WorldWideScience

Sample records for bayesian markov random

  1. A BAYESIAN HIERARCHICAL SPATIAL MODEL FOR DENTAL CARIES ASSESSMENT USING NON-GAUSSIAN MARKOV RANDOM FIELDS

    Science.gov (United States)

    Jin, Ick Hoon; Yuan, Ying; Bandyopadhyay, Dipankar

    2016-01-01

    Research in dental caries generates data with two levels of hierarchy: that of a tooth overall and that of the different surfaces of the tooth. The outcomes often exhibit spatial referencing among neighboring teeth and surfaces, i.e., the disease status of a tooth or surface might be influenced by the status of a set of proximal teeth/surfaces. Assessments of dental caries (tooth decay) at the tooth level yield binary outcomes indicating the presence/absence of teeth, and trinary outcomes at the surface level indicating healthy, decayed, or filled surfaces. The presence of these mixed discrete responses complicates the data analysis under a unified framework. To mitigate complications, we develop a Bayesian two-level hierarchical model under suitable (spatial) Markov random field assumptions that accommodates the natural hierarchy within the mixed responses. At the first level, we utilize an autologistic model to accommodate the spatial dependence for the tooth-level binary outcomes. For the second level and conditioned on a tooth being non-missing, we utilize a Potts model to accommodate the spatial referencing for the surface-level trinary outcomes. The regression models at both levels were controlled for plausible covariates (risk factors) of caries, and remain connected through shared parameters. To tackle the computational challenges in our Bayesian estimation scheme caused due to the doubly-intractable normalizing constant, we employ a double Metropolis-Hastings sampler. We compare and contrast our model performances to the standard non-spatial (naive) model using a small simulation study, and illustrate via an application to a clinical dataset on dental caries.

  2. Bayesian Inference in Hidden Markov Random Fields for Binary Data Defined on Large Lattices

    NARCIS (Netherlands)

    Friel, N.; Pettitt, A.N.; Reeves, R.; Wit, E.

    2009-01-01

    Hidden Markov random fields represent a complex hierarchical model, where the hidden latent process is an undirected graphical structure. Performing inference for such models is difficult primarily because the likelihood of the hidden states is often unavailable. The main contribution of this articl

  3. Bayesian structure learning for Markov Random Fields with a spike and slab prior

    NARCIS (Netherlands)

    Y. Chen; M. Welling

    2012-01-01

    In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of disadvantages such as the inability to assess model uncertainty and expe

  4. Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks

    CERN Document Server

    Everitt, Richard G

    2012-01-01

    Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian comput...

  5. A Markov regression random-effects model for remission of functional disability in patients following a first stroke: a Bayesian approach.

    Science.gov (United States)

    Pan, Shin-Liang; Wu, Hui-Min; Yen, Amy Ming-Fang; Chen, Tony Hsiu-Hsi

    2007-12-20

    Few attempts have been made to model the dynamics of stroke-related disability. It is possible though, using panel data and multi-state Markov regression models that incorporate measured covariates and latent variables (random effects). This study aimed to model a series of functional transitions (following a first stroke) using a three-state Markov model with or without considering random effects. Several proportional hazards parameterizations were considered. A Bayesian approach that utilizes the Markov Chain Monte Carlo (MCMC) and Gibbs sampling functionality of WinBUGS (a Windows-based Bayesian software package) was developed to generate the marginal posterior distributions of the various transition parameters (e.g. the transition rates and transition probabilities). Model building and comparisons was guided by reference to the deviance information criteria (DIC). Of the four proportional hazards models considered, exponential regression was preferred because it led to the smallest deviances. Adding random effects further improved the model fit. Of the covariates considered, only age, infarct size, and baseline functional status were significant. By using our final model we were able to make individual predictions about functional recovery in stroke patients. PMID:17676712

  6. Bayesian Posterior Distributions Without Markov Chains

    OpenAIRE

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

    2012-01-01

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

  7. Time-varying Markov regression random-effect model with Bayesian estimation procedures: Application to dynamics of functional recovery in patients with stroke.

    Science.gov (United States)

    Pan, Shin-Liang; Chen, Hsiu-Hsi

    2010-09-01

    The rates of functional recovery after stroke tend to decrease with time. Time-varying Markov processes (TVMP) may be more biologically plausible than time-invariant Markov process for modeling such data. However, analysis of such stochastic processes, particularly tackling reversible transitions and the incorporation of random effects into models, can be analytically intractable. We make use of ordinary differential equations to solve continuous-time TVMP with reversible transitions. The proportional hazard form was used to assess the effects of an individual's covariates on multi-state transitions with the incorporation of random effects that capture the residual variation after being explained by measured covariates under the concept of generalized linear model. We further built up Bayesian directed acyclic graphic model to obtain full joint posterior distribution. Markov chain Monte Carlo (MCMC) with Gibbs sampling was applied to estimate parameters based on posterior marginal distributions with multiple integrands. The proposed method was illustrated with empirical data from a study on the functional recovery after stroke. PMID:20600158

  8. Markov Random Field Surface Reconstruction

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Bærentzen, Jakob Andreas; Larsen, Rasmus

    2010-01-01

    A method for implicit surface reconstruction is proposed. The novelty in this paper is the adaption of Markov Random Field regularization of a distance field. The Markov Random Field formulation allows us to integrate both knowledge about the type of surface we wish to reconstruct (the prior...

  9. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...

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

    NARCIS (Netherlands)

    C. Dimitrakakis

    2009-01-01

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

  11. Three-dimensional multiphase segmentation of X-ray CT data of porous materials using a Bayesian Markov random field framework

    Energy Technology Data Exchange (ETDEWEB)

    Kulkarni, Ramaprasad; Tuller, Markus; Fink, Wolfgang; Wildschild, Dorthe (Oregon State U.); (Ariz)

    2012-07-27

    Advancements in noninvasive imaging methods such as X-ray computed tomography (CT) have led to a recent surge of applications in porous media research with objectives ranging from theoretical aspects of pore-scale fluid and interfacial dynamics to practical applications such as enhanced oil recovery and advanced contaminant remediation. While substantial efforts and resources have been devoted to advance CT technology, microscale analysis, and fluid dynamics simulations, the development of efficient and stable three-dimensional multiphase image segmentation methods applicable to large data sets is lacking. To eliminate the need for wet-dry or dual-energy scans, image alignment, and subtraction analysis, commonly applied in X-ray micro-CT, a segmentation method based on a Bayesian Markov random field (MRF) framework amenable to true three-dimensional multiphase processing was developed and evaluated. Furthermore, several heuristic and deterministic combinatorial optimization schemes required to solve the labeling problem of the MRF image model were implemented and tested for computational efficiency and their impact on segmentation results. Test results for three grayscale data sets consisting of dry glass beads, partially saturated glass beads, and partially saturated crushed tuff obtained with synchrotron X-ray micro-CT demonstrate great potential of the MRF image model for three-dimensional multiphase segmentation. While our results are promising and the developed algorithm is stable and computationally more efficient than other commonly applied porous media segmentation models, further potential improvements exist for fully automated operation.

  12. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas;

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process labels...... mesh edges according to a feature detecting prior. Since we should not smooth across a sharp feature, we use edge labels to control the vertex process. In a Bayesian framework, MRF priors are combined with the likelihood function related to the mesh formation method. The output of our algorithm...

  13. Markov Chain Monte Carlo Bayesian Learning for Neural Networks

    Science.gov (United States)

    Goodrich, Michael S.

    2011-01-01

    Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

  14. Bayesian inference and Markov chain Monte Carlo in imaging

    Science.gov (United States)

    Higdon, David M.; Bowsher, James E.

    1999-05-01

    Over the past 20 years, many problems in Bayesian inference that were previously intractable can now be fairly routinely dealt with using a computationally intensive technique for exploring the posterior distribution called Markov chain Monte Carlo (MCMC). Primarily because of insufficient computing capabilities, most MCMC applications have been limited to rather standard statistical models. However, with the computing power of modern workstations, a fully Bayesian approach with MCMC, is now possible for many imaging applications. Such an approach can be quite useful because it leads not only to `point' estimates of an underlying image or emission source, but it also gives a means for quantifying uncertainties regarding the image. This paper gives an overview of Bayesian image analysis and focuses on applications relevant to medical imaging. Particular focus is on prior image models and outlining MCMC methods for these models.

  15. Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework

    Science.gov (United States)

    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.

  16. 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.

  17. A Hidden Markov model for Bayesian data fusion of multivariate signals

    CERN Document Server

    Féron, O; Feron, Olivier; Mohammad-Djafari, Ali

    2004-01-01

    In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging processes. The objective of this work is then to propose a coherent approach to combine these data sets to obtain a segmented image which can be considered as the fusion result of these two images. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which is modeled by the Potts Markov Random Field. We propose then an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

  18. Bayesian Smoothing Algorithms in Partially Observed Markov Chains

    Science.gov (United States)

    Ait-el-Fquih, Boujemaa; Desbouvries, François

    2006-11-01

    Let x = {xn}n∈N be a hidden process, y = {yn}n∈N an observed process and r = {rn}n∈N some auxiliary process. We assume that t = {tn}n∈N with tn = (xn, rn, yn-1) is a (Triplet) Markov Chain (TMC). TMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient restoration and parameter estimation algorithms. This paper is devoted to Bayesian smoothing algorithms for TMC. We first propose twelve algorithms for general TMC. In the Gaussian case, these smoothers reduce to a set of algorithms which include, among other solutions, extensions to TMC of classical Kalman-like smoothing algorithms (originally designed for HMC) such as the RTS algorithms, the Two-Filter algorithms or the Bryson and Frazier algorithm.

  19. Markov Random Field Restoration of Point Correspondences for Active Shape Modelling

    DEFF Research Database (Denmark)

    Hilger, Klaus Baggesen; Paulsen, Rasmus Reinhold; Larsen, Rasmus

    2004-01-01

    model mesh to the target shapes. When this is done by a nearest neighbour projection it can result in folds and inhomogeneities in the correspondence vector field. The novelty in this paper is the use and extension of a Markov random field regularisation of the correspondence field. The correspondence...... field is regarded as a collection of random variables, and using the Hammersley-Clifford theorem it is proved that it can be treated as a Markov Random Field. The problem of finding the optimal correspondence field is cast into a Bayesian framework for Markov Random Field restoration, where the prior...... distribution is a smoothness term and the observation model is the curvature of the shapes. The Markov Random Field is optimised using a combination of Gibbs sampling and the Metropolis-Hasting algorithm. The parameters of the model is found using a leave-one-out approach. The method leads to a generative...

  20. Learning loosely connected Markov random fields

    Directory of Open Access Journals (Sweden)

    Rui Wu

    2014-01-01

    Full Text Available We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test based algorithm for learning the underlying graph structure. The novel maximization step in our algorithm ensures that the true edges are detected correctly even when there are short cycles in the graph. The number of samples required by our algorithm is C log p, where p is the size of the graph and the constant C depends on the parameters of the model. We show that several previously studied models are examples of loosely connected Markov random fields, and our algorithm achieves the same or lower computational complexity than the previously designed algorithms for individual cases. We also get new results for more general graphical models, in particular, our algorithm learns general Ising models on the Erdős-Réenyi random graph $\\mathcal{G}(p, \\frac{c}{p}$ correctly with running time $O(np^5$.

  1. Gaussian Markov random fields theory and applications

    CERN Document Server

    Rue, Havard

    2005-01-01

    Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studies and, online, a c-library for fast and exact simulation. With chapters contributed by leading researchers in the field, this volume is essential reading for statisticians working in spatial theory and its applications, as well as quantitative researchers in a wide range of science fields where spatial data analysis is important.

  2. ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS

    Institute of Scientific and Technical Information of China (English)

    Hu Dihe; Hu Xiaoyu

    2009-01-01

    In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with Abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Ф and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.

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

    DEFF Research Database (Denmark)

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

    2009-01-01

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

  4. Bayesian inference for Markov jump processes with informative observations.

    Science.gov (United States)

    Golightly, Andrew; Wilkinson, Darren J

    2015-04-01

    In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is straightforward, Bayesian inference typically proceeds through computationally intensive methods such as (particle) MCMC. Such methods ostensibly require the ability to simulate trajectories from the conditioned jump process. When observations are highly informative, use of the forward simulator is likely to be inefficient and may even preclude an exact (simulation based) analysis. We therefore propose three methods for improving the efficiency of simulating conditioned jump processes. A conditioned hazard is derived based on an approximation to the jump process, and used to generate end-point conditioned trajectories for use inside an importance sampling algorithm. We also adapt a recently proposed sequential Monte Carlo scheme to our problem. Essentially, trajectories are reweighted at a set of intermediate time points, with more weight assigned to trajectories that are consistent with the next observation. We consider two implementations of this approach, based on two continuous approximations of the MJP. We compare these constructs for a simple tractable jump process before using them to perform inference for a Lotka-Volterra system. The best performing construct is used to infer the parameters governing a simple model of motility regulation in Bacillus subtilis. PMID:25720091

  5. 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.

  6. The Laplace Functional and Moments for Markov Branching Chains in Random Environments

    Institute of Scientific and Technical Information of China (English)

    HU Di-he; ZHANG Shu-lin

    2005-01-01

    The concepts of random Markov matrix, Markov branching chain in random environment (MBCRE) and Laplace functional of Markov branching chain in random environment (LFMBCRE) are introduced. The properties of LFMBCRE and the explicit formulas of moments of MBCRE are given.

  7. Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks

    CERN Document Server

    Rao, Vinayak

    2012-01-01

    Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary variable Gibbs sampler. Our approach is based on the idea of uniformization, and sets up a Markov chain over paths by sampling a finite set of virtual jump times and then running a standard hidden Markov model forward filtering-backward sampling algorithm over states at the set of extant and virtual jump times. We demonstrate significant computational benefits over a state-of-the-art Gibbs sampler on a number of continuous time Bayesian networks.

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

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

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

  9. Study on mapping Quantitative Trait Loci for animal complex binary traits using Bayesian-Markov chain Monte Carlo approach

    Institute of Scientific and Technical Information of China (English)

    LIU; Jianfeng; ZHANG; Yuan; ZHANG; Qin; WANG; Lixian; ZHANG; Jigang

    2006-01-01

    It is a challenging issue to map Quantitative Trait Loci (QTL) underlying complex discrete traits, which usually show discontinuous distribution and less information, using conventional statistical methods. Bayesian-Markov chain Monte Carlo (Bayesian-MCMC) approach is the key procedure in mapping QTL for complex binary traits, which provides a complete posterior distribution for QTL parameters using all prior information. As a consequence, Bayesian estimates of all interested variables can be obtained straightforwardly basing on their posterior samples simulated by the MCMC algorithm. In our study, utilities of Bayesian-MCMC are demonstrated using simulated several animal outbred full-sib families with different family structures for a complex binary trait underlied by both a QTL and polygene. Under the Identity-by-Descent-Based variance component random model, three samplers basing on MCMC, including Gibbs sampling, Metropolis algorithm and reversible jump MCMC, were implemented to generate the joint posterior distribution of all unknowns so that the QTL parameters were obtained by Bayesian statistical inferring. The results showed that Bayesian-MCMC approach could work well and robust under different family structures and QTL effects. As family size increases and the number of family decreases, the accuracy of the parameter estimates will be improved. When the true QTL has a small effect, using outbred population experiment design with large family size is the optimal mapping strategy.

  10. Efficient Incorporation of Markov Random Fields in Change Detection

    DEFF Research Database (Denmark)

    Aanæs, Henrik; Nielsen, Allan Aasbjerg; Carstensen, Jens Michael;

    2009-01-01

    Many change detection algorithms work by calculating the probability of change on a pixel-wise basis. This is a disadvantage since one is usually looking for regions of change, and such information is not used in pixel-wise classification - per definition. This issue becomes apparent in the face...... of noise, implying that the pixel-wise classifier is also noisy. There is thus a need for incorporating local homogeneity constraints into such a change detection framework. For this modelling task Markov Random Fields are suitable. Markov Random Fields have, however, previously been plagued by lack...... of efficient optimization methods or numerical solvers. We here address the issue of efficient incorporation of local homogeneity constraints into change detection algorithms. We do this by exploiting recent advances in graph based algorithms for Markov Random Fields. This is combined with an IR-MAD change...

  11. Infinitely dimensional control Markov branching chains in random environments

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional generating functionals and random Markov transition functions of such chains and investigate their branching property. Base on these concepts we calculate the moments of the β-MBCRE and obtain the main results of this paper such as extinction probabilities, polarization and proliferation rate. Finally we discuss the classification ofβ-MBCRE according to the different standards.

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

    OpenAIRE

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

    2013-01-01

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

  13. Random billiards with wall temperature and associated Markov chains

    OpenAIRE

    Cook, Scott; Feres, Renato

    2012-01-01

    By a random billiard we mean a billiard system in which the standard specular reflection rule is replaced with a Markov transition probabilities operator P that, at each collision of the billiard particle with the boundary of the billiard domain, gives the probability distribution of the post-collision velocity for a given pre-collision velocity. A random billiard with microstructure (RBM) is a random billiard for which P is derived from a choice of geometric/mechanical structure on the bound...

  14. On the recurrence set of planar Markov Random Walks

    CERN Document Server

    Hervé, Loïc

    2012-01-01

    In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples for which these local limit theorems are satisfied as soon as the (standard or non-standard) central limit theorem holds.

  15. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas;

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process label...

  16. Shape Modelling Using Markov Random Field Restoration of Point Correspondences

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen

    2003-01-01

    A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized...

  17. Tight Markov chains and random compositions

    CERN Document Server

    Pittel, Boris

    2010-01-01

    For an ergodic Markov chain $\\{X(t)\\}$ on $\\Bbb N$, with a stationary distribution $\\pi$, let $T_n>0$ denote a hitting time for $[n]^c$, and let $X_n=X(T_n)$. Around 2005 Guy Louchard popularized a conjecture that, for $n\\to \\infty$, $T_n$ is almost Geometric($p$), $p=\\pi([n]^c)$, $X_n$ is almost stationarily distributed on $[n]^c$, and that $X_n$ and $T_n$ are almost independent, if $p(n):=\\sup_ip(i,[n]^c)\\to 0$ exponentially fast. For the chains with $p(n) \\to 0$ however slowly, and with $\\sup_{i,j}\\,\\|p(i,\\cdot)-p(j,\\cdot)\\|_{TV}<1$, we show that Louchard's conjecture is indeed true even for the hits of an arbitrary $S_n\\subset\\Bbb N$ with $\\pi(S_n)\\to 0$. More precisely, a sequence of $k$ consecutive hit locations paired with the time elapsed since a previous hit (for the first hit, since the starting moment) is approximated, within a total variation distance of order $k\\,\\sup_ip(i,S_n)$, by a $k$-long sequence of independent copies of $(\\ell_n,t_n)$, where $\\ell_n= \\text{Geometric}\\,(\\pi(S_n))$, $t_n$...

  18. Bayesian estimation for a parametric Markov Renewal model applied to seismic data

    OpenAIRE

    Epifani, I.; Ladelli, L.; Pievatolo, A.

    2014-01-01

    This paper presents a complete methodology for Bayesian inference on a semi-Markov process, from the elicitation of the prior distribution, to the computation of posterior summaries, including a guidance for its implementation. The inter-occurrence times (conditional on the transition between two given states) are assumed to be Weibull-distributed. We examine the elicitation of the joint prior density of the shape and scale parameters of the Weibull distributions, deriving a specific class of...

  19. Genetic algorithms and Markov Chain Monte Carlo: Differential Evolution Markov Chain makes Bayesian computing easy

    NARCIS (Netherlands)

    Braak, ter C.J.F.

    2004-01-01

    Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli

  20. The construction of Markov processes in random environments and the equivalence theorems

    Institute of Scientific and Technical Information of China (English)

    HU Dihe

    2004-01-01

    In sec.1, we introduce several basic concepts such as random transition function, p-m process and Markov process in random environment and give some examples to construct a random transition function from a non-homogeneous density function. In sec.2, we construct the Markov process in random enviromment and skew product Markov process by p - m process and investigate the properties of Markov process in random environment and the original process and environment process and skew product process. In sec. 3, we give several equivalence theorems on Markov process in random environment.

  1. Improving randomness characterization through Bayesian model selection

    CERN Document Server

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

    2016-01-01

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

  2. CHARACTERIZATION OF MARKOV-BERNOULLI GEOMETRIC DISTRIBUTION RELATED TO RANDOM SUMS

    OpenAIRE

    Mohamed Gharib; Ramadan, Mahmoud M.; Khaled A.H. Al-Ajmi

    2014-01-01

    The Markov-Bernoulli geometric distribution is obtained when a generalization, as a Markov process, of the independent Bernoulli sequence of random variables is introduced by considering the success probability changes with respect to the Markov chain. The resulting model is called the Markov- Bernoulli model and it has a wide variety of application fields. In this study, some characterizations are given concerning the Markov-Bernoulli geometric distribution as the distribution of the summati...

  3. Dynamics of market indices, Markov chains, and random walking problem

    CERN Document Server

    Krivoruchenko, M I

    2001-01-01

    Dynamics of the major USA market indices DJIA, S&P, Nasdaq, and NYSE is analyzed from the point of view of the random walking problem with two-step correlations of the market moves. The parameters characterizing the stochastic dynamics are determined empirically from the historical quotes for the daily, weekly, and monthly series. The results show existence of statistically significant correlations between the subsequent market moves. The weekly and monthly parameters are calculated in terms of the daily parameters, assuming that the Markov chains with two-step correlations give a complete description of the market stochastic dynamics. We show that the macro- and micro-parameters obey the renorm group equation. The comparison of the parameters determined from the renorm group equation with the historical values shows that the Markov chains approach gives reasonable predictions for the weekly quotes and underestimates the probability for continuation of the down trend in the monthly quotes. The return and ...

  4. Multiple testing for neuroimaging via hidden Markov random field.

    Science.gov (United States)

    Shu, Hai; Nan, Bin; Koeppe, Robert

    2015-09-01

    Traditional voxel-level multiple testing procedures in neuroimaging, mostly p-value based, often ignore the spatial correlations among neighboring voxels and thus suffer from substantial loss of power. We extend the local-significance-index based procedure originally developed for the hidden Markov chain models, which aims to minimize the false nondiscovery rate subject to a constraint on the false discovery rate, to three-dimensional neuroimaging data using a hidden Markov random field model. A generalized expectation-maximization algorithm for maximizing the penalized likelihood is proposed for estimating the model parameters. Extensive simulations show that the proposed approach is more powerful than conventional false discovery rate procedures. We apply the method to the comparison between mild cognitive impairment, a disease status with increased risk of developing Alzheimer's or another dementia, and normal controls in the FDG-PET imaging study of the Alzheimer's Disease Neuroimaging Initiative. PMID:26012881

  5. CHARACTERIZATION OF MARKOV-BERNOULLI GEOMETRIC DISTRIBUTION RELATED TO RANDOM SUMS

    Directory of Open Access Journals (Sweden)

    Mohamed Gharib

    2014-01-01

    Full Text Available The Markov-Bernoulli geometric distribution is obtained when a generalization, as a Markov process, of the independent Bernoulli sequence of random variables is introduced by considering the success probability changes with respect to the Markov chain. The resulting model is called the Markov- Bernoulli model and it has a wide variety of application fields. In this study, some characterizations are given concerning the Markov-Bernoulli geometric distribution as the distribution of the summation index of independent randomly truncated non-negative integer valued random variables. The achieved results generalize the corresponding characterizations concerning the usual geometric distribution.

  6. A Bayesian Justification for Random Sampling in Sample Survey

    Directory of Open Access Journals (Sweden)

    Glen Meeden

    2012-07-01

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

  7. Bayesian Lorentzian profile fitting using Markov-Chain Monte Carlo: An observer's approach

    CERN Document Server

    Gruberbauer, M; Weiss, W W

    2008-01-01

    Aims. Investigating stochastically driven pulsation puts strong requirements on the quality of (observed) pulsation frequency spectra, such as the accuracy of frequencies, amplitudes, and mode life times and -- important when fitting these parameters with models -- a realistic error estimate which can be quite different to the formal error. As has been shown by other authors, the method of fitting Lorentzian profiles to the power spectrum of time-resolved photometric or spectroscopic data via the Maximum Likelihood Estimation (MLE) procedure delivers good approximations for these quantities. We, however, intend to demonstrate that a conservative Bayesian approach allows to treat this problem in a more consistent way. Methods. We derive a conservative Bayesian treatment for the probability of Lorentzian profiles being present in a power spectrum and describe its implementation via evaluating the probability density distribution of parameters by using the Markov-Chain Monte Carlo (MCMC) technique. In addition, ...

  8. Markov-random-field modeling for linear seismic tomography.

    Science.gov (United States)

    Kuwatani, Tatsu; Nagata, Kenji; Okada, Masato; Toriumi, Mitsuhiro

    2014-10-01

    We apply the Markov-random-field model to linear seismic tomography and propose a method to estimate the hyperparameters for the smoothness and the magnitude of the noise. Optimal hyperparameters can be determined analytically by minimizing the free energy function, which is defined by marginalizing the evaluation function. In synthetic inversion tests under various settings, the assumed velocity structures are successfully reconstructed, which shows the effectiveness and robustness of the proposed method. The proposed mathematical framework can be applied to inversion problems in various fields in the natural sciences. PMID:25375468

  9. Markov random fields for static foreground classification in surveillance systems

    Science.gov (United States)

    Fitzsimons, Jack K.; Lu, Thomas T.

    2014-09-01

    We present a novel technique for classifying static foreground in automated airport surveillance systems between abandoned and removed objects by representing the image as a Markov Random Field. The proposed algorithm computes and compares the net probability of the region of interest before and after the event occurs, hence finding which fits more naturally with their respective backgrounds. Having tested on a dataset from the PETS 2006, PETS 2007, AVSS20074, CVSG, VISOR, CANDELA and WCAM datasets, the algorithm has shown capable of matching the results of the state-of-the-art, is highly parallel and has a degree of robustness to noise and illumination changes.

  10. Sub-Markov Random Walk for Image Segmentation.

    Science.gov (United States)

    Dong, Xingping; Shen, Jianbing; Shao, Ling; Van Gool, Luc

    2016-02-01

    A novel sub-Markov random walk (subRW) algorithm with label prior is proposed for seeded image segmentation, which can be interpreted as a traditional random walker on a graph with added auxiliary nodes. Under this explanation, we unify the proposed subRW and other popular random walk (RW) algorithms. This unifying view will make it possible for transferring intrinsic findings between different RW algorithms, and offer new ideas for designing novel RW algorithms by adding or changing auxiliary nodes. To verify the second benefit, we design a new subRW algorithm with label prior to solve the segmentation problem of objects with thin and elongated parts. The experimental results on both synthetic and natural images with twigs demonstrate that the proposed subRW method outperforms previous RW algorithms for seeded image segmentation.

  11. Quantitative analysis of pulmonary emphysema using isotropic Gaussian Markov random fields

    OpenAIRE

    Dharmagunawardhana, Chathurika; Mahmoodi, Sasan; Bennett, Michael; Niranjan, Mahesan

    2014-01-01

    A novel texture feature based on isotropic Gaussian Markov random fields is proposed for diagnosis and quantification of emphysema and its subtypes. Spatially varying parameters of isotropic Gaussian Markov random fields are estimated and their local distributions constructed using normalized histograms are used as effective texture features. These features integrate the essence of both statistical and structural properties of the texture. Isotropic Gaussian Markov Random Field parameter esti...

  12. Recurrence and invariant measure of Markov chains in double-infinite random environments

    Institute of Scientific and Technical Information of China (English)

    XING; Xiusan

    2001-01-01

    [1]Cogburn, R., Markov chains in random environments: The case of Markovian environments, Ann. Probab., 1980, 8(3): 908—916.[2]Cogburn, R., The ergodic theory of Markov chains in random environments, Z. W., 1984, 66(2): 109—128.[3]Orey, S., Markov chains with stochastically stationary transition probabilities, Ann. Probab., 1991, 19(3): 907—928.[4]Li Yingqiu, Some notes of Markov chains in Markov environments, Advances in Mathematics(in Chinese), 1999, 28(4): 358—360.

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

    Science.gov (United States)

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

    2013-10-01

    Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency. PMID:24653788

  14. Bayesian analysis for exponential random graph models using the adaptive exchange sampler

    KAUST Repository

    Jin, Ick Hoon

    2013-01-01

    Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the existence of intractable normalizing constants. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the issue of intractable normalizing constants encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

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

    Science.gov (United States)

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

    2014-01-01

    Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency. PMID:24653788

  16. Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling

    Energy Technology Data Exchange (ETDEWEB)

    Vrugt, Jasper A [Los Alamos National Laboratory; Hyman, James M [Los Alamos National Laboratory; Robinson, Bruce A [Los Alamos National Laboratory; Higdon, Dave [Los Alamos National Laboratory; Ter Braak, Cajo J F [NETHERLANDS; Diks, Cees G H [UNIV OF AMSTERDAM

    2008-01-01

    Markov chain Monte Carlo (MCMC) methods have found widespread use in many fields of study to estimate the average properties of complex systems, and for posterior inference in a Bayesian framework. Existing theory and experiments prove convergence of well constructed MCMC schemes to the appropriate limiting distribution under a variety of different conditions. In practice, however this convergence is often observed to be disturbingly slow. This is frequently caused by an inappropriate selection of the proposal distribution used to generate trial moves in the Markov Chain. Here we show that significant improvements to the efficiency of MCMC simulation can be made by using a self-adaptive Differential Evolution learning strategy within a population-based evolutionary framework. This scheme, entitled DiffeRential Evolution Adaptive Metropolis or DREAM, runs multiple different chains simultaneously for global exploration, and automatically tunes the scale and orientation of the proposal distribution in randomized subspaces during the search. Ergodicity of the algorithm is proved, and various examples involving nonlinearity, high-dimensionality, and multimodality show that DREAM is generally superior to other adaptive MCMC sampling approaches. The DREAM scheme significantly enhances the applicability of MCMC simulation to complex, multi-modal search problems.

  17. CLOUD IMAGE DETECTION BASED ON MARKOV RANDOM FIELD

    Institute of Scientific and Technical Information of China (English)

    Xu Xuemei; Guo Yuanwei; Wang Zhenfei

    2012-01-01

    In order to overcome the disadvantages of low accuracy rate,high complexity and poor robustness to image noise in many traditional algorithms of cloud image detection,this paper proposed a novel algorithm on the basis of Markov Random Field (MRF) modeling.This paper first defined algorithm model and derived the core factors affecting the performance of the algorithm,and then,the solving of this algorithm was obtained by the use of Belief Propagation (BP) algorithm and Iterated Conditional Modes (ICM) algorithm.Finally,experiments indicate that this algorithm for the cloud image detection has higher average accuracy rate which is about 98.76% and the average result can also reach 96.92% for different type of image noise.

  18. Bayesian Inference for LISA Pathfinder using Markov Chain Monte Carlo Methods

    CERN Document Server

    Ferraioli, Luigi; Plagnol, Eric

    2012-01-01

    We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on the Metropolis-Hastings algorithm and a two-stage annealing treatment in order to ensure an effective exploration of the parameter space at the beginning of the chain. We compare two versions of the algorithm with an application to a LISA Pathfinder data analysis problem. The two algorithms share the same heating strategy but with one moving in coordinate directions using proposals from a multivariate Gaussian distribution, while the other uses the natural logarithm of some parameters and proposes jumps in the eigen-space of the Fisher Information matrix. The algorithm proposing jumps in the eigen-space of the Fisher Information matrix demonstrates a higher acceptance rate and a slightly better convergence towards the equilibrium parameter distributions in the application to...

  19. Markov Chain Monte Carlo Random Effects Modeling in Magnetic Resonance Image Processing Using the BRugs Interface to WinBUGS

    Directory of Open Access Journals (Sweden)

    David G. Gadian

    2011-10-01

    Full Text Available A common feature of many magnetic resonance image (MRI data processing methods is the voxel-by-voxel (a voxel is a volume element manner in which the processing is performed. In general, however, MRI data are expected to exhibit some level of spatial correlation, rendering an independent-voxels treatment inefficient in its use of the data. Bayesian random effect models are expected to be more efficient owing to their information-borrowing behaviour. To illustrate the Bayesian random effects approach, this paper outlines a Markov chain Monte Carlo (MCMC analysis of a perfusion MRI dataset, implemented in R using the BRugs package. BRugs provides an interface to WinBUGS and its GeoBUGS add-on. WinBUGS is a widely used programme for performing MCMC analyses, with a focus on Bayesian random effect models. A simultaneous modeling of both voxels (restricted to a region of interest and multiple subjects is demonstrated. Despite the low signal-to-noise ratio in the magnetic resonance signal intensity data, useful model signal intensity profiles are obtained. The merits of random effects modeling are discussed in comparison with the alternative approaches based on region-of-interest averaging and repeated independent voxels analysis. This paper focuses on perfusion MRI for the purpose of illustration, the main proposition being that random effects modeling is expected to be beneficial in many other MRI applications in which the signal-to-noise ratio is a limiting factor.

  20. Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks

    Science.gov (United States)

    Zhu, Shijia; Wang, Yadong

    2015-12-01

    Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.

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

    Science.gov (United States)

    Orbanz, Peter; Roy, Daniel M

    2015-02-01

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

  2. IMAGE SEGMENTATION BASED ON MARKOV RANDOM FIELD AND WATERSHED TECHNIQUES

    Institute of Scientific and Technical Information of China (English)

    纳瑟; 刘重庆

    2002-01-01

    This paper presented a method that incorporates Markov Random Field(MRF), watershed segmentation and merging techniques for performing image segmentation and edge detection tasks. MRF is used to obtain an initial estimate of x regions in the image under process where in MRF model, gray level x, at pixel location i, in an image X, depends on the gray levels of neighboring pixels. The process needs an initial segmented result. An initial segmentation is got based on K-means clustering technique and the minimum distance, then the region process in modeled by MRF to obtain an image contains different intensity regions. Starting from this we calculate the gradient values of that image and then employ a watershed technique. When using MRF method it obtains an image that has different intensity regions and has all the edge and region information, then it improves the segmentation result by superimpose closed and an accurate boundary of each region using watershed algorithm. After all pixels of the segmented regions have been processed, a map of primitive region with edges is generated. Finally, a merge process based on averaged mean values is employed. The final segmentation and edge detection result is one closed boundary per actual region in the image.

  3. Some Limit Properties of Random Transition Probability for Second-Order Nonhomogeneous Markov Chains Indexed by a Tree

    OpenAIRE

    Zhiyan Shi; Weiguo Yang

    2009-01-01

    We study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain and a nonhomogeneous Markov chain indexed by a tree. As corollary, we obtain the property of the harmonic mean of random transition probability for a nonhomogeneous Markov chain.

  4. Markov

    Directory of Open Access Journals (Sweden)

    Carlos Alejandro De Luna Ortega

    2006-01-01

    Full Text Available En este artículo se aborda el diseño de un reconocedor de voz, con el idioma español mexicano, del estado de Aguascalientes, de palabras aisladas, con dependencia del hablante y vocabulario pequeño, empleando Redes Neuronales Artificiales (ANN por sus siglas en inglés, Alineamiento Dinámico del Tiempo (DTW por sus siglas en inglés y Modelos Ocultos de Markov (HMM por sus siglas en inglés para la realización del algoritmo de reconocimiento.

  5. Recurrence and invariant measure of Markov chains in double-infinite random environments

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The concepts of π-irreduciblity, recurrence and transience are introduced into the research field of Markov chains in random environments.That a π-irreducible chain must be either recurrent or transient is proved, a criterion is shown for recurrent Markov chains in double-infinite random environments, the existence of invariant measure of π-irreducible chains in double-infinite environments is discussed,and then Orey's open-questions are partially answered.

  6. Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

    Science.gov (United States)

    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.

