relationships vary across temporal, spatial and taxonomic scales to improve estimates of carbon dynamics. Photosynthetic CO2 and light response curves, leaf nitrogen (N), chlorophyll (Chl) concentration and specific leaf area (SLA) of 25 grassland species were measured. In addition, C3 and C4 photosynthesis models were parameterized using a novel hierarchical Bayesian approach to quantify the effects of leaf traits on photosynthetic capacity and parameters at different scales. The effects of plant physiological traits on photosynthetic capacity and parameters varied among species, plant functional types and taxonomic scales. Relationships in the grassland biome were significantly different from the global average. Within-species variability in photosynthetic parameters through the growing season could be attributed to the seasonal changes of leaf traits, especially leaf N and Chl, but these responses followed qualitatively different relationships from the across-species relationship. The results suggest that one broad-scale relationship is not sufficient to characterize ecosystem condition and change at multiple scales. Applying trait relationships without articulating the scales may cause substantial carbon flux estimation errors. PMID:23952643
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