Sample records for bayesian model selection

  1. Chemical identification using Bayesian model selection

    Energy Technology Data Exchange (ETDEWEB)

    Burr, Tom; Fry, H. A. (Herbert A.); McVey, B. D. (Brian D.); Sander, E. (Eric)


    Remote detection and identification of chemicals in a scene is a challenging problem. We introduce an approach that uses some of the image's pixels to establish the background characteristics while other pixels represent the target for which we seek to identify all chemical species present. This leads to a generalized least squares problem in which we focus on 'subset selection' to identify the chemicals thought to be present. Bayesian model selection allows us to approximate the posterior probability that each chemical in the library is present by adding the posterior probabilities of all the subsets which include the chemical. We present results using realistic simulated data for the case with 1 to 5 chemicals present in each target and compare performance to a hybrid of forward and backward stepwise selection procedure using the F statistic.

  2. Bayesian Model Selection in Geophysics: The evidence (United States)

    Vrugt, J. A.


    Bayesian inference has found widespread application and use in science and engineering to reconcile Earth system models with data, including prediction in space (interpolation), prediction in time (forecasting), assimilation of observations and deterministic/stochastic model output, and inference of the model parameters. Per Bayes theorem, the posterior probability, , P(H|D), of a hypothesis, H, given the data D, is equivalent to the product of its prior probability, P(H), and likelihood, L(H|D), divided by a normalization constant, P(D). In geophysics, the hypothesis, H, often constitutes a description (parameterization) of the subsurface for some entity of interest (e.g. porosity, moisture content). The normalization constant, P(D), is not required for inference of the subsurface structure, yet of great value for model selection. Unfortunately, it is not particularly easy to estimate P(D) in practice. Here, I will introduce the various building blocks of a general purpose method which provides robust and unbiased estimates of the evidence, P(D). This method uses multi-dimensional numerical integration of the posterior (parameter) distribution. I will then illustrate this new estimator by application to three competing subsurface models (hypothesis) using GPR travel time data from the South Oyster Bacterial Transport Site, in Virginia, USA. The three subsurface models differ in their treatment of the porosity distribution and use (a) horizontal layering with fixed layer thicknesses, (b) vertical layering with fixed layer thicknesses and (c) a multi-Gaussian field. The results of the new estimator are compared against the brute force Monte Carlo method, and the Laplace-Metropolis method.

  3. A guide to Bayesian model selection for ecologists (United States)

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


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

  4. Bayesian Variable Selection on Model Spaces Constrained by Heredity Conditions. (United States)

    Taylor-Rodriguez, Daniel; Womack, Andrew; Bliznyuk, Nikolay


    This paper investigates Bayesian variable selection when there is a hierarchical dependence structure on the inclusion of predictors in the model. In particular, we study the type of dependence found in polynomial response surfaces of orders two and higher, whose model spaces are required to satisfy weak or strong heredity conditions. These conditions restrict the inclusion of higher-order terms depending upon the inclusion of lower-order parent terms. We develop classes of priors on the model space, investigate their theoretical and finite sample properties, and provide a Metropolis-Hastings algorithm for searching the space of models. The tools proposed allow fast and thorough exploration of model spaces that account for hierarchical polynomial structure in the predictors and provide control of the inclusion of false positives in high posterior probability models.

  5. Application of Bayesian Model Selection for Metal Yield Models using ALEGRA and Dakota.

    Energy Technology Data Exchange (ETDEWEB)

    Portone, Teresa; Niederhaus, John Henry; Sanchez, Jason James; Swiler, Laura Painton


    This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.

  6. A Bayesian random effects discrete-choice model for resource selection: Population-level selection inference (United States)

    Thomas, D.L.; Johnson, D.; Griffith, B.


    Modeling the probability of use of land units characterized by discrete and continuous measures, we present a Bayesian random-effects model to assess resource selection. This model provides simultaneous estimation of both individual- and population-level selection. Deviance information criterion (DIC), a Bayesian alternative to AIC that is sample-size specific, is used for model selection. Aerial radiolocation data from 76 adult female caribou (Rangifer tarandus) and calf pairs during 1 year on an Arctic coastal plain calving ground were used to illustrate models and assess population-level selection of landscape attributes, as well as individual heterogeneity of selection. Landscape attributes included elevation, NDVI (a measure of forage greenness), and land cover-type classification. Results from the first of a 2-stage model-selection procedure indicated that there is substantial heterogeneity among cow-calf pairs with respect to selection of the landscape attributes. In the second stage, selection of models with heterogeneity included indicated that at the population-level, NDVI and land cover class were significant attributes for selection of different landscapes by pairs on the calving ground. Population-level selection coefficients indicate that the pairs generally select landscapes with higher levels of NDVI, but the relationship is quadratic. The highest rate of selection occurs at values of NDVI less than the maximum observed. Results for land cover-class selections coefficients indicate that wet sedge, moist sedge, herbaceous tussock tundra, and shrub tussock tundra are selected at approximately the same rate, while alpine and sparsely vegetated landscapes are selected at a lower rate. Furthermore, the variability in selection by individual caribou for moist sedge and sparsely vegetated landscapes is large relative to the variability in selection of other land cover types. The example analysis illustrates that, while sometimes computationally intense, a

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

    International Nuclear Information System (INIS)

    Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim


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

  8. Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees. (United States)

    Yang, Ziheng; Zhu, Tianqi


    The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.

  9. Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling (United States)

    Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.


    Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with

  10. Model selection on solid ground: Rigorous comparison of nine ways to evaluate Bayesian model evidence. (United States)

    Schöniger, Anneli; Wöhling, Thomas; Samaniego, Luis; Nowak, Wolfgang


    Bayesian model selection or averaging objectively ranks a number of plausible, competing conceptual models based on Bayes' theorem. It implicitly performs an optimal trade-off between performance in fitting available data and minimum model complexity. The procedure requires determining Bayesian model evidence (BME), which is the likelihood of the observed data integrated over each model's parameter space. The computation of this integral is highly challenging because it is as high-dimensional as the number of model parameters. Three classes of techniques to compute BME are available, each with its own challenges and limitations: (1) Exact and fast analytical solutions are limited by strong assumptions. (2) Numerical evaluation quickly becomes unfeasible for expensive models. (3) Approximations known as information criteria (ICs) such as the AIC, BIC, or KIC (Akaike, Bayesian, or Kashyap information criterion, respectively) yield contradicting results with regard to model ranking. Our study features a theory-based intercomparison of these techniques. We further assess their accuracy in a simplistic synthetic example where for some scenarios an exact analytical solution exists. In more challenging scenarios, we use a brute-force Monte Carlo integration method as reference. We continue this analysis with a real-world application of hydrological model selection. This is a first-time benchmarking of the various methods for BME evaluation against true solutions. Results show that BME values from ICs are often heavily biased and that the choice of approximation method substantially influences the accuracy of model ranking. For reliable model selection, bias-free numerical methods should be preferred over ICs whenever computationally feasible.

  11. A Bayesian Technique for Selecting a Linear Forecasting Model


    Ramona L. Trader


    The specification of a forecasting model is considered in the context of linear multiple regression. Several potential predictor variables are available, but some of them convey little information about the dependent variable which is to be predicted. A technique for selecting the "best" set of predictors which takes into account the inherent uncertainty in prediction is detailed. In addition to current data, there is often substantial expert opinion available which is relevant to the forecas...

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

    KAUST Repository

    Elsheikh, Ahmed H.


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

  13. Bayesian variable selection in regression

    Energy Technology Data Exchange (ETDEWEB)

    Mitchell, T.J.; Beauchamp, J.J.


    This paper is concerned with the selection of subsets of ''predictor'' variables in a linear regression model for the prediction of a ''dependent'' variable. We take a Bayesian approach and assign a probability distribution to the dependent variable through a specification of prior distributions for the unknown parameters in the regression model. The appropriate posterior probabilities are derived for each submodel and methods are proposed for evaluating the family of prior distributions. Examples are given that show the application of the Bayesian methodology. 23 refs., 3 figs.

  14. Model selection in Bayesian segmentation of multiple DNA alignments. (United States)

    Oldmeadow, Christopher; Keith, Jonathan M


    The analysis of multiple sequence alignments is allowing researchers to glean valuable insights into evolution, as well as identify genomic regions that may be functional, or discover novel classes of functional elements. Understanding the distribution of conservation levels that constitutes the evolutionary landscape is crucial to distinguishing functional regions from non-functional. Recent evidence suggests that a binary classification of evolutionary rates is inappropriate for this purpose and finds only highly conserved functional elements. Given that the distribution of evolutionary rates is multi-modal, determining the number of modes is of paramount concern. Through simulation, we evaluate the performance of a number of information criterion approaches derived from MCMC simulations in determining the dimension of a model. We utilize a deviance information criterion (DIC) approximation that is more robust than the approximations from other information criteria, and show our information criteria approximations do not produce superfluous modes when estimating conservation distributions under a variety of circumstances. We analyse the distribution of conservation for a multiple alignment comprising four primate species and mouse, and repeat this on two additional multiple alignments of similar species. We find evidence of six distinct classes of evolutionary rates that appear to be robust to the species used. Source code and data are available at


    Zhao, Yize; Kang, Jian; Yu, Tianwei


    It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to select genes or pathways strongly associated with a clinical/biological outcome. Alternatively, in this paper, we propose a nonparametric Bayesian model for gene selection incorporating network information. In addition to identifying genes that have a strong association with a clinical outcome, our model can select genes with particular expressional behavior, in which case the regression models are not directly applicable. We show that our proposed model is equivalent to an infinity mixture model for which we develop a posterior computation algorithm based on Markov chain Monte Carlo (MCMC) methods. We also propose two fast computing algorithms that approximate the posterior simulation with good accuracy but relatively low computational cost. We illustrate our methods on simulation studies and the analysis of Spellman yeast cell cycle microarray data.

  16. Efficient nonparametric and asymptotic Bayesian model selection methods for attributed graph clustering

    KAUST Repository

    Xu, Zhiqiang


    Attributed graph clustering, also known as community detection on attributed graphs, attracts much interests recently due to the ubiquity of attributed graphs in real life. Many existing algorithms have been proposed for this problem, which are either distance based or model based. However, model selection in attributed graph clustering has not been well addressed, that is, most existing algorithms assume the cluster number to be known a priori. In this paper, we propose two efficient approaches for attributed graph clustering with automatic model selection. The first approach is a popular Bayesian nonparametric method, while the second approach is an asymptotic method based on a recently proposed model selection criterion, factorized information criterion. Experimental results on both synthetic and real datasets demonstrate that our approaches for attributed graph clustering with automatic model selection significantly outperform the state-of-the-art algorithm.

  17. Evaluating experimental design for soil-plant model selection with Bayesian model averaging (United States)

    Wöhling, Thomas; Geiges, Andreas; Nowak, Wolfgang; Gayler, Sebastian


    The objective selection of appropriate models for realistic simulations of coupled soil-plant processes is a challenging task since the processes are complex, not fully understood at larger scales, and highly non-linear. Also, comprehensive data sets are scarce, and measurements are uncertain. In the past decades, a variety of different models have been developed that exhibit a wide range of complexity regarding their approximation of processes in the coupled model compartments. We present a method for evaluating experimental design for maximum confidence in the model selection task. The method considers uncertainty in parameters, measurements and model structures. Advancing the ideas behind Bayesian Model Averaging (BMA), the model weights in BMA are perceived as uncertain quantities with assigned probability distributions that narrow down as more data are made available. This allows assessing the power of different data types, data densities and data locations in identifying the best model structure from among a suite of plausible models. The models considered in this study are the crop models CERES, SUCROS, GECROS and SPASS, which are coupled to identical routines for simulating soil processes within the modelling framework Expert-N. The four models considerably differ in the degree of detail at which crop growth and root water uptake are represented. Monte-Carlo simulations were conducted for each of these models considering their uncertainty in soil hydraulic properties and selected crop model parameters. The models were then conditioned on field measurements of soil moisture, leaf-area index (LAI), and evapotranspiration rates (from eddy-covariance measurements) during a vegetation period of winter wheat at the Nellingen site in Southwestern Germany. Following our new method, we derived the BMA model weights (and their distributions) when using all data or different subsets thereof. We discuss to which degree the posterior BMA mean outperformed the prior BMA

  18. Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model (United States)

    Wentworth, Mami Tonoe

    Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification

  19. The Continual Reassessment Method for Multiple Toxicity Grades: A Bayesian Model Selection Approach (United States)

    Yuan, Ying; Zhang, Shemin; Zhang, Wenhong; Li, Chanjuan; Wang, Ling; Xia, Jielai


    Grade information has been considered in Yuan et al. (2007) wherein they proposed a Quasi-CRM method to incorporate the grade toxicity information in phase I trials. A potential problem with the Quasi-CRM model is that the choice of skeleton may dramatically vary the performance of the CRM model, which results in similar consequences for the Quasi-CRM model. In this paper, we propose a new model by utilizing bayesian model selection approach – Robust Quasi-CRM model – to tackle the above-mentioned pitfall with the Quasi-CRM model. The Robust Quasi-CRM model literally inherits the BMA-CRM model proposed by Yin and Yuan (2009) to consider a parallel of skeletons for Quasi-CRM. The superior performance of Robust Quasi-CRM model was demonstrated by extensive simulation studies. We conclude that the proposed method can be freely used in real practice. PMID:24875783

  20. Bayesian model selection without evidences: application to the dark energy equation-of-state (United States)

    Hee, S.; Handley, W. J.; Hobson, M. P.; Lasenby, A. N.


    A method is presented for Bayesian model selection without explicitly computing evidences, by using a combined likelihood and introducing an integer model selection parameter n so that Bayes factors, or more generally posterior odds ratios, may be read off directly from the posterior of n. If the total number of models under consideration is specified a priori, the full joint parameter space (θ, n) of the models is of fixed dimensionality and can be explored using standard Markov chain Monte Carlo (MCMC) or nested sampling methods, without the need for reversible jump MCMC techniques. The posterior on n is then obtained by straightforward marginalization. We demonstrate the efficacy of our approach by application to several toy models. We then apply it to constraining the dark energy equation of state using a free-form reconstruction technique. We show that Λ cold dark matter is significantly favoured over all extensions, including the simple w(z) = constant model.

  1. Joint Bayesian variable and graph selection for regression models with network-structured predictors (United States)

    Peterson, C. B.; Stingo, F. C.; Vannucci, M.


    In this work, we develop a Bayesian approach to perform selection of predictors that are linked within a network. We achieve this by combining a sparse regression model relating the predictors to a response variable with a graphical model describing conditional dependencies among the predictors. The proposed method is well-suited for genomic applications since it allows the identification of pathways of functionally related genes or proteins which impact an outcome of interest. In contrast to previous approaches for network-guided variable selection, we infer the network among predictors using a Gaussian graphical model and do not assume that network information is available a priori. We demonstrate that our method outperforms existing methods in identifying network-structured predictors in simulation settings, and illustrate our proposed model with an application to inference of proteins relevant to glioblastoma survival. PMID:26514925

  2. Heuristic algorithms for feature selection under Bayesian models with block-diagonal covariance structure. (United States)

    Foroughi Pour, Ali; Dalton, Lori A


    Many bioinformatics studies aim to identify markers, or features, that can be used to discriminate between distinct groups. In problems where strong individual markers are not available, or where interactions between gene products are of primary interest, it may be necessary to consider combinations of features as a marker family. To this end, recent work proposes a hierarchical Bayesian framework for feature selection that places a prior on the set of features we wish to select and on the label-conditioned feature distribution. While an analytical posterior under Gaussian models with block covariance structures is available, the optimal feature selection algorithm for this model remains intractable since it requires evaluating the posterior over the space of all possible covariance block structures and feature-block assignments. To address this computational barrier, in prior work we proposed a simple suboptimal algorithm, 2MNC-Robust, with robust performance across the space of block structures. Here, we present three new heuristic feature selection algorithms. The proposed algorithms outperform 2MNC-Robust and many other popular feature selection algorithms on synthetic data. In addition, enrichment analysis on real breast cancer, colon cancer, and Leukemia data indicates they also output many of the genes and pathways linked to the cancers under study. Bayesian feature selection is a promising framework for small-sample high-dimensional data, in particular biomarker discovery applications. When applied to cancer data these algorithms outputted many genes already shown to be involved in cancer as well as potentially new biomarkers. Furthermore, one of the proposed algorithms, SPM, outputs blocks of heavily correlated genes, particularly useful for studying gene interactions and gene networks.