  7. Predicting protein subcellular locations using hierarchical ensemble of Bayesian classifiers based on Markov chains

    Directory of Open Access Journals (Sweden)

    Eils Roland

    2006-06-01

    Full Text Available Abstract Background The subcellular location of a protein is closely related to its function. It would be worthwhile to develop a method to predict the subcellular location for a given protein when only the amino acid sequence of the protein is known. Although many efforts have been made to predict subcellular location from sequence information only, there is the need for further research to improve the accuracy of prediction. Results A novel method called HensBC is introduced to predict protein subcellular location. HensBC is a recursive algorithm which constructs a hierarchical ensemble of classifiers. The classifiers used are Bayesian classifiers based on Markov chain models. We tested our method on six various datasets; among them are Gram-negative bacteria dataset, data for discriminating outer membrane proteins and apoptosis proteins dataset. We observed that our method can predict the subcellular location with high accuracy. Another advantage of the proposed method is that it can improve the accuracy of the prediction of some classes with few sequences in training and is therefore useful for datasets with imbalanced distribution of classes. Conclusion This study introduces an algorithm which uses only the primary sequence of a protein to predict its subcellular location. The proposed recursive scheme represents an interesting methodology for learning and combining classifiers. The method is computationally efficient and competitive with the previously reported approaches in terms of prediction accuracies as empirical results indicate. The code for the software is available upon request.

  8. A new method for direction finding based on Markov random field model

    Science.gov (United States)

    Ota, Mamoru; Kasahara, Yoshiya; Goto, Yoshitaka

    2015-07-01

    Investigating the characteristics of plasma waves observed by scientific satellites in the Earth's plasmasphere/magnetosphere is effective for understanding the mechanisms for generating waves and the plasma environment that influences wave generation and propagation. In particular, finding the propagation directions of waves is important for understanding mechanisms of VLF/ELF waves. To find these directions, the wave distribution function (WDF) method has been proposed. This method is based on the idea that observed signals consist of a number of elementary plane waves that define wave energy density distribution. However, the resulting equations constitute an ill-posed problem in which a solution is not determined uniquely; hence, an adequate model must be assumed for a solution. Although many models have been proposed, we have to select the most optimum model for the given situation because each model has its own advantages and disadvantages. In the present study, we propose a new method for direction finding of the plasma waves measured by plasma wave receivers. Our method is based on the assumption that the WDF can be represented by a Markov random field model with inference of model parameters performed using a variational Bayesian learning algorithm. Using computer-generated spectral matrices, we evaluated the performance of the model and compared the results with those obtained from two conventional methods.

  9. Segmentation of cone-beam CT using a hidden Markov random field with informative priors

    Science.gov (United States)

    Moores, M.; Hargrave, C.; Harden, F.; Mengersen, K.

    2014-03-01

    Cone-beam computed tomography (CBCT) has enormous potential to improve the accuracy of treatment delivery in image-guided radiotherapy (IGRT). To assist radiotherapists in interpreting these images, we use a Bayesian statistical model to label each voxel according to its tissue type. The rich sources of prior information in IGRT are incorporated into a hidden Markov random field model of the 3D image lattice. Tissue densities in the reference CT scan are estimated using inverse regression and then rescaled to approximate the corresponding CBCT intensity values. The treatment planning contours are combined with published studies of physiological variability to produce a spatial prior distribution for changes in the size, shape and position of the tumour volume and organs at risk. The voxel labels are estimated using iterated conditional modes. The accuracy of the method has been evaluated using 27 CBCT scans of an electron density phantom. The mean voxel-wise misclassification rate was 6.2%, with Dice similarity coefficient of 0.73 for liver, muscle, breast and adipose tissue. By incorporating prior information, we are able to successfully segment CBCT images. This could be a viable approach for automated, online image analysis in radiotherapy.

  10. Posterior Mean Super-resolution with a Causal Gaussian Markov Random Field Prior

    CERN Document Server

    Katsuki, Takayuki; Inoue, Masato

    2011-01-01

    We propose a Bayesian image super-resolution (SR) method with a causal Gaussian Markov random field (MRF) prior. SR is a technique to estimate a spatially high-resolution image from given multiple low-resolution images. An MRF model with the line process supplies a preferable prior for natural images with edges. We improve the existing image transformation model, the compound MRF model, and its hyperparameter prior model. We also logically derive the optimal estimator -- not joint maximum a posteriori (MAP) or marginalized maximum likelihood (ML), but posterior mean (PM) -- from the objective function of the L2-norm (mean square error) -based peak signal-to-noise ratio (PSNR). Point estimates such as MAP and ML are generally not stable in ill-posed high-dimensional problems because of overfitting, while PM is a stable estimator because all the parameters in the model are evaluated as distributions. The estimator is numerically determined by using variational Bayes. Variational Bayes is a widely used method th...

  11. THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

    Institute of Scientific and Technical Information of China (English)

    Hu Dihe

    2005-01-01

    This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space χof an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.

  12. THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.

  13. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model

    OpenAIRE

    Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; Dijk, Herman

    2014-01-01

    Interactions between eurozone and United States booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model. The model is well suitable for a multi-country cyclical analysis and accommodates changes in low and high data frequencies and endogenous time-varying transition matrices of the country-specific Markov chains. The transition matrix of each Markov chain depends on its own past history and on the history of other chains...

  14. A Comparison of Bayesian Monte Carlo Markov Chain and Maximum Likelihood Estimation Methods for the Statistical Analysis of Geodetic Time Series

    Science.gov (United States)

    Olivares, G.; Teferle, F. N.

    2013-12-01

    Geodetic time series provide information which helps to constrain theoretical models of geophysical processes. It is well established that such time series, for example from GPS, superconducting gravity or mean sea level (MSL), contain time-correlated noise which is usually assumed to be a combination of a long-term stochastic process (characterized by a power-law spectrum) and random noise. Therefore, when fitting a model to geodetic time series it is essential to also estimate the stochastic parameters beside the deterministic ones. Often the stochastic parameters include the power amplitudes of both time-correlated and random noise, as well as, the spectral index of the power-law process. To date, the most widely used method for obtaining these parameter estimates is based on maximum likelihood estimation (MLE). We present an integration method, the Bayesian Monte Carlo Markov Chain (MCMC) method, which, by using Markov chains, provides a sample of the posteriori distribution of all parameters and, thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. This algorithm automatically optimizes the Markov chain step size and estimates the convergence state by spectral analysis of the chain. We assess the MCMC method through comparison with MLE, using the recently released GPS position time series from JPL and apply it also to the MSL time series from the Revised Local Reference data base of the PSMSL. Although the parameter estimates for both methods are fairly equivalent, they suggest that the MCMC method has some advantages over MLE, for example, without further computations it provides the spectral index uncertainty, is computationally stable and detects multimodality.

  15. Bayesian Markov chain Monte Carlo Inversion of Time-Lapse Geophysical Data To Characterize the Vadose Zone

    DEFF Research Database (Denmark)

    Scholer, Marie; Irving, James; Zibar, Majken Caroline Looms;

    Geophysical methods have the potential to provide valuable information on hydrological properties in the unsaturated zone. In particular, time-lapse geophysical data, when coupled with a hydrological model and inverted stochastically, may allow for the effective estimation of subsurface hydraulic...... parameters and their corresponding uncertainties. In this study, we use a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach to investigate how much information regarding vadose zone hydraulic properties can be retrieved from time-lapse crosshole GPR data collected at the Arrenaes field site...

  16. Hierarchical Semi-Markov Conditional Random Fields for Recursive Sequential Data

    CERN Document Server

    Truyen, Tran The; Bui, Hung H; Venkatesh, Svetha

    2010-01-01

    Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirectedMarkov chains tomodel complex hierarchical, nestedMarkov processes. It is parameterised in a discriminative framework and has polynomial time algorithms for learning and inference. Importantly, we consider partiallysupervised learning and propose algorithms for generalised partially-supervised learning and constrained inference. We demonstrate the HSCRF in two applications: (i) recognising human activities of daily living (ADLs) from indoor surveillance cameras, and (ii) noun-phrase chunking. We show that the HSCRF is capable of learning rich hierarchical models with reasonable accuracy in both fully and partially observed data cases.

  17. Bayesian segmentation of hyperspectral images

    CERN Document Server

    Mohammadpour, Adel; Mohammad-Djafari, Ali

    2007-01-01

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

  18. Bayesian segmentation of hyperspectral images

    Science.gov (United States)

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

    2004-11-01

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

  19. Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

    DEFF Research Database (Denmark)

    Collamore, Jeffrey F.

    2009-01-01

    We develop sharp large deviation asymptotics for the probability of ruin in a Markov-dependent stochastic economic environment and study the extremes for some related Markovian processes which arise in financial and insurance mathematics, related to perpetuities and the ARCH(1) and GARCH(1,1) time...... series models.  Our results build upon work of Goldie, who has developed tail asymptotics applicable for independent sequences of random variables subject to a random recurrence equation.  In contrast, we adopt a general approach based on the theory of Harris recurrent Markov chains and the associated...

  20. THE DECISION OF THE OPTIMAL PARAMETERS IN MARKOV RANDOM FIELDS OF IMAGES BY GENETIC ALGORITHM

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    This paper introduces the principle of genetic algorithm and the basic method of solving Markov random field parameters.Focusing on the shortcomings in present methods,a new method based on genetic algorithms is proposed to solve the parameters in the Markov random field.The detailed procedure is discussed.On the basis of the parameters solved by genetic algorithms,some experim ents on classification of aerial images are given.Experimental results show that the proposed method is effective and the classification results are satisfactory.

  1. Entropy, complexity, and Markov diagrams for random walk cancer models

    Science.gov (United States)

    Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

    2014-12-01

    The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

  2. Bayesian probabilistic sensitivity analysis of Markov models for natural history of a disease: an application for cervical cancer

    Directory of Open Access Journals (Sweden)

    Giulia Carreras

    2012-09-01

    Full Text Available

    Background: parameter uncertainty in the Markov model’s description of a disease course was addressed. Probabilistic sensitivity analysis (PSA is now considered the only tool that properly permits parameter uncertainty’s examination. This consists in sampling values from the parameter’s probability distributions.

    Methods: Markov models fitted with microsimulation were considered and methods for carrying out a PSA on transition probabilities were studied. Two Bayesian solutions were developed: for each row of the modeled transition matrix the prior distribution was assumed as a product of Beta or a Dirichlet. The two solutions differ in the source of information: several different sources for each transition in the Beta approach and a single source for each transition from a given health state in the Dirichlet. The two methods were applied to a simple cervical cancer’s model.

    Results : differences between posterior estimates from the two methods were negligible. Results showed that the prior variability highly influence the posterior distribution.

    Conclusions: the novelty of this work is the Bayesian approach that integrates the two distributions with a product of Binomial distributions likelihood. Such methods could be also applied to cohort data and their application to more complex models could be useful and unique in the cervical cancer context, as well as in other disease modeling.

  3. Bayesian Fine-Scale Mapping of Disease Loci, by Hidden Markov Models

    OpenAIRE

    Morris, A P; Whittaker, J C; Balding, D. J.

    2000-01-01

    We present a new multilocus method for the fine-scale mapping of genes contributing to human diseases. The method is designed for use with multiple biallelic markers—in particular, single-nucleotide polymorphisms for which high-density genetic maps will soon be available. We model disease-marker association in a candidate region via a hidden Markov process and allow for correlation between linked marker loci. Using Markov-chain–Monte Carlo simulation methods, we obtain posterior distributions...

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

    CERN Document Server

    Fouda, A E

    2014-01-01

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

  5. Joint modeling of ChIP-seq data via a Markov random field model

    NARCIS (Netherlands)

    Bao, Yanchun; Vinciotti, Veronica; Wit, Ernst; 't Hoen, Peter A C

    2014-01-01

    Chromatin ImmunoPrecipitation-sequencing (ChIP-seq) experiments have now become routine in biology for the detection of protein-binding sites. In this paper, we present a Markov random field model for the joint analysis of multiple ChIP-seq experiments. The proposed model naturally accounts for spat

  6. Bayesian Gibbs Markov chain: MRF-based Stochastic Joint Inversion of Hydrological and Geophysical Datasets for Improved Characterization of Aquifer Heterogeneities.

    Science.gov (United States)

    Oware, E. K.

    2015-12-01

    Modeling aquifer heterogeneities (AH) is a complex, multidimensional problem that mostly requires stochastic imaging strategies for tractability. While the traditional Bayesian Markov chain Monte Carlo (McMC) provides a powerful framework to model AH, the generic McMC is computationally prohibitive and, thus, unappealing for large-scale problems. An innovative variant of the McMC scheme that imposes priori spatial statistical constraints on model parameter updates, for improved characterization in a computationally efficient manner is proposed. The proposed algorithm (PA) is based on Markov random field (MRF) modeling, which is an image processing technique that infers the global behavior of a random field from its local properties, making the MRF approach well suited for imaging AH. MRF-based modeling leverages the equivalence of Gibbs (or Boltzmann) distribution (GD) and MRF to identify the local properties of an MRF in terms of the easily quantifiable Gibbs energy. The PA employs the two-step approach to model the lithological structure of the aquifer and the hydraulic properties within the identified lithologies simultaneously. It performs local Gibbs energy minimizations along a random path, which requires parameters of the GD (spatial statistics) to be specified. A PA that implicitly infers site-specific GD parameters within a Bayesian framework is also presented. The PA is illustrated with a synthetic binary facies aquifer with a lognormal heterogeneity simulated within each facies. GD parameters of 2.6, 1.2, -0.4, and -0.2 were estimated for the horizontal, vertical, NESW, and NWSE directions, respectively. Most of the high hydraulic conductivity zones (facies 2) were fairly resolved (see results below) with facies identification accuracy rate of 81%, 89%, and 90% for the inversions conditioned on concentration (R1), resistivity (R2), and joint (R3), respectively. The incorporation of the conditioning datasets improved on the root mean square error (RMSE

  7. Bayesian parameter inference by Markov chain Monte Carlo with hybrid fitness measures: theory and test in apoptosis signal transduction network.

    Science.gov (United States)

    Murakami, Yohei; Takada, Shoji

    2013-01-01

    When model parameters in systems biology are not available from experiments, they need to be inferred so that the resulting simulation reproduces the experimentally known phenomena. For the purpose, Bayesian statistics with Markov chain Monte Carlo (MCMC) is a useful method. Conventional MCMC needs likelihood to evaluate a posterior distribution of acceptable parameters, while the approximate Bayesian computation (ABC) MCMC evaluates posterior distribution with use of qualitative fitness measure. However, none of these algorithms can deal with mixture of quantitative, i.e., likelihood, and qualitative fitness measures simultaneously. Here, to deal with this mixture, we formulated Bayesian formula for hybrid fitness measures (HFM). Then we implemented it to MCMC (MCMC-HFM). We tested MCMC-HFM first for a kinetic toy model with a positive feedback. Inferring kinetic parameters mainly related to the positive feedback, we found that MCMC-HFM reliably infer them using both qualitative and quantitative fitness measures. Then, we applied the MCMC-HFM to an apoptosis signal transduction network previously proposed. For kinetic parameters related to implicit positive feedbacks, which are important for bistability and irreversibility of the output, the MCMC-HFM reliably inferred these kinetic parameters. In particular, some kinetic parameters that have experimental estimates were inferred without using these data and the results were consistent with experiments. Moreover, for some parameters, the mixed use of quantitative and qualitative fitness measures narrowed down the acceptable range of parameters.

  8. Derivation of the Convective Dispersion Equation with Adsorption by Markov Random Ways

    Institute of Scientific and Technical Information of China (English)

    WU Jing-Chun; QIN Sheng-Gao; WANG Yang

    2009-01-01

    The convective dispersion equation with adsorption is derived on the basis of the Chapman-Kolmogroff equation which expresses the statistical properties of the Markov transition probability. The acquired equation has the same expression as the one derived on the basis of the combination of both the mass balance equation and the particles retention kinetics equation. The probability variables that describe the random movement of solute particles have a definite physical significance associated with the parameters in the convective dispersion equation. The derivation confirms the validity of the Markov process to describe the particles movement in the process of convective dispersion.

  9. Recursive Estimation of Gauss-Markov Random Fields Indexed over 1-D Space

    CERN Document Server

    Vats, Divyanshu

    2009-01-01

    This paper presents optimal recursive estimators for vector valued Gauss-Markov random \\emph{fields} taking values in $\\R^M$ and indexed by (intervals of) $\\R$ or $\\Z$. These 1-D fields are often called reciprocal processes. They correspond to two point boundary value fields, i.e., they have boundary conditions given at the end points of the indexing interval. To obtain the recursive estimators, we derive two classes of recursive representations for reciprocal processes. The first class transforms the Gaussian reciprocal process into a Gauss-Markov \\emph{process}, from which we derive forward and backwards recursive representations. The second representation folds the index set and transforms the original \\emph{field} taking values in $\\R^M$ into a Markov \\emph{process} taking values in $\\R^{2M}$. The folding corresponds to recursing the reciprocal process from the boundary points and telescoping inwards. From these recursive representations, Kalman filters and recursive smoothers are promptly derived.

  10. Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

    NARCIS (Netherlands)

    M. Billio (Monica); R. Casarin (Roberto); F. Ravazzolo (Francesco); H.K. van Dijk (Herman)

    2013-01-01

    markdownabstract__Abstract__ Interactions between the eurozone and US booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model well suitable for a multi-country cyclical analysis. The model accommodates changes in low and high data frequencie

  11. Detection and characterization of regulatory elements using probabilistic conditional random field and hidden Markov models

    Institute of Scientific and Technical Information of China (English)

    Hongyan Wang; Xiaobo Zhou

    2013-01-01

    By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules,Chromatin marks have been proposed to regulate gene expression,a property that has motivated researchers to link these marks to cis-regulatory elements.With the help of next generation sequencing technologies,we can now correlate one specific chromatin mark with regulatory elements (e.g.enhancers or promoters) and also build tools,such as hidden Markov models,to gain insight into mark combinations.However,hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain.Here,we employed two graphical probabilistic models,namely the linear conditional random field model and multivariate hidden Markov model,to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks.Both models revealed chromatin states that may correspond to enhancers and promoters,transcribed regions,transcriptional elongation,and low-signal regions.We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements,such as promoter-,enhancer-,and transcriptional elongation-associated regions,which gives us a better choice.

  12. Detection and characterization of regulatory elements using probabilistic conditional random field and hidden Markov models.

    Science.gov (United States)

    Wang, Hongyan; Zhou, Xiaobo

    2013-04-01

    By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules, Chromatin marks have been proposed to regulate gene expression, a property that has motivated researchers to link these marks to cis-regulatory elements. With the help of next generation sequencing technologies, we can now correlate one specific chromatin mark with regulatory elements (e.g. enhancers or promoters) and also build tools, such as hidden Markov models, to gain insight into mark combinations. However, hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain. Here, we employed two graphical probabilistic models, namely the linear conditional random field model and multivariate hidden Markov model, to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks. Both models revealed chromatin states that may correspond to enhancers and promoters, transcribed regions, transcriptional elongation, and low-signal regions. We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements, such as promoter-, enhancer-, and transcriptional elongation-associated regions, which gives us a better choice. PMID:23237214

  13. Bayesian grid matching

    DEFF Research Database (Denmark)

    Hartelius, Karsten; Carstensen, Jens Michael

    2003-01-01

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

  14. Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements

    KAUST Repository

    Ryu, Duchwan

    2010-09-28

    We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves. © 2010, The International Biometric Society.

  15. Optimization by Estimation of Distribution with DEUM Framework Based on Markov Random Fields

    Institute of Scientific and Technical Information of China (English)

    Siddhartha Shakya; John McCall

    2007-01-01

    This paper presents a Markov random field (MRP) approach to estimating and sampling the probability distribution in populations of solutions. The approach is used to define a class of algorithms under the general heading distribution estimation using Markov random fields (DEUM). DEUM is a subclass of estimation of distribution algorithms (EDAs) where interaction between solution variables is represented as an undirected graph and the joint probability of a solution is factorized as a Gibbs distribution derived from the structure of the graph. The focus of this paper will be on describing the three main characteristics of DEUM framework, which distinguishes it from the traditional EDA. They are: 1) use of MRF models, 2) fitness modeling approach to estimating the parameter of the model and 3) Monte Carlo approach to sampling from the model.

  16. Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

    Science.gov (United States)

    Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

    2014-02-01

    In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain. PMID:24246289

  17. Rigid Slice-To-Volume Medical Image Registration through Markov Random Fields

    OpenAIRE

    Porchetto, Roque; Stramana, Franco; Paragios, Nikos; Ferrante, Enzo

    2016-01-01

    Rigid slice-to-volume registration is a challenging task, which finds application in medical imaging problems like image fusion for image guided surgeries and motion correction for volume reconstruction. It is usually formulated as an optimization problem and solved using standard continuous methods. In this paper, we discuss how this task be formulated as a discrete labeling problem on a graph. Inspired by previous works on discrete estimation of linear transformations using Markov Random Fi...

  18. Efficient Bayesian estimation of Markov model transition matrices with given stationary distribution

    CERN Document Server

    Trendelkamp-Schroer, Benjamin

    2013-01-01

    Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the convergence of expectation values of equilibrium probabilities and expectation values of stationary quantities significantly. Unfortunately the convergence of dynamic observables such as correlation functions or timescales of conformational transitions relies on direct equilibrium simulations. Markov state models are well suited to describe both, stationary properties and properties of slow dynamical processes of a molecular system, in terms of a transition matrix for a jump process on a suitable discretiza- tion of continuous conformation space. Here, we introduce statistical estimation methods that allow a priori knowledge of equilibrium probabilities to be incorporated into the estimation of dynamical observables. Both, maximum likelihood methods and an improved Monte Carlo...

  19. Efficient Markov Chain Monte Carlo Implementation of Bayesian Analysis of Additive and Dominance Genetic Variances in Noninbred Pedigrees

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J.

    2008-01-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  20. Efficient Markov chain Monte Carlo implementation of Bayesian analysis of additive and dominance genetic variances in noninbred pedigrees.

    Science.gov (United States)

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J

    2008-06-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general pedigrees without inbreeding. To optimize between computational time and good mixing of the Markov chain Monte Carlo (MCMC) chains, we used a hybrid Gibbs sampler that combines a single site and a blocked Gibbs sampler. The speed of the hybrid sampler and the mixing of the single-site sampler were further improved by the use of pretransformed variables. Two traits (height and trunk diameter) from a previously published diallel progeny test of Scots pine (Pinus sylvestris L.) and two large simulated data sets with different levels of dominance variance were analyzed. We also performed Bayesian model comparison on the basis of the posterior predictive loss approach. Results showed that models with both additive and dominance components had the best fit for both height and diameter and for the simulated data with high dominance. For the simulated data with low dominance, we needed an informative prior to avoid the dominance variance component becoming overestimated. The narrow-sense heritability estimates in the Scots pine data were lower compared to the earlier results, which is not surprising because the level of dominance variance was rather high, especially for diameter. In general, the hybrid sampler was considerably faster than the blocked sampler and displayed better mixing properties than the single-site sampler. PMID:18558655

  1. A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

    Science.gov (United States)

    Minsley, B.J.

    2011-01-01

    A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

  2. Statistical Shape Modelling and Markov Random Field Restoration (invited tutorial and exercise)

    DEFF Research Database (Denmark)

    Hilger, Klaus Baggesen

    This tutorial focuses on statistical shape analysis using point distribution models (PDM) which is widely used in modelling biological shape variability over a set of annotated training data. Furthermore, Active Shape Models (ASM) and Active Appearance Models (AAM) are based on PDMs and have proven...... deformation field between shapes. The tutorial demonstrates both generative active shape and appearance models, and MRF restoration on 3D polygonized surfaces. ''Exercise: Spectral-Spatial classification of multivariate images'' From annotated training data this exercise applies spatial image restoration...... using Markov random field relaxation of a spectral classifier. Keywords: the Ising model, the Potts model, stochastic sampling, discriminant analysis, expectation maximization....

  3. A Class of Shannon-McMillan theorems for mth-order Markov information source on generalized random selection system

    Directory of Open Access Journals (Sweden)

    Wang Kang Kang

    2013-06-01

    Full Text Available In this paper, our aim is to establish a class of Shannon-McMillan theorems for $m$th-order nonhomogeneous Markov information source on the generalized random selection system by constructing the consistent distribution functions. As corollaries, we obtain some Shannon-McMillan theorems for $m$th-order nonhomogeneous Markov information source and the general nonhomogeneous Markov information source. Some results which have been obtained are extended. In the proof, a new technique for studying Shannon-McMillan theorems in information theory is applied.

  4. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction.

    Directory of Open Access Journals (Sweden)

    William A Griffin

    Full Text Available Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM. Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes.

  5. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction.

    Science.gov (United States)

    Griffin, William A; Li, Xun

    2016-01-01

    Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects-some good and some bad-on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

  6. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

    Science.gov (United States)

    Griffin, William A.; Li, Xun

    2016-01-01

    Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

  7. Efficient Bayesian estimation of Markov model transition matrices with given stationary distribution

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Noé, Frank

    2013-04-01

    Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the convergence of expectation values of equilibrium probabilities and expectation values of stationary quantities significantly. Unfortunately the convergence of dynamic observables such as correlation functions or timescales of conformational transitions relies on direct equilibrium simulations. Markov state models are well suited to describe both stationary properties and properties of slow dynamical processes of a molecular system, in terms of a transition matrix for a jump process on a suitable discretization of continuous conformation space. Here, we introduce statistical estimation methods that allow a priori knowledge of equilibrium probabilities to be incorporated into the estimation of dynamical observables. Both maximum likelihood methods and an improved Monte Carlo sampling method for reversible transition matrices with fixed stationary distribution are given. The sampling approach is applied to a toy example as well as to simulations of the MR121-GSGS-W peptide, and is demonstrated to converge much more rapidly than a previous approach of Noé [J. Chem. Phys. 128, 244103 (2008), 10.1063/1.2916718].

  8. A continuous-time semi-markov bayesian belief network model for availability measure estimation of fault tolerant systems

    Directory of Open Access Journals (Sweden)

    Márcio das Chagas Moura

    2008-08-01

    Full Text Available In this work it is proposed a model for the assessment of availability measure of fault tolerant systems based on the integration of continuous time semi-Markov processes and Bayesian belief networks. This integration results in a hybrid stochastic model that is able to represent the dynamic characteristics of a system as well as to deal with cause-effect relationships among external factors such as environmental and operational conditions. The hybrid model also allows for uncertainty propagation on the system availability. It is also proposed a numerical procedure for the solution of the state probability equations of semi-Markov processes described in terms of transition rates. The numerical procedure is based on the application of Laplace transforms that are inverted by the Gauss quadrature method known as Gauss Legendre. The hybrid model and numerical procedure are illustrated by means of an example of application in the context of fault tolerant systems.Neste trabalho, é proposto um modelo baseado na integração entre processos semi-Markovianos e redes Bayesianas para avaliação da disponibilidade de sistemas tolerantes à falha. Esta integração resulta em um modelo estocástico híbrido o qual é capaz de representar as características dinâmicas de um sistema assim como tratar as relações de causa e efeito entre fatores externos tais como condições ambientais e operacionais. Além disso, o modelo híbrido permite avaliar a propagação de incerteza sobre a disponibilidade do sistema. É também proposto um procedimento numérico para a solução das equações de probabilidade de estado de processos semi-Markovianos descritos por taxas de transição. Tal procedimento numérico é baseado na aplicação de transformadas de Laplace que são invertidas pelo método de quadratura Gaussiana conhecido como Gauss Legendre. O modelo híbrido e procedimento numérico são ilustrados por meio de um exemplo de aplicação no contexto de

  9. Entropy and long-range memory in random symbolic additive Markov chains

    Science.gov (United States)

    Melnik, S. S.; Usatenko, O. V.

    2016-06-01

    The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.

  10. Bayesian Optimization in High Dimensions via Random Embeddings

    NARCIS (Netherlands)

    Z. Wang; M. Zoghi; F. Hutter; D. Matheson; N. de Freitas

    2013-01-01

    Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach is restricted to problems of moderate dimension, and several

  11. Local Autoencoding for Parameter Estimation in a Hidden Potts-Markov Random Field.

    Science.gov (United States)

    Song, Sanming; Si, Bailu; Herrmann, J Michael; Feng, Xisheng

    2016-05-01

    A local-autoencoding (LAE) method is proposed for the parameter estimation in a Hidden Potts-Markov random field model. Due to sampling cost, Markov chain Monte Carlo methods are rarely used in real-time applications. Like other heuristic methods, LAE is based on a conditional independence assumption. It adapts, however, the parameters in a block-by-block style with a simple Hebbian learning rule. Experiments with given label fields show that the LAE is able to converge in far less time than required for a scan. It is also possible to derive an estimate for LAE based on a Cramer–Rao bound that is similar to the classical maximum pseudolikelihood method. As a general algorithm, LAE can be used to estimate the parameters in anisotropic label fields. Furthermore, LAE is not limited to the classical Potts model and can be applied to other types of Potts models by simple label field transformations and straightforward learning rule extensions. Experimental results on image segmentations demonstrate the efficiency and generality of the LAE algorithm. PMID:27019491

  12. Calibration of environmental radionuclide transfer models using a Bayesian approach with Markov chain Monte Carlo simulations and model comparisons - Calibration of radionuclides transfer models in the environment using a Bayesian approach with Markov chain Monte Carlo simulation and comparison of models

    Energy Technology Data Exchange (ETDEWEB)

    Nicoulaud-Gouin, V.; Giacalone, M.; Gonze, M.A. [Institut de Radioprotection et de Surete Nucleaire-PRP-ENV/SERIS/LM2E (France); Martin-Garin, A.; Garcia-Sanchez, L. [IRSN-PRP-ENV/SERIS/L2BT (France)

    2014-07-01

    Calibration of transfer models according to observation data is a challenge, especially if parameters uncertainty is required, and if competing models should be decided between them. Generally two main calibration methods are used: The frequentist approach in which the unknown parameter of interest is supposed fixed and its estimation is based on the data only. In this category, least squared method has many restrictions in nonlinear models and competing models need to be nested in order to be compared. The bayesian inference in which the unknown parameter of interest is supposed random and its estimation is based on the data and on prior information. Compared to frequentist method, it provides probability density functions and therefore pointwise estimation with credible intervals. However, in practical cases, Bayesian inference is a complex problem of numerical integration, which explains its low use in operational modeling including radioecology. This study aims to illustrate the interest and feasibility of Bayesian approach in radioecology particularly in the case of ordinary differential equations with non-constant coefficients models, which cover most radiological risk assessment models, notably those implemented in the Symbiose platform (Gonze et al, 2010). Markov Chain Monte Carlo (MCMC) method (Metropolis et al., 1953) was used because the posterior expectations are intractable integrals. The invariant distribution of the parameters was performed by the metropolis-Hasting algorithm (Hastings, 1970). GNU-MCSim software (Bois and Maszle, 2011) a bayesian hierarchical framework, was used to deal with nonlinear differential models. Two case studies including this type of model were investigated: An Equilibrium Kinetic sorption model (EK) (e.g. van Genuchten et al, 1974), with experimental data concerning {sup 137}Cs and {sup 85}Sr sorption and desorption in different soils studied in stirred flow-through reactors. This model, generalizing the K{sub d} approach

  13. Face Association for Videos Using Conditional Random Fields and Max-Margin Markov Networks.

    Science.gov (United States)

    Du, Ming; Chellappa, Rama

    2016-09-01

    We address the video-based face association problem, in which one attempts to extract the face tracks of multiple subjects while maintaining label consistency. Traditional tracking algorithms have difficulty in handling this task, especially when challenging nuisance factors like motion blur, low resolution or significant camera motions are present. We demonstrate that contextual features, in addition to face appearance itself, play an important role in this case. We propose principled methods to combine multiple features using Conditional Random Fields and Max-Margin Markov networks to infer labels for the detected faces. Different from many existing approaches, our algorithms work in online mode and hence have a wider range of applications. We address issues such as parameter learning, inference and handling false positves/negatives that arise in the proposed approach. Finally, we evaluate our approach on several public databases. PMID:26552075

  14. A Coupled Hidden Markov Random Field Model for Simultaneous Face Clustering and Tracking in Videos

    KAUST Repository

    Wu, Baoyuan

    2016-10-25

    Face clustering and face tracking are two areas of active research in automatic facial video processing. They, however, have long been studied separately, despite the inherent link between them. In this paper, we propose to perform simultaneous face clustering and face tracking from real world videos. The motivation for the proposed research is that face clustering and face tracking can provide useful information and constraints to each other, thus can bootstrap and improve the performances of each other. To this end, we introduce a Coupled Hidden Markov Random Field (CHMRF) to simultaneously model face clustering, face tracking, and their interactions. We provide an effective algorithm based on constrained clustering and optimal tracking for the joint optimization of cluster labels and face tracking. We demonstrate significant improvements over state-of-the-art results in face clustering and tracking on several videos.

  15. Theory of Distribution Estimation of Hyperparameters in Markov Random Field Models

    Science.gov (United States)

    Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

    2016-06-01

    We investigated the performance of distribution estimation of hyperparameters in Markov random field models proposed by Nakanishi-Ohno et al., ext-link ext-link-type="uri" xlink:href="http://doi.org/10.1088/1751-8113/47/4/045001" xlink:type="simple">J. Phys. A 47, 045001 (2014)ext-link> when used to evaluate the confidence of data. We analytically calculated the configurational average, with respect to data, of the negative logarithm of the posterior distribution, which is called free energy based on an analogy with statistical mechanics. This configurational average of free energy shrinks as the amount of data increases. Our results theoretically confirm the numerical results from that previous study.

  16. Markerless human motion capture by Markov random field and dynamic graph cuts with color constraints

    Institute of Scientific and Technical Information of China (English)

    LI Jia; WAN ChengKai; ZHANG DianYong; MIAO ZhenJiang; YUAN BaoZong

    2009-01-01

    Currently, many vision-based motion capture systems require passive markers attached to key lca-tions on the human body. However, such systems are intrusive with limited application. The algorithm that we use for human motion capture in this paper is based on Markov random field (MRF) and dynamic graph cuts. It takes full account of the impact of 3D reconstruction error and integrates human motion capture and 3D reconstruction into MRF-MAP framework. For more accurate and robust performance, we extend our algorithm by incorporating color constraints Into the pose estimation process. The ad-vantages of incorporating color constraints are demonstrated by experimental results on several video sequences.

  17. A Markov random field approach for modeling spatio-temporal evolution of microstructures

    Science.gov (United States)

    Acar, Pinar; Sundararaghavan, Veera

    2016-10-01

    The following problem is addressed: ‘Can one synthesize microstructure evolution over a large area given experimental movies measured over smaller regions?’ Our input is a movie of microstructure evolution over a small sample window. A Markov random field (MRF) algorithm is developed that uses this data to estimate the evolution of microstructure over a larger region. Unlike the standard microstructure reconstruction problem based on stationary images, the present algorithm is also able to reconstruct time-evolving phenomena such as grain growth. Such an algorithm would decrease the cost of full-scale microstructure measurements by coupling mathematical estimation with targeted small-scale spatiotemporal measurements. The grain size, shape and orientation distribution statistics of synthesized polycrystalline microstructures at different times are compared with the original movie to verify the method.

  18. Efficient Hierarchical Markov Random Fields for Object Detection on a Mobile Robot

    CERN Document Server

    Lea, Colin S

    2011-01-01

    Object detection and classification using video is necessary for intelligent planning and navigation on a mobile robot. However, current methods can be too slow or not sufficient for distinguishing multiple classes. Techniques that rely on binary (foreground/background) labels incorrectly identify areas with multiple overlapping objects as single segment. We propose two Hierarchical Markov Random Field models in efforts to distinguish connected objects using tiered, binary label sets. Near-realtime performance has been achieved using efficient optimization methods which runs up to 11 frames per second on a dual core 2.2 Ghz processor. Evaluation of both models is done using footage taken from a robot obstacle course at the 2010 Intelligent Ground Vehicle Competition.

  19. A Markov Random Field Model-Based Approach to Natural Image Matting

    Institute of Scientific and Technical Information of China (English)

    Sheng-You Lin; Jiao-Ying Shi

    2007-01-01

    This paper proposes a Markov Random Field (MRF) model-based approach to natural image matting with complex scenes.After the trimap for matting is given manually, the unknown region is roughly segmented into several joint sub-regions.In each sub-region, we partition the colors of neighboring background or foreground pixels into several clusters in RGB color space and assign matting label to each unknown pixel.All the labels are modelled as an MRF and the matting problem is then formulated as a maximum a posteriori (MAP) estimation problem.Simulated annealing is used to find the optimal MAP estimation.The better results can be obtained under the same user-interactions when images are complex.Results of natural image matting experiments performed on complex images using this approach are shown and compared in this paper.