  3. Progressive sampling-based Bayesian optimization for efficient and automatic machine learning model selection. (United States)

    Zeng, Xueqiang; Luo, Gang


    Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting algorithms and hyper-parameter values requires advanced machine learning knowledge and many labor-intensive manual iterations. To lower the bar to machine learning, miscellaneous automatic selection methods for algorithms and/or hyper-parameter values have been proposed. Existing automatic selection methods are inefficient on large data sets. This poses a challenge for using machine learning in the clinical big data era. To address the challenge, this paper presents progressive sampling-based Bayesian optimization, an efficient and automatic selection method for both algorithms and hyper-parameter values. We report an implementation of the method. We show that compared to a state of the art automatic selection method, our method can significantly reduce search time, classification error rate, and standard deviation of error rate due to randomization. This is major progress towards enabling fast turnaround in identifying high-quality solutions required by many machine learning-based clinical data analysis tasks.

  4. Comparison of Two Gas Selection Methodologies: An Application of Bayesian Model Averaging

    Energy Technology Data Exchange (ETDEWEB)

    Renholds, Andrea S.; Thompson, Sandra E.; Anderson, Kevin K.; Chilton, Lawrence K.


    One goal of hyperspectral imagery analysis is the detection and characterization of plumes. Characterization includes identifying the gases in the plumes, which is a model selection problem. Two gas selection methods compared in this report are Bayesian model averaging (BMA) and minimum Akaike information criterion (AIC) stepwise regression (SR). Simulated spectral data from a three-layer radiance transfer model were used to compare the two methods. Test gases were chosen to span the types of spectra observed, which exhibit peaks ranging from broad to sharp. The size and complexity of the search libraries were varied. Background materials were chosen to either replicate a remote area of eastern Washington or feature many common background materials. For many cases, BMA and SR performed the detection task comparably in terms of the receiver operating characteristic curves. For some gases, BMA performed better than SR when the size and complexity of the search library increased. This is encouraging because we expect improved BMA performance upon incorporation of prior information on background materials and gases.

  5. Bayesian Graphical Models

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Nielsen, Thomas Dyhre


    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...

  6. Bayesian Model Averaging for Propensity Score Analysis. (United States)

    Kaplan, David; Chen, Jianshen


    This article considers Bayesian model averaging as a means of addressing uncertainty in the selection of variables in the propensity score equation. We investigate an approximate Bayesian model averaging approach based on the model-averaged propensity score estimates produced by the R package BMA but that ignores uncertainty in the propensity score. We also provide a fully Bayesian model averaging approach via Markov chain Monte Carlo sampling (MCMC) to account for uncertainty in both parameters and models. A detailed study of our approach examines the differences in the causal estimate when incorporating noninformative versus informative priors in the model averaging stage. We examine these approaches under common methods of propensity score implementation. In addition, we evaluate the impact of changing the size of Occam's window used to narrow down the range of possible models. We also assess the predictive performance of both Bayesian model averaging propensity score approaches and compare it with the case without Bayesian model averaging. Overall, results show that both Bayesian model averaging propensity score approaches recover the treatment effect estimates well and generally provide larger uncertainty estimates, as expected. Both Bayesian model averaging approaches offer slightly better prediction of the propensity score compared with the Bayesian approach with a single propensity score equation. Covariate balance checks for the case study show that both Bayesian model averaging approaches offer good balance. The fully Bayesian model averaging approach also provides posterior probability intervals of the balance indices.

  7. Effects of petrophysical uncertainty in Bayesian hydrogeophysical inversion and model selection (United States)

    Brunetti, Carlotta; Linde, Niklas


    Hydrogeophysical studies rely on petrophysical relationships that link geophysical properties to hydrological proprieties and state variables of interest; these relationships are frequently assumed to be perfect (i.e., a one-to-one relation). Using first-arrival traveltime data from a synthetic crosshole ground-penetrating radar (GPR) experiment, we investigate the role of petrophysical uncertainty on porosity estimates from Markov chain Monte Carlo (MCMC) inversion and on Bayes factors (i.e., ratios of the evidences, or marginal likelihoods, of two competing models) used in Bayesian model selection. The petrophysical errors (PE) are conceptualized by a correlated zero-mean multi-Gaussian field with horizontal anisotropy with a resulting correlation coefficient of 0.8 between porosity and radar wave speed. We consider four different cases: (1) no PE are present (i.e., they are not used to generate the synthetic data) and they are not inferred in the MCMC inversion, (2) the PE are inferred for but they are not present in the data, (3) the PE are present in the data, but not inferred for and (4) the PE are present in the data and inferred for. To obtain appropriate acceptance ratios (i.e., between 35% and 45%), it is necessary to infer the PE as model parameters with a proper proposal distribution (simple Monte Carlo sampling of the petrophysical errors within Metropolis leads to very small acceptance rates). Case 4 provides consistent porosity field estimates (no bias) and the correlation coefficient between the "true" and posterior mean porosity field decreases from 0.9 for case 1 to 0.75. For case 2, we find that the variance of the posterior mean porosity field is too low and the porosity range is underestimated (i.e., some of the variance is accounted for by the inferred petrophysical uncertainty). Correspondingly, the porosity range is too wide for case 3 as it is used to account for petrophysical errors in the data. When comparing three different conceptual

  8. Making Steppingstones out of Stumbling Blocks: A New Bayesian Model Evidence Estimator with Application to Groundwater Model Selection (United States)

    Ye, M.; Elshall, A. S.; Tang, G.; Samani, S.


    Bayesian Model Evidence (BME) is the measure of the average fit of the model to data given all the parameter values that the model can take. By accounting for the trade-off between the model ability to reproduce the observation data and model complexity, BME estimates of candidate models are employed to calculate model weights, which are used for model selection and model averaging. This study shows that accurate estimation of the BME is important for penalizing models with more complexity. To improve the accuracy of BME estimation, we resort to Monte Carlo numerical estimators over semi-analytical solutions (such as Laplace approximations, BIC, KIC and other). This study examines prominent numerical estimators of BME that are the thermodynamic integration (TI), and the importance sampling methods of arithmetic mean (AM), harmonic mean (HM), and steppingstone sampling (SS). AM estimator (based on prior sampling) and HM estimator (based on posterior sampling) are straightforward to implement, yet they lead to under and over estimation, respectively. TI and SS improve beyond this by means of sampling multiple intermediate distributions that links the prior and the posterior, using Markov Chain Monte Carlo (MCMC). TI and SS are theoretically unbiased estimators that are mathematically rigorous. Yet a theoretically unbiased estimator could have large bias in practice arising from numerical implementation, because MCMC sampling errors of certain intermediate distributions can introduce bias. We propose an SS variant, namely the multiple one-steppingstone sampling (MOSS), which turns these intermediate stumbling "blocks" of SS into steppingstones toward BME estimation. Thus, MOSS is less sensitive to MCMC sampling errors. We evaluate these estimators using a problem of groundwater transport model selection. The modeling results show that SS and MOSS estimators gave the most accurate results. In addition, the results show that the magnitude of the estimation error is a

  9. Evaluating experimental design for soil-plant model selection using a Bootstrap Filter and Bayesian model averaging (United States)

    Wöhling, T.; Schöniger, A.; Geiges, A.; Nowak, W.; Gayler, S.


    The objective selection of appropriate models for realistic simulations of coupled soil-plant processes is a challenging task since the processes are complex, not fully understood at larger scales, and highly non-linear. Also, comprehensive data sets are scarce, and measurements are uncertain. In the past decades, a variety of different models have been developed that exhibit a wide range of complexity regarding their approximation of processes in the coupled model compartments. We present a method for evaluating experimental design for maximum confidence in the model selection task. The method considers uncertainty in parameters, measurements and model structures. Advancing the ideas behind Bayesian Model Averaging (BMA), we analyze the changes in posterior model weights and posterior model choice uncertainty when more data are made available. This allows assessing the power of different data types, data densities and data locations in identifying the best model structure from among a suite of plausible models. The models considered in this study are the crop models CERES, SUCROS, GECROS and SPASS, which are coupled to identical routines for simulating soil processes within the modelling framework Expert-N. The four models considerably differ in the degree of detail at which crop growth and root water uptake are represented. Monte-Carlo simulations were conducted for each of these models considering their uncertainty in soil hydraulic properties and selected crop model parameters. Using a Bootstrap Filter (BF), the models were then conditioned on field measurements of soil moisture, matric potential, leaf-area index, and evapotranspiration rates (from eddy-covariance measurements) during a vegetation period of winter wheat at a field site at the Swabian Alb in Southwestern Germany. Following our new method, we derived model weights when using all data or different subsets thereof. We discuss to which degree the posterior mean outperforms the prior mean and all

  10. Multi-scale inference of interaction rules in animal groups using Bayesian model selection.

    Directory of Open Access Journals (Sweden)

    Richard P Mann


    Full Text Available Inference of interaction rules of animals moving in groups usually relies on an analysis of large scale system behaviour. Models are tuned through repeated simulation until they match the observed behaviour. More recent work has used the fine scale motions of animals to validate and fit the rules of interaction of animals in groups. Here, we use a Bayesian methodology to compare a variety of models to the collective motion of glass prawns (Paratya australiensis. We show that these exhibit a stereotypical 'phase transition', whereby an increase in density leads to the onset of collective motion in one direction. We fit models to this data, which range from: a mean-field model where all prawns interact globally; to a spatial Markovian model where prawns are self-propelled particles influenced only by the current positions and directions of their neighbours; up to non-Markovian models where prawns have 'memory' of previous interactions, integrating their experiences over time when deciding to change behaviour. We show that the mean-field model fits the large scale behaviour of the system, but does not capture fine scale rules of interaction, which are primarily mediated by physical contact. Conversely, the Markovian self-propelled particle model captures the fine scale rules of interaction but fails to reproduce global dynamics. The most sophisticated model, the non-Markovian model, provides a good match to the data at both the fine scale and in terms of reproducing global dynamics. We conclude that prawns' movements are influenced by not just the current direction of nearby conspecifics, but also those encountered in the recent past. Given the simplicity of prawns as a study system our research suggests that self-propelled particle models of collective motion should, if they are to be realistic at multiple biological scales, include memory of previous interactions and other non-Markovian effects.

  11. Modeling coverage gaps in haplotype frequencies via Bayesian inference to improve stem cell donor selection. (United States)

    Louzoun, Yoram; Alter, Idan; Gragert, Loren; Albrecht, Mark; Maiers, Martin


    Regardless of sampling depth, accurate genotype imputation is limited in regions of high polymorphism which often have a heavy-tailed haplotype frequency distribution. Many rare haplotypes are thus unobserved. Statistical methods to improve imputation by extending reference haplotype distributions using linkage disequilibrium patterns that relate allele and haplotype frequencies have not yet been explored. In the field of unrelated stem cell transplantation, imputation of highly polymorphic human leukocyte antigen (HLA) genes has an important application in identifying the best-matched stem cell donor when searching large registries totaling over 28,000,000 donors worldwide. Despite these large registry sizes, a significant proportion of searched patients present novel HLA haplotypes. Supporting this observation, HLA population genetic models have indicated that many extant HLA haplotypes remain unobserved. The absent haplotypes are a significant cause of error in haplotype matching. We have applied a Bayesian inference methodology for extending haplotype frequency distributions, using a model where new haplotypes are created by recombination of observed alleles. Applications of this joint probability model offer significant improvement in frequency distribution estimates over the best existing alternative methods, as we illustrate using five-locus HLA frequency data from the National Marrow Donor Program registry. Transplant matching algorithms and disease association studies involving phasing and imputation of rare variants may benefit from this statistical inference framework.

  12. Can natural selection encode Bayesian priors? (United States)

    Ramírez, Juan Camilo; Marshall, James A R


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

  13. Application of Bayesian methods to habitat selection modeling of the northern spotted owl in California: new statistical methods for wildlife research (United States)

    Howard B. Stauffer; Cynthia J. Zabel; Jeffrey R. Dunk


    We compared a set of competing logistic regression habitat selection models for Northern Spotted Owls (Strix occidentalis caurina) in California. The habitat selection models were estimated, compared, evaluated, and tested using multiple sample datasets collected on federal forestlands in northern California. We used Bayesian methods in interpreting...

  14. Applied Bayesian modelling

    CERN Document Server

    Congdon, Peter


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

  15. Bayesian Variable Selection in Multilevel Item Response Theory Models with Application in Genomics. (United States)

    Fragoso, Tiago M; de Andrade, Mariza; Pereira, Alexandre C; Rosa, Guilherme J M; Soler, Júlia M P


    The goal of this paper is to present an implementation of stochastic search variable selection (SSVS) to multilevel model from item response theory (IRT). As experimental settings get more complex and models are required to integrate multiple (and sometimes massive) sources of information, a model that can jointly summarize and select the most relevant characteristics can provide better interpretation and a deeper insight into the problem. A multilevel IRT model recently proposed in the literature for modeling multifactorial diseases is extended to perform variable selection in the presence of thousands of covariates using SSVS. We derive conditional distributions required for such a task as well as an acceptance-rejection step that allows for the SSVS in high dimensional settings using a Markov Chain Monte Carlo algorithm. We validate the variable selection procedure through simulation studies, and illustrate its application on a study with genetic markers associated with the metabolic syndrome. © 2016 WILEY PERIODICALS, INC.

  16. How to avoid mismodelling in GLM-based fMRI data analysis: cross-validated Bayesian model selection. (United States)

    Soch, Joram; Haynes, John-Dylan; Allefeld, Carsten


    Voxel-wise general linear models (GLMs) are a standard approach for analyzing functional magnetic resonance imaging (fMRI) data. An advantage of GLMs is that they are flexible and can be adapted to the requirements of many different data sets. However, the specification of first-level GLMs leaves the researcher with many degrees of freedom which is problematic given recent efforts to ensure robust and reproducible fMRI data analysis. Formal model comparisons that allow a systematic assessment of GLMs are only rarely performed. On the one hand, too simple models may underfit data and leave real effects undiscovered. On the other hand, too complex models might overfit data and also reduce statistical power. Here we present a systematic approach termed cross-validated Bayesian model selection (cvBMS) that allows to decide which GLM best describes a given fMRI data set. Importantly, our approach allows for non-nested model comparison, i.e. comparing more than two models that do not just differ by adding one or more regressors. It also allows for spatially heterogeneous modelling, i.e. using different models for different parts of the brain. We validate our method using simulated data and demonstrate potential applications to empirical data. The increased use of model comparison and model selection should increase the reliability of GLM results and reproducibility of fMRI studies. Copyright © 2016 Elsevier Inc. All rights reserved.

  17. Bayesian nonparametric hierarchical modeling. (United States)

    Dunson, David B


    In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

  18. A spatio-temporal nonparametric Bayesian variable selection model of fMRI data for clustering correlated time courses. (United States)

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


    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. Copyright © 2014 Elsevier Inc. All rights reserved.

  19. X-ray spectral modelling of the AGN obscuring region in the CDFS: Bayesian model selection and catalogue (United States)

    Buchner, J.; Georgakakis, A.; Nandra, K.; Hsu, L.; Rangel, C.; Brightman, M.; Merloni, A.; Salvato, M.; Donley, J.; Kocevski, D.


    Context. Aims: Active galactic nuclei are known to have complex X-ray spectra that depend on both the properties of the accreting super-massive black hole (e.g. mass, accretion rate) and the distribution of obscuring material in its vicinity (i.e. the "torus"). Often however, simple and even unphysical models are adopted to represent the X-ray spectra of AGN, which do not capture the complexity and diversity of the observations. In the case of blank field surveys in particular, this should have an impact on e.g. the determination of the AGN luminosity function, the inferred accretion history of the Universe and also on our understanding of the relation between AGN and their host galaxies. Methods: We develop a Bayesian framework for model comparison and parameter estimation of X-ray spectra. We take into account uncertainties associated with both the Poisson nature of X-ray data and the determination of source redshift using photometric methods. We also demonstrate how Bayesian model comparison can be used to select among ten different physically motivated X-ray spectral models the one that provides a better representation of the observations. This methodology is applied to X-ray AGN in the 4 Ms Chandra Deep Field South. Results: For the ~350 AGN in that field, our analysis identifies four components needed to represent the diversity of the observed X-ray spectra: (1) an intrinsic power law; (2) a cold obscurer which reprocesses the radiation due to photo-electric absorption, Compton scattering and Fe-K fluorescence; (3) an unabsorbed power law associated with Thomson scattering off ionised clouds; and (4) Compton reflection, most noticeable from a stronger-than-expected Fe-K line. Simpler models, such as a photo-electrically absorbed power law with a Thomson scattering component, are ruled out with decisive evidence (B > 100). We also find that ignoring the Thomson scattering component results in underestimation of the inferred column density, NH, of the obscurer

  20. Testing general relativity using Bayesian model selection: Applications to observations of gravitational waves from compact binary systems

    International Nuclear Information System (INIS)

    Del Pozzo, Walter; Veitch, John; Vecchio, Alberto


    Second-generation interferometric gravitational-wave detectors, such as Advanced LIGO and Advanced Virgo, are expected to begin operation by 2015. Such instruments plan to reach sensitivities that will offer the unique possibility to test general relativity in the dynamical, strong-field regime and investigate departures from its predictions, in particular, using the signal from coalescing binary systems. We introduce a statistical framework based on Bayesian model selection in which the Bayes factor between two competing hypotheses measures which theory is favored by the data. Probability density functions of the model parameters are then used to quantify the inference on individual parameters. We also develop a method to combine the information coming from multiple independent observations of gravitational waves, and show how much stronger inference could be. As an introduction and illustration of this framework-and a practical numerical implementation through the Monte Carlo integration technique of nested sampling-we apply it to gravitational waves from the inspiral phase of coalescing binary systems as predicted by general relativity and a very simple alternative theory in which the graviton has a nonzero mass. This method can (and should) be extended to more realistic and physically motivated theories.

  1. Bayesian analysis of CCDM models

    Energy Technology Data Exchange (ETDEWEB)

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


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

  2. Bayesian Group Bridge for Bi-level Variable Selection. (United States)

    Mallick, Himel; Yi, Nengjun


    A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.

  3. Bayesian Model Selection for Pathological Neuroimaging Data Applied to White Matter Lesion Segmentation

    NARCIS (Netherlands)

    Sudre, Carole H.; Cardoso, M. Jorge; Bouvy, Willem H.; Biessels, Geert Jan; Barnes, Josephine; Ourselin, Sebastien


    In neuroimaging studies, pathologies can present themselves as abnormal intensity patterns. Thus, solutions for detecting abnormal intensities are currently under investigation. As each patient is unique, an unbiased and biologically plausible model of pathological data would have to be able to

  4. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors

    Directory of Open Access Journals (Sweden)

    Xibin Zhang


    Full Text Available This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting continuous and discrete regressors. We derive an approximate likelihood and posterior for bandwidth parameters, followed by a sampling algorithm. Simulation results show that the proposed approach typically leads to better accuracy of the resulting estimates than cross-validation, particularly for smaller sample sizes. This bandwidth estimation approach is applied to nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product (GDP growth rates among the organisation for economic co-operation and development (OECD and non-OECD countries.

  5. Bayesian Analysis for Risk Assessment of Selected Medical Events in Support of the Integrated Medical Model Effort (United States)

    Gilkey, Kelly M.; Myers, Jerry G.; McRae, Michael P.; Griffin, Elise A.; Kallrui, Aditya S.


    The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.

  6. Bayesian inference with information content model check for Langevin equations

    DEFF Research Database (Denmark)

    Krog, Jens F. C.; Lomholt, Michael Andersen


    The Bayesian data analysis framework has been proven to be a systematic and effective method of parameter inference and model selection for stochastic processes. In this work we introduce an information content model check which may serve as a goodness-of-fit, like the chi-square procedure......, to complement conventional Bayesian analysis. We demonstrate this extended Bayesian framework on a system of Langevin equations, where coordinate dependent mobilities and measurement noise hinder the normal mean squared displacement approach....

  7. Bayesian Model Averaging for Propensity Score Analysis (United States)

    Kaplan, David; Chen, Jianshen


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

  8. Bayesian models in cognitive neuroscience: A tutorial

    NARCIS (Netherlands)

    O'Reilly, J.X.; Mars, R.B.


    This chapter provides an introduction to Bayesian models and their application in cognitive neuroscience. The central feature of Bayesian models, as opposed to other classes of models, is that Bayesian models represent the beliefs of an observer as probability distributions, allowing them to

  9. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis


    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 ...

  10. Flexible Bayesian Human Fecundity Models. (United States)

    Kim, Sungduk; Sundaram, Rajeshwari; Buck Louis, Germaine M; Pyper, Cecilia


    Human fecundity is an issue of considerable interest for both epidemiological and clinical audiences, and is dependent upon a couple's biologic capacity for reproduction coupled with behaviors that place a couple at risk for pregnancy. Bayesian hierarchical models have been proposed to better model the conception probabilities by accounting for the acts of intercourse around the day of ovulation, i.e., during the fertile window. These models can be viewed in the framework of a generalized nonlinear model with an exponential link. However, a fixed choice of link function may not always provide the best fit, leading to potentially biased estimates for probability of conception. Motivated by this, we propose a general class of models for fecundity by relaxing the choice of the link function under the generalized nonlinear model framework. We use a sample from the Oxford Conception Study (OCS) to illustrate the utility and fit of this general class of models for estimating human conception. Our findings reinforce the need for attention to be paid to the choice of link function in modeling conception, as it may bias the estimation of conception probabilities. Various properties of the proposed models are examined and a Markov chain Monte Carlo sampling algorithm was developed for implementing the Bayesian computations. The deviance information criterion measure and logarithm of pseudo marginal likelihood are used for guiding the choice of links. The supplemental material section contains technical details of the proof of the theorem stated in the paper, and contains further simulation results and analysis.

  11. Bayesian operational risk models


    Silvia Figini; Lijun Gao; Paolo Giudici


    Operational risk is hard to quantify, for the presence of heavy tailed loss distributions. Extreme value distributions, used in this context, are very sensitive to the data, and this is a problem in the presence of rare loss data. Self risk assessment questionnaires, if properly modelled, may provide the missing piece of information that is necessary to adequately estimate op- erational risks. In this paper we propose to embody self risk assessment data into suitable prior distributions, and ...

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

    NARCIS (Netherlands)

    Dimitrakakis, C.


    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

  13. The humble Bayesian : Model checking from a fully Bayesian perspective

    NARCIS (Netherlands)

    Morey, Richard D.; Romeijn, Jan-Willem; Rouder, Jeffrey N.

    Gelman and Shalizi (2012) criticize what they call the usual story in Bayesian statistics: that the distribution over hypotheses or models is the sole means of statistical inference, thus excluding model checking and revision, and that inference is inductivist rather than deductivist. They present

  14. Bayesian Recurrent Neural Network for Language Modeling. (United States)

    Chien, Jen-Tzung; Ku, Yuan-Chu


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

  15. Modeling Diagnostic Assessments with Bayesian Networks (United States)

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


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

  16. Metrics for evaluating performance and uncertainty of Bayesian network models (United States)

    Bruce G. Marcot


    This paper presents a selected set of existing and new metrics for gauging Bayesian network model performance and uncertainty. Selected existing and new metrics are discussed for conducting model sensitivity analysis (variance reduction, entropy reduction, case file simulation); evaluating scenarios (influence analysis); depicting model complexity (numbers of model...

  17. Bayesian modelling of fusion diagnostics (United States)

    Fischer, R.; Dinklage, A.; Pasch, E.


    Integrated data analysis of fusion diagnostics is the combination of different, heterogeneous diagnostics in order to improve physics knowledge and reduce the uncertainties of results. One example is the validation of profiles of plasma quantities. Integration of different diagnostics requires systematic and formalized error analysis for all uncertainties involved. The Bayesian probability theory (BPT) allows a systematic combination of all information entering the measurement descriptive model that considers all uncertainties of the measured data, calibration measurements, physical model parameters and measurement nuisance parameters. A sensitivity analysis of model parameters allows crucial uncertainties to be found, which has an impact on both diagnostic improvement and design. The systematic statistical modelling within the BPT is used for reconstructing electron density and electron temperature profiles from Thomson scattering data from the Wendelstein 7-AS stellarator. The inclusion of different diagnostics and first-principle information is discussed in terms of improvements.

  18. Variable selection in Bayesian generalized linear-mixed models: an illustration using candidate gene case-control association studies. (United States)

    Tsai, Miao-Yu


    The problem of variable selection in the generalized linear-mixed models (GLMMs) is pervasive in statistical practice. For the purpose of variable selection, many methodologies for determining the best subset of explanatory variables currently exist according to the model complexity and differences between applications. In this paper, we develop a "higher posterior probability model with bootstrap" (HPMB) approach to select explanatory variables without fitting all possible GLMMs involving a small or moderate number of explanatory variables. Furthermore, to save computational load, we propose an efficient approximation approach with Laplace's method and Taylor's expansion to approximate intractable integrals in GLMMs. Simulation studies and an application of HapMap data provide evidence that this selection approach is computationally feasible and reliable for exploring true candidate genes and gene-gene associations, after adjusting for complex structures among clusters. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  19. Bayesian models: A statistical primer for ecologists (United States)

    Hobbs, N. Thompson; Hooten, Mevin B.


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

  20. Bayesian site selection for fast Gaussian process regression

    KAUST Repository

    Pourhabib, Arash


    Gaussian Process (GP) regression is a popular method in the field of machine learning and computer experiment designs; however, its ability to handle large data sets is hindered by the computational difficulty in inverting a large covariance matrix. Likelihood approximation methods were developed as a fast GP approximation, thereby reducing the computation cost of GP regression by utilizing a much smaller set of unobserved latent variables called pseudo points. This article reports a further improvement to the likelihood approximation methods by simultaneously deciding both the number and locations of the pseudo points. The proposed approach is a Bayesian site selection method where both the number and locations of the pseudo inputs are parameters in the model, and the Bayesian model is solved using a reversible jump Markov chain Monte Carlo technique. Through a number of simulated and real data sets, it is demonstrated that with appropriate priors chosen, the Bayesian site selection method can produce a good balance between computation time and prediction accuracy: it is fast enough to handle large data sets that a full GP is unable to handle, and it improves, quite often remarkably, the prediction accuracy, compared with the existing likelihood approximations. © 2014 Taylor and Francis Group, LLC.

  1. Calibration in a Bayesian modelling framework

    NARCIS (Netherlands)

    Jansen, M.J.W.; Hagenaars, T.H.J.


    Bayesian statistics may constitute the core of a consistent and comprehensive framework for the statistical aspects of modelling complex processes that involve many parameters whose values are derived from many sources. Bayesian statistics holds great promises for model calibration, provides the

  2. Properties of the Bayesian Knowledge Tracing Model (United States)

    van de Sande, Brett


    Bayesian Knowledge Tracing is used very widely to model student learning. It comes in two different forms: The first form is the Bayesian Knowledge Tracing "hidden Markov model" which predicts the probability of correct application of a skill as a function of the number of previous opportunities to apply that skill and the model…

  3. A Bayesian approach to model uncertainty

    International Nuclear Information System (INIS)

    Buslik, A.


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

  4. Bayesian variable selection in the accelerated failure time model with an application to the surveillance, epidemiology, and end results breast cancer data. (United States)

    Zhang, Zhen; Sinha, Samiran; Maiti, Tapabrata; Shipp, Eva


    Accelerated failure time model is a popular model to analyze censored time-to-event data. Analysis of this model without assuming any parametric distribution for the model error is challenging, and the model complexity is enhanced in the presence of large number of covariates. We developed a nonparametric Bayesian method for regularized estimation of the regression parameters in a flexible accelerated failure time model. The novelties of our method lie in modeling the error distribution of the accelerated failure time nonparametrically, modeling the variance as a function of the mean, and adopting a variable selection technique in modeling the mean. The proposed method allowed for identifying a set of important regression parameters, estimating survival probabilities, and constructing credible intervals of the survival probabilities. We evaluated operating characteristics of the proposed method via simulation studies. Finally, we apply our new comprehensive method to analyze the motivating breast cancer data from the Surveillance, Epidemiology, and End Results Program, and estimate the five-year survival probabilities for women included in the Surveillance, Epidemiology, and End Results database who were diagnosed with breast cancer between 1990 and 2000.

  5. Approximate Bayesian computation (ABC) coupled with Bayesian model averaging method for estimating mean and standard deviation


    Kwon, Deukwoo; Reis, Isildinha M.


    Background: We proposed approximate Bayesian computation with single distribution selection (ABC-SD) for estimating mean and standard deviation from other reported summary statistics. The ABC-SD generates pseudo data from a single parametric distribution thought to be the true distribution of underlying study data. This single distribution is either an educated guess, or it is selected via model selection using posterior probability criterion for testing two or more candidate distributions. F...

  6. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten


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

  7. Bayesian models a statistical primer for ecologists

    CERN Document Server

    Hobbs, N Thompson


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

  8. Properties of hypothesis testing techniques and (Bayesian) model selection for exploration-based and theory-based (order-restricted) hypotheses. (United States)

    Kuiper, Rebecca M; Nederhoff, Tim; Klugkist, Irene


    In this paper, the performance of six types of techniques for comparisons of means is examined. These six emerge from the distinction between the method employed (hypothesis testing, model selection using information criteria, or Bayesian model selection) and the set of hypotheses that is investigated (a classical, exploration-based set of hypotheses containing equality constraints on the means, or a theory-based limited set of hypotheses with equality and/or order restrictions). A simulation study is conducted to examine the performance of these techniques. We demonstrate that, if one has specific, a priori specified hypotheses, confirmation (i.e., investigating theory-based hypotheses) has advantages over exploration (i.e., examining all possible equality-constrained hypotheses). Furthermore, examining reasonable order-restricted hypotheses has more power to detect the true effect/non-null hypothesis than evaluating only equality restrictions. Additionally, when investigating more than one theory-based hypothesis, model selection is preferred over hypothesis testing. Because of the first two results, we further examine the techniques that are able to evaluate order restrictions in a confirmatory fashion by examining their performance when the homogeneity of variance assumption is violated. Results show that the techniques are robust to heterogeneity when the sample sizes are equal. When the sample sizes are unequal, the performance is affected by heterogeneity. The size and direction of the deviations from the baseline, where there is no heterogeneity, depend on the effect size (of the means) and on the trend in the group variances with respect to the ordering of the group sizes. Importantly, the deviations are less pronounced when the group variances and sizes exhibit the same trend (e.g., are both increasing with group number). © 2014 The British Psychological Society.