  20. Impact of model order and estimation window for indexing TerraSAR-X images using Gauss Markov random fields

    Science.gov (United States)

    Espinoza-Molina, Daniela; Datcu, Mihai

    2010-10-01

    TerraSAR-X is the Synthetic Aperture Radar (SAR) German satellite which provides a high diversity of information due to its high-resolution. TerraSAR-X acquires daily a volume of up to 100 GB of high complexity, multi-mode SAR images, i.e. SpotLight, StripMap, and ScanSAR data, with dual or quad-polarization, and with different look angles. The high and multiple resolutions of the instrument (1m, 3m or 10m) open perspectives for new applications, that were not possible with past lower resolution sensors (20-30m). Mainly the 1m and 3m modes we expect to support a broad range of new applications related to human activities with relevant structures and objects at the 1m scale. Thus, among the most interesting scenes are: urban, industrial, and rural data. In addition, the global coverage and the relatively frequent repeat pass will definitely help to acquire extremely relevant data sets. To analyze the available TerrrSAR-X data we rely on model based methods for feature extraction and despeckling. The image information content is extracted using model-based methods based on Gauss Markov Random Field (GMRF) and Bayesian inference approach. This approach enhances the local adaptation by using a prior model, which learns the image structure and enables to estimate the local description of the structures, acting as primitive feature extraction method. However, the GMRF model-based method uses as input parameters the Model Order (MO) and the size of Estimation Window (EW). The appropriated selection of these parameters allows us to improve the classification and indexing results due to the number of well separated classes could be determined by them. Our belief is that the selection of the MO depends on the kind of information that the image contains, explaining how well the model can recognize complex structures as objects, and according to the size of EW the accuracy of the estimation is determined. In the following, we present an evaluation of the impact of the model

  1. Recognition of 3-D objects based on Markov random field models

    Institute of Scientific and Technical Information of China (English)

    HUANG Ying; DING Xiao-qing; WANG Sheng-jin

    2006-01-01

    The recognition of 3-D objects is quite a difficult task for computer vision systems.This paper presents a new object framework,which utilizes densely sampled grids with different resolutions to represent the local information of the input image.A Markov random field model is then created to model the geometric distribution of the object key nodes.Flexible matching,which aims to find the accurate correspondence map between the key points of two images,is performed by combining the local similarities and the geometric relations together using the highest confidence first method.Afterwards,a global similarity is calculated for object recognition. Experimental results on Coil-100 object database,which consists of 7 200 images of 100 objects,are presented.When the numbers of templates vary from 4,8,18 to 36 for each object,and the remaining images compose the test sets,the object recognition rates are 95.75 %,99.30 %,100.0 % and 100.0 %,respectively.The excellent recognition performance is much better than those of the other cited references,which indicates that our approach is well-suited for appearance-based object recognition.

  2. Detection and inpainting of facial wrinkles using texture orientation fields and Markov random field modeling.

    Science.gov (United States)

    Batool, Nazre; Chellappa, Rama

    2014-09-01

    Facial retouching is widely used in media and entertainment industry. Professional software usually require a minimum level of user expertise to achieve the desirable results. In this paper, we present an algorithm to detect facial wrinkles/imperfection. We believe that any such algorithm would be amenable to facial retouching applications. The detection of wrinkles/imperfections can allow these skin features to be processed differently than the surrounding skin without much user interaction. For detection, Gabor filter responses along with texture orientation field are used as image features. A bimodal Gaussian mixture model (GMM) represents distributions of Gabor features of normal skin versus skin imperfections. Then, a Markov random field model is used to incorporate the spatial relationships among neighboring pixels for their GMM distributions and texture orientations. An expectation-maximization algorithm then classifies skin versus skin wrinkles/imperfections. Once detected automatically, wrinkles/imperfections are removed completely instead of being blended or blurred. We propose an exemplar-based constrained texture synthesis algorithm to inpaint irregularly shaped gaps left by the removal of detected wrinkles/imperfections. We present results conducted on images downloaded from the Internet to show the efficacy of our algorithms. PMID:24968171

  3. Unsupervised polarimetric synthetic aperture radar image classification based on sketch map and adaptive Markov random field

    Science.gov (United States)

    Shi, Junfei; Li, Lingling; Liu, Fang; Jiao, Licheng; Liu, Hongying; Yang, Shuyuan; Liu, Lu; Hao, Hongxia

    2016-04-01

    Markov random field (MRF) model is an effective tool for polarimetric synthetic aperture radar (PolSAR) image classification. However, due to the lack of suitable contextual information in conventional MRF methods, there is usually a contradiction between edge preservation and region homogeneity in the classification result. To preserve edge details and obtain homogeneous regions simultaneously, an adaptive MRF framework is proposed based on a polarimetric sketch map. The polarimetric sketch map can provide the edge positions and edge directions in detail, which can guide the selection of neighborhood structures. Specifically, the polarimetric sketch map is extracted to partition a PolSAR image into structural and nonstructural parts, and then adaptive neighborhoods are learned for two parts. For structural areas, geometric weighted neighborhood structures are constructed to preserve image details. For nonstructural areas, the maximum homogeneous regions are obtained to improve the region homogeneity. Experiments are taken on both the simulated and real PolSAR data, and the experimental results illustrate that the proposed method can obtain better performance on both region homogeneity and edge preservation than the state-of-the-art methods.

  4. MEDICAL IMAGE SEGMENTATION ON A CLUSTER OF PCS USING MARKOV RANDOM FIELDS

    Directory of Open Access Journals (Sweden)

    El-Hachemi Guerrout

    2013-01-01

    Full Text Available Medical imaging applications produce large sets of similar images. The huge amount of data makes the manual analysis and interpretation a fastidious task. Medical image segmentation is thus an important process in image processing used to partition the images into different regions (e.g. gray matter(GM, white matter(WM and cerebrospinal fluid(CSF. Hidden Markov Random Field (HMRF Model and Gibbs distributions provide powerful tools for image modeling. In this paper, we use a HMRF model to perform segmentation of volumetric medical images. We have a problem with incomplete data. We seek the segmented images according to the MAP (Maximum A Posteriori criterion. MAP estimation leads to the minimization of an energy function. This problem is computationally intractable. Therefore, optimizations techniques are used to compute a solution. We will evaluate the segmentation upon two major factors: the time of calculation and the quality of segmentation. Processing time is reduced by distributing the computation of segmentation on a powerful and inexpensive architecture that consists of a cluster of personal computers. Parallel programming was done by using the standard MPI (Message Passing Interface.

  5. Automatic Lung Tumor Segmentation on PET/CT Images Using Fuzzy Markov Random Field Model

    Directory of Open Access Journals (Sweden)

    Yu Guo

    2014-01-01

    Full Text Available The combination of positron emission tomography (PET and CT images provides complementary functional and anatomical information of human tissues and it has been used for better tumor volume definition of lung cancer. This paper proposed a robust method for automatic lung tumor segmentation on PET/CT images. The new method is based on fuzzy Markov random field (MRF model. The combination of PET and CT image information is achieved by using a proper joint posterior probability distribution of observed features in the fuzzy MRF model which performs better than the commonly used Gaussian joint distribution. In this study, the PET and CT simulation images of 7 non-small cell lung cancer (NSCLC patients were used to evaluate the proposed method. Tumor segmentations with the proposed method and manual method by an experienced radiation oncologist on the fused images were performed, respectively. Segmentation results obtained with the two methods were similar and Dice’s similarity coefficient (DSC was 0.85 ± 0.013. It has been shown that effective and automatic segmentations can be achieved with this method for lung tumors which locate near other organs with similar intensities in PET and CT images, such as when the tumors extend into chest wall or mediastinum.

  6. A Markov random field approach to group-wise registration/mosaicing with application to ultrasound.

    Science.gov (United States)

    Kutarnia, Jason; Pedersen, Peder

    2015-08-01

    In this paper we present a group-wise non-rigid registration/mosaicing algorithm based on block-matching, which is developed within a probabilistic framework. The discrete form of its energy functional is linked to a Markov Random Field (MRF) containing double and triple cliques, which can be effectively optimized using modern MRF optimization algorithms popular in computer vision. Also, the registration problem is simplified by introducing a mosaicing function which partitions the composite volume into regions filled with data from unique, partially overlapping source volumes. Ultrasound confidence maps are incorporated into the registration framework in order to give accurate results in the presence of image artifacts. The algorithm is initially tested on simulated images where shadows have been generated. Also, validation results for the group-wise registration algorithm using real ultrasound data from an abdominal phantom are presented. Finally, composite obstetrics image volumes are constructed using clinical scans of pregnant subjects, where fetal movement makes registration/mosaicing especially difficult. In addition, results are presented suggesting that a fusion approach to MRF registration can produce accurate displacement fields much faster than standard approaches.

  7. Reconstruction for distributed video coding: a Markov random field approach with context-adaptive smoothness prior

    Science.gov (United States)

    Zhang, Yongsheng; Xiong, Hongkai; He, Zhihai; Yu, Songyu

    2010-07-01

    An important issue in Wyner-Ziv video coding is the reconstruction of Wyner-Ziv frames with decoded bit-planes. So far, there are two major approaches: the Maximum a Posteriori (MAP) reconstruction and the Minimum Mean Square Error (MMSE) reconstruction algorithms. However, these approaches do not exploit smoothness constraints in natural images. In this paper, we model a Wyner-Ziv frame by Markov random fields (MRFs), and produce reconstruction results by finding an MAP estimation of the MRF model. In the MRF model, the energy function consists of two terms: a data term, MSE distortion metric in this paper, measuring the statistical correlation between side-information and the source, and a smoothness term enforcing spatial coherence. In order to better describe the spatial constraints of images, we propose a context-adaptive smoothness term by analyzing the correspondence between the output of Slepian-Wolf decoding and successive frames available at decoders. The significance of the smoothness term varies in accordance with the spatial variation within different regions. To some extent, the proposed approach is an extension to the MAP and MMSE approaches by exploiting the intrinsic smoothness characteristic of natural images. Experimental results demonstrate a considerable performance gain compared with the MAP and MMSE approaches.

  8. Medical image retrieval and analysis by Markov random fields and multi-scale fractal dimension

    International Nuclear Information System (INIS)

    Many Content-based Image Retrieval (CBIR) systems and image analysis tools employ color, shape and texture (in a combined fashion or not) as attributes, or signatures, to retrieve images from databases or to perform image analysis in general. Among these attributes, texture has turned out to be the most relevant, as it allows the identification of a larger number of images of a different nature. This paper introduces a novel signature which can be used for image analysis and retrieval. It combines texture with complexity extracted from objects within the images. The approach consists of a texture segmentation step, modeled as a Markov Random Field process, followed by the estimation of the complexity of each computed region. The complexity is given by a Multi-scale Fractal Dimension. Experiments have been conducted using an MRI database in both pattern recognition and image retrieval contexts. The results show the accuracy of the proposed method in comparison with other traditional texture descriptors and also indicate how the performance changes as the level of complexity is altered. (paper)

  9. Medical image retrieval and analysis by Markov random fields and multi-scale fractal dimension

    Science.gov (United States)

    Backes, André Ricardo; Cavaleri Gerhardinger, Leandro; do Espírito Santo Batista Neto, João; Martinez Bruno, Odemir

    2015-02-01

    Many Content-based Image Retrieval (CBIR) systems and image analysis tools employ color, shape and texture (in a combined fashion or not) as attributes, or signatures, to retrieve images from databases or to perform image analysis in general. Among these attributes, texture has turned out to be the most relevant, as it allows the identification of a larger number of images of a different nature. This paper introduces a novel signature which can be used for image analysis and retrieval. It combines texture with complexity extracted from objects within the images. The approach consists of a texture segmentation step, modeled as a Markov Random Field process, followed by the estimation of the complexity of each computed region. The complexity is given by a Multi-scale Fractal Dimension. Experiments have been conducted using an MRI database in both pattern recognition and image retrieval contexts. The results show the accuracy of the proposed method in comparison with other traditional texture descriptors and also indicate how the performance changes as the level of complexity is altered.

  10. Analysis and Validation of Grid dem Generation Based on Gaussian Markov Random Field

    Science.gov (United States)

    Aguilar, F. J.; Aguilar, M. A.; Blanco, J. L.; Nemmaoui, A.; García Lorca, A. M.

    2016-06-01

    Digital Elevation Models (DEMs) are considered as one of the most relevant geospatial data to carry out land-cover and land-use classification. This work deals with the application of a mathematical framework based on a Gaussian Markov Random Field (GMRF) to interpolate grid DEMs from scattered elevation data. The performance of the GMRF interpolation model was tested on a set of LiDAR data (0.87 points/m2) provided by the Spanish Government (PNOA Programme) over a complex working area mainly covered by greenhouses in Almería, Spain. The original LiDAR data was decimated by randomly removing different fractions of the original points (from 10% to up to 99% of points removed). In every case, the remaining points (scattered observed points) were used to obtain a 1 m grid spacing GMRF-interpolated Digital Surface Model (DSM) whose accuracy was assessed by means of the set of previously extracted checkpoints. The GMRF accuracy results were compared with those provided by the widely known Triangulation with Linear Interpolation (TLI). Finally, the GMRF method was applied to a real-world case consisting of filling the LiDAR-derived DSM gaps after manually filtering out non-ground points to obtain a Digital Terrain Model (DTM). Regarding accuracy, both GMRF and TLI produced visually pleasing and similar results in terms of vertical accuracy. As an added bonus, the GMRF mathematical framework makes possible to both retrieve the estimated uncertainty for every interpolated elevation point (the DEM uncertainty) and include break lines or terrain discontinuities between adjacent cells to produce higher quality DTMs.

  11. Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    Kevin McNally

    2012-01-01

    Full Text Available There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure.

  12. Bayesian Markov-Chain-Monte-Carlo inversion of time-lapse crosshole GPR data to characterize the vadose zone at the Arrenaes Site, Denmark

    DEFF Research Database (Denmark)

    Scholer, Marie; Irving, James; Zibar, Majken Caroline Looms;

    2012-01-01

    We examined to what extent time-lapse crosshole ground-penetrating radar traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify vadose zone hydraulic properties and their corresponding uncertainties using a Bayesian Markov......-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site...... synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter...

  13. Bayesian data analysis

    CERN Document Server

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

    2013-01-01

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

  14. A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces

    NARCIS (Netherlands)

    Braak, ter C.J.F.

    2006-01-01

    Differential Evolution (DE) is a simple genetic algorithm for numerical optimization in real parameter spaces. In a statistical context one would not just want the optimum but also its uncertainty. The uncertainty distribution can be obtained by a Bayesian analysis (after specifying prior and likeli

  15. An automatic water body area monitoring algorithm for satellite images based on Markov Random Fields

    Science.gov (United States)

    Elmi, Omid; Tourian, Mohammad J.; Sneeuw, Nico

    2016-04-01

    Our knowledge about spatial and temporal variation of hydrological parameters are surprisingly poor, because most of it is based on in situ stations and the number of stations have reduced dramatically during the past decades. On the other hand, remote sensing techniques have proven their ability to measure different parameters of Earth phenomena. Optical and SAR satellite imagery provide the opportunity to monitor the spatial change in coastline, which can serve as a way to determine the water extent repeatedly in an appropriate time interval. An appropriate classification technique to separate water and land is the backbone of each automatic water body monitoring. Due to changes in the water level, river and lake extent, atmosphere, sunlight radiation and onboard calibration of the satellite over time, most of the pixel-based classification techniques fail to determine accurate water masks. Beyond pixel intensity, spatial correlation between neighboring pixels is another source of information that should be used to decide the label of pixels. Water bodies have strong spatial correlation in satellite images. Therefore including contextual information as additional constraint into the procedure of water body monitoring improves the accuracy of the derived water masks significantly. In this study, we present an automatic algorithm for water body area monitoring based on maximum a posteriori (MAP) estimation of Markov Random Fields (MRF). First we collect all available images from selected case studies during the monitoring period. Then for each image separately we apply a k-means clustering to derive a primary water mask. After that we develop a MRF using pixel values and the primary water mask for each image. Then among the different realizations of the field we select the one that maximizes the posterior estimation. We solve this optimization problem using graph cut techniques. A graph with two terminals is constructed, after which the best labelling structure for

  16. Efficient Markov Chain Monte Carlo Implementation of Bayesian Analysis of Additive and Dominance Genetic Variances in Noninbred Pedigrees

    OpenAIRE

    Waldmann, Patrik; Hallander, Jon; Hoti, Fabian; Sillanpää, Mikko J.

    2008-01-01

    Accurate and fast computation of quantitative genetic variance parameters is of great importance in both natural and breeding populations. For experimental designs with complex relationship structures it can be important to include both additive and dominance variance components in the statistical model. In this study, we introduce a Bayesian Gibbs sampling approach for estimation of additive and dominance genetic variances in the traditional infinitesimal model. The method can handle general...

  17. SMURFLite: combining simplified Markov random fields with simulated evolution improves remote homology detection for beta-structural proteins into the twilight zone

    OpenAIRE

    Daniels, Noah M.; Hosur, Raghavendra; Berger, Bonnie; Lenore J Cowen

    2012-01-01

    Motivation: One of the most successful methods to date for recognizing protein sequences that are evolutionarily related has been profile hidden Markov models (HMMs). However, these models do not capture pairwise statistical preferences of residues that are hydrogen bonded in beta sheets. These dependencies have been partially captured in the HMM setting by simulated evolution in the training phase and can be fully captured by Markov random fields (MRFs). However, the MRFs can be computationa...

  18. Exploring the Influence of Neighborhood Characteristics on Burglary Risks: A Bayesian Random Effects Modeling Approach

    Directory of Open Access Journals (Sweden)

    Hongqiang Liu

    2016-06-01

    Full Text Available A Bayesian random effects modeling approach was used to examine the influence of neighborhood characteristics on burglary risks in Jianghan District, Wuhan, China. This random effects model is essentially spatial; a spatially structured random effects term and an unstructured random effects term are added to the traditional non-spatial Poisson regression model. Based on social disorganization and routine activity theories, five covariates extracted from the available data at the neighborhood level were used in the modeling. Three regression models were fitted and compared by the deviance information criterion to identify which model best fit our data. A comparison of the results from the three models indicates that the Bayesian random effects model is superior to the non-spatial models in fitting the data and estimating regression coefficients. Our results also show that neighborhoods with above average bar density and department store density have higher burglary risks. Neighborhood-specific burglary risks and posterior probabilities of neighborhoods having a burglary risk greater than 1.0 were mapped, indicating the neighborhoods that should warrant more attention and be prioritized for crime intervention and reduction. Implications and limitations of the study are discussed in our concluding section.

  19. Obstacle Detection in Hybrid Cross-Country Environment Based on Markov Random Field for Unmanned Ground Vehicle

    Directory of Open Access Journals (Sweden)

    Feng Ding

    2015-01-01

    Full Text Available In order to detect the obstacle from the large amount of 3D LIDAR data in hybrid cross-country environment for unmanned ground vehicle, a new graph approach based on Markov random field was presented. Firstly, the preprocessing method based on the maximum blurred line is applied to segment the projection of every laser scan line in x-y plane. Then, based on K-means clustering algorithm, the same properties of the line are combined. Secondly, line segment nodes are precisely positioned by using corner detection method, and the next step is to take advantage of line segment nodes to build an undirected graph for Markov random field. Lastly, the energy function is calculated by means of analyzing line segment features and solved by graph cut. Two types of line mark are finally classified into two categories: ground and obstacle. Experiments prove the feasibility of the approach and show that it has better performance and runs in real time.

  20. A Fuzzy-Logic Power Management Strategy Based on Markov Random Prediction for Hybrid Energy Storage Systems

    Directory of Open Access Journals (Sweden)

    Yanzi Wang

    2016-01-01

    Full Text Available Over the last few years; issues regarding the use of hybrid energy storage systems (HESSs in hybrid electric vehicles have been highlighted by the industry and in academic fields. This paper proposes a fuzzy-logic power management strategy based on Markov random prediction for an active parallel battery-UC HESS. The proposed power management strategy; the inputs for which are the vehicle speed; the current electric power demand and the predicted electric power demand; is used to distribute the electrical power between the battery bank and the UC bank. In this way; the battery bank power is limited to a certain range; and the peak and average charge/discharge power of the battery bank and overall loss incurred by the whole HESS are also reduced. Simulations and scaled-down experimental platforms are constructed to verify the proposed power management strategy. The simulations and experimental results demonstrate the advantages; feasibility and effectiveness of the fuzzy-logic power management strategy based on Markov random prediction.

  1. A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

    Science.gov (United States)

    Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

    2016-07-01

    A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of field and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.

  2. Theory of Markov processes

    CERN Document Server

    Dynkin, E B

    1960-01-01

    Theory of Markov Processes provides information pertinent to the logical foundations of the theory of Markov random processes. This book discusses the properties of the trajectories of Markov processes and their infinitesimal operators.Organized into six chapters, this book begins with an overview of the necessary concepts and theorems from measure theory. This text then provides a general definition of Markov process and investigates the operations that make possible an inspection of the class of Markov processes corresponding to a given transition function. Other chapters consider the more c

  3. New Product Development in an Emerging Economy: Analysing the Role of Supplier Involvement Practices by Using Bayesian Markov Chain Monte Carlo Technique

    Directory of Open Access Journals (Sweden)

    Kanagi Kanapathy

    2014-01-01

    Full Text Available The research question is whether the positive relationship found between supplier involvement practices and new product development performances in developed economies also holds in emerging economies. The role of supplier involvement practices in new product development performance is yet to be substantially investigated in the emerging economies (other than China. This premise was examined by distributing a survey instrument (Jayaram’s (2008 published survey instrument that has been utilised in developed economies to Malaysian manufacturing companies. To gauge the relationship between the supplier involvement practices and new product development (NPD project performance of 146 companies, structural equation modelling was adopted. Our findings prove that supplier involvement practices have a significant positive impact on NPD project performance in an emerging economy with respect to quality objectives, design objectives, cost objectives, and “time-to-market” objectives. Further analysis using the Bayesian Markov Chain Monte Carlo algorithm, yielding a more credible and feasible differentiation, confirmed these results (even in the case of an emerging economy and indicated that these practices have a 28% impact on variance of NPD project performance. This considerable effect implies that supplier involvement is a must have, although further research is needed to identify the contingencies for its practices.

  4. Probabilistic Forecasting of Drought Events Using Markov Chain- and Bayesian Network-Based Models: A Case Study of an Andean Regulated River Basin

    Directory of Open Access Journals (Sweden)

    Alex Avilés

    2016-01-01

    Full Text Available The scarcity of water resources in mountain areas can distort normal water application patterns with among other effects, a negative impact on water supply and river ecosystems. Knowing the probability of droughts might help to optimize a priori the planning and management of the water resources in general and of the Andean watersheds in particular. This study compares Markov chain- (MC and Bayesian network- (BN based models in drought forecasting using a recently developed drought index with respect to their capability to characterize different drought severity states. The copula functions were used to solve the BNs and the ranked probability skill score (RPSS to evaluate the performance of the models. Monthly rainfall and streamflow data of the Chulco River basin, located in Southern Ecuador, were used to assess the performance of both approaches. Global evaluation results revealed that the MC-based models predict better wet and dry periods, and BN-based models generate slightly more accurately forecasts of the most severe droughts. However, evaluation of monthly results reveals that, for each month of the hydrological year, either the MC- or BN-based model provides better forecasts. The presented approach could be of assistance to water managers to ensure that timely decision-making on drought response is undertaken.

  5. Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

    Science.gov (United States)

    Berradja, Khadidja; Boughanmi, Nabil

    2016-09-01

    In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

  6. Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study--a continuous time Markov chain model with Bayesian approach.

    Science.gov (United States)

    Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C

    2015-11-30

    Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. PMID:26123093

  7. Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain Monte Carlo methods

    KAUST Repository

    Mondal, A.

    2010-03-01

    In this paper, we study the uncertainty quantification in inverse problems for flows in heterogeneous porous media. Reversible jump Markov chain Monte Carlo algorithms (MCMC) are used for hierarchical modeling of channelized permeability fields. Within each channel, the permeability is assumed to have a lognormal distribution. Uncertainty quantification in history matching is carried out hierarchically by constructing geologic facies boundaries as well as permeability fields within each facies using dynamic data such as production data. The search with Metropolis-Hastings algorithm results in very low acceptance rate, and consequently, the computations are CPU demanding. To speed-up the computations, we use a two-stage MCMC that utilizes upscaled models to screen the proposals. In our numerical results, we assume that the channels intersect the wells and the intersection locations are known. Our results show that the proposed algorithms are capable of capturing the channel boundaries and describe the permeability variations within the channels using dynamic production history at the wells. © 2009 Elsevier Ltd. All rights reserved.

  8. Microwave imaging from experimental data within a Bayesian framework with realistic random noise

    Science.gov (United States)

    Eyraud, C.; Litman, A.; Hérique, A.; Kofman, W.

    2009-02-01

    This paper deals with the reconstruction of three-dimensional targets from experimental multiple-frequency data measured in the anechoic chamber of the Institut Fresnel (Marseille, France). An inverse iterative scheme is implemented with an adequate choice of the cost functional. Indeed, a Bayesian approach is considered in order to take into account the random noise which is present in the experiment. This leads to the definition of an adequate cost functional, where the weighting coefficients are changing with the frequency, the incidence angle and the receiving angle. The inversion scheme turns out to be more robust and accurate.

  9. Microwave imaging from experimental data within a Bayesian framework with realistic random noise

    International Nuclear Information System (INIS)

    This paper deals with the reconstruction of three-dimensional targets from experimental multiple-frequency data measured in the anechoic chamber of the Institut Fresnel (Marseille, France). An inverse iterative scheme is implemented with an adequate choice of the cost functional. Indeed, a Bayesian approach is considered in order to take into account the random noise which is present in the experiment. This leads to the definition of an adequate cost functional, where the weighting coefficients are changing with the frequency, the incidence angle and the receiving angle. The inversion scheme turns out to be more robust and accurate

  10. Joint inversion of marine seismic AVA and CSEM data using statistical rock-physics models and Markov random fields: Stochastic inversion of AVA and CSEM data

    Energy Technology Data Exchange (ETDEWEB)

    Chen, J.; Hoversten, G.M.

    2011-09-15

    Joint inversion of seismic AVA and CSEM data requires rock-physics relationships to link seismic attributes to electrical properties. Ideally, we can connect them through reservoir parameters (e.g., porosity and water saturation) by developing physical-based models, such as Gassmann’s equations and Archie’s law, using nearby borehole logs. This could be difficult in the exploration stage because information available is typically insufficient for choosing suitable rock-physics models and for subsequently obtaining reliable estimates of the associated parameters. The use of improper rock-physics models and the inaccuracy of the estimates of model parameters may cause misleading inversion results. Conversely, it is easy to derive statistical relationships among seismic and electrical attributes and reservoir parameters from distant borehole logs. In this study, we develop a Bayesian model to jointly invert seismic AVA and CSEM data for reservoir parameter estimation using statistical rock-physics models; the spatial dependence of geophysical and reservoir parameters are carried out by lithotypes through Markov random fields. We apply the developed model to a synthetic case, which simulates a CO{sub 2} monitoring application. We derive statistical rock-physics relations from borehole logs at one location and estimate seismic P- and S-wave velocity ratio, acoustic impedance, density, electrical resistivity, lithotypes, porosity, and water saturation at three different locations by conditioning to seismic AVA and CSEM data. Comparison of the inversion results with their corresponding true values shows that the correlation-based statistical rock-physics models provide significant information for improving the joint inversion results.

  11. A Bayesian Analysis of a Random Effects Small Business Loan Credit Scoring Model

    Directory of Open Access Journals (Sweden)

    Patrick J. Farrell

    2011-09-01

    Full Text Available One of the most important aspects of credit scoring is constructing a model that has low misclassification rates and is also flexible enough to allow for random variation. It is also well known that, when there are a large number of highly correlated variables as is typical in studies involving questionnaire data, a method must be found to reduce the number of variables to those that have high predictive power. Here we propose a Bayesian multivariate logistic regression model with both fixed and random effects for small business loan credit scoring and a variable reduction method using Bayes factors. The method is illustrated on an interesting data set based on questionnaires sent to loan officers in Canadian banks and venture capital companies

  12. Exact distribution of a pattern in a set of random sequences generated by a Markov source: applications to biological data

    Directory of Open Access Journals (Sweden)

    Regad Leslie

    2010-01-01

    Full Text Available Abstract Background In bioinformatics it is common to search for a pattern of interest in a potentially large set of rather short sequences (upstream gene regions, proteins, exons, etc.. Although many methodological approaches allow practitioners to compute the distribution of a pattern count in a random sequence generated by a Markov source, no specific developments have taken into account the counting of occurrences in a set of independent sequences. We aim to address this problem by deriving efficient approaches and algorithms to perform these computations both for low and high complexity patterns in the framework of homogeneous or heterogeneous Markov models. Results The latest advances in the field allowed us to use a technique of optimal Markov chain embedding based on deterministic finite automata to introduce three innovative algorithms. Algorithm 1 is the only one able to deal with heterogeneous models. It also permits to avoid any product of convolution of the pattern distribution in individual sequences. When working with homogeneous models, Algorithm 2 yields a dramatic reduction in the complexity by taking advantage of previous computations to obtain moment generating functions efficiently. In the particular case of low or moderate complexity patterns, Algorithm 3 exploits power computation and binary decomposition to further reduce the time complexity to a logarithmic scale. All these algorithms and their relative interest in comparison with existing ones were then tested and discussed on a toy-example and three biological data sets: structural patterns in protein loop structures, PROSITE signatures in a bacterial proteome, and transcription factors in upstream gene regions. On these data sets, we also compared our exact approaches to the tempting approximation that consists in concatenating the sequences in the data set into a single sequence. Conclusions Our algorithms prove to be effective and able to handle real data sets with

  13. Weighted maximum posterior marginals for random fields using an ensemble of conditional densities from multiple Markov chain Monte Carlo simulations.

    Science.gov (United States)

    Monaco, James Peter; Madabhushi, Anant

    2011-07-01

    The ability of classification systems to adjust their performance (sensitivity/specificity) is essential for tasks in which certain errors are more significant than others. For example, mislabeling cancerous lesions as benign is typically more detrimental than mislabeling benign lesions as cancerous. Unfortunately, methods for modifying the performance of Markov random field (MRF) based classifiers are noticeably absent from the literature, and thus most such systems restrict their performance to a single, static operating point (a paired sensitivity/specificity). To address this deficiency we present weighted maximum posterior marginals (WMPM) estimation, an extension of maximum posterior marginals (MPM) estimation. Whereas the MPM cost function penalizes each error equally, the WMPM cost function allows misclassifications associated with certain classes to be weighted more heavily than others. This creates a preference for specific classes, and consequently a means for adjusting classifier performance. Realizing WMPM estimation (like MPM estimation) requires estimates of the posterior marginal distributions. The most prevalent means for estimating these--proposed by Marroquin--utilizes a Markov chain Monte Carlo (MCMC) method. Though Marroquin's method (M-MCMC) yields estimates that are sufficiently accurate for MPM estimation, they are inadequate for WMPM. To more accurately estimate the posterior marginals we present an equally simple, but more effective extension of the MCMC method (E-MCMC). Assuming an identical number of iterations, E-MCMC as compared to M-MCMC yields estimates with higher fidelity, thereby 1) allowing a far greater number and diversity of operating points and 2) improving overall classifier performance. To illustrate the utility of WMPM and compare the efficacies of M-MCMC and E-MCMC, we integrate them into our MRF-based classification system for detecting cancerous glands in (whole-mount or quarter) histological sections of the prostate

  14. Shared random effects analysis of multi-state Markov models: application to a longitudinal study of transitions to dementia.

    Science.gov (United States)

    Salazar, Juan C; Schmitt, Frederick A; Yu, Lei; Mendiondo, Marta M; Kryscio, Richard J

    2007-02-10

    Multi-state models are appealing tools for analysing data about the progression of a disease over time. In this paper, we consider a multi-state Markov chain with two competing absorbing states: dementia and death and three transient non-demented states: cognitively normal, amnestic mild cognitive impairment (amnestic MCI), and non-amnestic mild cognitive impairment (non-amnestic MCI). The likelihood function for the data is derived and estimates for the effects of the covariates on transitions are determined when the process can be viewed as a polytomous logistic regression model with shared random effects. The presence of a shared random effect not only complicates the formulation of the likelihood but also its evaluation and maximization. Three approaches for maximizing the likelihood are compared using a simulation study; the first method is based on the Gauss-quadrature technique, the second method is based on importance sampling ideas, and the third method is based on an expansion by Taylor series. The best approach is illustrated using a longitudinal study on a cohort of cognitively normal subjects, followed annually for conversion to mild cognitive impairment (MCI) and/or dementia, conducted at the Sanders Brown Center on Aging at the University of Kentucky. PMID:16345024

  15. Conditional Random Fields versus Hidden Markov Models for activity recognition in temporal sensor data

    NARCIS (Netherlands)

    T.L.M. van Kasteren; A.K. Noulas; B.J.A. Kröse

    2008-01-01

    Conditional Random Fields are a discriminative probabilistic model which recently gained popularity in applications that require modeling nonindependent observation sequences. In this work, we present the basic advantages of this model over generative models and argue about its suitability in the do

  16. Distribusi Markov-Binomial Negatif

    OpenAIRE

    Widyasari, Rina

    2015-01-01

    The way to find a new distribution of random variables is defining the distribution which associated with Markov chain. In this research, researcher defines all the random variables identically independent distributed negative binomial distribution and form a Markov chain. Suppose that Xn is a sequence of Bernoulli trials that if 1 occurs means ”success” and 0 occurs means ”failure”. Nb(s) defined as random variables sth success in n trials. Each trial form a Markov chain, in n...

  17. A Bayesian decision-theoretic sequential response-adaptive randomization design.

    Science.gov (United States)

    Jiang, Fei; Jack Lee, J; Müller, Peter

    2013-05-30

    We propose a class of phase II clinical trial designs with sequential stopping and adaptive treatment allocation to evaluate treatment efficacy. Our work is based on two-arm (control and experimental treatment) designs with binary endpoints. Our overall goal is to construct more efficient and ethical randomized phase II trials by reducing the average sample sizes and increasing the percentage of patients assigned to the better treatment arms of the trials. The designs combine the Bayesian decision-theoretic sequential approach with adaptive randomization procedures in order to achieve simultaneous goals of improved efficiency and ethics. The design parameters represent the costs of different decisions, for example, the decisions for stopping or continuing the trials. The parameters enable us to incorporate the actual costs of the decisions in practice. The proposed designs allow the clinical trials to stop early for either efficacy or futility. Furthermore, the designs assign more patients to better treatment arms by applying adaptive randomization procedures. We develop an algorithm based on the constrained backward induction and forward simulation to implement the designs. The algorithm overcomes the computational difficulty of the backward induction method, thereby making our approach practicable. The designs result in trials with desirable operating characteristics under the simulated settings. Moreover, the designs are robust with respect to the response rate of the control group. PMID:23315678

  18. Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

    Science.gov (United States)

    Abdulbaqi, Hayder Saad; Jafri, Mohd Zubir Mat; Omar, Ahmad Fairuz; Mustafa, Iskandar Shahrim Bin; Abood, Loay Kadom

    2015-04-01

    Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introduce a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.

  19. Segmentation of Image Data from Complex Organotypic 3D Models of Cancer Tissues with Markov Random Fields.

    Directory of Open Access Journals (Sweden)

    Sean Robinson

    Full Text Available Organotypic, three dimensional (3D cell culture models of epithelial tumour types such as prostate cancer recapitulate key aspects of the architecture and histology of solid cancers. Morphometric analysis of multicellular 3D organoids is particularly important when additional components such as the extracellular matrix and tumour microenvironment are included in the model. The complexity of such models has so far limited their successful implementation. There is a great need for automatic, accurate and robust image segmentation tools to facilitate the analysis of such biologically relevant 3D cell culture models. We present a segmentation method based on Markov random fields (MRFs and illustrate our method using 3D stack image data from an organotypic 3D model of prostate cancer cells co-cultured with cancer-associated fibroblasts (CAFs. The 3D segmentation output suggests that these cell types are in physical contact with each other within the model, which has important implications for tumour biology. Segmentation performance is quantified using ground truth labels and we show how each step of our method increases segmentation accuracy. We provide the ground truth labels along with the image data and code. Using independent image data we show that our segmentation method is also more generally applicable to other types of cellular microscopy and not only limited to fluorescence microscopy.

  20. Multimodal Brain-Tumor Segmentation Based on Dirichlet Process Mixture Model with Anisotropic Diffusion and Markov Random Field Prior

    Directory of Open Access Journals (Sweden)

    Yisu Lu

    2014-01-01

    Full Text Available Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use.