  9. Bayesian Model Comparison With the g-Prior

    DEFF Research Database (Denmark)

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


    Model comparison and selection is an important problem in many model-based signal processing applications. Often, very simple information criteria such as the Akaike information criterion or the Bayesian information criterion are used despite their shortcomings. Compared to these methods, Djuric...... demonstrate that our proposed model comparison and selection rules outperform the traditional information criteria both in terms of detecting the true model and in terms of predicting unobserved data. The simulation code is available online....

  10. Bayesian genomic selection: the effect of haplotype lenghts and priors

    DEFF Research Database (Denmark)

    Villumsen, Trine Michelle; Janss, Luc


    Breeding values for animals with marker data are estimated using a genomic selection approach where data is analyzed using Bayesian multi-marker association models. Fourteen model scenarios with varying haplotype lengths, hyper parameter and prior distributions were compared to find the scenario...... expected to give the most correct genomic estimated breeding values for animals with marker information only. Five-fold cross validation was performed to assess the ability of models to estimate breeding values for animals in generation 3. In each of the five subsets, 20% of phenotypic records...... well. Correlations were 0.77-0.89 and predicted breeding values were biased. In addition the models seemed to over fit the genomic part of the variation. Highest correlations and most unbiased results were obtained when SNP markers were joined into haplotypes. Especially the scenarios with 5-SNP...

  11. Fully probabilistic design of hierarchical Bayesian models

    Czech Academy of Sciences Publication Activity Database

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


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

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

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


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

  13. Bayesian modeling of unknown diseases for biosurveillance. (United States)

    Shen, Yanna; Cooper, Gregory F


    This paper investigates Bayesian modeling of unknown causes of events in the context of disease-outbreak detection. We introduce a Bayesian approach that models and detects both (1) known diseases (e.g., influenza and anthrax) by using informative prior probabilities and (2) unknown diseases (e.g., a new, highly contagious respiratory virus that has never been seen before) by using relatively non-informative prior probabilities. We report the results of simulation experiments which support that this modeling method can improve the detection of new disease outbreaks in a population. A key contribution of this paper is that it introduces a Bayesian approach for jointly modeling both known and unknown causes of events. Such modeling has broad applicability in medical informatics, where the space of known causes of outcomes of interest is seldom complete.

  14. Posterior Predictive Model Checking in Bayesian Networks (United States)

    Crawford, Aaron


    This simulation study compared the utility of various discrepancy measures within a posterior predictive model checking (PPMC) framework for detecting different types of data-model misfit in multidimensional Bayesian network (BN) models. The investigated conditions were motivated by an applied research program utilizing an operational complex…

  15. Robust bayesian analysis of an autoregressive model with ...

    African Journals Online (AJOL)

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

  16. Empirical Bayesian inference and model uncertainty

    International Nuclear Information System (INIS)

    Poern, K.


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

  17. Bayesian Plackett-Luce Mixture Models for Partially Ranked Data. (United States)

    Mollica, Cristina; Tardella, Luca


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

  18. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil


    © 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.

  19. Bayesian mixture models for partially verified data

    DEFF Research Database (Denmark)

    Kostoulas, Polychronis; Browne, William J.; Nielsen, Søren Saxmose


    Bayesian mixture models can be used to discriminate between the distributions of continuous test responses for different infection stages. These models are particularly useful in case of chronic infections with a long latent period, like Mycobacterium avium subsp. paratuberculosis (MAP) infection...

  20. Quantifying Registration Uncertainty With Sparse Bayesian Modelling. (United States)

    Le Folgoc, Loic; Delingette, Herve; Criminisi, Antonio; Ayache, Nicholas


    We investigate uncertainty quantification under a sparse Bayesian model of medical image registration. Bayesian modelling has proven powerful to automate the tuning of registration hyperparameters, such as the trade-off between the data and regularization functionals. Sparsity-inducing priors have recently been used to render the parametrization itself adaptive and data-driven. The sparse prior on transformation parameters effectively favors the use of coarse basis functions to capture the global trends in the visible motion while finer, highly localized bases are introduced only in the presence of coherent image information and motion. In earlier work, approximate inference under the sparse Bayesian model was tackled in an efficient Variational Bayes (VB) framework. In this paper we are interested in the theoretical and empirical quality of uncertainty estimates derived under this approximate scheme vs. under the exact model. We implement an (asymptotically) exact inference scheme based on reversible jump Markov Chain Monte Carlo (MCMC) sampling to characterize the posterior distribution of the transformation and compare the predictions of the VB and MCMC based methods. The true posterior distribution under the sparse Bayesian model is found to be meaningful: orders of magnitude for the estimated uncertainty are quantitatively reasonable, the uncertainty is higher in textureless regions and lower in the direction of strong intensity gradients.

  1. Bayesian Modelling of Functional Whole Brain Connectivity

    DEFF Research Database (Denmark)

    Røge, Rasmus

    This thesis deals with parcellation of whole-brain functional magnetic resonance imaging (fMRI) using Bayesian inference with mixture models tailored to the fMRI data. In the three included papers and manuscripts, we analyze two different approaches to modeling fMRI signal; either we accept...... the prevalent strategy of standardizing of fMRI time series and model data using directional statistics or we model the variability in the signal across the brain and across multiple subjects. In either case, we use Bayesian nonparametric modeling to automatically learn from the fMRI data the number...... of funcional units, i.e. parcels. We benchmark the proposed mixture models against state of the art methods of brain parcellation, both probabilistic and non-probabilistic. The time series of each voxel are most often standardized using z-scoring which projects the time series data onto a hypersphere...

  2. Distributed Bayesian Networks for User Modeling

    DEFF Research Database (Denmark)

    Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang


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

  3. Modelling dependable systems using hybrid Bayesian networks

    International Nuclear Information System (INIS)

    Neil, Martin; Tailor, Manesh; Marquez, David; Fenton, Norman; Hearty, Peter


    A hybrid Bayesian network (BN) is one that incorporates both discrete and continuous nodes. In our extensive applications of BNs for system dependability assessment, the models are invariably hybrid and the need for efficient and accurate computation is paramount. We apply a new iterative algorithm that efficiently combines dynamic discretisation with robust propagation algorithms on junction tree structures to perform inference in hybrid BNs. We illustrate its use in the field of dependability with two example of reliability estimation. Firstly we estimate the reliability of a simple single system and next we implement a hierarchical Bayesian model. In the hierarchical model we compute the reliability of two unknown subsystems from data collected on historically similar subsystems and then input the result into a reliability block model to compute system level reliability. We conclude that dynamic discretisation can be used as an alternative to analytical or Monte Carlo methods with high precision and can be applied to a wide range of dependability problems

  4. Bayesian disease mapping: hierarchical modeling in spatial epidemiology

    National Research Council Canada - National Science Library

    Lawson, Andrew


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

  5. Constrained bayesian inference of project performance models


    Sunmola, Funlade


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

  6. Bayesian methodology for reliability model acceptance

    International Nuclear Information System (INIS)

    Zhang Ruoxue; Mahadevan, Sankaran


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

  7. Bayesian item selection criteria for adaptive testing

    NARCIS (Netherlands)

    van der Linden, Willem J.


    R.J. Owen (1975) proposed an approximate empirical Bayes procedure for item selection in adaptive testing. The procedure replaces the true posterior by a normal approximation with closed-form expressions for its first two moments. This approximation was necessary to minimize the computational

  8. Bayesian estimation and modeling: Editorial to the second special issue on Bayesian data analysis. (United States)

    Chow, Sy-Miin; Hoijtink, Herbert


    This editorial accompanies the second special issue on Bayesian data analysis published in this journal. The emphases of this issue are on Bayesian estimation and modeling. In this editorial, we outline the basics of current Bayesian estimation techniques and some notable developments in the statistical literature, as well as adaptations and extensions by psychological researchers to better tailor to the modeling applications in psychology. We end with a discussion on future outlooks of Bayesian data analysis in psychology. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

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

    KAUST Repository

    Liang, Faming


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

  10. Predicting the heat of vaporization of iron at high temperatures using time-resolved laser-induced incandescence and Bayesian model selection (United States)

    Sipkens, Timothy A.; Hadwin, Paul J.; Grauer, Samuel J.; Daun, Kyle J.


    Competing theories have been proposed to account for how the latent heat of vaporization of liquid iron varies with temperature, but experimental confirmation remains elusive, particularly at high temperatures. We propose time-resolved laser-induced incandescence measurements on iron nanoparticles combined with Bayesian model plausibility, as a novel method for evaluating these relationships. Our approach scores the explanatory power of candidate models, accounting for parameter uncertainty, model complexity, measurement noise, and goodness-of-fit. The approach is first validated with simulated data and then applied to experimental data for iron nanoparticles in argon. Our results justify the use of Román's equation to account for the temperature dependence of the latent heat of vaporization of liquid iron.

  11. Network structure exploration via Bayesian nonparametric models

    International Nuclear Information System (INIS)

    Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z


    Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)

  12. Centralized Bayesian reliability modelling with sensor networks

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Sečkárová, Vladimíra


    Roč. 19, č. 5 (2013), s. 471-482 ISSN 1387-3954 R&D Projects: GA MŠk 7D12004 Grant - others:GA MŠk(CZ) SVV-265315 Keywords : Bayesian modelling * Sensor network * Reliability Subject RIV: BD - Theory of Information Impact factor: 0.984, year: 2013

  13. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay


    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.

  14. Bayesian structural equation modeling in sport and exercise psychology. (United States)

    Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus


    Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.

  15. Bayesian model selection techniques as decision support for shaping a statistical analysis plan of a clinical trial: An example from a vertigo phase III study with longitudinal count data as primary endpoint (United States)


    tools for preparing decisions within the SAP in a transparent way when structuring the primary analysis, sensitivity or ancillary analyses, and specific analyses for secondary endpoints. The mean logarithmic score and DIC discriminate well between different model scenarios. It becomes obvious that the naive choice of a conventional random effects Poisson model is often inappropriate for real-life count data. The findings are used to specify an appropriate mixed model employed in the sensitivity analyses of an ongoing phase III trial. Conclusions The proposed Bayesian methods are not only appealing for inference but notably provide a sophisticated insight into different aspects of model performance, such as forecast verification or calibration checks, and can be applied within the model selection process. The mean of the logarithmic score is a robust tool for model ranking and is not sensitive to sample size. Therefore, these Bayesian model selection techniques offer helpful decision support for shaping sensitivity and ancillary analyses in a statistical analysis plan of a clinical trial with longitudinal count data as the primary endpoint. PMID:22962944

  16. Bayesian model selection techniques as decision support for shaping a statistical analysis plan of a clinical trial: An example from a vertigo phase III study with longitudinal count data as primary endpoint

    Directory of Open Access Journals (Sweden)

    Adrion Christine


    provide excellent tools for preparing decisions within the SAP in a transparent way when structuring the primary analysis, sensitivity or ancillary analyses, and specific analyses for secondary endpoints. The mean logarithmic score and DIC discriminate well between different model scenarios. It becomes obvious that the naive choice of a conventional random effects Poisson model is often inappropriate for real-life count data. The findings are used to specify an appropriate mixed model employed in the sensitivity analyses of an ongoing phase III trial. Conclusions The proposed Bayesian methods are not only appealing for inference but notably provide a sophisticated insight into different aspects of model performance, such as forecast verification or calibration checks, and can be applied within the model selection process. The mean of the logarithmic score is a robust tool for model ranking and is not sensitive to sample size. Therefore, these Bayesian model selection techniques offer helpful decision support for shaping sensitivity and ancillary analyses in a statistical analysis plan of a clinical trial with longitudinal count data as the primary endpoint.

  17. Bayesian methods for data analysis

    CERN Document Server

    Carlin, Bradley P.


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

  18. Smartphone technologies and Bayesian networks to assess shorebird habitat selection (United States)

    Zeigler, Sara; Thieler, E. Robert; Gutierrez, Ben; Plant, Nathaniel G.; Hines, Megan K.; Fraser, James D.; Catlin, Daniel H.; Karpanty, Sarah M.


    Understanding patterns of habitat selection across a species’ geographic distribution can be critical for adequately managing populations and planning for habitat loss and related threats. However, studies of habitat selection can be time consuming and expensive over broad spatial scales, and a lack of standardized monitoring targets or methods can impede the generalization of site-based studies. Our objective was to collaborate with natural resource managers to define available nesting habitat for piping plovers (Charadrius melodus) throughout their U.S. Atlantic coast distribution from Maine to North Carolina, with a goal of providing science that could inform habitat management in response to sea-level rise. We characterized a data collection and analysis approach as being effective if it provided low-cost collection of standardized habitat-selection data across the species’ breeding range within 1–2 nesting seasons and accurate nesting location predictions. In the method developed, >30 managers and conservation practitioners from government agencies and private organizations used a smartphone application, “iPlover,” to collect data on landcover characteristics at piping plover nest locations and random points on 83 beaches and barrier islands in 2014 and 2015. We analyzed these data with a Bayesian network that predicted the probability a specific combination of landcover variables would be associated with a nesting site. Although we focused on a shorebird, our approach can be modified for other taxa. Results showed that the Bayesian network performed well in predicting habitat availability and confirmed predicted habitat preferences across the Atlantic coast breeding range of the piping plover. We used the Bayesian network to map areas with a high probability of containing nesting habitat on the Rockaway Peninsula in New York, USA, as an example application. Our approach facilitated the collation of evidence-based information on habitat selection

  19. Bayesian analysis of a correlated binomial model


    Diniz, Carlos A. R.; Tutia, Marcelo H.; Leite, Jose G.


    In this paper a Bayesian approach is applied to the correlated binomial model, CB(n, p, ρ), proposed by Luceño (Comput. Statist. Data Anal. 20 (1995) 511–520). The data augmentation scheme is used in order to overcome the complexity of the mixture likelihood. MCMC methods, including Gibbs sampling and Metropolis within Gibbs, are applied to estimate the posterior marginal for the probability of success p and for the correlation coefficient ρ. The sensitivity of the posterior is studied taking...

  20. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuška, Ivo


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

  1. Bayesian Test of Significance for Conditional Independence: The Multinomial Model

    Directory of Open Access Journals (Sweden)

    Pablo de Morais Andrade


    Full Text Available Conditional independence tests have received special attention lately in machine learning and computational intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of probabilistic graphical models, which includes Bayesian network models, conditional independence tests are especially important for the task of learning the probabilistic graphical model structure from data. In this paper, we propose the full Bayesian significance test for tests of conditional independence for discrete datasets. The full Bayesian significance test is a powerful Bayesian test for precise hypothesis, as an alternative to the frequentist’s significance tests (characterized by the calculation of the p-value.

  2. Accelerating Bayesian inference for evolutionary biology models. (United States)

    Meyer, Xavier; Chopard, Bastien; Salamin, Nicolas


    Bayesian inference is widely used nowadays and relies largely on Markov chain Monte Carlo (MCMC) methods. Evolutionary biology has greatly benefited from the developments of MCMC methods, but the design of more complex and realistic models and the ever growing availability of novel data is pushing the limits of the current use of these methods. We present a parallel Metropolis-Hastings (M-H) framework built with a novel combination of enhancements aimed towards parameter-rich and complex models. We show on a parameter-rich macroevolutionary model increases of the sampling speed up to 35 times with 32 processors when compared to a sequential M-H process. More importantly, our framework achieves up to a twentyfold faster convergence to estimate the posterior probability of phylogenetic trees using 32 processors when compared to the well-known software MrBayes for Bayesian inference of phylogenetic trees. Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

  3. Calibration of Uncertainty Analysis of the SWAT Model Using Genetic Algorithms and Bayesian Model Averaging (United States)

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

  4. Bayesian Predictive Models for Rayleigh Wind Speed

    DEFF Research Database (Denmark)

    Shahirinia, Amir; Hajizadeh, Amin; Yu, David C


    predictive model of the wind speed aggregates the non-homogeneous distributions into a single continuous distribution. Therefore, the result is able to capture the variation among the probability distributions of the wind speeds at the turbines’ locations in a wind farm. More specifically, instead of using...... a wind speed distribution whose parameters are known or estimated, the parameters are considered as random whose variations are according to probability distributions. The Bayesian predictive model for a Rayleigh which only has a single model scale parameter has been proposed. Also closed-form posterior......One of the major challenges with the increase in wind power generation is the uncertain nature of wind speed. So far the uncertainty about wind speed has been presented through probability distributions. Also the existing models that consider the uncertainty of the wind speed primarily view...

  5. A Bayesian Reformulation of the Extended Drift-Diffusion Model in Perceptual Decision Making (United States)

    Fard, Pouyan R.; Park, Hame; Warkentin, Andrej; Kiebel, Stefan J.; Bitzer, Sebastian


    Perceptual decision making can be described as a process of accumulating evidence to a bound which has been formalized within drift-diffusion models (DDMs). Recently, an equivalent Bayesian model has been proposed. In contrast to standard DDMs, this Bayesian model directly links information in the stimulus to the decision process. Here, we extend this Bayesian model further and allow inter-trial variability of two parameters following the extended version of the DDM. We derive parameter distributions for the Bayesian model and show that they lead to predictions that are qualitatively equivalent to those made by the extended drift-diffusion model (eDDM). Further, we demonstrate the usefulness of the extended Bayesian model (eBM) for the analysis of concrete behavioral data. Specifically, using Bayesian model selection, we find evidence that including additional inter-trial parameter variability provides for a better model, when the model is constrained by trial-wise stimulus features. This result is remarkable because it was derived using just 200 trials per condition, which is typically thought to be insufficient for identifying variability parameters in DDMs. In sum, we present a Bayesian analysis, which provides for a novel and promising analysis of perceptual decision making experiments. PMID:28553219

  6. A Bayesian Reformulation of the Extended Drift-Diffusion Model in Perceptual Decision Making

    Directory of Open Access Journals (Sweden)

    Pouyan R. Fard


    Full Text Available Perceptual decision making can be described as a process of accumulating evidence to a bound which has been formalized within drift-diffusion models (DDMs. Recently, an equivalent Bayesian model has been proposed. In contrast to standard DDMs, this Bayesian model directly links information in the stimulus to the decision process. Here, we extend this Bayesian model further and allow inter-trial variability of two parameters following the extended version of the DDM. We derive parameter distributions for the Bayesian model and show that they lead to predictions that are qualitatively equivalent to those made by the extended drift-diffusion model (eDDM. Further, we demonstrate the usefulness of the extended Bayesian model (eBM for the analysis of concrete behavioral data. Specifically, using Bayesian model selection, we find evidence that including additional inter-trial parameter variability provides for a better model, when the model is constrained by trial-wise stimulus features. This result is remarkable because it was derived using just 200 trials per condition, which is typically thought to be insufficient for identifying variability parameters in DDMs. In sum, we present a Bayesian analysis, which provides for a novel and promising analysis of perceptual decision making experiments.

  7. Bayesian Fundamentalism or Enlightenment? On the explanatory status and theoretical contributions of Bayesian models of cognition. (United States)

    Jones, Matt; Love, Bradley C


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

  8. Bayesian Factor Analysis as a Variable-Selection Problem: Alternative Priors and Consequences. (United States)

    Lu, Zhao-Hua; Chow, Sy-Miin; Loken, Eric


    Factor analysis is a popular statistical technique for multivariate data analysis. Developments in the structural equation modeling framework have enabled the use of hybrid confirmatory/exploratory approaches in which factor-loading structures can be explored relatively flexibly within a confirmatory factor analysis (CFA) framework. Recently, Muthén & Asparouhov proposed a Bayesian structural equation modeling (BSEM) approach to explore the presence of cross loadings in CFA models. We show that the issue of determining factor-loading patterns may be formulated as a Bayesian variable selection problem in which Muthén and Asparouhov's approach can be regarded as a BSEM approach with ridge regression prior (BSEM-RP). We propose another Bayesian approach, denoted herein as the Bayesian structural equation modeling with spike-and-slab prior (BSEM-SSP), which serves as a one-stage alternative to the BSEM-RP. We review the theoretical advantages and disadvantages of both approaches and compare their empirical performance relative to two modification indices-based approaches and exploratory factor analysis with target rotation. A teacher stress scale data set is used to demonstrate our approach.

  9. Bayesian geostatistical modeling of leishmaniasis incidence in Brazil.

    Directory of Open Access Journals (Sweden)

    Dimitrios-Alexios Karagiannis-Voules

    Full Text Available BACKGROUND: Leishmaniasis is endemic in 98 countries with an estimated 350 million people at risk and approximately 2 million cases annually. Brazil is one of the most severely affected countries. METHODOLOGY: We applied Bayesian geostatistical negative binomial models to analyze reported incidence data of cutaneous and visceral leishmaniasis in Brazil covering a 10-year period (2001-2010. Particular emphasis was placed on spatial and temporal patterns. The models were fitted using integrated nested Laplace approximations to perform fast approximate Bayesian inference. Bayesian variable selection was employed to determine the most important climatic, environmental, and socioeconomic predictors of cutaneous and visceral leishmaniasis. PRINCIPAL FINDINGS: For both types of leishmaniasis, precipitation and socioeconomic proxies were identified as important risk factors. The predicted number of cases in 2010 were 30,189 (standard deviation [SD]: 7,676 for cutaneous leishmaniasis and 4,889 (SD: 288 for visceral leishmaniasis. Our risk maps predicted the highest numbers of infected people in the states of Minas Gerais and Pará for visceral and cutaneous leishmaniasis, respectively. CONCLUSIONS/SIGNIFICANCE: Our spatially explicit, high-resolution incidence maps identified priority areas where leishmaniasis control efforts should be targeted with the ultimate goal to reduce disease incidence.


    Directory of Open Access Journals (Sweden)

    H. Sadeq


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

  11. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models. (United States)

    Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F


    In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.

  12. Fast Bayesian Inference in Dirichlet Process Mixture Models. (United States)

    Wang, Lianming; Dunson, David B


    There has been increasing interest in applying Bayesian nonparametric methods in large samples and high dimensions. As Markov chain Monte Carlo (MCMC) algorithms are often infeasible, there is a pressing need for much faster algorithms. This article proposes a fast approach for inference in Dirichlet process mixture (DPM) models. Viewing the partitioning of subjects into clusters as a model selection problem, we propose a sequential greedy search algorithm for selecting the partition. Then, when conjugate priors are chosen, the resulting posterior conditionally on the selected partition is available in closed form. This approach allows testing of parametric models versus nonparametric alternatives based on Bayes factors. We evaluate the approach using simulation studies and compare it with four other fast nonparametric methods in the literature. We apply the proposed approach to three datasets including one from a large epidemiologic study. Matlab codes for the simulation and data analyses using the proposed approach are available online in the supplemental materials.

  13. Model parameter updating using Bayesian networks

    Energy Technology Data Exchange (ETDEWEB)

    Treml, C. A. (Christine A.); Ross, Timothy J.


    This paper outlines a model parameter updating technique for a new method of model validation using a modified model reference adaptive control (MRAC) framework with Bayesian Networks (BNs). The model parameter updating within this method is generic in the sense that the model/simulation to be validated is treated as a black box. It must have updateable parameters to which its outputs are sensitive, and those outputs must have metrics that can be compared to that of the model reference, i.e., experimental data. Furthermore, no assumptions are made about the statistics of the model parameter uncertainty, only upper and lower bounds need to be specified. This method is designed for situations where a model is not intended to predict a complete point-by-point time domain description of the item/system behavior; rather, there are specific points, features, or events of interest that need to be predicted. These specific points are compared to the model reference derived from actual experimental data. The logic for updating the model parameters to match the model reference is formed via a BN. The nodes of this BN consist of updateable model input parameters and the specific output values or features of interest. Each time the model is executed, the input/output pairs are used to adapt the conditional probabilities of the BN. Each iteration further refines the inferred model parameters to produce the desired model output. After parameter updating is complete and model inputs are inferred, reliabilities for the model output are supplied. Finally, this method is applied to a simulation of a resonance control cooling system for a prototype coupled cavity linac. The results are compared to experimental data.

  14. Modelling crime linkage with Bayesian networks. (United States)

    de Zoete, Jacob; Sjerps, Marjan; Lagnado, David; Fenton, Norman


    When two or more crimes show specific similarities, such as a very distinct modus operandi, the probability that they were committed by the same offender becomes of interest. This probability depends on the degree of similarity and distinctiveness. We show how Bayesian networks can be used to model different evidential structures that can occur when linking crimes, and how they assist in understanding the complex underlying dependencies. That is, how evidence that is obtained in one case can be used in another and vice versa. The flip side of this is that the intuitive decision to "unlink" a case in which exculpatory evidence is obtained leads to serious overestimation of the strength of the remaining cases. Copyright © 2014 Forensic Science Society. Published by Elsevier Ireland Ltd. All rights reserved.

  15. Hierarchical Bayesian models of subtask learning. (United States)

    Anglim, Jeromy; Wynton, Sarah K A


    The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking task, which logged participant actions, enabling measurement of strategy use and subtask performance. Model comparison was performed using deviance information criterion (DIC), posterior predictive checks, plots of model fits, and model recovery simulations. Results showed that although learning tended to be monotonically decreasing and decelerating, and approaching an asymptote for all subtasks, there was substantial inconsistency in learning curves both at the group- and individual-levels. This inconsistency was most apparent when constraining both the rate and the ratio of learning to asymptote to be equal across subtasks, thereby giving learning curves only 1 parameter for scaling. The inclusion of 6 strategy covariates provided improved prediction of subtask performance capturing different subtask learning processes and subtask trade-offs. In addition, strategy use partially explained the inconsistency in subtask learning. Overall, the model provided a more nuanced representation of how complex tasks can be decomposed in terms of simpler learning mechanisms. (c) 2015 APA, all rights reserved.

  16. Prior sensitivity analysis in default Bayesian structural equation modeling

    NARCIS (Netherlands)

    van Erp, S.J.; Mulder, J.; Oberski, Daniel L.


    Bayesian structural equation modeling (BSEM) has recently gained popularity because it enables researchers to fit complex models while solving some of the issues often encountered in classical maximum likelihood (ML) estimation, such as nonconvergence and inadmissible solutions. An important

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

    International Nuclear Information System (INIS)

    Wieland, Patricia; Lustosa, Leonardo J.


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

  18. Bootstrap prediction and Bayesian prediction under misspecified models


    Fushiki, Tadayoshi


    We consider a statistical prediction problem under misspecified models. In a sense, Bayesian prediction is an optimal prediction method when an assumed model is true. Bootstrap prediction is obtained by applying Breiman's `bagging' method to a plug-in prediction. Bootstrap prediction can be considered to be an approximation to the Bayesian prediction under the assumption that the model is true. However, in applications, there are frequently deviations from the assumed model. In this paper, bo...

  19. Hierarchical Bayesian Modeling of Fluid-Induced Seismicity (United States)

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


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

  20. Bayesian Comparison of Alternative Graded Response Models for Performance Assessment Applications (United States)

    Zhu, Xiaowen; Stone, Clement A.


    This study examined the relative effectiveness of Bayesian model comparison methods in selecting an appropriate graded response (GR) model for performance assessment applications. Three popular methods were considered: deviance information criterion (DIC), conditional predictive ordinate (CPO), and posterior predictive model checking (PPMC). Using…

  1. Involving stakeholders in building integrated fisheries models using Bayesian methods

    DEFF Research Database (Denmark)

    Haapasaari, Päivi Elisabet; Mäntyniemi, Samu; Kuikka, Sakari


    A participatory Bayesian approach was used to investigate how the views of stakeholders could be utilized to develop models to help understand the Central Baltic herring fishery. In task one, we applied the Bayesian belief network methodology to elicit the causal assumptions of six stakeholders...... on factors that influence natural mortality, growth, and egg survival of the herring stock in probabilistic terms. We also integrated the expressed views into a meta-model using the Bayesian model averaging (BMA) method. In task two, we used influence diagrams to study qualitatively how the stakeholders frame...... the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology...

  2. Bayesian disease mapping: hierarchical modeling in spatial epidemiology

    National Research Council Canada - National Science Library

    Lawson, Andrew


    Since the publication of the first edition, many new Bayesian tools and methods have been developed for space-time data analysis, the predictive modeling of health outcomes, and other spatial biostatistical areas...

  3. Quantitative comparison of canopy conductance models using a Bayesian approach (United States)

    Samanta, S.; Clayton, M. K.; Mackay, D. S.; Kruger, E. L.; Ewers, B. E.


    A quantitative model comparison methodology based on deviance information criterion, a Bayesian measure of the trade-off between model complexity and goodness of fit, is developed and demonstrated by comparing semiempirical transpiration models. This methodology accounts for parameter and prediction uncertainties associated with such models and facilitates objective selection of the simplest model, out of available alternatives, which does not significantly compromise the ability to accurately model observations. We use this methodology to compare various Jarvis canopy conductance model configurations, embedded within a larger transpiration model, against canopy transpiration measured by sap flux. The results indicate that descriptions of the dependence of stomatal conductance on vapor pressure deficit, photosynthetic radiation, and temperature, as well as the gradual variation in canopy conductance through the season are essential in the transpiration model. Use of soil moisture was moderately significant, but only when used with a hyperbolic vapor pressure deficit relationship. Subtle differences in model quality could be clearly associated with small structural changes through the use of this methodology. The results also indicate that increments in model complexity are not always accompanied by improvements in model quality and that such improvements are conditional on model structure. Possible application of this methodology to compare complex semiempirical models of natural systems in general is also discussed.

  4. Bayesian network modeling of operator's state recognition process

    International Nuclear Information System (INIS)

    Hatakeyama, Naoki; Furuta, Kazuo


    Nowadays we are facing a difficult problem of establishing a good relation between humans and machines. To solve this problem, we suppose that machine system need to have a model of human behavior. In this study we model the state cognition process of a PWR plant operator as an example. We use a Bayesian network as an inference engine. We incorporate the knowledge hierarchy in the Bayesian network and confirm its validity using the example of PWR plant operator. (author)

  5. Ridge, Lasso and Bayesian additive-dominance genomic models. (United States)

    Azevedo, Camila Ferreira; de Resende, Marcos Deon Vilela; E Silva, Fabyano Fonseca; Viana, José Marcelo Soriano; Valente, Magno Sávio Ferreira; Resende, Márcio Fernando Ribeiro; Muñoz, Patricio


    A complete approach for genome-wide selection (GWS) involves reliable statistical genetics models and methods. Reports on this topic are common for additive genetic models but not for additive-dominance models. The objective of this paper was (i) to compare the performance of 10 additive-dominance predictive models (including current models and proposed modifications), fitted using Bayesian, Lasso and Ridge regression approaches; and (ii) to decompose genomic heritability and accuracy in terms of three quantitative genetic information sources, namely, linkage disequilibrium (LD), co-segregation (CS) and pedigree relationships or family structure (PR). The simulation study considered two broad sense heritability levels (0.30 and 0.50, associated with narrow sense heritabilities of 0.20 and 0.35, respectively) and two genetic architectures for traits (the first consisting of small gene effects and the second consisting of a mixed inheritance model with five major genes). G-REML/G-BLUP and a modified Bayesian/Lasso (called BayesA*B* or t-BLASSO) method performed best in the prediction of genomic breeding as well as the total genotypic values of individuals in all four scenarios (two heritabilities x two genetic architectures). The BayesA*B*-type method showed a better ability to recover the dominance variance/additive variance ratio. Decomposition of genomic heritability and accuracy revealed the following descending importance order of information: LD, CS and PR not captured by markers, the last two being very close. Amongst the 10 models/methods evaluated, the G-BLUP, BAYESA*B* (-2,8) and BAYESA*B* (4,6) methods presented the best results and were found to be adequate for accurately predicting genomic breeding and total genotypic values as well as for estimating additive and dominance in additive-dominance genomic models.