  1. Segmentation of Image Data from Complex Organotypic 3D Models of Cancer Tissues with Markov Random Fields

    Science.gov (United States)

    Robinson, Sean; Guyon, Laurent; Nevalainen, Jaakko; Toriseva, Mervi

    2015-01-01

    Organotypic, three dimensional (3D) cell culture models of epithelial tumour types such as prostate cancer recapitulate key aspects of the architecture and histology of solid cancers. Morphometric analysis of multicellular 3D organoids is particularly important when additional components such as the extracellular matrix and tumour microenvironment are included in the model. The complexity of such models has so far limited their successful implementation. There is a great need for automatic, accurate and robust image segmentation tools to facilitate the analysis of such biologically relevant 3D cell culture models. We present a segmentation method based on Markov random fields (MRFs) and illustrate our method using 3D stack image data from an organotypic 3D model of prostate cancer cells co-cultured with cancer-associated fibroblasts (CAFs). The 3D segmentation output suggests that these cell types are in physical contact with each other within the model, which has important implications for tumour biology. Segmentation performance is quantified using ground truth labels and we show how each step of our method increases segmentation accuracy. We provide the ground truth labels along with the image data and code. Using independent image data we show that our segmentation method is also more generally applicable to other types of cellular microscopy and not only limited to fluorescence microscopy. PMID:26630674

  2. Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

    Energy Technology Data Exchange (ETDEWEB)

    Abdulbaqi, Hayder Saad [School of Physics, Universiti Sains Malaysia, 11700, Penang (Malaysia); Department of Physics, College of Education, University of Al-Qadisiya, Al-Qadisiya (Iraq); Jafri, Mohd Zubir Mat; Omar, Ahmad Fairuz; Mustafa, Iskandar Shahrim Bin [School of Physics, Universiti Sains Malaysia, 11700, Penang (Malaysia); Abood, Loay Kadom [Department of Computer Science, College of Science, University of Baghdad, Baghdad (Iraq)

    2015-04-24

    Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introduce a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.

  3. A Random Walk on WASP-12b with the Bayesian Atmospheric Radiative Transfer (BART) Code

    Science.gov (United States)

    Harrington, Joseph; Cubillos, Patricio; Blecic, Jasmina; Challener, Ryan; Rojo, Patricio; Lust, Nathaniel B.; Bowman, Oliver; Blumenthal, Sarah D.; Foster, Andrew S. D.; Foster, Austin James; Stemm, Madison; Bruce, Dylan

    2016-01-01

    We present the Bayesian Atmospheric Radiative Transfer (BART) code for atmospheric property retrievals from transit and eclipse spectra, and apply it to WASP-12b, a hot (~3000 K) exoplanet with a high eclipse signal-to-noise ratio. WASP-12b has been controversial. We (Madhusudhan et al. 2011, Nature) claimed it was the first planet with a high C/O abundance ratio. Line et al. (2014, ApJ) suggested a high CO2 abundance to explain the data. Stevenson et al. (2014, ApJ, atmospheric model by Madhusudhan) add additional data and reaffirm the original result, stating that C2H2 and HCN, not included in the Line et al. models, explain the data. We explore several modeling configurations and include Hubble, Spitzer, and ground-based eclipse data.BART consists of a differential-evolution Markov-Chain Monte Carlo sampler that drives a line-by-line radiative transfer code through the phase space of thermal- and abundance-profile parameters. BART is written in Python and C. Python modules generate atmospheric profiles from sets of MCMC parameters and integrate the resulting spectra over observational bandpasses, allowing high flexibility in modeling the planet without interacting with the fast, C portions that calculate the spectra. BART's shared memory and optimized opacity calculation allow it to run on a laptop, enabling classroom use. Runs can scale constant abundance profiles, profiles of thermochemical equilibrium abundances (TEA) calculated by the included TEA code, or arbitrary curves. Several thermal profile parameterizations are available. BART is an open-source, reproducible-research code. Users must release any code or data modifications if they publish results from it, and we encourage the community to use it and to participate in its development via http://github.com/ExOSPORTS/BART.This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. J. Blecic holds a NASA Earth and Space Science

  4. Exploring Neighborhood Influences on Small-Area Variations in Intimate Partner Violence Risk: A Bayesian Random-Effects Modeling Approach

    Directory of Open Access Journals (Sweden)

    Enrique Gracia

    2014-01-01

    Full Text Available This paper uses spatial data of cases of intimate partner violence against women (IPVAW to examine neighborhood-level influences on small-area variations in IPVAW risk in a police district of the city of Valencia (Spain. To analyze area variations in IPVAW risk and its association with neighborhood-level explanatory variables we use a Bayesian spatial random-effects modeling approach, as well as disease mapping methods to represent risk probabilities in each area. Analyses show that IPVAW cases are more likely in areas of high immigrant concentration, high public disorder and crime, and high physical disorder. Results also show a spatial component indicating remaining variability attributable to spatially structured random effects. Bayesian spatial modeling offers a new perspective to identify IPVAW high and low risk areas, and provides a new avenue for the design of better-informed prevention and intervention strategies.

  5. Phasic Triplet Markov Chains.

    Science.gov (United States)

    El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

    2014-11-01

    Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data. PMID:26353069

  6. 基于马尔可夫随机场的图像分割方法研究%Studying Image Segmentation Based on Markov Random Field

    Institute of Scientific and Technical Information of China (English)

    金丹青

    2012-01-01

    在计算机视觉和图像处理等相关领域的Markov(Markov Random Field,即马尔可夫随机场)引入概率这个概念后可以很好地描述图像中各像素间由于处于不同位置而形成的一些特性.主要研究了基于MRF的一种模型——条件随机场CRFs(Conditional Random Fields)模型及其在图像分割中的应用.%The theory of Markov Random Field(MRF) has now been widely used in the computer vision and image processing,it is mainly used by a relatively convenient way to describe the probability of pixels between each image has the number of space-related features.In this paper we mainly studied one model based on MRF——the Conditional Random Fields(CRFs) and its application in image segmentation.

  7. Bayesian statistics an introduction

    CERN Document Server

    Lee, Peter M

    2012-01-01

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

  8. A Bayesian Alternative to Mutual Information for the Hierarchical Clustering of Dependent Random Variables.

    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.

  9. 图上的随机动力系统及其诱导的马尔可夫链%Markov Chain Induced by Random Dynamical System on Graph

    Institute of Scientific and Technical Information of China (English)

    郑洁; 刘朝阳

    2008-01-01

    In this paper,we define a model of random dynamical systems(RDS)on graphs and prove that they are actually homogeneous discrete-time Markov chains.Moreover,a necessary and sufficient condition is obtained for that two state vectors can communicate with each other in a random dynamical system(RDS).

  10. Cost efficiency of Japanese steam power generation companies: A Bayesian comparison of random and fixed frontier models

    Energy Technology Data Exchange (ETDEWEB)

    Assaf, A. George [Isenberg School of Management, University of Massachusetts-Amherst, 90 Campus Center Way, Amherst 01002 (United States); Barros, Carlos Pestana [Instituto Superior de Economia e Gestao, Technical University of Lisbon, Rua Miguel Lupi, 20, 1249-078 Lisbon (Portugal); Managi, Shunsuke [Graduate School of Environmental Studies, Tohoku University, 6-6-20 Aramaki-Aza Aoba, Aoba-Ku, Sendai 980-8579 (Japan)

    2011-04-15

    This study analyses and compares the cost efficiency of Japanese steam power generation companies using the fixed and random Bayesian frontier models. We show that it is essential to account for heterogeneity in modelling the performance of energy companies. Results from the model estimation also indicate that restricting CO{sub 2} emissions can lead to a decrease in total cost. The study finally discusses the efficiency variations between the energy companies under analysis, and elaborates on the managerial and policy implications of the results. (author)

  11. İlintili Görüntülerin Birleşik Markov Rastgele Alan Modeli ve Gerçek - Zamanlı Uygulanabilir En - İyileme Yaklaşımı = Random Markov Field of Coupled Images and a Relevant Real - Time Optimization Approach

    Directory of Open Access Journals (Sweden)

    Osman Nuri UÇAN

    2002-01-01

    Full Text Available This paper describes a Markov Random Field model for coupled range and confidence signals. Beamforming is a method used to bring a range image from backscattered echos of acoustic signals. Another information is confidence of signal which associated point by point with this range data. In the proposed algorithm, the range and confidence images are modeled as Markov Random Fields whose probability distributions are specified by a single energy function. The optimization of this model gives reconstructed range and restored confidence images and an approach to the optimization is suggested for the real-time implementation of this method.

  12. Multivariate longitudinal data analysis with mixed effects hidden Markov models.

    Science.gov (United States)

    Raffa, Jesse D; Dubin, Joel A

    2015-09-01

    Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. PMID:25761965

  13. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M

    2016-01-01

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

  14. Markov Chain Order estimation with Conditional Mutual Information

    CERN Document Server

    Papapetrou, Maria; 10.1016/j.physa.2012.12.017.

    2013-01-01

    We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of $K$ symbols, we define CMI of order $m$, $I_c(m)$, as the mutual information of two variables in the chain being $m$ time steps apart, conditioning on the intermediate variables of the chain. We find approximate analytic significance limits based on the estimation bias of CMI and develop a randomization significance test of $I_c(m)$, where the randomized symbol sequences are formed by random permutation of the components of the original symbol sequence. The significance test is applied for increasing $m$ and the Markov chain order is estimated by the last order for which the null hypothesis is rejected. We present the appropriateness of CMI-testing on Monte Carlo simulations and compare it to the Akaike and Bayesian information criteria, the maximal fluctuation method (Peres-Shields estimator) and a likelihood ratio test for increasing orders using $\\phi$-divergence. The order criterion of...

  15. A Bayesian approach to the study of white dwarf binaries in LISA data: The application of a reversible jump Markov chain Monte Carlo method

    CERN Document Server

    Stroeer, Alexander

    2009-01-01

    The Laser Interferometer Space Antenna (LISA) defines new demands on data analysis efforts in its all-sky gravitational wave survey, recording simultaneously thousands of galactic compact object binary foreground sources and tens to hundreds of background sources like binary black hole mergers and extreme mass ratio inspirals. We approach this problem with an adaptive and fully automatic Reversible Jump Markov Chain Monte Carlo sampler, able to sample from the joint posterior density function (as established by Bayes theorem) for a given mixture of signals "out of the box'', handling the total number of signals as an additional unknown parameter beside the unknown parameters of each individual source and the noise floor. We show in examples from the LISA Mock Data Challenge implementing the full response of LISA in its TDI description that this sampler is able to extract monochromatic Double White Dwarf signals out of colored instrumental noise and additional foreground and background noise successfully in a ...

  16. A hidden Markov Model for image fusion and their joint segmentation in medical image computing

    CERN Document Server

    Féron, O; Feron, Olivier; Mohammad-Djafari, Ali

    2004-01-01

    In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or through different spectral bands. The objective of this work is then to propose a coherent approach to combine these data sets and obtain a segmented image which can be considered as the fusion result of these observations. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently, with common hidden classification label variables which are modeled by the Potts Markov Random Field. We propose an appropriate Markov Chain Monte Carlo (MCMC) algorithm to implement the method and show some simulation results and applications.

  17. Nonparametric Bayesian Classification

    CERN Document Server

    Coram, M A

    2002-01-01

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

  18. Application of Bayesian population physiologically based pharmacokinetic (PBPK) modeling and Markov chain Monte Carlo simulations to pesticide kinetics studies in protected marine mammals: DDT, DDE, and DDD in harbor porpoises.

    Science.gov (United States)

    Weijs, Liesbeth; Yang, Raymond S H; Das, Krishna; Covaci, Adrian; Blust, Ronny

    2013-05-01

    Physiologically based pharmacokinetic (PBPK) modeling in marine mammals is a challenge because of the lack of parameter information and the ban on exposure experiments. To minimize uncertainty and variability, parameter estimation methods are required for the development of reliable PBPK models. The present study is the first to develop PBPK models for the lifetime bioaccumulation of p,p'-DDT, p,p'-DDE, and p,p'-DDD in harbor porpoises. In addition, this study is also the first to apply the Bayesian approach executed with Markov chain Monte Carlo simulations using two data sets of harbor porpoises from the Black and North Seas. Parameters from the literature were used as priors for the first "model update" using the Black Sea data set, the resulting posterior parameters were then used as priors for the second "model update" using the North Sea data set. As such, PBPK models with parameters specific for harbor porpoises could be strengthened with more robust probability distributions. As the science and biomonitoring effort progress in this area, more data sets will become available to further strengthen and update the parameters in the PBPK models for harbor porpoises as a species anywhere in the world. Further, such an approach could very well be extended to other protected marine mammals.

  19. A comparison of strategies for Markov chain Monte Carlo computation in quantitative genetics

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus; Ibanez-Escriche, Noelia; Sorensen, Daniel

    2008-01-01

    in quantitative genetics is to obtain efficient updates of the high-dimensional vectors of genetic random effects and the associated covariance parameters. We discuss various strategies to approach this problem including reparameterization, Langevin-Hastings updates, and updates based on normal approximations......In quantitative genetics, Markov chain Monte Carlo (MCMC) methods are indispensable for statistical inference in non-standard models like generalized linear models with genetic random effects or models with genetically structured variance heterogeneity. A particular challenge for MCMC applications....... The methods are compared in applications to Bayesian inference for three data sets using a model with genetically structured variance heterogeneity...

  20. Bayesian anti-sparse coding

    CERN Document Server

    Elvira, Clément; Dobigeon, Nicolas

    2015-01-01

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

  1. MAGIC: Exact Bayesian Covariance Estimation and Signal Reconstruction for Gaussian Random Fields

    OpenAIRE

    Wandelt, Benjamin D.

    2004-01-01

    In this talk I describe MAGIC, an efficient approach to covariance estimation and signal reconstruction for Gaussian random fields (MAGIC Allows Global Inference of Covariance). It solves a long-standing problem in the field of cosmic microwave background (CMB) data analysis but is in fact a general technique that can be applied to noisy, contaminated and incomplete or censored measurements of either spatial or temporal Gaussian random fields. In this talk I will phrase the method in a way th...

  2. Markov chains and decision processes for engineers and managers

    CERN Document Server

    Sheskin, Theodore J

    2010-01-01

    Markov Chain Structure and ModelsHistorical NoteStates and TransitionsModel of the WeatherRandom WalksEstimating Transition ProbabilitiesMultiple-Step Transition ProbabilitiesState Probabilities after Multiple StepsClassification of StatesMarkov Chain StructureMarkov Chain ModelsProblemsReferencesRegular Markov ChainsSteady State ProbabilitiesFirst Passage to a Target StateProblemsReferencesReducible Markov ChainsCanonical Form of the Transition MatrixTh

  3. On the Applicability of Surrogate-based Markov Chain Monte Carlo-Bayesian Inversion to the Community Land Model: Case Studies at Flux Tower Sites

    Energy Technology Data Exchange (ETDEWEB)

    Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura P.

    2016-07-04

    The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

  4. Hidden Markov model using Dirichlet process for de-identification.

    Science.gov (United States)

    Chen, Tao; Cullen, Richard M; Godwin, Marshall

    2015-12-01

    For the 2014 i2b2/UTHealth de-identification challenge, we introduced a new non-parametric Bayesian hidden Markov model using a Dirichlet process (HMM-DP). The model intends to reduce task-specific feature engineering and to generalize well to new data. In the challenge we developed a variational method to learn the model and an efficient approximation algorithm for prediction. To accommodate out-of-vocabulary words, we designed a number of feature functions to model such words. The results show the model is capable of understanding local context cues to make correct predictions without manual feature engineering and performs as accurately as state-of-the-art conditional random field models in a number of categories. To incorporate long-range and cross-document context cues, we developed a skip-chain conditional random field model to align the results produced by HMM-DP, which further improved the performance. PMID:26407642

  5. Bayesian Parameter Estimation and Segmentation in the Multi-Atlas Random Orbit Model.

    Directory of Open Access Journals (Sweden)

    Xiaoying Tang

    Full Text Available This paper examines the multiple atlas random diffeomorphic orbit model in Computational Anatomy (CA for parameter estimation and segmentation of subcortical and ventricular neuroanatomy in magnetic resonance imagery. We assume that there exist multiple magnetic resonance image (MRI atlases, each atlas containing a collection of locally-defined charts in the brain generated via manual delineation of the structures of interest. We focus on maximum a posteriori estimation of high dimensional segmentations of MR within the class of generative models representing the observed MRI as a conditionally Gaussian random field, conditioned on the atlas charts and the diffeomorphic change of coordinates of each chart that generates it. The charts and their diffeomorphic correspondences are unknown and viewed as latent or hidden variables. We demonstrate that the expectation-maximization (EM algorithm arises naturally, yielding the likelihood-fusion equation which the a posteriori estimator of the segmentation labels maximizes. The likelihoods being fused are modeled as conditionally Gaussian random fields with mean fields a function of each atlas chart under its diffeomorphic change of coordinates onto the target. The conditional-mean in the EM algorithm specifies the convex weights with which the chart-specific likelihoods are fused. The multiple atlases with the associated convex weights imply that the posterior distribution is a multi-modal representation of the measured MRI. Segmentation results for subcortical and ventricular structures of subjects, within populations of demented subjects, are demonstrated, including the use of multiple atlases across multiple diseased groups.

  6. Bayesian Analysis of Multivariate Probit Models

    OpenAIRE

    Siddhartha Chib; Edward Greenberg

    1996-01-01

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

  7. Semi-Markov Graph Dynamics

    CERN Document Server

    Raberto, Marco; Scalas, Enrico

    2011-01-01

    In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.

  8. Application of transmissibility matrix and random matrix to Bayesian system identification with response measurements only

    Science.gov (United States)

    Yan, Wang-Ji; Katafygiotis, Lambros S.

    2016-10-01

    The problem of stochastic system identification utilizing response measurements only is considered in this paper. A negative log-likelihood function utilized to determine the posterior most probable parameters and their associated uncertainties is formulated by incorporating transmissibility matrix concept, random matrix theory and Bayes’ theorem. A numerically iterative coupled method involving the optimization of the parameters in groups is proposed so as to reduce the dimension of the numerical optimization problem involved. The initial guess for the parameters to be optimized is also properly estimated through asymptotic analysis. One novel feature of the proposed method is to avoid repeated time-consuming evaluation of the determinant and inverse of the covariance matrix during optimization due to exploring the statistical properties of the trace of Wishart matrix. The proposed method requires no information about the model of the external input. The theory described in this work is illustrated with synthetic data and field data measured from a laboratory model installed with wireless sensors.

  9. Combining different functions to describe milk, fat, and protein yield in goats using Bayesian multiple-trait random regression models.

    Science.gov (United States)

    Oliveira, H R; Silva, F F; Siqueira, O H G B D; Souza, N O; Junqueira, V S; Resende, M D V; Borquis, R R A; Rodrigues, M T

    2016-05-01

    We proposed multiple-trait random regression models (MTRRM) combining different functions to describe milk yield (MY) and fat (FP) and protein (PP) percentage in dairy goat genetic evaluation by using Bayesian inference. A total of 3,856 MY, FP, and PP test-day records, measured between 2000 and 2014, from 535 first lactations of Saanen and Alpine goats, including their cross, were used in this study. The initial analyses were performed using the following single-trait random regression models (STRRM): third- and fifth-order Legendre polynomials (Leg3 and Leg5), linear B-splines with 3 and 5 knots, the Ali and Schaeffer function (Ali), and Wilmink function. Heterogeneity of residual variances was modeled considering 3 classes. After the selection of the best STRRM to describe each trait on the basis of the deviance information criterion (DIC) and posterior model probabilities (PMP), the functions were combined to compose the MTRRM. All combined MTRRM presented lower DIC values and higher PMP, showing the superiority of these models when compared to other MTRRM based only on the same function assumed for all traits. Among the combined MTRRM, those considering Ali to describe MY and PP and Leg5 to describe FP (Ali_Leg5_Ali model) presented the best fit. From the Ali_Leg5_Ali model, heritability estimates over time for MY, FP. and PP ranged from 0.25 to 0.54, 0.27 to 0.48, and 0.35 to 0.51, respectively. Genetic correlation between MY and FP, MY and PP, and FP and PP ranged from -0.58 to 0.03, -0.46 to 0.12, and 0.37 to 0.64, respectively. We concluded that combining different functions under a MTRRM approach can be a plausible alternative for joint genetic evaluation of milk yield and milk constituents in goats.

  10. Bayesian model comparison with intractable likelihoods

    CERN Document Server

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

    2015-01-01

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

  11. Irregular-Time Bayesian Networks

    CERN Document Server

    Ramati, Michael

    2012-01-01

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

  12. Efficacy of the Additional Neoadjuvant Chemotherapy to Concurrent Chemoradiotherapy for Patients with Locoregionally Advanced Nasopharyngeal Carcinoma: a Bayesian Network Meta-analysis of Randomized Controlled Trials

    OpenAIRE

    Chen, Yu-Pei; Guo, Rui; Liu, Na; Liu, Xu; Mao, Yan-Ping; Tang, Ling-Long; Zhou, Guan-qun; Lin, Ai-Hua; Sun, Ying; Ma, Jun

    2015-01-01

    Background: Due to the lack of studies, it remains unclear whether the additional neoadjuvant chemotherapy (NACT) to concurrent chemoradiotherapy (CCRT) is superior to CCRT alone for locoregionally advanced nasopharyngeal carcinoma (NPC). The main objective of this Bayesian network meta-analysis was to determine the efficacy of NACT+CCRT as compared with CCRT alone. Methods: We comprehensively searched databases and extracted data from randomized controlled trials involving NPC patients who r...

  13. Bayesian approaches to spatial inference: Modelling and computational challenges and solutions

    Science.gov (United States)

    Moores, Matthew; Mengersen, Kerrie

    2014-12-01

    We discuss a range of Bayesian modelling approaches for spatial data and investigate some of the associated computational challenges. This paper commences with a brief review of Bayesian mixture models and Markov random fields, with enabling computational algorithms including Markov chain Monte Carlo (MCMC) and integrated nested Laplace approximation (INLA). Following this, we focus on the Potts model as a canonical approach, and discuss the challenge of estimating the inverse temperature parameter that controls the degree of spatial smoothing. We compare three approaches to addressing the doubly intractable nature of the likelihood, namely pseudo-likelihood, path sampling and the exchange algorithm. These techniques are applied to satellite data used to analyse water quality in the Great Barrier Reef.

  14. Learning dynamic Bayesian networks with mixed variables

    DEFF Research Database (Denmark)

    Bøttcher, Susanne Gammelgaard

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

  15. Markov random fields simulation: an introduction to the stochastic modelling of petroleum reservoirs; Simulacao de campos aleatorios markovianos: uma introducao voltada a modelagem estocastica de reservatorios de petroleo

    Energy Technology Data Exchange (ETDEWEB)

    Saldanha Filho, Paulo Carlos

    1998-02-01

    Stochastic simulation has been employed in petroleum reservoir characterization as a modeling tool able to reconcile information from several different sources. It has the ability to preserve the variability of the modeled phenomena and permits transference of geological knowledge to numerical models of flux, whose predictions on reservoir constitute the main basis for reservoir management decisions. Several stochastic models have been used and/or suggested, depending on the nature of the phenomena to be described. Markov Random Fields (MRFs) appear as an alternative for the modeling of discrete variables, mainly reservoirs with mosaic architecture of facies. In this dissertation, the reader is introduced to the stochastic modeling by MRFs in a generic sense. The main aspects of the technique are reviewed. MRF Conceptual Background is described: its characterization through the Markovian property and the equivalence to Gibbs distributions. The framework for generic modeling of MRFs is described. The classical models of Ising and Potts-Strauss are specific in this context and are related to models of Ising and Potts-Strauss are specific in this context and are related to models used in petroleum reservoir characterization. The problem of parameter estimation is discussed. The maximum pseudolikelihood estimators for some models are presented. Estimators for two models useful for reservoir characterization are developed, and represent a new contribution to the subject. Five algorithms for the Conditional Simulation of MRFs are described: the Metropolis algorithm, the algorithm of German and German (Gibbs sampler), the algorithm of Swendsen-Wang, the algorithm of Wolff, and the algorithm of Flinn. Finally, examples of simulation for some of the models discussed are presented, along with their implications on the modelling of petroleum reservoirs. (author)

  16. Musical Markov Chains

    Science.gov (United States)

    Volchenkov, Dima; Dawin, Jean René

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  17. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

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

    2013-01-01

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

  18. Bayesian networks as a tool for epidemiological systems analysis

    Science.gov (United States)

    Lewis, F. I.

    2012-11-01

    Bayesian network analysis is a form of probabilistic modeling which derives from empirical data a directed acyclic graph (DAG) describing the dependency structure between random variables. Bayesian networks are increasingly finding application in areas such as computational and systems biology, and more recently in epidemiological analyses. The key distinction between standard empirical modeling approaches, such as generalised linear modeling, and Bayesian network analyses is that the latter attempts not only to identify statistically associated variables, but to additionally, and empirically, separate these into those directly and indirectly dependent with one or more outcome variables. Such discrimination is vastly more ambitious but has the potential to reveal far more about key features of complex disease systems. Applying Bayesian network modeling to biological and medical data has considerable computational demands, combined with the need to ensure robust model selection given the vast model space of possible DAGs. These challenges require the use of approximation techniques, such as the Laplace approximation, Markov chain Monte Carlo simulation and parametric bootstrapping, along with computational parallelization. A case study in structure discovery - identification of an optimal DAG for given data - is presented which uses additive Bayesian networks to explore veterinary disease data of industrial and medical relevance.

  19. Bayesian Estimation under KUK Randomized Survey Model%KUK 随机化调查模型下的贝叶斯估计

    Institute of Scientific and Technical Information of China (English)

    陈雪; 闫在在

    2014-01-01

    本文针对属性特征的KUK模型建立了贝叶斯估计理论,求出了在先验分布是混合贝塔先验分布、抽样方法是简单随机抽样情况下总体敏感特征比例的贝叶斯估计,并且使用后验均方误差作为精度标准,对贝叶斯估计与极大似然估计进行比较。%In this paper ,we have established the Bayesian estimation theory for the qualitative characteristics randomized response model proposed by Kuk (1990) .We obtained the Bayesian estima-tion of population proportion of a sensitive characteristic as prior information is mixture of Beta distri-butions and sampling method is simple random sampling .And to compare Bayesian estimation to classi-cal maximum likelihood estimation by means of posterior mean square error as the precision measure .

  20. Markov processes and controlled Markov chains

    CERN Document Server

    Filar, Jerzy; Chen, Anyue

    2002-01-01

    The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

  1. Discrete Quantum Markov Chains

    CERN Document Server

    Faigle, Ulrich

    2010-01-01

    A framework for finite-dimensional quantum Markov chains on Hilbert spaces is introduced. Quantum Markov chains generalize both classical Markov chains with possibly hidden states and existing models of quantum walks on finite graphs. Quantum Markov chains are based on Markov operations that may be applied to quantum systems and include quantum measurements, for example. It is proved that quantum Markov chains are asymptotically stationary and hence possess ergodic and entropic properties. With a quantum Markov chain one may associate a quantum Markov process, which is a stochastic process in the classical sense. Generalized Markov chains allow a representation with respect to a generalized Markov source model with definite (but possibly hidden) states relative to which observables give rise to classical stochastic processes. It is demonstrated that this model allows for observables to violate Bell's inequality.

  2. Efficient variational inference in large-scale Bayesian compressed sensing

    CERN Document Server

    Papandreou, George

    2011-01-01

    We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard compressed sensing, the focus in the Bayesian framework shifts towards capturing the full posterior distribution on the latent variables, which allows quantifying the estimation uncertainty and learning model parameters using maximum likelihood. The exact posterior distribution under the sparse linear model is intractable and we concentrate on a number of alternative variational Bayesian techniques to approximate it. Repeatedly computing Gaussian variances turns out to be a key requisite for all these approximations and constitutes the main computational bottleneck in applying variational techniques in large-scale problems. We leverage on the recently proposed Perturb-and-MAP algorithm for drawing exact samples from Gaussian Markov random fields (GMRF). The main technical contribution of our paper is to show that estimating Gaussian variances using a...

  3. A Bayesian nonlinear mixed-effects disease progression model

    Science.gov (United States)

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

    2016-01-01

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

  4. Entropy Computation in Partially Observed Markov Chains

    Science.gov (United States)

    Desbouvries, François

    2006-11-01

    Let X = {Xn}n∈N be a hidden process and Y = {Yn}n∈N be an observed process. We assume that (X,Y) is a (pairwise) Markov Chain (PMC). PMC are more general than Hidden Markov Chains (HMC) and yet enable the development of efficient parameter estimation and Bayesian restoration algorithms. In this paper we propose a fast (i.e., O(N)) algorithm for computing the entropy of {Xn}n=0N given an observation sequence {yn}n=0N.

  5. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis

    2009-01-01

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

  6. On Determining the Order of Markov Dependence of an Observed Process Governed by a Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    R.J. Boys

    2002-01-01

    Full Text Available This paper describes a Bayesian approach to determining the order of a finite state Markov chain whose transition probabilities are themselves governed by a homogeneous finite state Markov chain. It extends previous work on homogeneous Markov chains to more general and applicable hidden Markov models. The method we describe uses a Markov chain Monte Carlo algorithm to obtain samples from the (posterior distribution for both the order of Markov dependence in the observed sequence and the other governing model parameters. These samples allow coherent inferences to be made straightforwardly in contrast to those which use information criteria. The methods are illustrated by their application to both simulated and real data sets.

  7. Microstructure Image Simulation of Minced Pork Based on Markov Random Field%基于Markov随机场的猪肉糜微结构图像模拟

    Institute of Scientific and Technical Information of China (English)

    李华北; 赵杰文

    2001-01-01

    A stochastic simulation model of minced pork microstructure image was derived with the help of Markov random field theory and Gibbs distribution. The minced pork images of various microstructure were simulated iteratively, and the obtained images were compared with their original ones. The analysis and simulation for the microstructure images of minced food material are key processes in quantitatively studying the influence of microstructure pattern on rheological behavior. By getting the geometry features of minced food material microstructure from the known rheological behavior, the dynamic mechanism and process of the microstructure can be investigated and studied further, therefore the relationship between the rheological behavior and the microstructure was founded. So the conditions quantitatively describing rheological behavior of the minced food material were provided.%利用Markov随机场和Gibbs分布理论,建立了猪肉糜微结构图像的随机场模型,然后通过迭代方法,对不同微结构的猪肉糜图像进行了随机模拟,同时对随机模拟图像和原始图像作了对比分析。 糜状食品物料微观结构图像的分析和模拟是定量研究其微结构模式形态对流变特性影响的关键问题。通过从已知流变特性反演糜状食品物料微结构的几何形态,可以更深入地探讨、研究微结构形成的动力学机制和过程,进而沟通流变特性和微结构形态之间的联系,从而为定量描述糜状食品物料的流变特性提供了条件。

  8. Characteristic Number and Taboo Probability of Markov Chains in Random Environments%随机环境中马氏链的特征数与禁止概率

    Institute of Scientific and Technical Information of China (English)

    崔静

    2012-01-01

    On the basic of the general theory of Markov Chains,relations between characteristic number and taboo probability of Markov chains in random enviroments are discussed and the decomposition of characteristic number of strong recurrence is given.The property of distribrution moments is obtained by means of the general decomposition formula of Taboo probability,which has enriched the correspanding result of Markov Chairs in randon envirionments described in literatures.%利用马氏链的一般理论讨论了随机环境中马氏链的特征数和禁止概率的关系,给出了强常返状态特征数的分解公式,利用禁止概率的一般分解公式研究了分布矩的性质,丰富了现有文献中的随机环境中马氏链的相关结果。

  9. Automatised selection of load paths to construct reduced-order models in computational damage micromechanics: from dissipation-driven random selection to Bayesian optimization

    Science.gov (United States)

    Goury, Olivier; Amsallem, David; Bordas, Stéphane Pierre Alain; Liu, Wing Kam; Kerfriden, Pierre

    2016-08-01

    In this paper, we present new reliable model order reduction strategies for computational micromechanics. The difficulties rely mainly upon the high dimensionality of the parameter space represented by any load path applied onto the representative volume element. We take special care of the challenge of selecting an exhaustive snapshot set. This is treated by first using a random sampling of energy dissipating load paths and then in a more advanced way using Bayesian optimization associated with an interlocked division of the parameter space. Results show that we can insure the selection of an exhaustive snapshot set from which a reliable reduced-order model can be built.

  10. Dynamic risk management with Markov decision processes

    OpenAIRE

    Mundt, André Philipp

    2008-01-01

    An important tool in risk management is the implementation of risk measures. We study dynamic models where risk measures and dynamic risk measures can be applied. In particular, we solve various portfolio optimization problems and introduce a class of dynamic risk measures via the notion of Markov decision processes. Using Bayesian control theory we furthermore derive an extension of the latter setting when we face model uncertainty.

  11. Nonuniform Markov Geometric Measures

    OpenAIRE

    Neunhäuserer, J.

    2015-01-01

    We generalize results of Fan and Zhang [6] on absolute continuity and singularity of the golden Markov geometric series to nonuniform stochastic series given by arbitrary Markov process. In addition we describe an application of these results in fractal geometry.

  12. Grey-Markov Model for Road Accidents Forecasting

    Institute of Scientific and Technical Information of China (English)

    李相勇; 严余松; 蒋葛夫

    2003-01-01

    In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.

  13. Bayesian network learning for natural hazard assessments

    Science.gov (United States)

    Vogel, Kristin

    2016-04-01

    Even though quite different in occurrence and consequences, from a modelling perspective many natural hazards share similar properties and challenges. Their complex nature as well as lacking knowledge about their driving forces and potential effects make their analysis demanding. On top of the uncertainty about the modelling framework, inaccurate or incomplete event observations and the intrinsic randomness of the natural phenomenon add up to different interacting layers of uncertainty, which require a careful handling. Thus, for reliable natural hazard assessments it is crucial not only to capture and quantify involved uncertainties, but also to express and communicate uncertainties in an intuitive way. Decision-makers, who often find it difficult to deal with uncertainties, might otherwise return to familiar (mostly deterministic) proceedings. In the scope of the DFG research training group „NatRiskChange" we apply the probabilistic framework of Bayesian networks for diverse natural hazard and vulnerability studies. The great potential of Bayesian networks was already shown in previous natural hazard assessments. Treating each model component as random variable, Bayesian networks aim at capturing the joint distribution of all considered variables. Hence, each conditional distribution of interest (e.g. the effect of precautionary measures on damage reduction) can be inferred. The (in-)dependencies between the considered variables can be learned purely data driven or be given by experts. Even a combination of both is possible. By translating the (in-)dependences into a graph structure, Bayesian networks provide direct insights into the workings of the system and allow to learn about the underlying processes. Besides numerous studies on the topic, learning Bayesian networks from real-world data remains challenging. In previous studies, e.g. on earthquake induced ground motion and flood damage assessments, we tackled the problems arising with continuous variables

  14. Bayesian Estimation and Inference Using Stochastic Electronics.

    Science.gov (United States)

    Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

    2016-01-01

    In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326

  15. Bayesian Estimation and Inference Using Stochastic Electronics.

    Science.gov (United States)

    Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

    2016-01-01

    In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.

  16. Robust Tracking of Small Displacements With a Bayesian Estimator.

    Science.gov (United States)

    Dumont, Douglas M; Byram, Brett C

    2016-01-01

    Radiation-force-based elasticity imaging describes a group of techniques that use acoustic radiation force (ARF) to displace tissue to obtain qualitative or quantitative measurements of tissue properties. Because ARF-induced displacements are on the order of micrometers, tracking these displacements in vivo can be challenging. Previously, it has been shown that Bayesian-based estimation can overcome some of the limitations of a traditional displacement estimator such as normalized cross-correlation (NCC). In this work, we describe a Bayesian framework that combines a generalized Gaussian-Markov random field (GGMRF) prior with an automated method for selecting the prior's width. We then evaluate its performance in the context of tracking the micrometer-order displacements encountered in an ARF-based method such as ARF impulse (ARFI) imaging. The results show that bias, variance, and mean-square error (MSE) performance vary with prior shape and width, and that an almost one order-of-magnitude reduction in MSE can be achieved by the estimator at the automatically selected prior width. Lesion simulations show that the proposed estimator has a higher contrast-to-noise ratio but lower contrast than NCC, median-filtered NCC, and the previous Bayesian estimator, with a non-Gaussian prior shape having better lesion-edge resolution than a Gaussian prior. In vivo results from a cardiac, radio-frequency ablation ARFI imaging dataset show quantitative improvements in lesion contrast-to-noise ratio over NCC as well as the previous Bayesian estimator. PMID:26529761

  17. Bayesian Probability Theory

    Science.gov (United States)

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

    2014-06-01

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

  18. Markov processes for stochastic modeling

    CERN Document Server

    Ibe, Oliver

    2008-01-01

    Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentat

  19. 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...