  6. Evaluating Flight Crew Performance by a Bayesian Network Model

    Directory of Open Access Journals (Sweden)

    Wei Chen


    Full Text Available Flight crew performance is of great significance in keeping flights safe and sound. When evaluating the crew performance, quantitative detailed behavior information may not be available. The present paper introduces the Bayesian Network to perform flight crew performance evaluation, which permits the utilization of multidisciplinary sources of objective and subjective information, despite sparse behavioral data. In this paper, the causal factors are selected based on the analysis of 484 aviation accidents caused by human factors. Then, a network termed Flight Crew Performance Model is constructed. The Delphi technique helps to gather subjective data as a supplement to objective data from accident reports. The conditional probabilities are elicited by the leaky noisy MAX model. Two ways of inference for the BN—probability prediction and probabilistic diagnosis are used and some interesting conclusions are drawn, which could provide data support to make interventions for human error management in aviation safety.

  7. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuska, Ivo


    In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions.

  8. Road network safety evaluation using Bayesian hierarchical joint model. (United States)

    Wang, Jie; Huang, Helai


    Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. Copyright © 2016 Elsevier Ltd. All rights reserved.

  9. Combination of Bayesian Network and Overlay Model in User Modeling

    Directory of Open Access Journals (Sweden)

    Loc Nguyen


    Full Text Available The core of adaptive system is user model containing personal information such as knowledge, learning styles, goals… which is requisite for learning personalized process. There are many modeling approaches, for example: stereotype, overlay, plan recognition… but they don’t bring out the solid method for reasoning from user model. This paper introduces the statistical method that combines Bayesian network and overlay modeling so that it is able to infer user’s knowledge from evidences collected during user’s learning process.

  10. Bayesian graphical models for genomewide association studies. (United States)

    Verzilli, Claudio J; Stallard, Nigel; Whittaker, John C


    As the extent of human genetic variation becomes more fully characterized, the research community is faced with the challenging task of using this information to dissect the heritable components of complex traits. Genomewide association studies offer great promise in this respect, but their analysis poses formidable difficulties. In this article, we describe a computationally efficient approach to mining genotype-phenotype associations that scales to the size of the data sets currently being collected in such studies. We use discrete graphical models as a data-mining tool, searching for single- or multilocus patterns of association around a causative site. The approach is fully Bayesian, allowing us to incorporate prior knowledge on the spatial dependencies around each marker due to linkage disequilibrium, which reduces considerably the number of possible graphical structures. A Markov chain-Monte Carlo scheme is developed that yields samples from the posterior distribution of graphs conditional on the data from which probabilistic statements about the strength of any genotype-phenotype association can be made. Using data simulated under scenarios that vary in marker density, genotype relative risk of a causative allele, and mode of inheritance, we show that the proposed approach has better localization properties and leads to lower false-positive rates than do single-locus analyses. Finally, we present an application of our method to a quasi-synthetic data set in which data from the CYP2D6 region are embedded within simulated data on 100K single-nucleotide polymorphisms. Analysis is quick (<5 min), and we are able to localize the causative site to a very short interval.

  11. A tutorial introduction to Bayesian models of cognitive development. (United States)

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


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

  12. Inventory model using bayesian dynamic linear model for demand forecasting

    Directory of Open Access Journals (Sweden)

    Marisol Valencia-Cárdenas


    Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

  13. A Bayesian alternative for multi-objective ecohydrological model specification (United States)

    Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori


    Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior

  14. An integrative framework for Bayesian variable selection with informative priors for identifying genes and pathways. (United States)

    Peng, Bin; Zhu, Dianwen; Ander, Bradley P; Zhang, Xiaoshuai; Xue, Fuzhong; Sharp, Frank R; Yang, Xiaowei


    The discovery of genetic or genomic markers plays a central role in the development of personalized medicine. A notable challenge exists when dealing with the high dimensionality of the data sets, as thousands of genes or millions of genetic variants are collected on a relatively small number of subjects. Traditional gene-wise selection methods using univariate analyses face difficulty to incorporate correlational, structural, or functional structures amongst the molecular measures. For microarray gene expression data, we first summarize solutions in dealing with 'large p, small n' problems, and then propose an integrative Bayesian variable selection (iBVS) framework for simultaneously identifying causal or marker genes and regulatory pathways. A novel partial least squares (PLS) g-prior for iBVS is developed to allow the incorporation of prior knowledge on gene-gene interactions or functional relationships. From the point view of systems biology, iBVS enables user to directly target the joint effects of multiple genes and pathways in a hierarchical modeling diagram to predict disease status or phenotype. The estimated posterior selection probabilities offer probabilitic and biological interpretations. Both simulated data and a set of microarray data in predicting stroke status are used in validating the performance of iBVS in a Probit model with binary outcomes. iBVS offers a general framework for effective discovery of various molecular biomarkers by combining data-based statistics and knowledge-based priors. Guidelines on making posterior inferences, determining Bayesian significance levels, and improving computational efficiencies are also discussed.

  15. Bayesian Estimation of the Logistic Positive Exponent IRT Model (United States)

    Bolfarine, Heleno; Bazan, Jorge Luis


    A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…

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

    Directory of Open Access Journals (Sweden)

    Liangdong Hu

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

  17. Comparative performance of Bayesian and AIC-based measures of phylogenetic model uncertainty. (United States)

    Alfaro, Michael E; Huelsenbeck, John P


    Reversible-jump Markov chain Monte Carlo (RJ-MCMC) is a technique for simultaneously evaluating multiple related (but not necessarily nested) statistical models that has recently been applied to the problem of phylogenetic model selection. Here we use a simulation approach to assess the performance of this method and compare it to Akaike weights, a measure of model uncertainty that is based on the Akaike information criterion. Under conditions where the assumptions of the candidate models matched the generating conditions, both Bayesian and AIC-based methods perform well. The 95% credible interval contained the generating model close to 95% of the time. However, the size of the credible interval differed with the Bayesian credible set containing approximately 25% to 50% fewer models than an AIC-based credible interval. The posterior probability was a better indicator of the correct model than the Akaike weight when all assumptions were met but both measures performed similarly when some model assumptions were violated. Models in the Bayesian posterior distribution were also more similar to the generating model in their number of parameters and were less biased in their complexity. In contrast, Akaike-weighted models were more distant from the generating model and biased towards slightly greater complexity. The AIC-based credible interval appeared to be more robust to the violation of the rate homogeneity assumption. Both AIC and Bayesian approaches suggest that substantial uncertainty can accompany the choice of model for phylogenetic analyses, suggesting that alternative candidate models should be examined in analysis of phylogenetic data. [AIC; Akaike weights; Bayesian phylogenetics; model averaging; model selection; model uncertainty; posterior probability; reversible jump.].

  18. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation (United States)

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


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

  19. Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models (United States)

    Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A.; Burgueño, Juan; Pérez-Rodríguez, Paulino; de los Campos, Gustavo


    The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects (u) that can be assessed by the Kronecker product of variance–covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model (u) plus an extra component, f, that captures random effects between environments that were not captured by the random effects u. We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with u and f over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect u. PMID:27793970

  20. Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models

    Directory of Open Access Journals (Sweden)

    Jaime Cuevas


    Full Text Available The phenomenon of genotype × environment (G × E interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects ( u that can be assessed by the Kronecker product of variance–covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP and Gaussian (Gaussian kernel, GK. The other model has the same genetic component as the first model ( u plus an extra component, f, that captures random effects between environments that were not captured by the random effects u . We used five CIMMYT data sets (one maize and four wheat that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with u   and   f over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect u .

  1. Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models. (United States)

    Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A; Burgueño, Juan; Pérez-Rodríguez, Paulino; de Los Campos, Gustavo


    The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects [Formula: see text] that can be assessed by the Kronecker product of variance-covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model [Formula: see text] plus an extra component, F: , that captures random effects between environments that were not captured by the random effects [Formula: see text] We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with [Formula: see text] over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect [Formula: see text]. Copyright © 2017 Cuevas et al.

  2. Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales (United States)

    Gilks, Walter R.; De Angelis, Daniela; Day, Nicholas E.

    We describe the use of conditional-independence modeling, Bayesian inference and Markov chain Monte Carlo, to model and project the HIV-AIDS epidemic in homosexual/bisexual males in England and Wales. Complexity in this analysis arises through selectively missing data, indirectly observed underlying processes, and measurement error. Our emphasis is on presentation and discussion of the concepts, not on the technicalities of this analysis, which can be found elsewhere [D. De Angelis, W.R. Gilks, N.E. Day, Bayesian projection of the the acquired immune deficiency syndrome epidemic (with discussion), Applied Statistics, in press].

  3. The application of a hierarchical Bayesian spatiotemporal model for ...

    Indian Academy of Sciences (India)

    2005.09.070. Sahu S K and Bakar K S 2012 Hierarchical bayesian autore- gressive models for large space-time data with application to ozone concentration modeling; Appl. Stochastic Models. Bus. Ind. 28 395–415, doi: 10.1002/asmb.1951.

  4. A Bayesian Infinite Hidden Markov Vector Autoregressive Model

    NARCIS (Netherlands)

    D. Nibbering (Didier); R. Paap (Richard); M. van der Wel (Michel)


    textabstractWe propose a Bayesian infinite hidden Markov model to estimate time-varying parameters in a vector autoregressive model. The Markov structure allows for heterogeneity over time while accounting for state-persistence. By modelling the transition distribution as a Dirichlet process mixture

  5. Maritime piracy situation modelling with dynamic Bayesian networks

    CSIR Research Space (South Africa)

    Dabrowski, James M


    Full Text Available A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a...

  6. A mixture copula Bayesian network model for multimodal genomic data

    Directory of Open Access Journals (Sweden)

    Qingyang Zhang


    Full Text Available Gaussian Bayesian networks have become a widely used framework to estimate directed associations between joint Gaussian variables, where the network structure encodes the decomposition of multivariate normal density into local terms. However, the resulting estimates can be inaccurate when the normality assumption is moderately or severely violated, making it unsuitable for dealing with recent genomic data such as the Cancer Genome Atlas data. In the present paper, we propose a mixture copula Bayesian network model which provides great flexibility in modeling non-Gaussian and multimodal data for causal inference. The parameters in mixture copula functions can be efficiently estimated by a routine expectation–maximization algorithm. A heuristic search algorithm based on Bayesian information criterion is developed to estimate the network structure, and prediction can be further improved by the best-scoring network out of multiple predictions from random initial values. Our method outperforms Gaussian Bayesian networks and regular copula Bayesian networks in terms of modeling flexibility and prediction accuracy, as demonstrated using a cell signaling data set. We apply the proposed methods to the Cancer Genome Atlas data to study the genetic and epigenetic pathways that underlie serous ovarian cancer.

  7. Accurate phenotyping: Reconciling approaches through Bayesian model averaging.

    Directory of Open Access Journals (Sweden)

    Carla Chia-Ming Chen

    Full Text Available Genetic research into complex diseases is frequently hindered by a lack of clear biomarkers for phenotype ascertainment. Phenotypes for such diseases are often identified on the basis of clinically defined criteria; however such criteria may not be suitable for understanding the genetic composition of the diseases. Various statistical approaches have been proposed for phenotype definition; however our previous studies have shown that differences in phenotypes estimated using different approaches have substantial impact on subsequent analyses. Instead of obtaining results based upon a single model, we propose a new method, using Bayesian model averaging to overcome problems associated with phenotype definition. Although Bayesian model averaging has been used in other fields of research, this is the first study that uses Bayesian model averaging to reconcile phenotypes obtained using multiple models. We illustrate the new method by applying it to simulated genetic and phenotypic data for Kofendred personality disorder-an imaginary disease with several sub-types. Two separate statistical methods were used to identify clusters of individuals with distinct phenotypes: latent class analysis and grade of membership. Bayesian model averaging was then used to combine the two clusterings for the purpose of subsequent linkage analyses. We found that causative genetic loci for the disease produced higher LOD scores using model averaging than under either individual model separately. We attribute this improvement to consolidation of the cores of phenotype clusters identified using each individual method.

  8. Involving stakeholders in building integrated fisheries models using Bayesian methods

    DEFF Research Database (Denmark)

    Haapasaari, Päivi Elisabet; Mäntyniemi, Samu; Kuikka, Sakari


    the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology...

  9. Validation & verification of a Bayesian network model for aircraft vulnerability

    CSIR Research Space (South Africa)

    Schietekat, Sunelle


    Full Text Available This paper provides a methodology for Validation and Verification (V&V) of a Bayesian Network (BN) model for aircraft vulnerability against Infrared (IR) missile threats. The model considers that the aircraft vulnerability depends both on a missile...

  10. Bayesian Network Models in Cyber Security: A Systematic Review

    NARCIS (Netherlands)

    Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas


    Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these

  11. Research & development and growth: A Bayesian model averaging analysis

    Czech Academy of Sciences Publication Activity Database

    Horváth, Roman


    Roč. 28, č. 6 (2011), s. 2669-2673 ISSN 0264-9993. [Society for Non-linear Dynamics and Econometrics Annual Conferencen. Washington DC, 16.03.2011-18.03.2011] R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Research and development * Growth * Bayesian model averaging Subject RIV: AH - Economics Impact factor: 0.701, year: 2011 & development and growth a bayesian model averaging analysis.pdf

  12. Gamma prior distribution selection for Bayesian analysis of failure rate and reliability

    International Nuclear Information System (INIS)

    Waler, R.A.; Johnson, M.M.; Waterman, M.S.; Martz, H.F. Jr.


    It is assumed that the phenomenon under study is such that the time-to-failure may be modeled by an exponential distribution with failure-rate parameter, lambda. For Bayesian analyses of the assumed model, the family of gamma distributions provides conjugate prior models for lambda. Thus, an experimenter needs to select a particular gamma model to conduct a Bayesian reliability analysis. The purpose of this paper is to present a methodology which can be used to translate engineering information, experience, and judgment into a choice of a gamma prior distribution. The proposed methodology assumes that the practicing engineer can provide percentile data relating to either the failure rate or the reliability of the phenomenon being investigated. For example, the methodology will select the gamma prior distribution which conveys an engineer's belief that the failure rate, lambda, simultaneously satisfies the probability statements, P(lambda less than 1.0 x 10 -3 ) = 0.50 and P(lambda less than 1.0 x 10 -5 ) = 0.05. That is, two percentiles provided by an engineer are used to determine a gamma prior model which agrees with the specified percentiles. For those engineers who prefer to specify reliability percentiles rather than the failure-rate percentiles illustrated above, one can use the induced negative-log gamma prior distribution which satisfies the probability statements, P(R(t 0 ) less than 0.99) = 0.50 and P(R(t 0 ) less than 0.99999) = 0.95 for some operating time t 0 . Also, the paper includes graphs for selected percentiles which assist an engineer in applying the methodology

  13. Climatic Models Ensemble-based Mid-21st Century Runoff Projections: A Bayesian Framework (United States)

    Achieng, K. O.; Zhu, J.


    There are a number of North American Regional Climate Change Assessment Program (NARCCAP) climatic models that have been used to project surface runoff in the mid-21st century. Statistical model selection techniques are often used to select the model that best fits data. However, model selection techniques often lead to different conclusions. In this study, ten models are averaged in Bayesian paradigm to project runoff. Bayesian Model Averaging (BMA) is used to project and identify effect of model uncertainty on future runoff projections. Baseflow separation - a two-digital filter which is also called Eckhardt filter - is used to separate USGS streamflow (total runoff) into two components: baseflow and surface runoff. We use this surface runoff as the a priori runoff when conducting BMA of runoff simulated from the ten RCM models. The primary objective of this study is to evaluate how well RCM multi-model ensembles simulate surface runoff, in a Bayesian framework. Specifically, we investigate and discuss the following questions: How well do ten RCM models ensemble jointly simulate surface runoff by averaging over all the models using BMA, given a priori surface runoff? What are the effects of model uncertainty on surface runoff simulation?