  20. Bayesian inference for OPC modeling

    Science.gov (United States)

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

    2016-03-01

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

  1. Bayesian community detection

    DEFF Research Database (Denmark)

    Mørup, Morten; Schmidt, Mikkel N

    2012-01-01

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

  2. Spatial correlation in Bayesian logistic regression with misclassification

    DEFF Research Database (Denmark)

    Bihrmann, Kristine; Toft, Nils; Nielsen, Søren Saxmose;

    2014-01-01

    Standard logistic regression assumes that the outcome is measured perfectly. In practice, this is often not the case, which could lead to biased estimates if not accounted for. This study presents Bayesian logistic regression with adjustment for misclassification of the outcome applied to data....... Parameters were estimated by Markov Chain Monte Carlo methods, using slice sampling to improve convergence. The results demonstrated that adjustment for misclassification must be included to produce unbiased regression estimates. With strong correlation the ICAR model performed best. With weak or moderate...... with spatial correlation. The models assessed include a fixed effects model, an independent random effects model, and models with spatially correlated random effects modelled using conditional autoregressive prior distributions (ICAR and ICAR(ρ)). Performance of these models was evaluated in a simulation study...

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

    Science.gov (United States)

    Feng, Dai; Liang, Dong; Tierney, Luke

    2014-04-15

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

  4. Moving object detection based on kernel density estimation and markov random field%基矛核密度估计和马尔科夫随机场的运动目标检测

    Institute of Scientific and Technical Information of China (English)

    魏磊; 魏江

    2012-01-01

    Utilizing the spatio consistence of the object and background, this paper proposed a moving object detection method based on kernel density estimation and markov random field. Firstly, the probability density of the pixels belonging to the background is calculated by the kernel density estimation, motion vector in color space is introduced as a component of the eigenvector to enhance the robustness of baekgourd disturbs and illuminance change. Then, a markov random field is established, and a method of constructing the penalty component of the markov random field energy function is introduced. Finally, the moving object is determined by minimize the field's energy function. The experimental result shows that this method has lower error detection ratio and better robustness to the background disturbs and illuminanee changes.%针对目标和背景具有空间连续性的特点,提出一种基于核密度估计和马尔科夫随机场的运动目标检测方法。首先利用核密度估计计算像素点属于背景的概率密度.在特征向量中加入颜色空间运动矢量分量来提高对背景扰动和光照变化的鲁棒性;然后构造马尔科夫随机场,提出一种马尔科夫随机场能量函数代价项的构造方法,通过最小化其能量函数得到目标分割结果。实验结果证明,该运动目标检测算法对背景扰动和光照变化具有更好的鲁棒性.错误检测率更低。

  5. Bayesian approach to rough set

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

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

  6. Bayesian target tracking based on particle filter

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

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

  7. Non-homogeneous dynamic Bayesian networks for continuous data

    NARCIS (Netherlands)

    Grzegorczyk, Marco; Husmeier, Dirk

    2011-01-01

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

  8. Semi-Markov processes

    CERN Document Server

    Grabski

    2014-01-01

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

  9. 一种新的MSTAR SAR图像分割方法%Segmentation of SAR Image of MSTAR SAR Chips Based on Attributed Scattering Center Feature and Markov Random Field

    Institute of Scientific and Technical Information of China (English)

    林达; 徐新; 潘雪峰; 张海涛

    2014-01-01

    提出了一种新的MSTAR SAR图像分割方法.该方法首先根据地物的散射机制进行属性散射中心(attributed scattering centers,ASC)特征提取,构造属性散射中心特征向量;然后使用马尔科夫随机场(Markov random field,MRF)结合属性散射中心特征对MSTAR SAR图像进行空间邻城关系描述;最后运用标号代价能量优化算法得到最终的分割结果.MSTAR SAR数据上的实验结果证明了其有效性.

  10. Markov Model Applied to Gene Evolution

    Institute of Scientific and Technical Information of China (English)

    季星来; 孙之荣

    2001-01-01

    The study of nucleotide substitution is very important both to our understanding of gene evolution and to reliable estimation of phylogenetic relationships. In this paper nucleotide substitution is assumed to be random and the Markov model is applied to the study of the evolution of genes. Then a non-linear optimization approach is proposed for estimating substitution in real sequences. This substitution is called the "Nucleotide State Transfer Matrix". One of the most important conclusions from this work is that gene sequence evolution conforms to the Markov process. Also, some theoretical evidences for random evolution are given from energy analysis of DNA replication.

  11. Chain ladder method: Bayesian bootstrap versus classical bootstrap

    OpenAIRE

    Peters, Gareth W.; Mario V. W\\"uthrich; Shevchenko, Pavel V.

    2010-01-01

    The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilising Markov chain Monte Carlo (MCMC), ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. T...

  12. Time series segmentation with shifting means hidden markov models

    Directory of Open Access Journals (Sweden)

    Ath. Kehagias

    2006-01-01

    Full Text Available We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.

  13. Time series segmentation with shifting means hidden markov models

    Science.gov (United States)

    Kehagias, Ath.; Fortin, V.

    2006-08-01

    We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.

  14. Robust Bayesian inference for multivariate longitudinal data by using normal/independent distributions.

    Science.gov (United States)

    Luo, Sheng; Ma, Junsheng; Kieburtz, Karl D

    2013-09-30

    Many randomized clinical trials collect multivariate longitudinal measurements in different scales, for example, binary, ordinal, and continuous. Multilevel item response models are used to evaluate the global treatment effects across multiple outcomes while accounting for all sources of correlation. Continuous measurements are often assumed to be normally distributed. But the model inference is not robust when the normality assumption is violated because of heavy tails and outliers. In this article, we develop a Bayesian method for multilevel item response models replacing the normal distributions with symmetric heavy-tailed normal/independent distributions. The inference is conducted using a Bayesian framework via Markov Chain Monte Carlo simulation implemented in BUGS language. Our proposed method is evaluated by simulation studies and is applied to Earlier versus Later Levodopa Therapy in Parkinson's Disease study, a motivating clinical trial assessing the effect of Levodopa therapy on the Parkinson's disease progression rate. PMID:23494809

  15. Bayesian analysis of longitudinal Johne's disease diagnostic data without a gold standard test

    DEFF Research Database (Denmark)

    Wang, C.; Turnbull, B.W.; Nielsen, Søren Saxmose;

    2011-01-01

    A Bayesian methodology was developed based on a latent change-point model to evaluate the performance of milk ELISA and fecal culture tests for longitudinal Johne's disease diagnostic data. The situation of no perfect reference test was considered; that is, no “gold standard.” A change......-point process with a Weibull survival hazard function was used to model the progression of the hidden disease status. The model adjusted for the fixed effects of covariate variables and random effects of subject on the diagnostic testing procedure. Markov chain Monte Carlo methods were used to compute....... An application is presented to an analysis of ELISA and fecal culture test outcomes in the diagnostic testing of paratuberculosis (Johne's disease) for a Danish longitudinal study from January 2000 to March 2003. The posterior probability criterion based on the Bayesian model with 4 repeated observations has...

  16. Markov Process of Muscle Motors

    CERN Document Server

    Kondratiev, Yu; Pirogov, S

    2007-01-01

    We study a Markov random process describing a muscle molecular motor behavior. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spend an exponential time depending on the state. The thin filament moves at its velocity proportional to average of all displacements of all motors. We assume that the time which a motor stays at the bound state does not depend on its displacement. Then one can find an exact solution of a non-linear equation appearing in the limit of infinite number of the motors.

  17. Bayesian theory and applications

    CERN Document Server

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

    2013-01-01

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

  18. Piecewise deterministic Markov processes : an analytic approach

    NARCIS (Netherlands)

    Alkurdi, Taleb Salameh Odeh

    2013-01-01

    The subject of this thesis, piecewise deterministic Markov processes, an analytic approach, is on the border between analysis and probability theory. Such processes can either be viewed as random perturbations of deterministic dynamical systems in an impulsive fashion, or as a particular kind of sto

  19. Shape-Driven Nested Markov Tessellations

    CERN Document Server

    Schreiber, Tomasz

    2011-01-01

    A new and rather broad class of stationary (i.e. stochastically translation invariant) random tessellations of the $d$-dimensional Euclidean space is introduced, which are called shape-driven nested Markov tessellations. Locally, these tessellations are constructed by means of a spatio-temporal random recursive split dynamics governed by a family of Markovian split kernel, generalizing thereby the -- by now classical -- construction of iteration stable random tessellations. By providing an explicit global construction of the tessellations, it is shown that under suitable assumptions on the split kernels (shape-driven), there exists a unique time-consistent whole-space tessellation-valued Markov process of stationary random tessellations compatible with the given split kernels. Beside the existence and uniqueness result, the typical cell and some aspects of the first-order geometry of these tessellations are in the focus of our discussion.

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

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

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

  1. Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models

    OpenAIRE

    Abbassi, N; Benboudjema, D; Derrode, Stéphane; Pieczynski, W

    2015-01-01

    —We consider a general triplet Markov Gaussian linear system (X, R, Y), where X is an hidden continuous random sequence, R is an hidden discrete Markov chain, Y is an observed continuous random sequence. When the triplet (X, R, Y) is a classical " Conditionally Gaussian Linear State-Space Model " (CGLSSM), the mean square error optimal filter is not workable with a reasonable complexity and different approximate methods, e.g. based on particle filters, are used. We propose two contributions. ...

  2. Markov processes an introduction for physical scientists

    CERN Document Server

    Gillespie, Daniel T

    1991-01-01

    Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e

  3. On approximation of Markov binomial distributions

    OpenAIRE

    Xia, Aihua; Zhang, Mei

    2009-01-01

    For a Markov chain $\\mathbf{X}=\\{X_i,i=1,2,...,n\\}$ with the state space $\\{0,1\\}$, the random variable $S:=\\sum_{i=1}^nX_i$ is said to follow a Markov binomial distribution. The exact distribution of $S$, denoted $\\mathcal{L}S$, is very computationally intensive for large $n$ (see Gabriel [Biometrika 46 (1959) 454--460] and Bhat and Lal [Adv. in Appl. Probab. 20 (1988) 677--680]) and this paper concerns suitable approximate distributions for $\\mathcal{L}S$ when $\\mathbf{X}$ is stationary. We...

  4. Relationship between haemagglutination-inhibiting antibody titres and clinical protection against influenza: development and application of a bayesian random-effects model

    Directory of Open Access Journals (Sweden)

    Megas Françoise

    2010-03-01

    Full Text Available Abstract Background Antibodies directed against haemagglutinin, measured by the haemagglutination inhibition (HI assay are essential to protective immunity against influenza infection. An HI titre of 1:40 is generally accepted to correspond to a 50% reduction in the risk of contracting influenza in a susceptible population, but limited attempts have been made to further quantify the association between HI titre and protective efficacy. Methods We present a model, using a meta-analytical approach, that estimates the level of clinical protection against influenza at any HI titre level. Source data were derived from a systematic literature review that identified 15 studies, representing a total of 5899 adult subjects and 1304 influenza cases with interval-censored information on HI titre. The parameters of the relationship between HI titre and clinical protection were estimated using Bayesian inference with a consideration of random effects and censorship in the available information. Results A significant and positive relationship between HI titre and clinical protection against influenza was observed in all tested models. This relationship was found to be similar irrespective of the type of viral strain (A or B and the vaccination status of the individuals. Conclusion Although limitations in the data used should not be overlooked, the relationship derived in this analysis provides a means to predict the efficacy of inactivated influenza vaccines when only immunogenicity data are available. This relationship can also be useful for comparing the efficacy of different influenza vaccines based on their immunological profile.

  5. Node Augmentation Technique in Bayesian Network Evidence Analysis and Marshaling

    Energy Technology Data Exchange (ETDEWEB)

    Keselman, Dmitry [Los Alamos National Laboratory; Tompkins, George H [Los Alamos National Laboratory; Leishman, Deborah A [Los Alamos National Laboratory

    2010-01-01

    Given a Bayesian network, sensitivity analysis is an important activity. This paper begins by describing a network augmentation technique which can simplifY the analysis. Next, we present two techniques which allow the user to determination the probability distribution of a hypothesis node under conditions of uncertain evidence; i.e. the state of an evidence node or nodes is described by a user specified probability distribution. Finally, we conclude with a discussion of three criteria for ranking evidence nodes based on their influence on a hypothesis node. All of these techniques have been used in conjunction with a commercial software package. A Bayesian network based on a directed acyclic graph (DAG) G is a graphical representation of a system of random variables that satisfies the following Markov property: any node (random variable) is independent of its non-descendants given the state of all its parents (Neapolitan, 2004). For simplicities sake, we consider only discrete variables with a finite number of states, though most of the conclusions may be generalized.

  6. Community structure detection algorithm based on hidden Markov random field%基于隐马尔可夫随机场的社区结构发现算法

    Institute of Scientific and Technical Information of China (English)

    刘栋; 刘震; 张贤坤

    2012-01-01

    针对社区结构发现问题,提出了一种基于隐马尔可夫随机场社区发现算法.该方法将网络中的顶点度数映射为顶点信息值,用马尔可夫随机场模型描述网络中上下文信息并构造系统能量函数,使用迭代条件模式算法对能量方程进行优化.该方法在Zachary空手道俱乐部网络、海豚关系网络以及美国大学足球联赛网络上进行验证,实验结果表明,该算法的准确率较高.%For the problem of community structure detection of complex networkt a community detection algorithm based on hidden Markov random field is presented. In this method, the network vertices information value corresponding to its degree is assumed, the HMRF model is applied to characterize the contexture-dependent information, and the energy function of system is defined, iterated conditional mode algorithm is applied to fulfill optimization. The algorithm is tested on Zachary karate clue network, dolphin social network and American College football network, and experimental result shows it has high accuracy rate.

  7. Figure-ground Separation by Contour Statistics and Markov Random Field Model%基于轮廓线统计量的前景分割Markov随机场模型

    Institute of Scientific and Technical Information of China (English)

    汤慧旋; 危辉

    2009-01-01

    提出了一种基于轮廓线统计量的前景分割Markov随机场(Markov random field,MRF)模型.和Grabcut等以往模型不同,本文模型通过在分割标签的编码中加入对轮廓线方向的考虑,将Gestalt知觉组织的原则加入分割约束中去,从而使分割边界更为平滑.作为前景分割和Gestalt知觉组织原则研究的基本框架,本文模型的系统结构分为前景分割、注意力选择和信息整合三个子模块,与相关神经生理研究的结论相一致.最后,分别给出了基于本文模型的自动和半自动前景分割实现,结果好于Grabcut等相关算法的结果.

  8. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel

    2012-01-01

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

  9. Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.

    Science.gov (United States)

    Epstein, Michael; Calderhead, Ben; Girolami, Mark A; Sivilotti, Lucia G

    2016-07-26

    The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel

  10. Hidden hybrid Markov/semi-Markov chains.

    OpenAIRE

    GUÉDON, YANN

    2005-01-01

    http://www.sciencedirect.com/science?ₒb=IssueURL&_tockey=%23TOC%235880%232005%23999509996%23596026%23FLA%23&ₐuth=y&view=c&ₐcct=C000056834&_version=1&_urlVersion=0&_userid=2292769&md5=87e7f8be94f92a8574da566c600ce631 International audience Models that combine Markovian states with implicit geometric state occupancy distributions and semi-Markovian states with explicit state occupancy distributions, are investigated. This type of model retains the flexibility of hidden semi-Markov chains ...

  11. Single-agent maintenance therapy for advanced non-small cell lung cancer (NSCLC): a systematic review and Bayesian network meta-analysis of 26 randomized controlled trials

    Science.gov (United States)

    Zeng, Xiaoning; Ma, Yuan

    2016-01-01

    Background The benefit of maintenance therapy has been confirmed in patients with non-progressing non-small cell lung cancer (NSCLC) after first-line therapy by many trials and meta-analyses. However, since few head-to-head trials between different regimens have been reported, clinicians still have little guidance on how to select the most efficacious single-agent regimen. Hence, we present a network meta-analysis to assess the comparative treatment efficacy of several single-agent maintenance therapy regimens for stage III/IV NSCLC. Methods A comprehensive literature search of public databases and conference proceedings was performed. Randomized clinical trials (RCTs) meeting the eligible criteria were integrated into a Bayesian network meta-analysis. The primary outcome was overall survival (OS) and the secondary outcome was progression free survival (PFS). Results A total of 26 trials covering 7,839 patients were identified, of which 24 trials were included in the OS analysis, while 23 trials were included in the PFS analysis. Switch-racotumomab-alum vaccine and switch-pemetrexed were identified as the most efficacious regimens based on OS (HR, 0.64; 95% CrI, 0.45–0.92) and PFS (HR, 0.54; 95% CrI, 0.26–1.04) separately. According to the rank order based on OS, switch-racotumomab-alum vaccine had the highest probability as the most effective regimen (52%), while switch-pemetrexed ranked first (34%) based on PFS. Conclusions Several single-agent maintenance therapy regimens can prolong OS and PFS for stage III/IV NSCLC. Switch-racotumomab-alum vaccine maintenance therapy may be the most optimal regimen, but should be confirmed by additional evidence.

  12. Bayesian statistics

    OpenAIRE

    Draper, D.

    2001-01-01

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

  13. Fast sampling from a Hidden Markov Model posterior for large data

    DEFF Research Database (Denmark)

    Bonnevie, Rasmus; Hansen, Lars Kai

    2014-01-01

    Hidden Markov Models are of interest in a broad set of applications including modern data driven systems involving very large data sets. However, approximate inference methods based on Bayesian averaging are precluded in such applications as each sampling step requires a full sweep over the data...... sets offering fast access to approximate posterior samples. In a specific example we see that the new scheme is a hundred times faster than conventional Markov Chain Monte Carlo sampling using the Forward-backward method....

  14. Sensitivity of hidden Markov models

    OpenAIRE

    Mitrophanov, Alexander Yu.; Lomsadze, Alexandre; Borodovsky, Mark

    2005-01-01

    We derive a tight perturbation bound for hidden Markov models. Using this bound, we show that, in many cases, the distribution of a hidden Markov model is considerably more sensitive to perturbations in the emission probabilities than to perturbations in the transition probability matrix and the initial distribution of the underlying Markov chain. Our approach can also be used to assess the sensitivity of other stochastic models, such as mixture processes and semi-Markov ...

  15. A new Markov Binomial distribution.

    OpenAIRE

    Omey, Edward; Minkova, Leda D.

    2011-01-01

    In this paper, we introduce a two state homogeneous Markov chain and define a geometric distribution related to this Markov chain. We define also the negative binomial distribution similar to the classical case and call it NB related to interrupted Markov chain. The new binomial distribution is related to the interrupted Markov chain. Some characterization properties of the Geometric distributions are given. Recursion formulas and probability mass functions for the NB distribution and the new...

  16. Efficient Bayesian inference of subsurface flow models using nested sampling and sparse polynomial chaos surrogates

    KAUST Repository

    Elsheikh, Ahmed H.

    2014-02-01

    An efficient Bayesian calibration method based on the nested sampling (NS) algorithm and non-intrusive polynomial chaos method is presented. Nested sampling is a Bayesian sampling algorithm that builds a discrete representation of the posterior distributions by iteratively re-focusing a set of samples to high likelihood regions. NS allows representing the posterior probability density function (PDF) with a smaller number of samples and reduces the curse of dimensionality effects. The main difficulty of the NS algorithm is in the constrained sampling step which is commonly performed using a random walk Markov Chain Monte-Carlo (MCMC) algorithm. In this work, we perform a two-stage sampling using a polynomial chaos response surface to filter out rejected samples in the Markov Chain Monte-Carlo method. The combined use of nested sampling and the two-stage MCMC based on approximate response surfaces provides significant computational gains in terms of the number of simulation runs. The proposed algorithm is applied for calibration and model selection of subsurface flow models. © 2013.

  17. On the equivalence between standard and sequentially ordered hidden Markov models

    CERN Document Server

    Chopin, Nicolas

    2012-01-01

    Chopin (2007) introduced a sequentially ordered hidden Markov model, for which states are ordered according to their order of appearance, and claimed that such a model is a re-parametrisation of a standard Markov model. This note gives a formal proof that this equivalence holds in Bayesian terms, as both formulations generate equivalent posterior distributions, but does not hold in Frequentist terms, as both formulations generate incompatible likelihood functions. Perhaps surprisingly, this shows that Bayesian re-parametrisation and Frequentist re-parametrisation are not identical concepts.

  18. Low-Rank Separated Representation Surrogates of High-Dimensional Stochastic Functions: Application in Bayesian Inference

    CERN Document Server

    Validi, AbdoulAhad

    2013-01-01

    This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector valued sep...

  19. A Bayesian Analysis of Spectral ARMA Model

    Directory of Open Access Journals (Sweden)

    Manoel I. Silvestre Bezerra

    2012-01-01

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

  20. On Weak Markov's Principle

    DEFF Research Database (Denmark)

    Kohlenbach, Ulrich Wilhelm

    2002-01-01

    We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within the...

  1. Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rissanen, Jorma

    1996-01-01

    Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

  2. 基于图像片马尔科夫随机场的脑MR图像分割算法%Brain MR Image Segmentation Algorithm Based on Markov Random Field with Image Patch

    Institute of Scientific and Technical Information of China (English)

    宋艳涛; 纪则轩; 孙权森

    2014-01-01

    传统的高斯混合模型(Gaussian mixture model, GMM)算法在图像分割中未考虑像素的空间信息,导致其对于噪声十分敏感。马尔科夫随机场(Markov random field, MRF)模型通过像素类别标记的Gibbs 分布先验概率引入了图像的空间信息,能较好地分割含有噪声的图像,然而MRF 模型的分割结果容易出现过平滑现象。为了解决上述缺陷,提出了一种新的基于图像片权重方法的马尔科夫随机场图像分割模型,对邻域内的不同图像片根据相似度赋予不同的权重,使其在克服噪声影响的同时能保持图像细节信息。同时,采用KL 距离引入先验概率与后验概率关于熵的惩罚项,并对该惩罚项进行平滑,得到最终的分割结果。实验结果表明,算法具有较强的自适应性,能够有效克服噪声对于分割结果的影响,并获得较高的分割精度。%Without considering the spatial information between pixels, the traditional Gaussian mixture model (GMM) algorithm is very sensitive to noise during image segmentation. Markov random field (MRF) models provide a powerful way to noisy images through Gibbs joint probability distribution which introduce the spatial information of images. However, they often lead to over-smoothing. To overcome these drawbacks, we propose a new brain MR image segmentation algorithm based on MRF with image patch by assigning each pixel in the neighborhood with a different weight according to the similarity between image patches. The proposed method can overcome the noise and keep the details of topology and corner regions. Meanwhile, by introducing the KL distance into the prior probability and posterior probability as an entropy penalty, the proposed algorithm could get better segmentation results through smoothing this penalty term. Experimental results show that our algorithm can overcome the impact of noise on the segmentation results adaptively and efficiently, and get accurate segmentation

  3. A clustering approach for estimating parameters of a profile hidden Markov model.

    Science.gov (United States)

    Aghdam, Rosa; Pezeshk, Hamid; Malekpour, Seyed Amir; Shemehsavar, Soudabeh; Eslahchi, Changiz

    2013-01-01

    A Profile Hidden Markov Model (PHMM) is a standard form of a Hidden Markov Models used for modeling protein and DNA sequence families based on multiple alignment. In this paper, we implement Baum-Welch algorithm and the Bayesian Monte Carlo Markov Chain (BMCMC) method for estimating parameters of small artificial PHMM. In order to improve the prediction accuracy of the estimation of the parameters of the PHMM, we classify the training data using the weighted values of sequences in the PHMM then apply an algorithm for estimating parameters of the PHMM. The results show that the BMCMC method performs better than the Maximum Likelihood estimation. PMID:23865165

  4. Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model

    Directory of Open Access Journals (Sweden)

    Caio César Soares Gonçalves

    2016-01-01

    Full Text Available The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE model using Bayesian methods and allowing for Markov switching of certain parameters. Using the DSGE model developed by Justiniano and Preston (2010 and the solution method of the Markov switching DSGE (MS-DSGE model proposed by Farmer et al. (2008, this paper found a superior fit in the data of Markov switching models, rejecting the hypothesis of constant parameters in DSGE models for the Brazilian economy.

  5. Risk-Averse Control of Undiscounted Transient Markov Models

    CERN Document Server

    Cavus, Ozlem

    2012-01-01

    We use Markov risk measures to formulate a risk-averse version of the undiscounted total cost problem for a transient controlled Markov process. We derive risk-averse dynamic programming equations and we show that a randomized policy may be strictly better than deterministic policies, when risk measures are employed. We illustrate the results on an optimal stopping problem and an organ transplant problem.

  6. Bayesian methods to restore and re build images: application to gamma-graphy and to photofission tomography

    International Nuclear Information System (INIS)

    Bayesian algorithms are developed to solve inverse problems in gamma imaging and photofission tomography. The first part of this work is devoted to the modeling of our measurement systems. Two models have been found for both applications: the first one is a simple conventional model and the second one is a cascaded point process model. EM and MCMC Bayesian algorithms for image restoration and image reconstruction have been developed for these models and compared. The cascaded point process model does not improve significantly the results previously obtained by the classical model. To original approaches have been proposed, which increase the results previously obtained. The first approach uses an inhomogeneous Markov Random Field as a prior law, and makes the regularization parameter spatially vary. However, the problem of the estimation of hyper-parameters has not been solved. In the case of the deconvolution of point sources, a second approach has been proposed, which introduces a high level prior model. The picture is modeled as a list of objects, whose parameters and number are unknown. The results obtained with this method are more accurate than those obtained with the conventional Markov Random Field prior model and require less computational costs. (author)

  7. A Bayesian nonlinear mixed-effects disease progression model

    OpenAIRE

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

    2015-01-01

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

  8. Bayesian Variable Selection for Detecting Adaptive Genomic Differences Among Populations

    OpenAIRE

    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 ...

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

    OpenAIRE

    Seeger, Matthias; Steinke, Florian; Tsuda, Koji

    2007-01-01

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

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

    OpenAIRE

    Sugita, Katsuhiro

    2006-01-01

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

  11. Bayesian Variable Selection via Particle Stochastic Search.

    Science.gov (United States)

    Shi, Minghui; Dunson, David B

    2011-02-01

    We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In this article, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models.

  12. Variance bounding Markov chains

    OpenAIRE

    Roberts, Gareth O.; Jeffrey S. Rosenthal

    2008-01-01

    We introduce a new property of Markov chains, called variance bounding. We prove that, for reversible chains at least, variance bounding is weaker than, but closely related to, geometric ergodicity. Furthermore, variance bounding is equivalent to the existence of usual central limit theorems for all L2 functionals. Also, variance bounding (unlike geometric ergodicity) is preserved under the Peskun order. We close with some applications to Metropolis–Hastings algorithms.

  13. Estimation and uncertainty of reversible Markov models

    CERN Document Server

    Trendelkamp-Schroer, Benjamin; Paul, Fabian; Noé, Frank

    2015-01-01

    Reversibility is a key concept in the theory of Markov models, simplified kinetic models for the conforma- tion dynamics of molecules. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is therefore crucial to the successful application of the previously developed theory. In this work we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference.

  14. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    Science.gov (United States)

    Barat, Éric; Dautremer, Thomas

    2007-11-01

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

  15. Frequentism and Bayesianism: A Python-driven Primer

    CERN Document Server

    VanderPlas, Jake

    2014-01-01

    This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between frequentism and Bayesianism fundamentally stem from differing definitions of probability, a philosophical divide which leads to distinct approaches to the solution of statistical problems as well as contrasting ways of asking and answering questions about unknown parameters. After an example-driven discussion of these differences, we briefly compare several leading Python statistical packages which implement frequentist inference using classical methods and Bayesian inference using Markov Chain Monte Carlo.

  16. Single channel signal component separation using Bayesian estimation

    Institute of Scientific and Technical Information of China (English)

    Cai Quanwei; Wei Ping; Xiao Xianci

    2007-01-01

    A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC (Monte Carlo Markov Chain) algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.

  17. Bayesian analysis of log Gaussian Cox processes for disease mapping

    DEFF Research Database (Denmark)

    Benes, Viktor; Bodlák, Karel; Møller, Jesper;

    of the risk on the covariates. Instead of using the common area level approaches we consider a Bayesian analysis for a log Gaussian Cox point process with covariates. Posterior characteristics for a discretized version of the log Gaussian Cox process are computed using markov chain Monte Carlo methods...

  18. Bayesian log-periodic model for financial crashes

    DEFF Research Database (Denmark)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

    2014-01-01

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

  19. Stochastic seismic tomography by interacting Markov chains

    Science.gov (United States)

    Bottero, Alexis; Gesret, Alexandrine; Romary, Thomas; Noble, Mark; Maisons, Christophe

    2016-07-01

    Markov chain Monte Carlo sampling methods are widely used for non-linear Bayesian inversion where no analytical expression for the forward relation between data and model parameters is available. Contrary to the linear(ized) approaches they naturally allow to evaluate the uncertainties on the model found. Nevertheless their use is problematic in high dimensional model spaces especially when the computational cost of the forward problem is significant and/or the a posteriori distribution is multimodal. In this case the chain can stay stuck in one of the modes and hence not provide an exhaustive sampling of the distribution of interest. We present here a still relatively unknown algorithm that allows interaction between several Markov chains at different temperatures. These interactions (based on Importance Resampling) ensure a robust sampling of any posterior distribution and thus provide a way to efficiently tackle complex fully non linear inverse problems. The algorithm is easy to implement and is well adapted to run on parallel supercomputers. In this paper the algorithm is first introduced and applied to a synthetic multimodal distribution in order to demonstrate its robustness and efficiency compared to a Simulated Annealing method. It is then applied in the framework of first arrival traveltime seismic tomography on real data recorded in the context of hydraulic fracturing. To carry out this study a wavelet based adaptive model parametrization has been used. This allows to integrate the a priori information provided by sonic logs and to reduce optimally the dimension of the problem.

  20. Rank-Driven Markov Processes

    Science.gov (United States)

    Grinfeld, Michael; Knight, Philip A.; Wade, Andrew R.

    2012-01-01

    We study a class of Markovian systems of N elements taking values in [0,1] that evolve in discrete time t via randomized replacement rules based on the ranks of the elements. These rank-driven processes are inspired by variants of the Bak-Sneppen model of evolution, in which the system represents an evolutionary `fitness landscape' and which is famous as a simple model displaying self-organized criticality. Our main results are concerned with long-time large- N asymptotics for the general model in which, at each time step, K randomly chosen elements are discarded and replaced by independent U[0,1] variables, where the ranks of the elements to be replaced are chosen, independently at each time step, according to a distribution κ N on {1,2,…, N} K . Our main results are that, under appropriate conditions on κ N , the system exhibits threshold behavior at s ∗∈[0,1], where s ∗ is a function of κ N , and the marginal distribution of a randomly selected element converges to U[ s ∗,1] as t→∞ and N→∞. Of this class of models, results in the literature have previously been given for special cases only, namely the `mean-field' or `random neighbor' Bak-Sneppen model. Our proofs avoid the heuristic arguments of some of the previous work and use Foster-Lyapunov ideas. Our results extend existing results and establish their natural, more general context. We derive some more specialized results for the particular case where K=2. One of our technical tools is a result on convergence of stationary distributions for families of uniformly ergodic Markov chains on increasing state-spaces, which may be of independent interest.

  1. Generator estimation of Markov jump processes

    Science.gov (United States)

    Metzner, P.; Dittmer, E.; Jahnke, T.; Schütte, Ch.

    2007-11-01

    Estimating the generator of a continuous-time Markov jump process based on incomplete data is a problem which arises in various applications ranging from machine learning to molecular dynamics. Several methods have been devised for this purpose: a quadratic programming approach (cf. [D.T. Crommelin, E. Vanden-Eijnden, Fitting timeseries by continuous-time Markov chains: a quadratic programming approach, J. Comp. Phys. 217 (2006) 782-805]), a resolvent method (cf. [T. Müller, Modellierung von Proteinevolution, PhD thesis, Heidelberg, 2001]), and various implementations of an expectation-maximization algorithm ([S. Asmussen, O. Nerman, M. Olsson, Fitting phase-type distributions via the EM algorithm, Scand. J. Stat. 23 (1996) 419-441; I. Holmes, G.M. Rubin, An expectation maximization algorithm for training hidden substitution models, J. Mol. Biol. 317 (2002) 753-764; U. Nodelman, C.R. Shelton, D. Koller, Expectation maximization and complex duration distributions for continuous time Bayesian networks, in: Proceedings of the twenty-first conference on uncertainty in AI (UAI), 2005, pp. 421-430; M. Bladt, M. Sørensen, Statistical inference for discretely observed Markov jump processes, J.R. Statist. Soc. B 67 (2005) 395-410]). Some of these methods, however, seem to be known only in a particular research community, and have later been reinvented in a different context. The purpose of this paper is to compile a catalogue of existing approaches, to compare the strengths and weaknesses, and to test their performance in a series of numerical examples. These examples include carefully chosen model problems and an application to a time series from molecular dynamics.

  2. Bayesian analysis of longitudinal Johne's disease diagnostic data without a gold standard test.

    Science.gov (United States)

    Wang, C; Turnbull, B W; Nielsen, S S; Gröhn, Y T

    2011-05-01

    A Bayesian methodology was developed based on a latent change-point model to evaluate the performance of milk ELISA and fecal culture tests for longitudinal Johne's disease diagnostic data. The situation of no perfect reference test was considered; that is, no "gold standard." A change-point process with a Weibull survival hazard function was used to model the progression of the hidden disease status. The model adjusted for the fixed effects of covariate variables and random effects of subject on the diagnostic testing procedure. Markov chain Monte Carlo methods were used to compute the posterior estimates of the model parameters that provide the basis for inference concerning the accuracy of the diagnostic procedure. Based on the Bayesian approach, the posterior probability distribution of the change-point onset time can be obtained and used as a criterion for infection diagnosis. An application is presented to an analysis of ELISA and fecal culture test outcomes in the diagnostic testing of paratuberculosis (Johne's disease) for a Danish longitudinal study from January 2000 to March 2003. The posterior probability criterion based on the Bayesian model with 4 repeated observations has an area under the receiver operating characteristic curve (AUC) of 0.984, and is superior to the raw ELISA (AUC=0.911) and fecal culture (sensitivity=0.358, specificity=0.980) tests for Johne's disease diagnosis. PMID:21524521

  3. Research on the extraction algorithm for a moving target in a dynamic scene based on Markov random fields (MRF)%基于MRF的动态场景中运动目标提取方法研究

    Institute of Scientific and Technical Information of China (English)

    王兴梅; 印桂生; 门志国; 仇晨光

    2011-01-01

    为在动态场景中准确完成运动目标的提取,提出一种新的基于MRF的运动目标提取方法,即提出在双尺度二阶邻域各向同性的MRF模型中,利用最小二乘法对初始分割结果进行MRF初始参数的自动求取,通过ICM算法实现最大后验概率的估计问题,获得MRF检测结果.采用形态学中的闭运算进行区域填充处理,根据二值化图像水平和垂直投影的顶点坐标实现运动目标区域的准确提取.对标准图像序列Coastguard和实际拍摄的动态场景图像序列的实验分析表明,提出的方法具有较高的精度和适应性,能够有效地完成运动目标的准确提取.%In order to extract a moving target precisely in the dynamic scene, a novel moving target extraction algo-rithm based on Markov random fields (MRF) was proposed. The initial MRF parameters, composed of an isotropic clique of a double scale neighborhood MRF model, were automatically computed by the least square method according to the initial segmentation result. In order to obtain the MRF detection result, the iterated conditional mode ( ICM) algorithm was used to estimate the maximum a posteriori ( MAP) . The holes and discontinuous regions were filled by closing operation of mathematical morphology. Finally, the moving target was extracted accurately according to the coordinates of the horizontal and perpendicular projection vertexes of a binary image. The experiments of the Coastguard standard image sequence along with a practical one with a dynamic scene demonstrate that the proposed algorithm is highly accurate, adaptive, and effective.

  4. On approximation of Markov binomial distributions

    CERN Document Server

    Xia, Aihua; 10.3150/09-BEJ194

    2010-01-01

    For a Markov chain $\\mathbf{X}=\\{X_i,i=1,2,...,n\\}$ with the state space $\\{0,1\\}$, the random variable $S:=\\sum_{i=1}^nX_i$ is said to follow a Markov binomial distribution. The exact distribution of $S$, denoted $\\mathcal{L}S$, is very computationally intensive for large $n$ (see Gabriel [Biometrika 46 (1959) 454--460] and Bhat and Lal [Adv. in Appl. Probab. 20 (1988) 677--680]) and this paper concerns suitable approximate distributions for $\\mathcal{L}S$ when $\\mathbf{X}$ is stationary. We conclude that the negative binomial and binomial distributions are appropriate approximations for $\\mathcal{L}S$ when $\\operatorname {Var}S$ is greater than and less than $\\mathbb{E}S$, respectively. Also, due to the unique structure of the distribution, we are able to derive explicit error estimates for these approximations.

  5. Bayesian Fusion of Multi-Band Images

    CERN Document Server

    Wei, Qi; Tourneret, Jean-Yves

    2013-01-01

    In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g., spatial and spectral blurring and/or subsampling defined by the sensor characteristics. The fusion problem is formulated within a Bayesian estimation framework. An appropriate prior distribution exploiting geometrical consideration is introduced. To compute the Bayesian estimator of the scene of interest from its posterior distribution, a Markov chain Monte Carlo algorithm is designed to generate samples asymptotically distributed according to the target distribution. To efficiently sample from this high-dimension distribution, a Hamiltonian Monte Carlo step is introduced in the Gibbs sampling strategy. The efficiency of the proposed fusion method is evaluated with respect to several state-of-the-art fusion techniques. In particular, low spatial resolution hyperspectral and mult...

  6. DOUBLE-MARKOV RISK MODEL

    Institute of Scientific and Technical Information of China (English)

    Xiaoyun MO; Jieming ZHOU; Hui OU; Xiangqun YANG

    2013-01-01

    Given a new Double-Markov risk model DM =(μ,Q,v,H; Y,Z) and Double-Markov risk process U ={U(t),t ≥ 0}.The ruin or survival problem is addressed.Equations which the survival probability satisfied and the formulas of calculating survival probability are obtained.Recursion formulas of calculating the survival probability and analytic expression of recursion items are obtained.The conclusions are expressed by Q matrix for a Markov chain and transition probabilities for another Markov Chain.

  7. Computational statistics using the bBayesian Inference Engine

    CERN Document Server

    Weinberg, Martin D

    2012-01-01

    This paper introduces the Bayesian Inference Engine (BIE), a general parallel-optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organise and reuse expensive derived data. I describe key concepts that illustrate the power of Bayesian inference to address these needs and outline the computational challenge. The techniques presented are based on experience gained in modelling star-counts and stellar populations, analysing the morphology of galaxy images, and performing Bayesian investigations of semi-analytic models of galaxy formation. These inference problems require advanced Markov chain Monte Carlo (MCMC) algorithms that expedite sampling, mixing, and the analysis of the Bayesian posterior distribution. The BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. By providing a variety of statistical algorithms for all phases of the inference problem, a u...

  8. Non-parametric Bayesian inference for inhomogeneous Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    is a shot noise process, and the interaction function for a pair of points depends only on the distance between the two points and is a piecewise linear function modelled by a marked Poisson process. Simulation of the resulting posterior using a Metropolis-Hastings algorithm in the "conventional" way...

  9. 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.

  10. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis

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

  11. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis Linda

    2006-01-01

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

  12. Bayesian anomaly detection in heterogeneous media with applications to geophysical tomography

    Science.gov (United States)

    Simon, Martin

    2014-11-01

    In this paper, we consider the problem of detecting a parameterized anomaly in an isotropic, stationary and ergodic conductivity random field via electrical impedance tomography. A homogenization result for a stochastic forward problem built on the complete electrode model is derived, which serves as the basis for a two-stage numerical method in the framework of Bayesian inverse problems. The novelty of this method lies in the introduction of an enhanced error model accounting for the approximation errors that result from reducing the full forward model to a homogenized one. In the first stage, a MAP estimate for the reduced forward model equipped with the enhanced error model is computed. Then, in the second stage, a bootstrap prior based on the first stage results is defined and the resulting posterior distribution is sampled via Markov chain Monte Carlo. We provide the theoretical foundation of the proposed method, discuss different aspects of a numerical implementation and present numerical experiments to support our findings.

  13. 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.

  14. Bayesian Reliability Analysis of Non-Stationarity in Multi-agent Systems

    Directory of Open Access Journals (Sweden)

    TONT Gabriela

    2013-05-01

    Full Text Available The Bayesian methods provide information about the meaningful parameters in a statistical analysis obtained by combining the prior and sampling distributions to form the posterior distribution of theparameters. The desired inferences are obtained from this joint posterior. An estimation strategy for hierarchical models, where the resulting joint distribution of the associated model parameters cannotbe evaluated analytically, is to use sampling algorithms, known as Markov Chain Monte Carlo (MCMC methods, from which approximate solutions can be obtained. Both serial and parallel configurations of subcomponents are permitted. The capability of time-dependent method to describe a multi-state system is based on a case study, assessingthe operatial situation of studied system. The rationality and validity of the presented model are demonstrated via a case of study. The effect of randomness of the structural parameters is alsoexamined.

  15. Micronutrients in HIV: a Bayesian meta-analysis.

    Directory of Open Access Journals (Sweden)

    George M Carter

    Full Text Available Approximately 28.5 million people living with HIV are eligible for treatment (CD4<500, but currently have no access to antiretroviral therapy. Reduced serum level of micronutrients is common in HIV disease. Micronutrient supplementation (MNS may mitigate disease progression and mortality.We synthesized evidence on the effect of micronutrient supplementation on mortality and rate of disease progression in HIV disease.We searched MEDLINE, EMBASE, the Cochrane Central, AMED and CINAHL databases through December 2014, without language restriction, for studies of greater than 3 micronutrients versus any or no comparator. We built a hierarchical Bayesian random effects model to synthesize results. Inferences are based on the posterior distribution of the population effects; posterior distributions were approximated by Markov chain Monte Carlo in OpenBugs.From 2166 initial references, we selected 49 studies for full review and identified eight reporting on disease progression and/or mortality. Bayesian synthesis of data from 2,249 adults in three studies estimated the relative risk of disease progression in subjects on MNS vs. control as 0.62 (95% credible interval, 0.37, 0.96. Median number needed to treat is 8.4 (4.8, 29.9 and the Bayes Factor 53.4. Based on data reporting on 4,095 adults reporting mortality in 7 randomized controlled studies, the RR was 0.84 (0.38, 1.85, NNT is 25 (4.3, ∞.MNS significantly and substantially slows disease progression in HIV+ adults not on ARV, and possibly reduces mortality. Micronutrient supplements are effective in reducing progression with a posterior probability of 97.9%. Considering MNS low cost and lack of adverse effects, MNS should be standard of care for HIV+ adults not yet on ARV.

  16. Finding the optimal statistical model to describe target motion during radiotherapy delivery—a Bayesian approach

    Science.gov (United States)

    Herschtal, A.; Foroudi, F.; Greer, P. B.; Eade, T. N.; Hindson, B. R.; Kron, T.

    2012-05-01

    Early approaches to characterizing errors in target displacement during a fractionated course of radiotherapy assumed that the underlying fraction-to-fraction variability in target displacement, known as the ‘treatment error’ or ‘random error’, could be regarded as constant across patients. More recent approaches have modelled target displacement allowing for differences in random error between patients. However, until recently it has not been feasible to compare the goodness of fit of alternate models of random error rigorously. This is because the large volumes of real patient data necessary to distinguish between alternative models have only very recently become available. This work uses real-world displacement data collected from 365 patients undergoing radical radiotherapy for prostate cancer to compare five candidate models for target displacement. The simplest model assumes constant random errors across patients, while other models allow for random errors that vary according to one of several candidate distributions. Bayesian statistics and Markov Chain Monte Carlo simulation of the model parameters are used to compare model goodness of fit. We conclude that modelling the random error as inverse gamma distributed provides a clearly superior fit over all alternatives considered. This finding can facilitate more accurate margin recipes and correction strategies.

  17. Assessing fit in Bayesian models for spatial processes

    KAUST Repository

    Jun, M.

    2014-09-16

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

  18. Bayesian Network--Response Regression

    OpenAIRE

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

    2016-01-01

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

  19. Application of Markov Chains to Stock Trends

    Directory of Open Access Journals (Sweden)

    Kevin J. Doubleday

    2011-01-01

    Full Text Available Problem statement: Modeling of the Dow Jones Industrial Average is frequently attempted in order to determine trading strategies with maximum payoff. Changes in the DJIA are important since movements may affect both individuals and corporations profoundly. Previous work showed that modeling a market as a random walk was valid and that a market may be viewed as having the Markov property. Approach: The aim of this research was to determine the relationship between a diverse portfolio of stocks and the market as a whole. To that end, the DJIA was analyzed using a discrete time stochastic model, namely a Markov Chain. Two models were highlighted, where the DJIA was considered as being in a state of (1 gain or loss and (2 small, moderate, or large gain or loss. A portfolio of five stocks was then considered and two models of the portfolio much the same as those for the DJIA. These models were used to obtain transitional probabilities and steady state probabilities. Results: Our results indicated that the portfolio behaved similarly to the entire DJIA, both in the simple model and the partitioned model. Conclusion: When treated as a Markov process, the entire market was useful in gauging how a diverse portfolio of stocks might behave. Future work may include different classifications of states to refine the transition matrices.

  20. Bayesian programming

    CERN Document Server

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

    2013-01-01

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

  1. MCMC joint separation and segmentation of hidden Markov fields

    CERN Document Server

    Snoussi, H; Snoussi, Hichem; Mohammad-Djafari, Ali

    2002-01-01

    In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation and we propose to solve the resulting data augmentation problem by implementing a Monte Carlo Markov Chain (MCMC) procedure. We separate the unknown variables into two categories: 1. The parameters of interest which are the mixing matrix, the noise covariance and the parameters of the sources distributions. 2. The hidden variables which are the unobserved sources and the unobserved pixels classification labels. The proposed algorithm provides in the stationary regime samples drawn from the posterior distributions of all the variables involved in the problem leading to a flexibility in the cost function choice. We discuss and characterize some problems of non identifiability and degeneracies of the parameters likelihood and the behavior of the MCMC algorithm in this case. F...

  2. Modeling Multisource-heterogeneous Information Based on Random Set and Fuzzy Set Theory

    Institute of Scientific and Technical Information of China (English)

    WEN Cheng-lin; XU Xiao-bin

    2006-01-01

    This paper presents a new idea, named as modeling multisensor-heterogeneous information, to incorporate the fuzzy logic methodologies with mulitsensor-multitarget system under the framework of random set theory. Firstly, based on strong random set and weak random set, the unified form to describe both data (unambiguous information) and fuzzy evidence (uncertain information) is introduced. Secondly, according to signatures of fuzzy evidence, two Bayesian-markov nonlinear measurement models are proposed to fuse effectively data and fuzzy evidence. Thirdly, by use of "the models-based signature-matching scheme", the operation of the statistics of fuzzy evidence defined as random set can be translated into that of the membership functions of relative point state variables. These works are the basis to construct qualitative measurement models and to fuse data and fuzzy evidence.

  3. Bayesian kinematic earthquake source models

    Science.gov (United States)

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

    2009-12-01

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

  4. Markov Chain Analysis of Musical Dice Games

    Science.gov (United States)

    Volchenkov, D.; Dawin, J. R.

    2012-07-01

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  5. Bayesian networks in educational assessment

    CERN Document Server

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

    2015-01-01

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

  6. Markov chain for estimating human mitochondrial DNA mutation pattern

    Science.gov (United States)

    Vantika, Sandy; Pasaribu, Udjianna S.

    2015-12-01

    The Markov chain was proposed to estimate the human mitochondrial DNA mutation pattern. One DNA sequence was taken randomly from 100 sequences in Genbank. The nucleotide transition matrix and mutation transition matrix were estimated from this sequence. We determined whether the states (mutation/normal) are recurrent or transient. The results showed that both of them are recurrent.

  7. Computationally efficient Bayesian inference for inverse problems.

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-10-01

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

  8. Bayesian Inference of Genetic Regulatory Networks from Time Series Microarray Data Using Dynamic Bayesian Networks

    Directory of Open Access Journals (Sweden)

    Yufei Huang

    2007-06-01

    Full Text Available Reverse engineering of genetic regulatory networks from time series microarray data are investigated. We propose a dynamic Bayesian networks (DBNs modeling and a full Bayesian learning scheme. The proposed DBN directly models the continuous expression levels and also is associated with parameters that indicate the degree as well as the type of regulations. To learn the network from data, we proposed a reversible jump Markov chain Monte Carlo (RJMCMC algorithm. The RJMCMC algorithm can provide not only more accurate inference results than the deterministic alternative algorithms but also an estimate of the a posteriori probabilities (APPs of the network topology. The estimated APPs provide useful information on the confidence of the inferred results and can also be used for efficient Bayesian data integration. The proposed approach is tested on yeast cell cycle microarray data and the results are compared with the KEGG pathway map.

  9. Markov chains theory and applications

    CERN Document Server

    Sericola, Bruno

    2013-01-01

    Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the

  10. Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration.

    Science.gov (United States)

    Conner, Mary M; Saunders, W Carl; Bouwes, Nicolaas; Jordan, Chris

    2015-10-01

    Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ≥20 % increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for assessing natural and human-induced impacts for field experiments, the application of hierarchal Bayesian modeling with MCMC sampling to BACI designs is less common. Here, we combine these approaches and extend the typical presentation of results with an easy to interpret ratio, which provides an answer to the main study question-"How much impact did a management action or natural perturbation have?" As an example of this approach, we evaluate the impact of a restoration project, which implemented beaver dam analogs, on survival and density of juvenile steelhead. Results indicated the probabilities of a ≥30 % increase were high for survival and density after the dams were installed, 0.88 and 0.99, respectively, while probabilities for a higher increase of ≥50 % were variable, 0.17 and 0.82, respectively. This approach demonstrates a useful extension of Bayesian methods that can easily be generalized to other study designs from simple (e.g., single factor ANOVA, paired t test) to more complicated block designs (e.g., crossover, split-plot). This approach is valuable for estimating the probabilities of restoration impacts or other management actions. PMID:27613291

  11. Non-Markov property of certain eigenvalue processes analogous to Dyson's model

    CERN Document Server

    Fukushima, Ryoki; Yano, Kouji

    2009-01-01

    It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient $1/\\sqrt{2}$ in the non-diagonal entries is replaced by a different positive number.

  12. Estimation in autoregressive models with Markov regime

    OpenAIRE

    Ríos, Ricardo; Rodríguez, Luis

    2005-01-01

    In this paper we derive the consistency of the penalized likelihood method for the number state of the hidden Markov chain in autoregressive models with Markov regimen. Using a SAEM type algorithm to estimate the models parameters. We test the null hypothesis of hidden Markov Model against an autoregressive process with Markov regime.

  13. Effect of Markov and Non-Markov Classical Noise on Entanglement Dynamics

    CERN Document Server

    Bordone, Paolo; Benedetti, Claudia

    2012-01-01

    We analyze the effect of a classical noise into the entanglement dynamics between two particles, initially entangled, subject to continuous time quantum walks in a one-dimensional lattice. The noise is modeled by randomizing the transition amplitudes from one site to another. Both Markovian and non-Markovian environments are considered. For the Markov regime an exponential decay of the initial quantum correlation is found, while the loss of coherence of the quantum state increases monotonically with time up to a saturation value depending upon the degrees of freedom of the system. For the non-Markov regime the presence or absence of entanglement revival and entanglement sudden death phenomena is found or deduced depending on the peculiar characteristics of the noise. Our results indicate that the entanglement dynamics in the non-Markovian regime is affected by the persistence of the memory effects of the environment and by its intrinsic features.

  14. Markov and non-Markov processes in complex systems by the dynamical information entropy

    Science.gov (United States)

    Yulmetyev, R. M.; Gafarov, F. M.

    1999-12-01

    We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.

  15. Bayesian tomographic reconstruction of microsystems

    Science.gov (United States)

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

    2007-11-01

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

  16. Markov Logic An Interface Layer for Artificial Intelligence

    CERN Document Server

    Domingos, Pedro

    2009-01-01

    Most subfields of computer science have an interface layer via which applications communicate with the infrastructure, and this is key to their success (e.g., the Internet in networking, the relational model in databases, etc.). So far this interface layer has been missing in AI. First-order logic and probabilistic graphical models each have some of the necessary features, but a viable interface layer requires combining both. Markov logic is a powerful new language that accomplishes this by attaching weights to first-order formulas and treating them as templates for features of Markov random f

  17. Model Markov untuk Pengambilan Keputusan Medis

    OpenAIRE

    Zada, T. Muhammad Shah

    2016-01-01

    Markov model method is a method that has been widely known in stochastic models. In this research, one of Markov models, which is Markov chain, is used for medical decision making, especially hypertension in Indonesian people. Data in this research are total population, hypertension patients, and death rate of Indonesian people. Markov chain analysis is used to inform the probability of hypertension. The result of Markov chain analysis shows that: probability of healthy people who stay health...

  18. Multilayered 3D Lidar image construction using spatial models in a Bayesian framework.

    Science.gov (United States)

    Hernandez-Marin, Sergio; Wallace, Andrew M; Gibson, Gavin J

    2008-06-01

    Standard 3D imaging systems process only a single return at each pixel from an assumed single opaque surface. However, there are situations when the laser return consists of multiple peaks due to the footprint of the beam impinging on a target with surfaces distributed in depth or with semi-transparent surfaces. If all these returns are processed, a more informative multi-layered 3D image is created. We propose a unified theory of pixel processing for Lidar data using a Bayesian approach that incorporates spatial constraints through a Markov Random Field with a Potts prior model. This allows us to model uncertainty about the underlying spatial process. To palliate some inherent deficiencies of this prior model, we also introduce two proposal distributions, one based on spatial mode jumping, the other on a spatial birth/death process. The different parameters of the several returns are estimated using reversible jump Markov chain Monte Carlo (RJMCMC) techniques in combination with an adaptive strategy of delayed rejection to improve the estimates of the parameters. PMID:18421108

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

    KAUST Repository

    Xu, Ganggang

    2015-01-01

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

  20. Bayesian seismic AVO inversion

    Energy Technology Data Exchange (ETDEWEB)

    Buland, Arild

    2002-07-01

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

  1. Bayesian approach to avoiding track seduction

    Science.gov (United States)

    Salmond, David J.; Everett, Nicholas O.

    2002-08-01

    The problem of maintaining track on a primary target in the presence spurious objects is addressed. Recursive and batch filtering approaches are developed. For the recursive approach, a Bayesian track splitting filter is derived which spawns candidate tracks if there is a possibility of measurement misassociation. The filter evaluates the probability of each candidate track being associated with the primary target. The batch filter is a Markov-chain Monte Carlo (MCMC) algorithm which fits the observed data sequence to models of target dynamics and measurement-track association. Simulation results are presented.

  2. A user-friendly forest model with a multiplicative mathematical structure: a Bayesian approach to calibration

    Directory of Open Access Journals (Sweden)

    M. Bagnara

    2014-10-01

    Full Text Available Forest models are being increasingly used to study ecosystem functioning, through the reproduction of carbon fluxes and productivity in very different forests all over the world. Over the last two decades, the need for simple and "easy to use" models for practical applications, characterized by few parameters and equations, has become clear, and some have been developed for this purpose. These models aim to represent the main drivers underlying forest ecosystem processes while being applicable to the widest possible range of forest ecosystems. Recently, it has also become clear that model performance should not be assessed only in terms of accuracy of estimations and predictions, but also in terms of estimates of model uncertainties. Therefore, the Bayesian approach has increasingly been applied to calibrate forest models, with the aim of estimating the uncertainty of their results, and of comparing their performances. Some forest models, considered to be user-friendly, rely on a multiplicative or quasi-multiplicative mathematical structure, which is known to cause problems during the calibration process, mainly due to high correlations between parameters. In a Bayesian framework using a Markov Chain Monte Carlo sampling this is likely to impair the reaching of a proper convergence of the chains and the sampling from the correct posterior distribution. Here we show two methods to reach proper convergence when using a forest model with a multiplicative structure, applying different algorithms with different number of iterations during the Markov Chain Monte Carlo or a two-steps calibration. The results showed that recently proposed algorithms for adaptive calibration do not confer a clear advantage over the Metropolis–Hastings Random Walk algorithm for the forest model used here. Moreover, the calibration remains time consuming and mathematically difficult, so advantages of using a fast and user-friendly model can be lost due to the calibration

  3. Bayesian statistical ionospheric tomography improved by incorporating ionosonde measurements

    Science.gov (United States)

    Norberg, Johannes; Virtanen, Ilkka I.; Roininen, Lassi; Vierinen, Juha; Orispää, Mikko; Kauristie, Kirsti; Lehtinen, Markku S.

    2016-04-01

    We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient tomographic inversion algorithm with clear probabilistic interpretation. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero-mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT ultra-high-frequency incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that in comparison to the alternative prior information sources, ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the altitude distribution of electron density. With an ionosonde at continuous disposal, the presented method enhances stand-alone near-real-time ionospheric tomography for the given conditions significantly.

  4. Flexible Bayesian Nonparametric Priors and Bayesian Computational Methods

    OpenAIRE

    Zhu, Weixuan

    2016-01-01

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

  5. Bayesian Magnetohydrodynamic Seismology of Coronal Loops

    CERN Document Server

    Arregui, Inigo

    2011-01-01

    We perform a Bayesian parameter inference in the context of resonantly damped transverse coronal loop oscillations. The forward problem is solved in terms of parametric results for kink waves in one-dimensional flux tubes in the thin tube and thin boundary approximations. For the inverse problem, we adopt a Bayesian approach to infer the most probable values of the relevant parameters, for given observed periods and damping times, and to extract their confidence levels. The posterior probability distribution functions are obtained by means of Markov Chain Monte Carlo simulations, incorporating observed uncertainties in a consistent manner. We find well localized solutions in the posterior probability distribution functions for two of the three parameters of interest, namely the Alfven travel time and the transverse inhomogeneity length-scale. The obtained estimates for the Alfven travel time are consistent with previous inversion results, but the method enables us to additionally constrain the transverse inho...

  6. Bayesian phylogeography finds its roots.

    Directory of Open Access Journals (Sweden)

    Philippe Lemey

    2009-09-01

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

  7. Bayesian Unsupervised Learning of DNA Regulatory Binding Regions

    Directory of Open Access Journals (Sweden)

    Jukka Corander

    2009-01-01

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

  8. A Bayesian approach to estimating the prehepatic insulin secretion rate

    DEFF Research Database (Denmark)

    Andersen, Kim Emil; Højbjerre, Malene

    the time courses of insulin and C-peptide subsequently are used as known forcing functions. In this work we adopt a Bayesian graphical model to describe the unied model simultaneously. We develop a model that also accounts for both measurement error and process variability. The parameters are estimated...... by a Bayesian approach where efficient posterior sampling is made available through the use of Markov chain Monte Carlo methods. Hereby the ill-posed estimation problem inherited in the coupled differential equation model is regularized by the use of prior knowledge. The method is demonstrated on experimental...

  9. A Bayesian Nonparametric IRT Model

    OpenAIRE

    Karabatsos, George

    2015-01-01

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

  10. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2003-01-01

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

  11. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2010-01-01

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

  12. Infinite Factorial Unbounded-State Hidden Markov Model.

    Science.gov (United States)

    Valera, Isabel; Ruiz, Francisco J R; Perez-Cruz, Fernando

    2016-09-01

    There are many scenarios in artificial intelligence, signal processing or medicine, in which a temporal sequence consists of several unknown overlapping independent causes, and we are interested in accurately recovering those canonical causes. Factorial hidden Markov models (FHMMs) present the versatility to provide a good fit to these scenarios. However, in some scenarios, the number of causes or the number of states of the FHMM cannot be known or limited a priori. In this paper, we propose an infinite factorial unbounded-state hidden Markov model (IFUHMM), in which the number of parallel hidden Markovmodels (HMMs) and states in each HMM are potentially unbounded. We rely on a Bayesian nonparametric (BNP) prior over integer-valued matrices, in which the columns represent the Markov chains, the rows the time indexes, and the integers the state for each chain and time instant. First, we extend the existent infinite factorial binary-state HMM to allow for any number of states. Then, we modify this model to allow for an unbounded number of states and derive an MCMC-based inference algorithm that properly deals with the trade-off between the unbounded number of states and chains. We illustrate the performance of our proposed models in the power disaggregation problem. PMID:26571511

  13. Texture-preserving Bayesian image reconstruction for low-dose CT

    Science.gov (United States)

    Zhang, Hao; Han, Hao; Hu, Yifan; Liu, Yan; Ma, Jianhua; Li, Lihong; Moore, William; Liang, Zhengrong

    2016-03-01

    Markov random field (MRF) model has been widely used in Bayesian image reconstruction to reconstruct piecewise smooth images in the presence of noise, such as in low-dose X-ray computed tomography (LdCT). While it can preserve edge sharpness via edge-preserving potential function, its regional smoothing may sacrifice tissue image textures, which have been recognized as useful imaging biomarkers, and thus it compromises clinical tasks such as differentiating malignant vs. benign lesions, e.g., lung nodule or colon polyp. This study aims to shift the edge preserving regional noise smoothing paradigm to texture-preserving framework for LdCT image reconstruction while retaining the advantage of MRF's neighborhood system on edge preservation. Specifically, we adapted the MRF model to incorporate the image textures of lung, bone, fat, muscle, etc. from previous full-dose CT scan as a priori knowledge for texture-preserving Bayesian reconstruction of current LdCT images. To show the feasibility of proposed reconstruction framework, experiments using clinical patient scans (with lung nodule or colon polyp) were conducted. The experimental outcomes showed noticeable gain by the a priori knowledge for LdCT image reconstruction with the well-known Haralick texture measures. Thus, it is conjectured that texture-preserving LdCT reconstruction has advantages over edge-preserving regional smoothing paradigm for texture-specific clinical applications.

  14. A Bayesian framework to estimate diversification rates and their variation through time and space

    Directory of Open Access Journals (Sweden)

    Silvestro Daniele

    2011-10-01

    Full Text Available Abstract Background Patterns of species diversity are the result of speciation and extinction processes, and molecular phylogenetic data can provide valuable information to derive their variability through time and across clades. Bayesian Markov chain Monte Carlo methods offer a promising framework to incorporate phylogenetic uncertainty when estimating rates of diversification. Results We introduce a new approach to estimate diversification rates in a Bayesian framework over a distribution of trees under various constant and variable rate birth-death and pure-birth models, and test it on simulated phylogenies. Furthermore, speciation and extinction rates and their posterior credibility intervals can be estimated while accounting for non-random taxon sampling. The framework is particularly suitable for hypothesis testing using Bayes factors, as we demonstrate analyzing dated phylogenies of Chondrostoma (Cyprinidae and Lupinus (Fabaceae. In addition, we develop a model that extends the rate estimation to a meta-analysis framework in which different data sets are combined in a single analysis to detect general temporal and spatial trends in diversification. Conclusions Our approach provides a flexible framework for the estimation of diversification parameters and hypothesis testing while simultaneously accounting for uncertainties in the divergence times and incomplete taxon sampling.

  15. Methods for Bayesian power spectrum inference with galaxy surveys

    CERN Document Server

    Jasche, Jens

    2013-01-01

    We derive and implement a full Bayesian large scale structure inference method aiming at precision recovery of the cosmological power spectrum from galaxy redshift surveys. Our approach improves over previous Bayesian methods by performing a joint inference of the three dimensional density field, the cosmological power spectrum, luminosity dependent galaxy biases and corresponding normalizations. We account for all joint and correlated uncertainties between all inferred quantities. Classes of galaxies with different biases are treated as separate sub samples. The method therefore also allows the combined analysis of more than one galaxy survey. In particular, it solves the problem of inferring the power spectrum from galaxy surveys with non-trivial survey geometries by exploring the joint posterior distribution with efficient implementations of multiple block Markov chain and Hybrid Monte Carlo methods. Our Markov sampler achieves high statistical efficiency in low signal to noise regimes by using a determini...

  16. Markov Networks in Evolutionary Computation

    CERN Document Server

    Shakya, Siddhartha

    2012-01-01

    Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

  17. Bayesian Model Averaging in the Instrumental Variable Regression Model

    OpenAIRE

    Gary Koop; Robert Leon Gonzalez; Rodney Strachan

    2011-01-01

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

  18. Partial Order MCMC for Structure Discovery in Bayesian Networks

    CERN Document Server

    Niinimaki, Teppo; Koivisto, Mikko

    2012-01-01

    We present a new Markov chain Monte Carlo method for estimating posterior probabilities of structural features in Bayesian networks. The method draws samples from the posterior distribution of partial orders on the nodes; for each sampled partial order, the conditional probabilities of interest are computed exactly. We give both analytical and empirical results that suggest the superiority of the new method compared to previous methods, which sample either directed acyclic graphs or linear orders on the nodes.

  19. A full bayesian approach for boolean genetic network inference.

    Directory of Open Access Journals (Sweden)

    Shengtong Han

    Full Text Available Boolean networks are a simple but efficient model for describing gene regulatory systems. A number of algorithms have been proposed to infer Boolean networks. However, these methods do not take full consideration of the effects of noise and model uncertainty. In this paper, we propose a full Bayesian approach to infer Boolean genetic networks. Markov chain Monte Carlo algorithms are used to obtain the posterior samples of both the network structure and the related parameters. In addition to regular link addition and removal moves, which can guarantee the irreducibility of the Markov chain for traversing the whole network space, carefully constructed mixture proposals are used to improve the Markov chain Monte Carlo convergence. Both simulations and a real application on cell-cycle data show that our method is more powerful than existing methods for the inference of both the topology and logic relations of the Boolean network from observed data.

  20. Temporal relation between the ADC and DC potential responses to transient focal ischemia in the rat: a Markov chain Monte Carlo simulation analysis.

    Science.gov (United States)

    King, Martin D; Crowder, Martin J; Hand, David J; Harris, Neil G; Williams, Stephen R; Obrenovitch, Tihomir P; Gadian, David G

    2003-06-01

    Markov chain Monte Carlo simulation was used in a reanalysis of the longitudinal data obtained by Harris et al. (J Cereb Blood Flow Metab 20:28-36) in a study of the direct current (DC) potential and apparent diffusion coefficient (ADC) responses to focal ischemia. The main purpose was to provide a formal analysis of the temporal relationship between the ADC and DC responses, to explore the possible involvement of a common latent (driving) process. A Bayesian nonlinear hierarchical random coefficients model was adopted. DC and ADC transition parameter posterior probability distributions were generated using three parallel Markov chains created using the Metropolis algorithm. Particular attention was paid to the within-subject differences between the DC and ADC time course characteristics. The results show that the DC response is biphasic, whereas the ADC exhibits monophasic behavior, and that the two DC components are each distinguishable from the ADC response in their time dependencies. The DC and ADC changes are not, therefore, driven by a common latent process. This work demonstrates a general analytical approach to the multivariate, longitudinal data-processing problem that commonly arises in stroke and other biomedical research. PMID:12796716

  1. The role of induction and adjuvant chemotherapy in combination with concurrent chemoradiotherapy for nasopharyngeal cancer: a Bayesian network meta-analysis of published randomized controlled trials

    Directory of Open Access Journals (Sweden)

    Yu HL

    2016-01-01

    Full Text Available Hongliang Yu,1,* Dayong Gu,1,* Xia He,1 Xianshu Gao,2 Xiuhua Bian1 1Department of Radiation Oncology, Jiangsu Cancer Hospital affiliated with Nanjing Medical University, Nanjing, 2Department of Radiation Oncology, Peking University First Hospital, Peking University, Beijing, People’s Republic of China *These authors contributed equally to this work Abstract: Whether the addition of induction chemotherapy (IC or adjuvant chemotherapy (AC to concurrent chemoradiotherapy (CCRT is superior to CCRT alone for locally advanced nasopharyngeal cancer is unknown. A Bayesian network meta-analysis was performed to investigate the efficacy of CCRT, IC + CCRT, and CCRT + AC on locally advanced nasopharyngeal cancer. The overall survival (OS with hazard ratios (HRs and locoregional recurrence rates (LRRs and distant metastasis rates (DMRs with risk ratios (RRs were investigated. After a comprehensive database search, eleven studies involving 2,626 assigned patients were included in this network meta-analysis. Compared with CCRT alone, IC + CCRT resulted in no significant improvement in OS or LRR and a marginal improvement in DMR (OS: HR =0.67, 95% credible interval (CrI 0.32–1.18; LRR: RR =1.79, 95% CrI 0.80–3.51; DMR: RR =1.79, 95% CrI 0.24–1.04 and CCRT + AC exhibited no beneficial effects on any of the endpoints of OS, LRR, or DMR (OS: HR =0.99, 95% CrI 0.64–1.43; LRR: RR =0.78, 95% CrI 0.43–1.32; DMR: RR =0.85, 95% CrI 0.57–1.24. As a conclusion, for locally advanced nasopharyngeal cancer, no significant differences in the treatment efficacies of CCRT, IC + CCRT, and CCRT + AC were found, with the exception of a marginally significant improvement in distant control observed following IC + CCRT compared with CCRT alone. Keywords: concurrent chemotherapy, induction chemotherapy, adjuvant chemotherapy, radiotherapy, nasopharyngeal cancer, network meta-analysis

  2. Bayesian Mediation Analysis

    OpenAIRE

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  3. Laser-based detection and tracking moving objects using data-driven Markov chain Monte Carlo

    OpenAIRE

    Vu, Trung-Dung; Aycard, Olivier

    2009-01-01

    We present a method of simultaneous detection and tracking moving objects from a moving vehicle equipped with a single layer laser scanner. A model-based approach is introduced to interpret the laser measurement sequence by hypotheses of moving object trajectories over a sliding window of time. Knowledge of various aspects including object model, measurement model, motion model are integrated in one theoretically sound Bayesian framework. The data-driven Markov chain Monte Carlo (DDMCMC) tech...

  4. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  5. Markov chains and mixing times

    CERN Document Server

    Levin, David A; Wilmer, Elizabeth L

    2009-01-01

    This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r

  6. A Markov-binomial distribution

    OpenAIRE

    Santos, J.; S. Van Gulck; OMEY, E.

    2007-01-01

    Let ${X_{i},igeq 1}$ denote a sequence of $left{ 0,1 ight} $%-variables and suppose that the sequence forms a {sc Markov} Chain. In the paperwe study the number of successes $S_{n}=X_{1}+X_{2}+cdots+X_{n}$ and we studythe number of experiments $Y(r)$ up to the $r$-$th$ success. In the i.i.d.case $S_{n}$ has a binomial distribution and $Y(r)$ has a negative binomialdistribution and the asymptotic behaviour is well known. In the more general{sc Markov} chain case, we prove a central limit theor...

  7. Adaptive Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rasmussen, Tage

    1996-01-01

    Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding.......Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

  8. Bayesian networks as a tool for epidemiological systems analysis

    OpenAIRE

    Lewis, F.I.

    2012-01-01

    Bayesian network analysis is a form of probabilistic modeling which derives from empirical data a directed acyclic graph (DAG) describing the dependency structure between random variables. Bayesian networks are increasingly finding application in areas such as computational and systems biology, and more recently in epidemiological analyses. The key distinction between standard empirical modeling approaches, such as generalised linear modeling, and Bayesian network analyses is that the latter ...

  9. Grey Markov chain and its application in drift prediction model of FOGs

    Institute of Scientific and Technical Information of China (English)

    Fan Chunling; Jin Zhihua; Tian Weifeng; Qian Feng

    2005-01-01

    A novel grey Markov chain predictive model is discussed to reduce drift influence on the output of fiber optical gyroscopes (FOGs) and to improve FOGs' measurement precision. The proposed method possesses advantages of grey model and Markov chain. It makes good use of dynamic modeling idea of the grey model to predict general trend of original data. Then according to the trend, states are divided so that it can overcome the disadvantage of high computational cost of state transition probability matrix in Markov chain. Moreover, the presented approach expands the applied scope of the grey model and makes it be fit for prediction of random data with bigger fluctuation. The numerical results of real drift data from a certain type FOG verify the effectiveness of the proposed grey Markov chain model powerfully. The Markov chain is also investigated to provide a comparison with the grey Markov chain model. It is shown that the hybrid grey Markov chain prediction model has higher modeling precision than Markov chain itself, which prove this proposed method is very applicable and effective.