  14. Bayesian log-periodic model for financial crashes (United States)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar


    This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions 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 part of the study, we analyze a well-known example of financial bubble - the S&P 500 1987 crash - to show the usefulness of the three methods under consideration and crashes of Merval-94, Bovespa-97, IPCMX-94, Hang Seng-97 using the simplest method. The novelty of this research is that the Bayesian models provide 95% credible intervals for the estimated crash time.

  15. A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

    DEFF Research Database (Denmark)

    Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg


    " or "non-informative" with respect to genetic (co)variance components. The "non-informative" individuals are characterized by their Mendelian sampling deviations (deviance from the mid-parent mean) being completely confounded with a single residual on the underlying liability scale. For threshold models...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative......, residual variance on the underlying scale is not identifiable. Hence, variance of fully confounded Mendelian sampling deviations cannot be identified either, but can be inferred from the between-family variation. In the new algorithm, breeding values are sampled as in a standard animal model using the full...

  16. Modeling error distributions of growth curve models through Bayesian methods. (United States)

    Zhang, Zhiyong


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

  17. A Bayesian semiparametric Markov regression model for juvenile dermatomyositis. (United States)

    De Iorio, Maria; Gallot, Natacha; Valcarcel, Beatriz; Wedderburn, Lucy


    Juvenile dermatomyositis (JDM) is a rare autoimmune disease that may lead to serious complications, even to death. We develop a 2-state Markov regression model in a Bayesian framework to characterise disease progression in JDM over time and gain a better understanding of the factors influencing disease risk. The transition probabilities between disease and remission state (and vice versa) are a function of time-homogeneous and time-varying covariates. These latter types of covariates are introduced in the model through a latent health state function, which describes patient-specific health over time and accounts for variability among patients. We assume a nonparametric prior based on the Dirichlet process to model the health state function and the baseline transition intensities between disease and remission state and vice versa. The Dirichlet process induces a clustering of the patients in homogeneous risk groups. To highlight clinical variables that most affect the transition probabilities, we perform variable selection using spike and slab prior distributions. Posterior inference is performed through Markov chain Monte Carlo methods. Data were made available from the UK JDM Cohort and Biomarker Study and Repository, hosted at the UCL Institute of Child Health. Copyright © 2018 John Wiley & Sons, Ltd.

  18. Development of dynamic Bayesian models for web application test management (United States)

    Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.


    The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

  19. Bayesian log-periodic model for financial crashes

    DEFF Research Database (Denmark)

    Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar


    This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...... 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...... part of the study, we analyze a well-known example of financial bubble – the S&P 500 1987 crash – to show the usefulness of the three methods under consideration and crashes of Merval-94, Bovespa-97, IPCMX-94, Hang Seng-97 using the simplest method. The novelty of this research is that the Bayesian...

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

    CERN Document Server

    Blangiardo, Marta


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

  1. Bayesian inference of selection in a heterogeneous environment from genetic time-series data. (United States)

    Gompert, Zachariah


    Evolutionary geneticists have sought to characterize the causes and molecular targets of selection in natural populations for many years. Although this research programme has been somewhat successful, most statistical methods employed were designed to detect consistent, weak to moderate selection. In contrast, phenotypic studies in nature show that selection varies in time and that individual bouts of selection can be strong. Measurements of the genomic consequences of such fluctuating selection could help test and refine hypotheses concerning the causes of ecological specialization and the maintenance of genetic variation in populations. Herein, I proposed a Bayesian nonhomogeneous hidden Markov model to estimate effective population sizes and quantify variable selection in heterogeneous environments from genetic time-series data. The model is described and then evaluated using a series of simulated data, including cases where selection occurs on a trait with a simple or polygenic molecular basis. The proposed method accurately distinguished neutral loci from non-neutral loci under strong selection, but not from those under weak selection. Selection coefficients were accurately estimated when selection was constant or when the fitness values of genotypes varied linearly with the environment, but these estimates were less accurate when fitness was polygenic or the relationship between the environment and the fitness of genotypes was nonlinear. Past studies of temporal evolutionary dynamics in laboratory populations have been remarkably successful. The proposed method makes similar analyses of genetic time-series data from natural populations more feasible and thereby could help answer fundamental questions about the causes and consequences of evolution in the wild. © 2015 John Wiley & Sons Ltd.

  2. Bayesian inference model for fatigue life of laminated composites

    DEFF Research Database (Denmark)

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


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

  3. Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring. (United States)

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


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

  4. A Bayesian network approach to coastal storm impact modeling

    NARCIS (Netherlands)

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


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

  5. Bayesian model discrimination for glucose-insulin homeostasis

    DEFF Research Database (Denmark)

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

    In this paper we analyse a set of experimental data on a number of healthy and diabetic patients and discuss a variety of models for describing the physiological processes involved in glucose absorption and insulin secretion within the human body. We adopt a Bayesian approach which facilitates th...

  6. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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


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

  7. Shortlist B: A Bayesian model of continuous speech recognition

    NARCIS (Netherlands)

    Norris, D.; McQueen, J.M.


    A Bayesian model of continuous speech recognition is presented. It is based on Shortlist (D. Norris, 1994; D. Norris, J. M. McQueen, A. Cutler, & S. Butterfield, 1997) and shares many of its key assumptions: parallel competitive evaluation of multiple lexical hypotheses, phonologically abstract

  8. Shortlist B: A Bayesian Model of Continuous Speech Recognition (United States)

    Norris, Dennis; McQueen, James M.


    A Bayesian model of continuous speech recognition is presented. It is based on Shortlist (D. Norris, 1994; D. Norris, J. M. McQueen, A. Cutler, & S. Butterfield, 1997) and shares many of its key assumptions: parallel competitive evaluation of multiple lexical hypotheses, phonologically abstract prelexical and lexical representations, a feedforward…

  9. Bayesian nonparametric estimation of hazard rate in monotone Aalen model

    Czech Academy of Sciences Publication Activity Database

    Timková, Jana


    Roč. 50, č. 6 (2014), s. 849-868 ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014

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

    NARCIS (Netherlands)

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


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

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

    KAUST Repository

    Prudhomme, Serge


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

  12. Bayesian estimation of parameters in a regional hydrological model

    Directory of Open Access Journals (Sweden)

    K. Engeland


    Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

  13. A Bayesian Markov geostatistical model for estimation of hydrogeological properties

    International Nuclear Information System (INIS)

    Rosen, L.; Gustafson, G.


    A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden

  14. An integrative framework for Bayesian variable selection with informative priors for identifying genes and pathways.

    Directory of Open Access Journals (Sweden)

    Bin Peng

    Full Text Available The discovery of genetic or genomic markers plays a central role in the development of personalized medicine. A notable challenge exists when dealing with the high dimensionality of the data sets, as thousands of genes or millions of genetic variants are collected on a relatively small number of subjects. Traditional gene-wise selection methods using univariate analyses face difficulty to incorporate correlational, structural, or functional structures amongst the molecular measures. For microarray gene expression data, we first summarize solutions in dealing with 'large p, small n' problems, and then propose an integrative Bayesian variable selection (iBVS framework for simultaneously identifying causal or marker genes and regulatory pathways. A novel partial least squares (PLS g-prior for iBVS is developed to allow the incorporation of prior knowledge on gene-gene interactions or functional relationships. From the point view of systems biology, iBVS enables user to directly target the joint effects of multiple genes and pathways in a hierarchical modeling diagram to predict disease status or phenotype. The estimated posterior selection probabilities offer probabilitic and biological interpretations. Both simulated data and a set of microarray data in predicting stroke status are used in validating the performance of iBVS in a Probit model with binary outcomes. iBVS offers a general framework for effective discovery of various molecular biomarkers by combining data-based statistics and knowledge-based priors. Guidelines on making posterior inferences, determining Bayesian significance levels, and improving computational efficiencies are also discussed.

  15. Bayesian Multiresolution Variable Selection for Ultra-High Dimensional Neuroimaging Data. (United States)

    Zhao, Yize; Kang, Jian; Long, Qi


    Ultra-high dimensional variable selection has become increasingly important in analysis of neuroimaging data. For example, in the Autism Brain Imaging Data Exchange (ABIDE) study, neuroscientists are interested in identifying important biomarkers for early detection of the autism spectrum disorder (ASD) using high resolution brain images that include hundreds of thousands voxels. However, most existing methods are not feasible for solving this problem due to their extensive computational costs. In this work, we propose a novel multiresolution variable selection procedure under a Bayesian probit regression framework. It recursively uses posterior samples for coarser-scale variable selection to guide the posterior inference on finer-scale variable selection, leading to very efficient Markov chain Monte Carlo (MCMC) algorithms. The proposed algorithms are computationally feasible for ultra-high dimensional data. Also, our model incorporates two levels of structural information into variable selection using Ising priors: the spatial dependence between voxels and the functional connectivity between anatomical brain regions. Applied to the resting state functional magnetic resonance imaging (R-fMRI) data in the ABIDE study, our methods identify voxel-level imaging biomarkers highly predictive of the ASD, which are biologically meaningful and interpretable. Extensive simulations also show that our methods achieve better performance in variable selection compared to existing methods.

  16. Bayesian Dimensionality Assessment for the Multidimensional Nominal Response Model

    Directory of Open Access Journals (Sweden)

    Javier Revuelta


    Full Text Available This article introduces Bayesian estimation and evaluation procedures for the multidimensional nominal response model. The utility of this model is to perform a nominal factor analysis of items that consist of a finite number of unordered response categories. The key aspect of the model, in comparison with traditional factorial model, is that there is a slope for each response category on the latent dimensions, instead of having slopes associated to the items. The extended parameterization of the multidimensional nominal response model requires large samples for estimation. When sample size is of a moderate or small size, some of these parameters may be weakly empirically identifiable and the estimation algorithm may run into difficulties. We propose a Bayesian MCMC inferential algorithm to estimate the parameters and the number of dimensions underlying the multidimensional nominal response model. Two Bayesian approaches to model evaluation were compared: discrepancy statistics (DIC, WAICC, and LOO that provide an indication of the relative merit of different models, and the standardized generalized discrepancy measure that requires resampling data and is computationally more involved. A simulation study was conducted to compare these two approaches, and the results show that the standardized generalized discrepancy measure can be used to reliably estimate the dimensionality of the model whereas the discrepancy statistics are questionable. The paper also includes an example with real data in the context of learning styles, in which the model is used to conduct an exploratory factor analysis of nominal data.

  17. Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models


    Martin Burda; Artem Prokhorov


    Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...

  18. Gene selection in cancer classification using sparse logistic regression with Bayesian regularization. (United States)

    Cawley, Gavin C; Talbot, Nicola L C


    Gene selection algorithms for cancer classification, based on the expression of a small number of biomarker genes, have been the subject of considerable research in recent years. Shevade and Keerthi propose a gene selection algorithm based on sparse logistic regression (SLogReg) incorporating a Laplace prior to promote sparsity in the model parameters, and provide a simple but efficient training procedure. The degree of sparsity obtained is determined by the value of a regularization parameter, which must be carefully tuned in order to optimize performance. This normally involves a model selection stage, based on a computationally intensive search for the minimizer of the cross-validation error. In this paper, we demonstrate that a simple Bayesian approach can be taken to eliminate this regularization parameter entirely, by integrating it out analytically using an uninformative Jeffrey's prior. The improved algorithm (BLogReg) is then typically two or three orders of magnitude faster than the original algorithm, as there is no longer a need for a model selection step. The BLogReg algorithm is also free from selection bias in performance estimation, a common pitfall in the application of machine learning algorithms in cancer classification. The SLogReg, BLogReg and Relevance Vector Machine (RVM) gene selection algorithms are evaluated over the well-studied colon cancer and leukaemia benchmark datasets. The leave-one-out estimates of the probability of test error and cross-entropy of the BLogReg and SLogReg algorithms are very similar, however the BlogReg algorithm is found to be considerably faster than the original SLogReg algorithm. Using nested cross-validation to avoid selection bias, performance estimation for SLogReg on the leukaemia dataset takes almost 48 h, whereas the corresponding result for BLogReg is obtained in only 1 min 24 s, making BLogReg by far the more practical algorithm. BLogReg also demonstrates better estimates of conditional probability than

  19. Bayesian models for comparative analysis integrating phylogenetic uncertainty (United States)


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

  20. Bayesian non parametric modelling of Higgs pair production

    Directory of Open Access Journals (Sweden)

    Scarpa Bruno


    Full Text Available Statistical classification models are commonly used to separate a signal from a background. In this talk we face the problem of isolating the signal of Higgs pair production using the decay channel in which each boson decays into a pair of b-quarks. Typically in this context non parametric methods are used, such as Random Forests or different types of boosting tools. We remain in the same non-parametric framework, but we propose to face the problem following a Bayesian approach. A Dirichlet process is used as prior for the random effects in a logit model which is fitted by leveraging the Polya-Gamma data augmentation. Refinements of the model include the insertion in the simple model of P-splines to relate explanatory variables with the response and the use of Bayesian trees (BART to describe the atoms in the Dirichlet process.

  1. Technical note: Bayesian calibration of dynamic ruminant nutrition models. (United States)

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


    Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

  2. Numerical Demons in Monte Carlo Estimation of Bayesian Model Evidence with Application to Soil Respiration Models (United States)

    Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.


    Bayesian multimodel inference is increasingly being used in hydrology. Estimating Bayesian model evidence (BME) is of central importance in many Bayesian multimodel analysis such as Bayesian model averaging and model selection. BME is the overall probability of the model in reproducing the data, accounting for the trade-off between the goodness-of-fit and the model complexity. Yet estimating BME is challenging, especially for high dimensional problems with complex sampling space. Estimating BME using the Monte Carlo numerical methods is preferred, as the methods yield higher accuracy than semi-analytical solutions (e.g. Laplace approximations, BIC, KIC, etc.). However, numerical methods are prone the numerical demons arising from underflow of round off errors. Although few studies alluded to this issue, to our knowledge this is the first study that illustrates these numerical demons. We show that the precision arithmetic can become a threshold on likelihood values and Metropolis acceptance ratio, which results in trimming parameter regions (when likelihood function is less than the smallest floating point number that a computer can represent) and corrupting of the empirical measures of the random states of the MCMC sampler (when using log-likelihood function). We consider two of the most powerful numerical estimators of BME that are the path sampling method of thermodynamic integration (TI) and the importance sampling method of steppingstone sampling (SS). We also consider the two most widely used numerical estimators, which are the prior sampling arithmetic mean (AS) and posterior sampling harmonic mean (HM). We investigate the vulnerability of these four estimators to the numerical demons. Interesting, the most biased estimator, namely the HM, turned out to be the least vulnerable. While it is generally assumed that AM is a bias-free estimator that will always approximate the true BME by investing in computational effort, we show that arithmetic underflow can

  3. Bayesian interference in heterogeneous dynamic panel data models: three essays.


    Ciccarelli, Matteo


    The task of this work is to discuss issues conceming the specification, estimation, inference and forecasting in multivariate dynamic heterogeneous panel data models from a Bayesian perspective. Three essays linked by a few conraion ideas compose the work. Multivariate dynamic models (mainly VARs) based on micro or macro panel data sets have become increasingly popular in macroeconomics, especially to study the transmission of real and monetary shocks across economies. This great use...