  10. Bayesian Games with Intentions

    OpenAIRE

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

    2016-01-01

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

  11. Markov Property of the Solution of the Stochastic Generalized Equations

    Directory of Open Access Journals (Sweden)

    Khaldi Khaled

    2007-01-01

    Full Text Available Some models of probabilities are described by generalized stochastic equations. These models (like that prediction lead to the resolution of boundary problems for random distributions (generalized equations. We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on the frontier Γ = ∂S in order to define for the corresponding boundary conditions. The resolutions of boundary problems for random distributions lead to the Markov property for the solution of these equations.

  12. The impact of spatial scales and spatial smoothing on the outcome of bayesian spatial model.

    Directory of Open Access Journals (Sweden)

    Su Yun Kang

    Full Text Available Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease, we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matérn correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.

  13. Annotations of two examples about Markov process

    OpenAIRE

    TANG, RONG

    2013-01-01

    In this paper, we discuss an incorrect example that a Markov process does not satisfy strong Markov property, and analyzes the reason of mistake. In the end, we point out it is not reasonable to define strong Markov property by using transition probability functions since transition probability functions might not be one and only.

  14. Consistency and Refinement for Interval Markov Chains

    DEFF Research Database (Denmark)

    Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel;

    2012-01-01

    Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval const...

  15. Binary hidden Markov models and varieties

    CERN Document Server

    Critch, Andrew J

    2012-01-01

    The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly non-linear statistical models, and just as linear models are amenable to linear algebraic techniques, non-linear models are amenable to commutative algebra and algebraic geometry. This paper examines closely those HMMs in which all the random variables, called nodes, are binary. Its main contributions are (1) minimal defining equations for the 4-node model, comprising 21 quadrics and 29 cubics, which were computed using Gr\\"obner bases in the cumulant coordinates of Sturmfels and Zwiernik, and (2) a birational parametrization for every binary HMM, with an explicit inverse for recovering the hidden parameters in terms of observables. The new model parameters in (2) are hence rationally identifiable in the sense of Sullivant, Garcia-Puente, and Spielvogel, and each model's Zar...

  16. Relative survival multistate Markov model.

    Science.gov (United States)

    Huszti, Ella; Abrahamowicz, Michal; Alioum, Ahmadou; Binquet, Christine; Quantin, Catherine

    2012-02-10

    Prognostic studies often have to deal with two important challenges: (i) separating effects of predictions on different 'competing' events and (ii) uncertainty about cause of death. Multistate Markov models permit multivariable analyses of competing risks of, for example, mortality versus disease recurrence. On the other hand, relative survival methods help estimate disease-specific mortality risks even in the absence of data on causes of death. In this paper, we propose a new Markov relative survival (MRS) model that attempts to combine these two methodologies. Our MRS model extends the existing multistate Markov piecewise constant intensities model to relative survival modeling. The intensity of transitions leading to death in the MRS model is modeled as the sum of an estimable excess hazard of mortality from the disease of interest and an 'offset' defined as the expected hazard of all-cause 'natural' mortality obtained from relevant life-tables. We evaluate the new MRS model through simulations, with a design based on registry-based prognostic studies of colon cancer. Simulation results show almost unbiased estimates of prognostic factor effects for the MRS model. We also applied the new MRS model to reassess the role of prognostic factors for mortality in a study of colorectal cancer. The MRS model considerably reduces the bias observed with the conventional Markov model that does not permit accounting for unknown causes of death, especially if the 'true' effects of a prognostic factor on the two types of mortality differ substantially.

  17. Maximizing entropy over Markov processes

    DEFF Research Database (Denmark)

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

    2014-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity computat...

  18. Bayesian Graphical Models

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Nielsen, Thomas Dyhre

    2016-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Monica Fabiana Bento Moreira

    2015-09-01

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

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

    DEFF Research Database (Denmark)

    Dalgaard, Jens; Pena, Jose; Kocka, Tomas

    2004-01-01

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

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

    DEFF Research Database (Denmark)

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

    2010-01-01

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

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

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge

    2002-01-01

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

  3. Computational statistics using the Bayesian Inference Engine

    Science.gov (United States)

    Weinberg, Martin D.

    2013-09-01

    This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimized software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organize and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasizes hybrid tempered Markov chain Monte Carlo schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE implements a full persistence or serialization system that stores the full byte-level image of the running inference and previously characterized posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU General Public License.

  4. Bayesian Inference and Online Learning in Poisson Neuronal Networks.

    Science.gov (United States)

    Huang, Yanping; Rao, Rajesh P N

    2016-08-01

    Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.

  5. Inferring animal densities from tracking data using Markov chains.

    Directory of Open Access Journals (Sweden)

    Hal Whitehead

    Full Text Available The distributions and relative densities of species are keys to ecology. Large amounts of tracking data are being collected on a wide variety of animal species using several methods, especially electronic tags that record location. These tracking data are effectively used for many purposes, but generally provide biased measures of distribution, because the starts of the tracks are not randomly distributed among the locations used by the animals. We introduce a simple Markov-chain method that produces unbiased measures of relative density from tracking data. The density estimates can be over a geographical grid, and/or relative to environmental measures. The method assumes that the tracked animals are a random subset of the population in respect to how they move through the habitat cells, and that the movements of the animals among the habitat cells form a time-homogenous Markov chain. We illustrate the method using simulated data as well as real data on the movements of sperm whales. The simulations illustrate the bias introduced when the initial tracking locations are not randomly distributed, as well as the lack of bias when the Markov method is used. We believe that this method will be important in giving unbiased estimates of density from the growing corpus of animal tracking data.

  6. Markov chain aggregation for agent-based models

    CERN Document Server

    Banisch, Sven

    2016-01-01

    This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the upd...

  7. Doing bayesian data analysis a tutorial with R and BUGS

    CERN Document Server

    Kruschke, John K

    2011-01-01

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

  8. The bugs book a practical introduction to Bayesian analysis

    CERN Document Server

    Lunn, David; Best, Nicky; Thomas, Andrew; Spiegelhalter, David

    2012-01-01

    Introduction: Probability and ParametersProbabilityProbability distributionsCalculating properties of probability distributionsMonte Carlo integrationMonte Carlo Simulations Using BUGSIntroduction to BUGSDoodleBUGSUsing BUGS to simulate from distributionsTransformations of random variablesComplex calculations using Monte CarloMultivariate Monte Carlo analysisPredictions with unknown parametersIntroduction to Bayesian InferenceBayesian learningPosterior predictive distributionsConjugate Bayesian inferenceInference about a discrete parameterCombinations of conjugate analysesBayesian and classica

  9. Learning Bayesian Networks from Correlated Data

    Science.gov (United States)

    Bae, Harold; Monti, Stefano; Montano, Monty; Steinberg, Martin H.; Perls, Thomas T.; Sebastiani, Paola

    2016-05-01

    Bayesian networks are probabilistic models that represent complex distributions in a modular way and have become very popular in many fields. There are many methods to build Bayesian networks from a random sample of independent and identically distributed observations. However, many observational studies are designed using some form of clustered sampling that introduces correlations between observations within the same cluster and ignoring this correlation typically inflates the rate of false positive associations. We describe a novel parameterization of Bayesian networks that uses random effects to model the correlation within sample units and can be used for structure and parameter learning from correlated data without inflating the Type I error rate. We compare different learning metrics using simulations and illustrate the method in two real examples: an analysis of genetic and non-genetic factors associated with human longevity from a family-based study, and an example of risk factors for complications of sickle cell anemia from a longitudinal study with repeated measures.

  10. A spatio-temporal nonparametric Bayesian variable selection model of fMRI data for clustering correlated time courses.

    Science.gov (United States)

    Zhang, Linlin; Guindani, Michele; Versace, Francesco; Vannucci, Marina

    2014-07-15

    In this paper we present a novel wavelet-based Bayesian nonparametric regression model for the analysis of functional magnetic resonance imaging (fMRI) data. Our goal is to provide a joint analytical framework that allows to detect regions of the brain which exhibit neuronal activity in response to a stimulus and, simultaneously, infer the association, or clustering, of spatially remote voxels that exhibit fMRI time series with similar characteristics. We start by modeling the data with a hemodynamic response function (HRF) with a voxel-dependent shape parameter. We detect regions of the brain activated in response to a given stimulus by using mixture priors with a spike at zero on the coefficients of the regression model. We account for the complex spatial correlation structure of the brain by using a Markov random field (MRF) prior on the parameters guiding the selection of the activated voxels, therefore capturing correlation among nearby voxels. In order to infer association of the voxel time courses, we assume correlated errors, in particular long memory, and exploit the whitening properties of discrete wavelet transforms. Furthermore, we achieve clustering of the voxels by imposing a Dirichlet process (DP) prior on the parameters of the long memory process. For inference, we use Markov Chain Monte Carlo (MCMC) sampling techniques that combine Metropolis-Hastings schemes employed in Bayesian variable selection with sampling algorithms for nonparametric DP models. We explore the performance of the proposed model on simulated data, with both block- and event-related design, and on real fMRI data. PMID:24650600

  11. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay

    2014-01-01

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

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

    Science.gov (United States)

    Mahler, Ronald P. S.

    2004-08-01

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

  13. Cadenes de Markov i aplicacions

    OpenAIRE

    Romero Lozano, Daniel

    2015-01-01

    La importància de les cadenes de Markov vénen donades pel fet que hi ha gran nombre de fenòmens físics, biològics, econòmics i socials que poden modelar-se d'aquesta manera, almenys com a models simplificats per molts d'ells, a partir d'una teoria ben desenvolupada que permet fer càlculs i analitzar els fenòmens. Estudiarem els elements bàsics en teoria i veurem aplicacions en models pràctics. Demostrarem alguns dels teoremes i propietats de les cadenes de Markov a temps discret i introduirem...

  14. State Information in Bayesian Games

    CERN Document Server

    Cuff, Paul

    2009-01-01

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

  15. Markov Chain Ontology Analysis (MCOA

    Directory of Open Access Journals (Sweden)

    Frost H

    2012-02-01

    Full Text Available Abstract Background Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. Results In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO, the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. Conclusion A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing

  16. On local optima in learning bayesian networks

    DEFF Research Database (Denmark)

    Dalgaard, Jens; Kocka, Tomas; Pena, Jose

    2003-01-01

    This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness...

  17. Markov processes characterization and convergence

    CERN Document Server

    Ethier, Stewart N

    2009-01-01

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...

  18. The Hierarchical Dirichlet Process Hidden Semi-Markov Model

    CERN Document Server

    Johnson, Matthew J

    2012-01-01

    There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi- Markovianity, which has been developed in the parametric setting to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicitduration HDP-HSMM and develop posterior sampling algorithms for efficient inference in both the direct-assignment and weak-limit approximation settings. We demonstrate the utility of the model and our inference methods on synthetic data as well as experiments on a speaker diarization problem and an example of learning the patterns in Morse code.

  19. Parameter estimation in deformable models using Markov chain Monte Carlo

    Science.gov (United States)

    Chalana, Vikram; Haynor, David R.; Sampson, Paul D.; Kim, Yongmin

    1997-04-01

    Deformable models have gained much popularity recently for many applications in medical imaging, such as image segmentation, image reconstruction, and image registration. Such models are very powerful because various kinds of information can be integrated together in an elegant statistical framework. Each such piece of information is typically associated with a user-defined parameter. The values of these parameters can have a significant effect on the results generated using these models. Despite the popularity of deformable models for various applications, not much attention has been paid to the estimation of these parameters. In this paper we describe systematic methods for the automatic estimation of these deformable model parameters. These methods are derived by posing the deformable models as a Bayesian inference problem. Our parameter estimation methods use Markov chain Monte Carlo methods for generating samples from highly complex probability distributions.

  20. Understanding Computational Bayesian Statistics

    CERN Document Server

    Bolstad, William M

    2011-01-01

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

  1. Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions.

    Science.gov (United States)

    Roy, Vivekananda; Evangelou, Evangelos; Zhu, Zhengyuan

    2016-03-01

    Spatial generalized linear mixed models (SGLMMs) are popular models for spatial data with a non-Gaussian response. Binomial SGLMMs with logit or probit link functions are often used to model spatially dependent binomial random variables. It is known that for independent binomial data, the robit regression model provides a more robust (against extreme observations) alternative to the more popular logistic and probit models. In this article, we introduce a Bayesian spatial robit model for spatially dependent binomial data. Since constructing a meaningful prior on the link function parameter as well as the spatial correlation parameters in SGLMMs is difficult, we propose an empirical Bayes (EB) approach for the estimation of these parameters as well as for the prediction of the random effects. The EB methodology is implemented by efficient importance sampling methods based on Markov chain Monte Carlo (MCMC) algorithms. Our simulation study shows that the robit model is robust against model misspecification, and our EB method results in estimates with less bias than full Bayesian (FB) analysis. The methodology is applied to a Celastrus Orbiculatus data, and a Rhizoctonia root data. For the former, which is known to contain outlying observations, the robit model is shown to do better for predicting the spatial distribution of an invasive species. For the latter, our approach is doing as well as the classical models for predicting the disease severity for a root disease, as the probit link is shown to be appropriate. Though this article is written for Binomial SGLMMs for brevity, the EB methodology is more general and can be applied to other types of SGLMMs. In the accompanying R package geoBayes, implementations for other SGLMMs such as Poisson and Gamma SGLMMs are provided.

  2. Diagnostic accuracy and utility of coronary CT angiography with consideration of unevaluable results: A systematic review and multivariate Bayesian random-effects meta-analysis with intention to diagnose

    Energy Technology Data Exchange (ETDEWEB)

    Menke, Jan [University Medical Center Goettingen, Institute for Diagnostic and Interventional Radiology, Goettingen (Germany); Kowalski, Joerg [Dr. Lauterbach-Klinik, Department of Cardiology, Bad Liebenstein (Germany)

    2016-02-15

    To meta-analyze diagnostic accuracy, test yield and utility of coronary computed tomography angiography (CCTA) in coronary artery disease (CAD) by an intention-to-diagnose approach with inclusion of unevaluable results. Four databases were searched from 1/2005 to 3/2013 for prospective studies that used 16-320-row or dual-source CTs and provided 3 x 2 patient-level data of CCTA (positive, negative, or unevaluable) versus catheter angiography (positive or negative) for diagnosing ≥50 % coronary stenoses. A Bayesian multivariate 3 x 2 random-effects meta-analysis considered unevaluable CCTAs. Thirty studies (3422 patients) were included. Compared to 16-40 row CT, test yield and accuracy of CCTA has significantly increased with ≥64-row CT (P < 0.05). In ≥64-row CT, about 2.5 % (95 %-CI, 0.9-4.8 %) of diseased patients and 7.5 % (4.5-11.2 %) of non-diseased patients had unevaluable CCTAs. A positive likelihood ratio of 8.9 (6.1-13.5) indicated moderate suitability for identifying CAD. A negative likelihood ratio of 0.022 (0.01-0.04) indicated excellent suitability for excluding CAD. Unevaluable CCTAs had an equivocal likelihood ratio of 0.42 (0.22-0.71). In the utility analysis, CCTA was useful at intermediate pre-test probabilities (16-70 %). CCTA is useful at intermediate CAD pre-test probabilities. Positive CCTAs require verification to confirm CAD, unevaluable CCTAs require alternative diagnostics, and negative CCTAs exclude obstructive CAD with high certainty. (orig.)

  3. Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

    Science.gov (United States)

    Palacios, Julia A; Minin, Vladimir N

    2013-03-01

    Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method.

  4. Weighted multirate q-Markov Cover identification using PRBS – an application to engine systems

    Directory of Open Access Journals (Sweden)

    Zhu G. George

    2000-01-01

    Full Text Available The q-Markov COVariance Equivalent Realization (q-Markov Cover method for identification uses either pulse, white noise or PRBS (Pseudo-Random Binary Signal as test excitation. This paper extended the q-Markov Cover using PRBS to the weighted multirate case, that is, the sample rate of the PRBS signal is different from the system output one. Then, the multirate PRBS q-Markov Cover is applied to identify a diesel engine model from the fuel command input to the engine speed output. The identified engine model has order of two and approximates the pure fuel system time delay using a first-order transfer function with a non-minimum phase numerator. Finally, the identified engine model was successfully used for designing engine idle speed governor and obtained satisfactory performance in the first try.

  5. High-order hidden Markov model for piecewise linear processes and applications to speech recognition.

    Science.gov (United States)

    Lee, Lee-Min; Jean, Fu-Rong

    2016-08-01

    The hidden Markov models have been widely applied to systems with sequential data. However, the conditional independence of the state outputs will limit the output of a hidden Markov model to be a piecewise constant random sequence, which is not a good approximation for many real processes. In this paper, a high-order hidden Markov model for piecewise linear processes is proposed to better approximate the behavior of a real process. A parameter estimation method based on the expectation-maximization algorithm was derived for the proposed model. Experiments on speech recognition of noisy Mandarin digits were conducted to examine the effectiveness of the proposed method. Experimental results show that the proposed method can reduce the recognition error rate compared to a baseline hidden Markov model. PMID:27586781

  6. Constructing 1/ωα noise from reversible Markov chains

    Science.gov (United States)

    Erland, Sveinung; Greenwood, Priscilla E.

    2007-09-01

    This paper gives sufficient conditions for the output of 1/ωα noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/ωα condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/ω noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/ωα noise which also has a long memory.

  7. Criterion of Semi-Markov Dependent Risk Model

    Institute of Scientific and Technical Information of China (English)

    Xiao Yun MO; Xiang Qun YANG

    2014-01-01

    A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.

  8. Markov and semi-Markov processes as a failure rate

    Science.gov (United States)

    Grabski, Franciszek

    2016-06-01

    In this paper the reliability function is defined by the stochastic failure rate process with a non negative and right continuous trajectories. Equations for the conditional reliability functions of an object, under assumption that the failure rate is a semi-Markov process with an at most countable state space are derived. A proper theorem is presented. The linear systems of equations for the appropriate Laplace transforms allow to find the reliability functions for the alternating, the Poisson and the Furry-Yule failure rate processes.

  9. Spectral methods for quantum Markov chains

    International Nuclear Information System (INIS)

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  10. Markov process functionals in finance and insurance

    Institute of Scientific and Technical Information of China (English)

    GENG Xian-min; LI Liang

    2009-01-01

    The Maxkov property of Maxkov process functionals which axe frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Maxkov property of some important Markov process functionals axe presented, the following conclusions are obtained: the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent incre-ments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Maxkov process being still a Maxkov process are given.

  11. On Fuzzy Bayesian Inference

    OpenAIRE

    Frühwirth-Schnatter, Sylvia

    1990-01-01

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

  12. Bayesian Mediation Analysis

    Science.gov (United States)

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  13. A Hidden Markov Approach to Modeling Interevent Earthquake Times

    Science.gov (United States)

    Chambers, D.; Ebel, J. E.; Kafka, A. L.; Baglivo, J.

    2003-12-01

    A hidden Markov process, in which the interevent time distribution is a mixture of exponential distributions with different rates, is explored as a model for seismicity that does not follow a Poisson process. In a general hidden Markov model, one assumes that a system can be in any of a finite number k of states and there is a random variable of interest whose distribution depends on the state in which the system resides. The system moves probabilistically among the states according to a Markov chain; that is, given the history of visited states up to the present, the conditional probability that the next state is a specified one depends only on the present state. Thus the transition probabilities are specified by a k by k stochastic matrix. Furthermore, it is assumed that the actual states are unobserved (hidden) and that only the values of the random variable are seen. From these values, one wishes to estimate the sequence of states, the transition probability matrix, and any parameters used in the state-specific distributions. The hidden Markov process was applied to a data set of 110 interevent times for earthquakes in New England from 1975 to 2000. Using the Baum-Welch method (Baum et al., Ann. Math. Statist. 41, 164-171), we estimate the transition probabilities, find the most likely sequence of states, and estimate the k means of the exponential distributions. Using k=2 states, we found the data were fit well by a mixture of two exponential distributions, with means of approximately 5 days and 95 days. The steady state model indicates that after approximately one fourth of the earthquakes, the waiting time until the next event had the first exponential distribution and three fourths of the time it had the second. Three and four state models were also fit to the data; the data were inconsistent with a three state model but were well fit by a four state model.

  14. Apples and oranges: avoiding different priors in Bayesian DNA sequence analysis

    Directory of Open Access Journals (Sweden)

    Posch Stefan

    2010-03-01

    Full Text Available Abstract Background One of the challenges of bioinformatics remains the recognition of short signal sequences in genomic DNA such as donor or acceptor splice sites, splicing enhancers or silencers, translation initiation sites, transcription start sites, transcription factor binding sites, nucleosome binding sites, miRNA binding sites, or insulator binding sites. During the last decade, a wealth of algorithms for the recognition of such DNA sequences has been developed and compared with the goal of improving their performance and to deepen our understanding of the underlying cellular processes. Most of these algorithms are based on statistical models belonging to the family of Markov random fields such as position weight matrix models, weight array matrix models, Markov models of higher order, or moral Bayesian networks. While in many comparative studies different learning principles or different statistical models have been compared, the influence of choosing different prior distributions for the model parameters when using different learning principles has been overlooked, and possibly lead to questionable conclusions. Results With the goal of allowing direct comparisons of different learning principles for models from the family of Markov random fields based on the same a-priori information, we derive a generalization of the commonly-used product-Dirichlet prior. We find that the derived prior behaves like a Gaussian prior close to the maximum and like a Laplace prior in the far tails. In two case studies, we illustrate the utility of the derived prior for a direct comparison of different learning principles with different models for the recognition of binding sites of the transcription factor Sp1 and human donor splice sites. Conclusions We find that comparisons of different learning principles using the same a-priori information can lead to conclusions different from those of previous studies in which the effect resulting from different

  15. Bayesian analysis of zero inflated spatiotemporal HIV/TB child mortality data through the INLA and SPDE approaches: Applied to data observed between 1992 and 2010 in rural North East South Africa

    Science.gov (United States)

    Musenge, Eustasius; Chirwa, Tobias Freeman; Kahn, Kathleen; Vounatsou, Penelope

    2013-06-01

    Longitudinal mortality data with few deaths usually have problems of zero-inflation. This paper presents and applies two Bayesian models which cater for zero-inflation, spatial and temporal random effects. To reduce the computational burden experienced when a large number of geo-locations are treated as a Gaussian field (GF) we transformed the field to a Gaussian Markov Random Fields (GMRF) by triangulation. We then modelled the spatial random effects using the Stochastic Partial Differential Equations (SPDEs). Inference was done using a computationally efficient alternative to Markov chain Monte Carlo (MCMC) called Integrated Nested Laplace Approximation (INLA) suited for GMRF. The models were applied to data from 71,057 children aged 0 to under 10 years from rural north-east South Africa living in 15,703 households over the years 1992-2010. We found protective effects on HIV/TB mortality due to greater birth weight, older age and more antenatal clinic visits during pregnancy (adjusted RR (95% CI)): 0.73(0.53;0.99), 0.18(0.14;0.22) and 0.96(0.94;0.97) respectively. Therefore childhood HIV/TB mortality could be reduced if mothers are better catered for during pregnancy as this can reduce mother-to-child transmissions and contribute to improved birth weights. The INLA and SPDE approaches are computationally good alternatives in modelling large multilevel spatiotemporal GMRF data structures.

  16. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

    CERN Document Server

    Barbu, Vlad

    2008-01-01

    Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

  17. Schmidt games and Markov partitions

    International Nuclear Information System (INIS)

    Let T be a C2-expanding self-map of a compact, connected, C∞, Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x0 in M, the set of points whose forward orbit closures miss x0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions

  18. Likelihood free inference for Markov processes: a comparison.

    Science.gov (United States)

    Owen, Jamie; Wilkinson, Darren J; Gillespie, Colin S

    2015-04-01

    Approaches to Bayesian inference for problems with intractable likelihoods have become increasingly important in recent years. Approximate Bayesian computation (ABC) and "likelihood free" Markov chain Monte Carlo techniques are popular methods for tackling inference in these scenarios but such techniques are computationally expensive. In this paper we compare the two approaches to inference, with a particular focus on parameter inference for stochastic kinetic models, widely used in systems biology. Discrete time transition kernels for models of this type are intractable for all but the most trivial systems yet forward simulation is usually straightforward. We discuss the relative merits and drawbacks of each approach whilst considering the computational cost implications and efficiency of these techniques. In order to explore the properties of each approach we examine a range of observation regimes using two example models. We use a Lotka-Volterra predator-prey model to explore the impact of full or partial species observations using various time course observations under the assumption of known and unknown measurement error. Further investigation into the impact of observation error is then made using a Schlögl system, a test case which exhibits bi-modal state stability in some regions of parameter space. PMID:25720092

  19. THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.

  20. The Equivalence Forms of Random Kolmogorov Forward (Backward) Equations

    Institute of Scientific and Technical Information of China (English)

    HU Di-he; HU Xiao-yu

    2005-01-01

    The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservative q-process in random environment satisfies random Kolmogrov backward equation.

  1. Entropy Rate for Hidden Markov Chains with rare transitions

    OpenAIRE

    Peres, Yuval; Quas, Anthony

    2010-01-01

    We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.

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

    KAUST Repository

    Wu, Mingqi

    2009-10-26

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

  3. 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

  4. Fast MCMC sampling for hidden markov models to determine copy number variations

    Directory of Open Access Journals (Sweden)

    Mahmud Md Pavel

    2011-11-01

    Full Text Available Abstract Background Hidden Markov Models (HMM are often used for analyzing Comparative Genomic Hybridization (CGH data to identify chromosomal aberrations or copy number variations by segmenting observation sequences. For efficiency reasons the parameters of a HMM are often estimated with maximum likelihood and a segmentation is obtained with the Viterbi algorithm. This introduces considerable uncertainty in the segmentation, which can be avoided with Bayesian approaches integrating out parameters using Markov Chain Monte Carlo (MCMC sampling. While the advantages of Bayesian approaches have been clearly demonstrated, the likelihood based approaches are still preferred in practice for their lower running times; datasets coming from high-density arrays and next generation sequencing amplify these problems. Results We propose an approximate sampling technique, inspired by compression of discrete sequences in HMM computations and by kd-trees to leverage spatial relations between data points in typical data sets, to speed up the MCMC sampling. Conclusions We test our approximate sampling method on simulated and biological ArrayCGH datasets and high-density SNP arrays, and demonstrate a speed-up of 10 to 60 respectively 90 while achieving competitive results with the state-of-the art Bayesian approaches. Availability: An implementation of our method will be made available as part of the open source GHMM library from http://ghmm.org.

  5. Estimating hidden semi-Markov chains from discrete sequences.

    OpenAIRE

    Guédon, Yann

    2003-01-01

    International audience This article addresses the estimation of hidden semi-Markov chains from nonstationary discrete sequences. Hidden semi-Markov chains are particularly useful to model the succession of homogeneous zones or segments along sequences. A discrete hidden semi-Markov chain is composed of a nonobservable state process, which is a semi-Markov chain, and a discrete output process. Hidden semi-Markov chains generalize hidden Markov chains and enable the modeling of various durat...

  6. An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

    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

  7. Detection of copy number variation from array intensity and sequencing read depth using a stepwise Bayesian model

    Directory of Open Access Journals (Sweden)

    Gerstein Mark B

    2010-10-01

    Full Text Available Abstract Background Copy number variants (CNVs have been demonstrated to occur at a high frequency and are now widely believed to make a significant contribution to the phenotypic variation in human populations. Array-based comparative genomic hybridization (array-CGH and newly developed read-depth approach through ultrahigh throughput genomic sequencing both provide rapid, robust, and comprehensive methods to identify CNVs on a whole-genome scale. Results We developed a Bayesian statistical analysis algorithm for the detection of CNVs from both types of genomic data. The algorithm can analyze such data obtained from PCR-based bacterial artificial chromosome arrays, high-density oligonucleotide arrays, and more recently developed high-throughput DNA sequencing. Treating parameters--e.g., the number of CNVs, the position of each CNV, and the data noise level--that define the underlying data generating process as random variables, our approach derives the posterior distribution of the genomic CNV structure given the observed data. Sampling from the posterior distribution using a Markov chain Monte Carlo method, we get not only best estimates for these unknown parameters but also Bayesian credible intervals for the estimates. We illustrate the characteristics of our algorithm by applying it to both synthetic and experimental data sets in comparison to other segmentation algorithms. Conclusions In particular, the synthetic data comparison shows that our method is more sensitive than other approaches at low false positive rates. Furthermore, given its Bayesian origin, our method can also be seen as a technique to refine CNVs identified by fast point-estimate methods and also as a framework to integrate array-CGH and sequencing data with other CNV-related biological knowledge, all through informative priors.

  8. Generators of quantum Markov semigroups

    Science.gov (United States)

    Androulakis, George; Ziemke, Matthew

    2015-08-01

    Quantum Markov Semigroups (QMSs) originally arose in the study of the evolutions of irreversible open quantum systems. Mathematically, they are a generalization of classical Markov semigroups where the underlying function space is replaced by a non-commutative operator algebra. In the case when the QMS is uniformly continuous, theorems due to the works of Lindblad [Commun. Math. Phys. 48, 119-130 (1976)], Stinespring [Proc. Am. Math. Soc. 6, 211-216 (1955)], and Kraus [Ann. Phys. 64, 311-335 (1970)] imply that the generator of the semigroup has the form L ( A ) = ∑ n = 1 ∞ Vn ∗ A V n + G A + A G ∗ , where Vn and G are elements of the underlying operator algebra. In the present paper, we investigate the form of the generators of QMSs which are not necessarily uniformly continuous and act on the bounded operators of a Hilbert space. We prove that the generators of such semigroups have forms that reflect the results of Lindblad and Stinespring. We also make some progress towards forms reflecting Kraus' result. Finally, we look at several examples to clarify our findings and verify that some of the unbounded operators we are using have dense domains.

  9. Modelling and analysis of Markov reward automata

    NARCIS (Netherlands)

    Guck, Dennis; Timmer, Mark; Hatefi, Hassan; Ruijters, Enno; Stoelinga, Mariëlle

    2014-01-01

    Costs and rewards are important ingredients for many types of systems, modelling critical aspects like energy consumption, task completion, repair costs, and memory usage. This paper introduces Markov reward automata, an extension of Markov automata that allows the modelling of systems incorporating

  10. Building Simple Hidden Markov Models. Classroom Notes

    Science.gov (United States)

    Ching, Wai-Ki; Ng, Michael K.

    2004-01-01

    Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

  11. Probabilistic Reachability for Parametric Markov Models

    DEFF Research Database (Denmark)

    Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun

    2011-01-01

    Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...

  12. Inhomogeneous Markov point processes by transformation

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

    2000-01-01

    We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

  13. Markov-modulated diffusion risk models

    OpenAIRE

    Bäuerle, Nicole; Kötter, Mirko

    2009-01-01

    In this paper we consider Markov-modulated diffusion risk reserve processes. Using diffusion approximation we show the relation to classical Markov-modulated risk reserve processes. In particular we derive a representation for the adjustment coefficient and prove some comparison results. Among others we show that increasing the volatility of the diffusion increases the probability of ruin.

  14. Properly quantized history-dependent Parrondo games, Markov processes, and multiplexing circuits

    International Nuclear Information System (INIS)

    Highlights: → History-dependent Parrondo games are viewed as Markov processes. → Quantum mechanical analogues of these Markov processes are constructed. → These quantum analogues restrict to the original process on measurement. → Relationship between these analogues and a quantum circuits is exhibited. - Abstract: In the context of quantum information theory, 'quantization' of various mathematical and computational constructions is said to occur upon the replacement, at various points in the construction, of the classical randomization notion of probability distribution with higher order randomization notions from quantum mechanics such as quantum superposition with measurement. For this to be done 'properly', a faithful copy of the original construction is required to exist within the new quantum one, just as is required when a function is extended to a larger domain. Here procedures for extending history-dependent Parrondo games, Markov processes and multiplexing circuits to their quantum versions are analyzed from a game theoretic viewpoint, and from this viewpoint, proper quantizations developed.

  15. SISTEMUL DE AŞTEPTARE [SM / M /∞] CU FLUX SEMI-MARKOV. CRITERIUL DE MEDIERE

    Directory of Open Access Journals (Sweden)

    Iulia DAMIAN

    2015-12-01

    Full Text Available În articol sunt analizate reţelele semimarkoviene de servire şi este studiată convergenţa slabă în procesele de aşteptare în schema de mediere. De asemenea, este studiat criteriul de mediere a sistemului de aşteptare semi-Markov [SM / M /∞] prin evoluţia aleatoare şi folosind operatorul de compensaţie a procesului extins Markov de reînnoire.QUEUING SYSTEM WITH SEMI-MARKOV FLOW  [SM / M /∞]. AVERAGE SCHEME In this article study the queuing system where the input flow is described by a semi-Markov process, the service time is exponentially distributed. This article is about of the weak convergence in average scheme. It is study average scheme for semi-Markov queuing systems  [SM / M /∞] by a random evolution approach and using compensating operator of the corresponding extended Markov process.

  16. Dynamic temperature selection for parallel-tempering in Markov chain Monte Carlo simulations

    CERN Document Server

    Vousden, Will; Mandel, Ilya

    2015-01-01

    Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform poorly on strongly multi-modal probability distributions, rarely jumping between modes or settling on just one mode without finding others. Parallel tempering addresses this problem by sampling simultaneously with separate Markov chains from tempered versions of the target distribution with reduced contrast levels. Gaps between modes can be traversed at higher temperatures, while individual modes can be efficiently explored at lower temperatures. In this paper, we investigate how one might choose the ladder of temperatures to achieve lower autocorrelation time for the sampler (and therefore more efficient sampling). In particular, we present a simple, easily-implemented algorithm for dynamically adapting the temperature configuration of a sampler while sampling in order to ...

  17. Capturing changes in flood risk with Bayesian approaches for flood damage assessment

    Science.gov (United States)

    Vogel, Kristin; Schröter, Kai; Kreibich, Heidi; Thieken, Annegret; Müller, Meike; Sieg, Tobias; Laudan, Jonas; Kienzler, Sarah; Weise, Laura; Merz, Bruno; Scherbaum, Frank

    2016-04-01

    Flood risk is a function of hazard as well as of exposure and vulnerability. All three components are under change over space and time and have to be considered for reliable damage estimations and risk analyses, since this is the basis for an efficient, adaptable risk management. Hitherto, models for estimating flood damage are comparatively simple and cannot sufficiently account for changing conditions. The Bayesian network approach allows for a multivariate modeling of complex systems without relying on expert knowledge about physical constraints. In a Bayesian network each model component is considered to be a random variable. The way of interactions between those variables can be learned from observations or be defined by expert knowledge. Even a combination of both is possible. Moreover, the probabilistic framework captures uncertainties related to the prediction and provides a probability distribution for the damage instead of a point estimate. The graphical representation of Bayesian networks helps to study the change of probabilities for changing circumstances and may thus simplify the communication between scientists and public authorities. In the framework of the DFG-Research Training Group "NatRiskChange" we aim to develop Bayesian networks for flood damage and vulnerability assessments of residential buildings and companies under changing conditions. A Bayesian network learned from data, collected over the last 15 years in flooded regions in the Elbe and Danube catchments (Germany), reveals the impact of many variables like building characteristics, precaution and warning situation on flood damage to residential buildings. While the handling of incomplete and hybrid (discrete mixed with continuous) data are the most challenging issues in the study on residential buildings, a similar study, that focuses on the vulnerability of small to medium sized companies, bears new challenges. Relying on a much smaller data set for the determination of the model

  18. Quantitative utilization of prior biological knowledge in the Bayesian network modeling of gene expression data

    Directory of Open Access Journals (Sweden)

    Gao Shouguo

    2011-08-01

    Full Text Available Abstract Background Bayesian Network (BN is a powerful approach to reconstructing genetic regulatory networks from gene expression data. However, expression data by itself suffers from high noise and lack of power. Incorporating prior biological knowledge can improve the performance. As each type of prior knowledge on its own may be incomplete or limited by quality issues, integrating multiple sources of prior knowledge to utilize their consensus is desirable. Results We introduce a new method to incorporate the quantitative information from multiple sources of prior knowledge. It first uses the Naïve Bayesian classifier to assess the likelihood of functional linkage between gene pairs based on prior knowledge. In this study we included cocitation in PubMed and schematic similarity in Gene Ontology annotation. A candidate network edge reservoir is then created in which the copy number of each edge is proportional to the estimated likelihood of linkage between the two corresponding genes. In network simulation the Markov Chain Monte Carlo sampling algorithm is adopted, and samples from this reservoir at each iteration to generate new candidate networks. We evaluated the new algorithm using both simulated and real gene expression data including that from a yeast cell cycle and a mouse pancreas development/growth study. Incorporating prior knowledge led to a ~2 fold increase in the number of known transcription regulations recovered, without significant change in false positive rate. In contrast, without the prior knowledge BN modeling is not always better than a random selection, demonstrating the necessity in network modeling to supplement the gene expression data with additional information. Conclusion our new development provides a statistical means to utilize the quantitative information in prior biological knowledge in the BN modeling of gene expression data, which significantly improves the performance.

  19. Variational data assimilation using targetted random walks

    KAUST Repository

    Cotter, S. L.

    2011-02-15

    The variational approach to data assimilation is a widely used methodology for both online prediction and for reanalysis. In either of these scenarios, it can be important to assess uncertainties in the assimilated state. Ideally, it is desirable to have complete information concerning the Bayesian posterior distribution for unknown state given data. We show that complete computational probing of this posterior distribution is now within the reach in the offline situation. We introduce a Markov chain-Monte Carlo (MCMC) method which enables us to directly sample from the Bayesian posterior distribution on the unknown functions of interest given observations. Since we are aware that these methods are currently too computationally expensive to consider using in an online filtering scenario, we frame this in the context of offline reanalysis. Using a simple random walk-type MCMC method, we are able to characterize the posterior distribution using only evaluations of the forward model of the problem, and of the model and data mismatch. No adjoint model is required for the method we use; however, more sophisticated MCMC methods are available which exploit derivative information. For simplicity of exposition, we consider the problem of assimilating data, either Eulerian or Lagrangian, into a low Reynolds number flow in a two-dimensional periodic geometry. We will show that in many cases it is possible to recover the initial condition and model error (which we describe as unknown forcing to the model) from data, and that with increasing amounts of informative data, the uncertainty in our estimations reduces. © 2011 John Wiley & Sons, Ltd.

  20. Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data

    Science.gov (United States)

    Ray, A.; Key, K.; Bodin, T.

    2013-12-01

    The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we

  1. Practical Bayesian Tomography

    CERN Document Server

    Granade, Christopher; Cory, D G

    2015-01-01

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

  2. Noncausal Bayesian Vector Autoregression

    DEFF Research Database (Denmark)

    Lanne, Markku; Luoto, Jani

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

  3. Bayesian Lensing Shear Measurement

    CERN Document Server

    Bernstein, Gary M

    2013-01-01

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

  4. Hidden Markov models: the best models for forager movements?

    Directory of Open Access Journals (Sweden)

    Rocio Joo

    Full Text Available One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs. We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs. They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour, while their behavioural modes (fishing, searching and cruising were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%, significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance.

  5. Fluctuations in Markov Processes Time Symmetry and Martingale Approximation

    CERN Document Server

    Komorowski, Tomasz; Olla, Stefano

    2012-01-01

    The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclu

  6. Evaluating The Markov Assumption For Web Usage Mining

    DEFF Research Database (Denmark)

    Jespersen, S.; Pedersen, Torben Bach; Thorhauge, J.

    2003-01-01

    measures of quality, based on the closeness of the mined patterns to the true traversal patterns, are defined and an extensive experimental evaluation is performed, based on two substantial real-world data sets. The results indicate that a large number of rules must be considered to achieve high quality......, that long rules are generally more distorted than shorter rules and that the model yield knowledge of a higher quality when applied to more random usage patterns. Thus we conclude that Markov-based structures for web usage mining are best suited for tasks demanding less accuracy such as pre...

  7. Markov additive processes and Perron-Frobenius eigenvalue inequalities

    OpenAIRE

    O'Cinneide, Colm

    2000-01-01

    We present a method for proving Perron –Frobenius eigenvalue inequalities. The method is to apply Jensen’s inequality to the change in a “random evolution ”over a regenerative cycle of the underlying finite-state Markov chain. One of the primary benefits of the method is that it readily gives necessary and sufficient conditions for strict inequality. It also gives insights into some of the conjectures of J.E.Cohen. Ney and Nummelin’s “Hypothesis 2” arises here as a condit...

  8. Asymptotics of Markov Kernels and the Tail Chain

    CERN Document Server

    Resnick, Sidney I

    2011-01-01

    An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this model in a more general context, formulated in terms of extreme value theory for transition kernels, and extend it by formalizing the distinction between extreme and non-extreme states. We make the link between the update function and transition kernel forms considered in previous work, and we show that the tail chain model leads to a multivariate regular variation property of the finite-dimensional distributions under assumptions on the marginal tails alone.

  9. Revisiting Causality in Markov Chains

    CERN Document Server

    Shojaee, Abbas

    2016-01-01

    Identifying causal relationships is a key premise of scientific research. The growth of observational data in different disciplines along with the availability of machine learning methods offers the possibility of using an empirical approach to identifying potential causal relationships, to deepen our understandings of causal behavior and to build theories accordingly. Conventional methods of causality inference from observational data require a considerable length of time series data to capture cause-effect relationship. We find that potential causal relationships can be inferred from the composition of one step transition rates to and from an event. Also known as Markov chain, one step transition rates are a commonly available resource in different scientific disciplines. Here we introduce a simple, effective and computationally efficient method that we termed 'Causality Inference using Composition of Transitions CICT' to reveal causal structure with high accuracy. We characterize the differences in causes,...

  10. Malicious Bayesian Congestion Games

    CERN Document Server

    Gairing, Martin

    2008-01-01

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

  11. Bayesian estimation of keyword confidence in Chinese continuous speech recognition

    Institute of Scientific and Technical Information of China (English)

    HAO Jie; LI Xing

    2003-01-01

    In a syllable-based speaker-independent Chinese continuous speech recognition system based on classical Hidden Markov Model (HMM), a Bayesian approach of keyword confidence estimation is studied, which utilizes both acoustic layer scores and syllable-based statistical language model (LM) score. The Maximum a posteriori (MAP) confidence measure is proposed, and the forward-backward algorithm calculating the MAP confidence scores is deduced. The performance of the MAP confidence measure is evaluated in keyword spotting application and the experiment results show that the MAP confidence scores provide high discriminability for keyword candidates. Furthermore, the MAP confidence measure can be applied to various speech recognition applications.

  12. An Active Lattice Model in a Bayesian Framework

    DEFF Research Database (Denmark)

    Carstensen, Jens Michael

    1996-01-01

    by penalizing deviations in alignment and lattice node distance. The Markov random field represents prior knowledge about the lattice structure, and through an observation model that incorporates the visual appearance of the nodes, we can simulate realizations from the posterior distribution. A maximum...

  13. Ionosonde measurements in Bayesian statistical ionospheric tomography with incoherent scatter radar validation

    Science.gov (United States)

    Norberg, J.; Virtanen, I. I.; Roininen, L.; Vierinen, J.; Orispää, M.; Kauristie, K.; Lehtinen, M. S.

    2015-09-01

    We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters, and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient and statistically clear inversion algorithm for tomography. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT UHF incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the height distribution of electron density, and outperforms the alternative prior information sources. With an ionosonde at continuous disposal, the presented method enhances stand-alone near real-time ionospheric tomography for the given conditions significantly.

  14. Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations.

    Science.gov (United States)

    Zhou, Haiming; Hanson, Timothy; Knapp, Roland

    2015-12-01

    The global emergence of Batrachochytrium dendrobatidis (Bd) has caused the extinction of hundreds of amphibian species worldwide. It has become increasingly important to be able to precisely predict time to Bd arrival in a population. The data analyzed herein present a unique challenge in terms of modeling because there is a strong spatial component to Bd arrival time and the traditional proportional hazards assumption is grossly violated. To address these concerns, we develop a novel marginal Bayesian nonparametric survival model for spatially correlated right-censored data. This class of models assumes that the logarithm of survival times marginally follow a mixture of normal densities with a linear-dependent Dirichlet process prior as the random mixing measure, and their joint distribution is induced by a Gaussian copula model with a spatial correlation structure. To invert high-dimensional spatial correlation matrices, we adopt a full-scale approximation that can capture both large- and small-scale spatial dependence. An efficient Markov chain Monte Carlo algorithm with delayed rejection is proposed for posterior computation, and an R package spBayesSurv is provided to fit the model. This approach is first evaluated through simulations, then applied to threatened frog populations in Sequoia-Kings Canyon National Park. PMID:26148536

  15. A Bayesian Approach to Inferring Rates of Selfing and Locus-Specific Mutation.

    Science.gov (United States)

    Redelings, Benjamin D; Kumagai, Seiji; Tatarenkov, Andrey; Wang, Liuyang; Sakai, Ann K; Weller, Stephen G; Culley, Theresa M; Avise, John C; Uyenoyama, Marcy K

    2015-11-01

    We present a Bayesian method for characterizing the mating system of populations reproducing through a mixture of self-fertilization and random outcrossing. Our method uses patterns of genetic variation across the genome as a basis for inference about reproduction under pure hermaphroditism, gynodioecy, and a model developed to describe the self-fertilizing killifish Kryptolebias marmoratus. We extend the standard coalescence model to accommodate these mating systems, accounting explicitly for multilocus identity disequilibrium, inbreeding depression, and variation in fertility among mating types. We incorporate the Ewens sampling formula (ESF) under the infinite-alleles model of mutation to obtain a novel expression for the likelihood of mating system parameters. Our Markov chain Monte Carlo (MCMC) algorithm assigns locus-specific mutation rates, drawn from a common mutation rate distribution that is itself estimated from the data using a Dirichlet process prior model. Our sampler is designed to accommodate additional information, including observations pertaining to the sex ratio, the intensity of inbreeding depression, and other aspects of reproduction. It can provide joint posterior distributions for the population-wide proportion of uniparental individuals, locus-specific mutation rates, and the number of generations since the most recent outcrossing event for each sampled individual. Further, estimation of all basic parameters of a given model permits estimation of functions of those parameters, including the proportion of the gene pool contributed by each sex and relative effective numbers. PMID:26374460

  16. Ionosonde measurements in Bayesian statistical ionospheric tomography with incoherent scatter radar validation

    Directory of Open Access Journals (Sweden)

    J. Norberg

    2015-09-01

    Full Text Available We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters, and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient and statistically clear inversion algorithm for tomography. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT UHF incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the height distribution of electron density, and outperforms the alternative prior information sources. With an ionosonde at continuous disposal, the presented method enhances stand-alone near real-time ionospheric tomography for the given conditions significantly.

  17. Hidden Markov Model of atomic quantum jump dynamics in an optically probed cavity

    DEFF Research Database (Denmark)

    Gammelmark, S.; Molmer, K.; Alt, W.;

    2014-01-01

    We analyze the quantum jumps of an atom interacting with a cavity field. The strong atom- field interaction makes the cavity transmission depend on the time dependent atomic state, and we present a Hidden Markov Model description of the atomic state dynamics which is conditioned in a Bayesian...... manner on the detected signal. We suggest that small variations in the observed signal may be due to spatial motion of the atom within the cavity, and we represent the atomic system by a number of hidden states to account for both the small variations and the internal state jump dynamics. In our theory...

  18. Sequential Tracking of a Hidden Markov Chain Using Point Process Observations

    CERN Document Server

    Bayraktar, Erhan

    2007-01-01

    We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state variable using Bayesian updates over the discrete observations. Such a model has applications in economic policy making, staffing under variable demand levels and generalized Poisson disorder problems. We show regularity of the value function and explicitly characterize an optimal strategy. We also provide an efficient numerical scheme and illustrate our results with several computational examples.

  19. Parameter estimation of general regression neural network using Bayesian approach

    Science.gov (United States)

    Choir, Achmad Syahrul; Prasetyo, Rindang Bangun; Ulama, Brodjol Sutijo Suprih; Iriawan, Nur; Fitriasari, Kartika; Dokhi, Mohammad

    2016-02-01

    General Regression Neural Network (GRNN) has been applied in a large number of forecasting/prediction problem. Generally, there are two types of GRNN: GRNN which is based on kernel density; and Mixture Based GRNN (MBGRNN) which is based on adaptive mixture model. The main problem on GRNN modeling lays on how its parameters were estimated. In this paper, we propose Bayesian approach and its computation using Markov Chain Monte Carlo (MCMC) algorithms for estimating the MBGRNN parameters. This method is applied in simulation study. In this study, its performances are measured by using MAPE, MAE and RMSE. The application of Bayesian method to estimate MBGRNN parameters using MCMC is straightforward but it needs much iteration to achieve convergence.

  20. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung

    2009-11-01

    Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time. © 2009 Elsevier Inc. All rights reserved.

  1. 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.

  2. bgc: Software for Bayesian estimation of genomic clines.

    Science.gov (United States)

    Gompert, Z; Buerkle, C A

    2012-11-01

    Introgression in admixed populations can be used to identify candidate loci that might underlie adaptation or reproductive isolation. The Bayesian genomic cline model provides a framework for quantifying variable introgression in admixed populations and identifying regions of the genome with extreme introgression that are potentially associated with variation in fitness. Here we describe the bgc software, which uses Markov chain Monte Carlo to estimate the joint posterior probability distribution of the parameters in the Bayesian genomic cline model and designate outlier loci. This software can be used with next-generation sequence data, accounts for uncertainty in genotypic state, and can incorporate information from linked loci on a genetic map. Output from the analysis is written to an HDF5 file for efficient storage and manipulation. This software is written in C++. The source code, software manual, compilation instructions and example data sets are available under the GNU Public License at http://sites.google.com/site/bgcsoftware/. PMID:22978657

  3. Bayesian inference tools for inverse problems

    Science.gov (United States)

    Mohammad-Djafari, Ali

    2013-08-01

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

  4. A Bayesian nonparametric meta-analysis model.

    Science.gov (United States)

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

    2015-03-01

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

  5. Hidden Markov models estimation and control

    CERN Document Server

    Elliott, Robert J; Moore, John B

    1995-01-01

    As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filte

  6. Markov chains models, algorithms and applications

    CERN Document Server

    Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

    2013-01-01

    This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

  7. Finite Markov processes and their applications

    CERN Document Server

    Iosifescu, Marius

    2007-01-01

    A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

  8. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  9. Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

    Science.gov (United States)

    Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

    2016-01-01

    A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

  10. Road maintenance optimization through a discrete-time semi-Markov decision process

    International Nuclear Information System (INIS)

    Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on the Markov decision process, or as a renewal process such that an optimal maintenance policy can be obtained based on the renewal theory. However, the discrete-time Markov process cannot capture the real time at which the state transits while the renewal process considers only one state and one maintenance action. In this paper, road deterioration is modeled as a semi-Markov process in which the state transition has the Markov property and the holding time in each state is assumed to follow a discrete Weibull distribution. Based on this semi-Markov process, linear programming models are formulated for both infinite and finite planning horizons in order to derive optimal maintenance policies to minimize the life-cycle cost of a road network. A hypothetical road network is used to illustrate the application of the proposed optimization models. The results indicate that these linear programming models are practical for the maintenance of a road network having a large number of road segments and that they are convenient to incorporate various constraints on the decision process, for example, performance requirements and available budgets. Although the optimal maintenance policies obtained for the road network are randomized stationary policies, the extent of this randomness in decision making is limited. The maintenance actions are deterministic for most states and the randomness in selecting actions occurs only for a few states.

  11. Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

    Science.gov (United States)

    Warner, James E.; Hochhalter, Jacob D.

    2016-01-01

    This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

  12. A Structure Learning Algorithm for Bayesian Network Using Prior Knowledge

    Institute of Scientific and Technical Information of China (English)

    徐俊刚; 赵越; 陈健; 韩超

    2015-01-01

    Learning structure from data is one of the most important fundamental tasks of Bayesian network research. Particularly, learning optional structure of Bayesian network is a non-deterministic polynomial-time (NP) hard problem. To solve this problem, many heuristic algorithms have been proposed, and some of them learn Bayesian network structure with the help of different types of prior knowledge. However, the existing algorithms have some restrictions on the prior knowledge, such as quality restriction and use restriction. This makes it difficult to use the prior knowledge well in these algorithms. In this paper, we introduce the prior knowledge into the Markov chain Monte Carlo (MCMC) algorithm and propose an algorithm called Constrained MCMC (C-MCMC) algorithm to learn the structure of the Bayesian network. Three types of prior knowledge are defined: existence of parent node, absence of parent node, and distribution knowledge including the conditional probability distribution (CPD) of edges and the probability distribution (PD) of nodes. All of these types of prior knowledge are easily used in this algorithm. We conduct extensive experiments to demonstrate the feasibility and effectiveness of the proposed method C-MCMC.

  13. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil

    2015-02-01

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

  14. Fitting optimum order of Markov chain models for daily rainfall occurrences in Peninsular Malaysia

    Science.gov (United States)

    Deni, Sayang Mohd; Jemain, Abdul Aziz; Ibrahim, Kamarulzaman

    2009-06-01

    The analysis of the daily rainfall occurrence behavior is becoming more important, particularly in water-related sectors. Many studies have identified a more comprehensive pattern of the daily rainfall behavior based on the Markov chain models. One of the aims in fitting the Markov chain models of various orders to the daily rainfall occurrence is to determine the optimum order. In this study, the optimum order of the Markov chain models for a 5-day sequence will be examined in each of the 18 rainfall stations in Peninsular Malaysia, which have been selected based on the availability of the data, using the Akaike’s (AIC) and Bayesian information criteria (BIC). The identification of the most appropriate order in describing the distribution of the wet (dry) spells for each of the rainfall stations is obtained using the Kolmogorov-Smirnov goodness-of-fit test. It is found that the optimum order varies according to the levels of threshold used (e.g., either 0.1 or 10.0 mm), the locations of the region and the types of monsoon seasons. At most stations, the Markov chain models of a higher order are found to be optimum for rainfall occurrence during the northeast monsoon season for both levels of threshold. However, it is generally found that regardless of the monsoon seasons, the first-order model is optimum for the northwestern and eastern regions of the peninsula when the level of thresholds of 10.0 mm is considered. The analysis indicates that the first order of the Markov chain model is found to be most appropriate for describing the distribution of wet spells, whereas the higher-order models are found to be adequate for the dry spells in most of the rainfall stations for both threshold levels and monsoon seasons.

  15. Bayesian estimation of genomic copy number with single nucleotide polymorphism genotyping arrays

    Directory of Open Access Journals (Sweden)

    Davis Caleb

    2010-12-01

    Full Text Available Abstract Background The identification of copy number aberration in the human genome is an important area in cancer research. We develop a model for determining genomic copy numbers using high-density single nucleotide polymorphism genotyping microarrays. The method is based on a Bayesian spatial normal mixture model with an unknown number of components corresponding to true copy numbers. A reversible jump Markov chain Monte Carlo algorithm is used to implement the model and perform posterior inference. Results The performance of the algorithm is examined on both simulated and real cancer data, and it is compared with the popular CNAG algorithm for copy number detection. Conclusions We demonstrate that our Bayesian mixture model performs at least as well as the hidden Markov model based CNAG algorithm and in certain cases does better. One of the added advantages of our method is the flexibility of modeling normal cell contamination in tumor samples.

  16. An extension of a theorem of Kesten to topological Markov chains

    CERN Document Server

    Stadlbauer, Manuel

    2011-01-01

    The main results of this note extend a theorem of Kesten for symmetric random walks on discrete groups to group extensions of topological Markov chains. In contrast to the result in probability theory, there is a notable asymmetry in the assumptions on the base. That is, it turns out that, under very mild assumptions on the continuity and symmetry of the associated potential, amenability of the group implies that the Gurevic-pressures of the extension and the base coincide whereas the converse holds true if the potential is H\\"older continuous and the topological Markov chain has big images and preimages. Finally, an application to periodic hyperbolic manifolds is given.

  17. Variational Perturbation Theory for Markov Processes

    OpenAIRE

    Kleinert, Hagen; Pelster, Axel; Mihai V. Putz

    2002-01-01

    We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.

  18. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  19. Generalized crested products of Markov chains

    CERN Document Server

    D'Angeli, Daniele

    2010-01-01

    We define a finite Markov chain, called generalized crested product, which naturally appears as a generalization of the first crested product of Markov chains. A complete spectral analysis is developed and the $k$-step transition probability is given. It is important to remark that this Markov chain describes a more general version of the classical Ehrenfest diffusion model. As a particular case, one gets a generalization of the classical Insect Markov chain defined on the ultrametric space. Finally, an interpretation in terms of representation group theory is given, by showing the correspondence between the spectral decomposition of the generalized crested product and the Gelfand pairs associated with the generalized wreath product of permutation groups.

  20. Transition Probability Estimates for Reversible Markov Chains

    OpenAIRE

    Telcs, Andras

    2000-01-01

    This paper provides transition probability estimates of transient reversible Markov chains. The key condition of the result is the spatial symmetry and polynomial decay of the Green's function of the chain.

  1. Detecting Structural Breaks using Hidden Markov Models

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to anoth...... in the monetary policy of United States, the dierent functional form being variants of the Taylor (1993) rule.......Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

  2. A Stochastic Markov Chain Model to Describe Lung Cancer Growth and Metastasis

    OpenAIRE

    Newton, Paul K.; Jeremy Mason; Kelly Bethel; Bazhenova, Lyudmila A.; Jorge Nieva; Peter Kuhn

    2012-01-01

    A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients d...

  3. Markov models for accumulating mutations

    CERN Document Server

    Beerenwinkel, Niko

    2007-01-01

    We introduce and analyze a waiting time model for the accumulation of genetic changes. The continuous time conjunctive Bayesian network is defined by a partially ordered set of mutations and by the rate of fixation of each mutation. The partial order encodes constraints on the order in which mutations can fixate in the population, shedding light on the mutational pathways underlying the evolutionary process. We study a censored version of the model and derive equations for an EM algorithm to perform maximum likelihood estimation of the model parameters. We also show how to select the maximum likelihood poset. The model is applied to genetic data from different cancers and from drug resistant HIV samples, indicating implications for diagnosis and treatment.

  4. Statistical semantic processing using Markov logic

    OpenAIRE

    Meza-Ruiz, Ivan Vladimir

    2009-01-01

    Markov Logic (ML) is a novel approach to Natural Language Processing tasks [Richardson and Domingos, 2006; Riedel, 2008]. It is a Statistical Relational Learning language based on First Order Logic (FOL) and Markov Networks (MN). It allows one to treat a task as structured classification. In this work, we investigate ML for the semantic processing tasks of Spoken Language Understanding (SLU) and Semantic Role Labelling (SRL). Both tasks consist of identifying a semantic represe...

  5. Quantum Markov Chain Mixing and Dissipative Engineering

    DEFF Research Database (Denmark)

    Kastoryano, Michael James

    2012-01-01

    This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state of the sy....... Finally, we consider three independent tasks of dissipative engineering: dissipatively preparing a maximally entangled state of two atoms trapped in an optical cavity, dissipative preparation of graph states, and dissipative quantum computing construction....

  6. Markov Processes linking Thermodynamics and Turbulence

    OpenAIRE

    Nickelsen, Daniel

    2015-01-01

    This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the concepts of stochastic thermodynamics to developed turbulence. / Central in stochastic thermodynamics are Markov processes. An elementary example is Brownian motion. In contrast to macroscopic thermodynamics, the work done and the entropy produced for single traj...

  7. Semi-Markov Arnason-Schwarz models.

    Science.gov (United States)

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. PMID:26584064

  8. Stochastic relations foundations for Markov transition systems

    CERN Document Server

    Doberkat, Ernst-Erich

    2007-01-01

    Collecting information previously scattered throughout the vast literature, including the author's own research, Stochastic Relations: Foundations for Markov Transition Systems develops the theory of stochastic relations as a basis for Markov transition systems. After an introduction to the basic mathematical tools from topology, measure theory, and categories, the book examines the central topics of congruences and morphisms, applies these to the monoidal structure, and defines bisimilarity and behavioral equivalence within this framework. The author views developments from the general

  9. Understanding Markov-switching rational expectations models

    OpenAIRE

    Roger E.A. Farmer; Daniel F. Waggoner; Zha, Tao

    2009-01-01

    We develop a set of necessary and sufficient conditions for equilibria to be determinate in a class of forward-looking Markov-switching rational expectations models, and we develop an algorithm to check these conditions in practice. We use three examples, based on the new Keynesian model of monetary policy, to illustrate our technique. Our work connects applied econometric models of Markov switching with forward-looking rational expectations models and allows an applied researcher to construc...

  10. Visual Tracking via Random Walks on Graph Model.

    Science.gov (United States)

    Li, Xiaoli; Han, Zhifeng; Wang, Lijun; Lu, Huchuan

    2016-09-01

    In this paper, we formulate visual tracking as random walks on graph models with nodes representing superpixels and edges denoting relationships between superpixels. We integrate two novel graphs with the theory of Markov random walks, resulting in two Markov chains. First, an ergodic Markov chain is enforced to globally search for the candidate nodes with similar features to the template nodes. Second, an absorbing Markov chain is utilized to model the temporal coherence between consecutive frames. The final confidence map is generated by a structural model which combines both appearance similarity measurement derived by the random walks and internal spatial layout demonstrated by different target parts. The effectiveness of the proposed Markov chains as well as the structural model is evaluated both qualitatively and quantitatively. Experimental results on challenging sequences show that the proposed tracking algorithm performs favorably against state-of-the-art methods. PMID:26292358

  11. Bayesian least squares deconvolution

    CERN Document Server

    Ramos, A Asensio

    2015-01-01

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

  12. Bayesian least squares deconvolution

    Science.gov (United States)

    Asensio Ramos, A.; Petit, P.

    2015-11-01

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

  13. Hybrid Batch Bayesian Optimization

    CERN Document Server

    Azimi, Javad; Fern, Xiaoli

    2012-01-01

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

  14. Bayesian Adaptive Exploration

    CERN Document Server

    Loredo, T J

    2004-01-01

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

  15. Bayesian Exploratory Factor Analysis

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  16. Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

    OpenAIRE

    van der Meulen, Frank; Schauer, Moritz

    2014-01-01

    Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing data problem where the diffusion bridges in between discrete-time observations are missing. The computational problem can then be dealt with using a Markov-chain Monte-Carlo method known as data-augmentation. If unknown parameters appear in the diffusion coef...

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

    Science.gov (United States)

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

    2003-01-01

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

  18. conting : an R package for Bayesian analysis of complete and incomplete contingency tables

    OpenAIRE

    Overstall, Antony M.; Ruth King

    2014-01-01

    The aim of this paper is to demonstrate the R package conting for the Bayesian analysis of complete and incomplete contingency tables using hierarchical log-linear models. This package allows a user to identify interactions between categorical factors (via complete contingency tables) and to estimate closed population sizes using capture-recapture studies (via incomplete contingency tables). The models are fitted using Markov chain Monte Carlo methods. In particular, implementations of the ...

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

    OpenAIRE

    Cogley, Timothy W.; Sargent, Thomas J.

    2005-01-01

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

  20. Bayesian calibration for forensic age estimation.

    Science.gov (United States)

    Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto

    2015-05-10

    Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. PMID:25645903

  1. Hinge-Loss Markov Random Fields and Probabilistic Soft Logic

    OpenAIRE

    Bach, Stephen H.; Broecheler, Matthias; Huang, Bert; Getoor, Lise

    2015-01-01

    A fundamental challenge in developing high-impact machine learning technologies is balancing the ability to model rich, structured domains with the ability to scale to big data. Many important problem areas are both richly structured and large scale, from social and biological networks, to knowledge graphs and the Web, to images, video, and natural language. In this paper, we introduce two new formalisms for modeling structured data, distinguished from previous approaches by their ability to ...

  2. Bayesian multiple target tracking

    CERN Document Server

    Streit, Roy L

    2013-01-01

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

  3. Bayesian and frequentist inequality tests

    OpenAIRE

    David M. Kaplan; Zhuo, Longhao

    2016-01-01

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

  4. Using higher-order Markov models to reveal flow-based communities in networks

    CERN Document Server

    Salnikov, Vsevolod; Lambiotte, Renaud

    2016-01-01

    Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the prevailing paradigm to model such a network-based dynamics, for instance in the form of random walks or other types of diffusions. Despite the success of this modelling perspective for numerous applications, it represents an over-simplification of several real-world systems. Importantly, simple Markov models lack memory in their dynamics, an assumption often not realistic in practice. Here, we explore possibilities to enrich the system description by means of second-order Markov models, exploiting empirical pathway information. We focus on the problem of community detection and show that standard network algorithms can be generalized in order to extract novel temporal information about the system under investigation. We also apply our methodology to temporal networks, where w...

  5. Occupation times of subcritical branching immigration systems with Markov motion, clt and deviations principles

    CERN Document Server

    Milos, Piotr

    2009-01-01

    In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles immigrate to the system according to a homogeneous space time Poisson random field. The second model is the superprocess corresponding to the branching particle system. We study rescaled occupation time process and the process of its fluctuations with very mild assumptions on the Markov family. In the general setting a functional central limit theorem as well as large and moderate deviations principles are proved. The subcriticality of the branching law determines the behaviour in large time scales and in "overwhelms" the properties of the particles' motion. For this reason the results are the same for all dimensions and can be obtained for a wide class of Markov processes (both properties are unusual for systems with critical branching).

  6. Markov chain order estimation with parametric significance tests of conditional mutual information

    CERN Document Server

    Papapetrou, Maria

    2015-01-01

    Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the order is moderately large. Here, parametric significance tests of conditional mutual information (CMI) of increasing order $m$, $I_c(m)$, on a symbol sequence are conducted for increasing orders $m$ in order to estimate the true order $L$ of the underlying Markov chain. CMI of order $m$ is the mutual information of two variables in the Markov chain being $m$ time steps apart, conditioning on the intermediate variables of the chain. The null distribution of CMI is approximated with a normal and gamma distribution deriving analytic expressions of their parameters, and a gamma distribution deriving its parameters from the mean and variance of the normal distribution. The accuracy of order estimation is assessed with the three parametric tests, and the parametric tests are compared to the randomization significance test and other known ...

  7. Simulation-based algorithms for Markov decision processes

    CERN Document Server

    Chang, Hyeong Soo; Fu, Michael C; Marcus, Steven I

    2013-01-01

    Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences.  Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable.  In other cases, the system of interest is too complex to allow explicit specification of some of the MDP model parameters, but simulation samples are readily available (e.g., for random transitions and costs). For these settings, various sampling and population-based algorithms have been developed to overcome the difficulties of computing an optimal solution in terms of a policy and/or value function.  Specific approaches include adaptive sampling, evolutionary policy iteration, evolutionary random policy search, and model reference adaptive search. This substantially enlarged new edition reflects the latest developments in novel ...

  8. Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths.

    Science.gov (United States)

    Spade, David A; Herbei, Radu; Kubatko, Laura S

    2015-10-01

    One of the fundamental goals in phylogenetics is to make inferences about the evolutionary pattern among a group of individuals, such as genes or species, using present-day genetic material. This pattern is represented by a phylogenetic tree, and as computational methods have caught up to the statistical theory, Bayesian methods of making inferences about phylogenetic trees have become increasingly popular. Bayesian inference of phylogenetic trees requires sampling from intractable probability distributions. Common methods of sampling from these distributions include Markov chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) methods, and one way that both of these methods can proceed is by first simulating a tree topology and then taking a sample from the posterior distribution of the branch lengths given the tree topology and the data set. In many MCMC methods, it is difficult to verify that the underlying Markov chain is geometrically ergodic, and thus, it is necessary to rely on output-based convergence diagnostics in order to assess convergence on an ad hoc basis. These diagnostics suffer from several important limitations, so in an effort to circumvent these limitations, this work establishes geometric convergence for a particular Markov chain that is used to sample branch lengths under a fairly general class of nucleotide substitution models and provides a numerical method for estimating the time this Markov chain takes to converge.

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

    Science.gov (United States)

    Hack, C Eric

    2006-04-17

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

  10. 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.

  11. A Bayesian approach to earthquake source studies

    Science.gov (United States)

    Minson, Sarah

    Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also

  12. Bayesian Dark Knowledge

    NARCIS (Netherlands)

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

    2015-01-01

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

  13. Bayesian logistic regression analysis

    NARCIS (Netherlands)

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

    2012-01-01

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

  14. Bayesian Adaptive Exploration

    Science.gov (United States)

    Loredo, Thomas J.

    2004-04-01

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

  15. Subjective Bayesian Beliefs

    DEFF Research Database (Denmark)

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

    2015-01-01

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

  16. Bayesian Independent Component Analysis

    DEFF Research Database (Denmark)

    Winther, Ole; Petersen, Kaare Brandt

    2007-01-01

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

  17. Logistic random effects regression models: a comparison of statistical packages for binary and ordinal outcomes

    Directory of Open Access Journals (Sweden)

    Steyerberg Ewout W

    2011-05-01

    the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2 procedure MCMC appeared to be inefficient. Conclusions On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view for either a frequentist or Bayesian approach (if based on vague priors. The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain.

  18. Conrad: Gene prediction using conditional random fields

    OpenAIRE

    DeCaprio, David; Vinson, Jade P.; Pearson, Matthew D; Montgomery, Philip; Doherty, Matthew; Galagan, James E

    2007-01-01

    We present Conrad, the first comparative gene predictor based on semi-Markov conditional random fields (SMCRFs). Unlike the best standalone gene predictors, which are based on generalized hidden Markov models (GHMMs) and trained by maximum likelihood, Conrad is discriminatively trained to maximize annotation accuracy. In addition, unlike the best annotation pipelines, which rely on heuristic and ad hoc decision rules to combine standalone gene predictors with additional information such as ES...

  19. A new approach to simulating stream isotope dynamics using Markov switching autoregressive models

    Science.gov (United States)

    Birkel, Christian; Paroli, Roberta; Spezia, Luigi; Dunn, Sarah M.; Tetzlaff, Doerthe; Soulsby, Chris

    2012-09-01

    In this study we applied Markov switching autoregressive models (MSARMs) as a proof-of-concept to analyze the temporal dynamics and statistical characteristics of the time series of two conservative water isotopes, deuterium (δ2H) and oxygen-18 (δ18O), in daily stream water samples over two years in a small catchment in eastern Scotland. MSARMs enabled us to explicitly account for the identified non-linear, non-Normal and non-stationary isotope dynamics of both time series. The hidden states of the Markov chain could also be associated with meteorological and hydrological drivers identifying the short (event) and longer-term (inter-event) transport mechanisms for both isotopes. Inference was based on the Bayesian approach performed through Markov Chain Monte Carlo algorithms, which also allowed us to deal with a high rate of missing values (17%). Although it is usually assumed that both isotopes are conservative and exhibit similar dynamics, δ18O showed somewhat different time series characteristics. Both isotopes were best modelled with two hidden states, but δ18O demanded autoregressions of the first order, whereas δ2H of the second. Moreover, both the dynamics of observations and the hidden states of the two isotopes were explained by two different sets of covariates. Consequently use of the two tracers for transit time modelling and hydrograph separation may result in different interpretations on the functioning of a catchment system.

  20. A Multilayer Hidden Markov Models-Based Method for Human-Robot Interaction

    Directory of Open Access Journals (Sweden)

    Chongben Tao

    2013-01-01

    Full Text Available To achieve Human-Robot Interaction (HRI by using gestures, a continuous gesture recognition approach based on Multilayer Hidden Markov Models (MHMMs is proposed, which consists of two parts. One part is gesture spotting and segment module, the other part is continuous gesture recognition module. Firstly, a Kinect sensor is used to capture 3D acceleration and 3D angular velocity data of hand gestures. And then, a Feed-forward Neural Networks (FNNs and a threshold criterion are used for gesture spotting and segment, respectively. Afterwards, the segmented gesture signals are respectively preprocessed and vector symbolized by a sliding window and a K-means clustering method. Finally, symbolized data are sent into Lower Hidden Markov Models (LHMMs to identify individual gestures, and then, a Bayesian filter with sequential constraints among gestures in Upper Hidden Markov Models (UHMMs is used to correct recognition errors created in LHMMs. Five predefined gestures are used to interact with a Kinect mobile robot in experiments. The experimental results show that the proposed method not only has good effectiveness and accuracy, but also has favorable real-time performance.