  4. Locating disease genes using Bayesian variable selection with the Haseman-Elston method

    Directory of Open Access Journals (Sweden)

    He Qimei


    Full Text Available Abstract Background We applied stochastic search variable selection (SSVS, a Bayesian model selection method, to the simulated data of Genetic Analysis Workshop 13. We used SSVS with the revisited Haseman-Elston method to find the markers linked to the loci determining change in cholesterol over time. To study gene-gene interaction (epistasis and gene-environment interaction, we adopted prior structures, which incorporate the relationship among the predictors. This allows SSVS to search in the model space more efficiently and avoid the less likely models. Results In applying SSVS, instead of looking at the posterior distribution of each of the candidate models, which is sensitive to the setting of the prior, we ranked the candidate variables (markers according to their marginal posterior probability, which was shown to be more robust to the prior. Compared with traditional methods that consider one marker at a time, our method considers all markers simultaneously and obtains more favorable results. Conclusions We showed that SSVS is a powerful method for identifying linked markers using the Haseman-Elston method, even for weak effects. SSVS is very effective because it does a smart search over the entire model space.

  5. Estimation of Genetic Variance Components Including Mutation and Epistasis using Bayesian Approach in a Selection Experiment on Body Weight in Mice

    DEFF Research Database (Denmark)

    Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke

    selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...

  6. Bayesian Network Model with Application to Smart Power Semiconductor Lifetime Data. (United States)

    Plankensteiner, Kathrin; Bluder, Olivia; Pilz, Jürgen


    In this article, Bayesian networks are used to model semiconductor lifetime data obtained from a cyclic stress test system. The data of interest are a mixture of log-normal distributions, representing two dominant physical failure mechanisms. Moreover, the data can be censored due to limited test resources. For a better understanding of the complex lifetime behavior, interactions between test settings, geometric designs, material properties, and physical parameters of the semiconductor device are modeled by a Bayesian network. Statistical toolboxes in MATLAB® have been extended and applied to find the best structure of the Bayesian network and to perform parameter learning. Due to censored observations Markov chain Monte Carlo (MCMC) simulations are employed to determine the posterior distributions. For model selection the automatic relevance determination (ARD) algorithm and goodness-of-fit criteria such as marginal likelihoods, Bayes factors, posterior predictive density distributions, and sum of squared errors of prediction (SSEP) are applied and evaluated. The results indicate that the application of Bayesian networks to semiconductor reliability provides useful information about the interactions between the significant covariates and serves as a reliable alternative to currently applied methods. © 2015 Society for Risk Analysis.

  7. Bayesian Age-Period-Cohort Modeling and Prediction - BAMP

    Directory of Open Access Journals (Sweden)

    Volker J. Schmid


    Full Text Available The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.

  8. A tutorial introduction to Bayesian inference for stochastic epidemic models using Approximate Bayesian Computation. (United States)

    Kypraios, Theodore; Neal, Peter; Prangle, Dennis


    Likelihood-based inference for disease outbreak data can be very challenging due to the inherent dependence of the data and the fact that they are usually incomplete. In this paper we review recent Approximate Bayesian Computation (ABC) methods for the analysis of such data by fitting to them stochastic epidemic models without having to calculate the likelihood of the observed data. We consider both non-temporal and temporal-data and illustrate the methods with a number of examples featuring different models and datasets. In addition, we present extensions to existing algorithms which are easy to implement and provide an improvement to the existing methodology. Finally, R code to implement the algorithms presented in the paper is available on Copyright © 2016 Elsevier Inc. All rights reserved.

  9. Detecting Multiple Random Changepoints in Bayesian Piecewise Growth Mixture Models. (United States)

    Lock, Eric F; Kohli, Nidhi; Bose, Maitreyee


    Piecewise growth mixture models are a flexible and useful class of methods for analyzing segmented trends in individual growth trajectory over time, where the individuals come from a mixture of two or more latent classes. These models allow each segment of the overall developmental process within each class to have a different functional form; examples include two linear phases of growth, or a quadratic phase followed by a linear phase. The changepoint (knot) is the time of transition from one developmental phase (segment) to another. Inferring the location of the changepoint(s) is often of practical interest, along with inference for other model parameters. A random changepoint allows for individual differences in the transition time within each class. The primary objectives of our study are as follows: (1) to develop a PGMM using a Bayesian inference approach that allows the estimation of multiple random changepoints within each class; (2) to develop a procedure to empirically detect the number of random changepoints within each class; and (3) to empirically investigate the bias and precision of the estimation of the model parameters, including the random changepoints, via a simulation study. We have developed the user-friendly package BayesianPGMM for R to facilitate the adoption of this methodology in practice, which is available at . We describe an application to mouse-tracking data for a visual recognition task.

  10. Operational modal analysis modeling, Bayesian inference, uncertainty laws

    CERN Document Server

    Au, Siu-Kui


    This book presents operational modal analysis (OMA), employing a coherent and comprehensive Bayesian framework for modal identification and covering stochastic modeling, theoretical formulations, computational algorithms, and practical applications. Mathematical similarities and philosophical differences between Bayesian and classical statistical approaches to system identification are discussed, allowing their mathematical tools to be shared and their results correctly interpreted. Many chapters can be used as lecture notes for the general topic they cover beyond the OMA context. After an introductory chapter (1), Chapters 2–7 present the general theory of stochastic modeling and analysis of ambient vibrations. Readers are first introduced to the spectral analysis of deterministic time series (2) and structural dynamics (3), which do not require the use of probability concepts. The concepts and techniques in these chapters are subsequently extended to a probabilistic context in Chapter 4 (on stochastic pro...

  11. PDS-Modelling and Regional Bayesian Estimation of Extreme Rainfalls

    DEFF Research Database (Denmark)

    Madsen, Henrik; Rosbjerg, Dan; Harremoës, Poul


    Since 1979 a country-wide system of raingauges has been operated in Denmark in order to obtain a better basis for design and analysis of urban drainage systems. As an alternative to the traditional non-parametric approach the Partial Duration Series method is employed in the modelling of extreme ....... The application of the Bayesian approach is derived in case of both exponential and generalized Pareto distributed exceedances. Finally, the aspect of including economic perspectives in the estimation of the design events is briefly discussed....... in Denmark cannot be justified. In order to obtain an estimation procedure at non-monitored sites and to improve at-site estimates a regional Bayesian approach is adopted. The empirical regional distributions of the parameters in the Partial Duration Series model are used as prior information...

  12. Approximate Bayesian computation for spatial SEIR(S) epidemic models. (United States)

    Brown, Grant D; Porter, Aaron T; Oleson, Jacob J; Hinman, Jessica A


    Approximate Bayesia n Computation (ABC) provides an attractive approach to estimation in complex Bayesian inferential problems for which evaluation of the kernel of the posterior distribution is impossible or computationally expensive. These highly parallelizable techniques have been successfully applied to many fields, particularly in cases where more traditional approaches such as Markov chain Monte Carlo (MCMC) are impractical. In this work, we demonstrate the application of approximate Bayesian inference to spatially heterogeneous Susceptible-Exposed-Infectious-Removed (SEIR) stochastic epidemic models. These models have a tractable posterior distribution, however MCMC techniques nevertheless become computationally infeasible for moderately sized problems. We discuss the practical implementation of these techniques via the open source ABSEIR package for R. The performance of ABC relative to traditional MCMC methods in a small problem is explored under simulation, as well as in the spatially heterogeneous context of the 2014 epidemic of Chikungunya in the Americas. Copyright © 2017 Elsevier Ltd. All rights reserved.

  13. Bayesian Predictive Modeling Based on Multidimensional Connectivity Profiling (United States)

    Herskovits, Edward


    Dysfunction of brain structural and functional connectivity is increasingly being recognized as playing an important role in many brain disorders. Diffusion tensor imaging (DTI) and functional magnetic resonance (fMR) imaging are widely used to infer structural and functional connectivity, respectively. How to combine structural and functional connectivity patterns for predictive modeling is an important, yet open, problem. We propose a new method, called Bayesian prediction based on multidimensional connectivity profiling (BMCP), to distinguish subjects at the individual level based on structural and functional connectivity patterns. BMCP combines finite mixture modeling and Bayesian network classification. We demonstrate its use in distinguishing young and elderly adults based on DTI and resting-state fMR data. PMID:25924166

  14. Comparison of evidence theory and Bayesian theory for uncertainty modeling

    International Nuclear Information System (INIS)

    Soundappan, Prabhu; Nikolaidis, Efstratios; Haftka, Raphael T.; Grandhi, Ramana; Canfield, Robert


    This paper compares Evidence Theory (ET) and Bayesian Theory (BT) for uncertainty modeling and decision under uncertainty, when the evidence about uncertainty is imprecise. The basic concepts of ET and BT are introduced and the ways these theories model uncertainties, propagate them through systems and assess the safety of these systems are presented. ET and BT approaches are demonstrated and compared on challenge problems involving an algebraic function whose input variables are uncertain. The evidence about the input variables consists of intervals provided by experts. It is recommended that a decision-maker compute both the Bayesian probabilities of the outcomes of alternative actions and their plausibility and belief measures when evidence about uncertainty is imprecise, because this helps assess the importance of imprecision and the value of additional information. Finally, the paper presents and demonstrates a method for testing approaches for decision under uncertainty in terms of their effectiveness in making decisions

  15. A Unified Bayesian Inference Framework for Generalized Linear Models (United States)

    Meng, Xiangming; Wu, Sheng; Zhu, Jiang


    In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives on some established GLM algorithms derived from SLM ones and also suggests novel extensions for some other SLM algorithms. Specific instances elucidated under such framework are the GLM versions of approximate message passing (AMP), vector AMP (VAMP), and sparse Bayesian learning (SBL). It is proved that the resultant GLM version of AMP is equivalent to the well-known generalized approximate message passing (GAMP). Numerical results for 1-bit quantized compressed sensing (CS) demonstrate the effectiveness of this unified framework.

  16. A Bayesian hierarchical model for climate change detection and attribution (United States)

    Katzfuss, Matthias; Hammerling, Dorit; Smith, Richard L.


    Regression-based detection and attribution methods continue to take a central role in the study of climate change and its causes. Here we propose a novel Bayesian hierarchical approach to this problem, which allows us to address several open methodological questions. Specifically, we take into account the uncertainties in the true temperature change due to imperfect measurements, the uncertainty in the true climate signal under different forcing scenarios due to the availability of only a small number of climate model simulations, and the uncertainty associated with estimating the climate variability covariance matrix, including the truncation of the number of empirical orthogonal functions (EOFs) in this covariance matrix. We apply Bayesian model averaging to assign optimal probabilistic weights to different possible truncations and incorporate all uncertainties into the inference on the regression coefficients. We provide an efficient implementation of our method in a software package and illustrate its use with a realistic application.

  17. Nonparametric Bayesian models through probit stick-breaking processes. (United States)

    Rodríguez, Abel; Dunson, David B


    We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

  18. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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


    We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...... Carlo (MCMC) sampling techniques. The advantage of this method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments....

  19. Bayesian tsunami fragility modeling considering input data uncertainty


    De Risi, Raffaele; Goda, Katsu; Mori, Nobuhito; Yasuda, Tomohiro


    Empirical tsunami fragility curves are developed based on a Bayesian framework by accounting for uncertainty of input tsunami hazard data in a systematic and comprehensive manner. Three fragility modeling approaches, i.e. lognormal method, binomial logistic method, and multinomial logistic method, are considered, and are applied to extensive tsunami damage data for the 2011 Tohoku earthquake. A unique aspect of this study is that uncertainty of tsunami inundation data (i.e. input hazard data ...

  20. Shortlist B: A Bayesian model of continuous speech recognition


    Norris, D.; McQueen, J.


    A Bayesian model of continuous speech recognition is presented. It is based on Shortlist ( D. Norris, 1994; D. Norris, J. M. McQueen, A. Cutler, & S. Butterfield, 1997) and shares many of its key assumptions: parallel competitive evaluation of multiple lexical hypotheses, phonologically abstract prelexical and lexical representations, a feedforward architecture with no online feedback, and a lexical segmentation algorithm based on the viability of chunks of the input as possible words. Shortl...

  1. Bayesian Modeling of Cerebral Information Processing


    Labatut, Vincent; Pastor, Josette


    International audience; Modeling explicitly the links between cognitive functions and networks of cerebral areas is necessitated both by the understanding of the clinical outcomes of brain lesions and by the interpretation of activation data provided by functional neuroimaging techniques. At this global level of representation, the human brain can be best modeled by a probabilistic functional causal network. Our modeling approach is based on the anatomical connection pattern, the information ...


    Energy Technology Data Exchange (ETDEWEB)

    Huppenkothen, Daniela; Elenbaas, Chris; Watts, Anna L.; Horst, Alexander J. van der [Anton Pannekoek Institute for Astronomy, University of Amsterdam, Postbus 94249, 1090 GE Amsterdam (Netherlands); Brewer, Brendon J. [Department of Statistics, The University of Auckland, Private Bag 92019, Auckland 1142 (New Zealand); Hogg, David W. [Center for Data Science, New York University, 726 Broadway, 7th Floor, New York, NY 10003 (United States); Murray, Iain [School of Informatics, University of Edinburgh, Edinburgh EH8 9AB (United Kingdom); Frean, Marcus [School of Engineering and Computer Science, Victoria University of Wellington (New Zealand); Levin, Yuri [Monash Center for Astrophysics and School of Physics, Monash University, Clayton, Victoria 3800 (Australia); Kouveliotou, Chryssa, E-mail: [Astrophysics Office, ZP 12, NASA/Marshall Space Flight Center, Huntsville, AL 35812 (United States)


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

  3. Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models (United States)

    Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.


    Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream

  4. Feature selection for Bayesian network classifiers using the MDL-FS score

    NARCIS (Netherlands)

    Drugan, Madalina M.; Wiering, Marco A.

    When constructing a Bayesian network classifier from data, the more or less redundant features included in a dataset may bias the classifier and as a consequence may result in a relatively poor classification accuracy. In this paper, we study the problem of selecting appropriate subsets of features

  5. bspmma: An R Package for Bayesian Semiparametric Models for Meta-Analysis

    Directory of Open Access Journals (Sweden)

    Deborah Burr


    Full Text Available We introduce an R package, bspmma, which implements a Dirichlet-based random effects model specific to meta-analysis. In meta-analysis, when combining effect estimates from several heterogeneous studies, it is common to use a random-effects model. The usual frequentist or Bayesian models specify a normal distribution for the true effects. However, in many situations, the effect distribution is not normal, e.g., it can have thick tails, be skewed, or be multi-modal. A Bayesian nonparametric model based on mixtures of Dirichlet process priors has been proposed in the literature, for the purpose of accommodating the non-normality. We review this model and then describe a competitor, a semiparametric version which has the feature that it allows for a well-defined centrality parameter convenient for determining whether the overall effect is significant. This second Bayesian model is based on a different version of the Dirichlet process prior, and we call it the "conditional Dirichlet model". The package contains functions to carry out analyses based on either the ordinary or the conditional Dirichlet model, functions for calculating certain Bayes factors that provide a check on the appropriateness of the conditional Dirichlet model, and functions that enable an empirical Bayes selection of the precision parameter of the Dirichlet process. We illustrate the use of the package on two examples, and give an interpretation of the results in these two different scenarios.

  6. A Bayesian Nonparametric Meta-Analysis Model (United States)

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


    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…

  7. Bayesian rules and stochastic models for high accuracy prediction of solar radiation

    International Nuclear Information System (INIS)

    Voyant, Cyril; Darras, Christophe; Muselli, Marc; Paoli, Christophe; Nivet, Marie-Laure; Poggi, Philippe


    Highlights: • Global radiation prediction and PV energy integration. • Artificial intelligence and stochastic modeling in order to use the time series formalism. • Using Bayesian rules to select models. • MLP and ARMA forecasters are equivalent (nRMSE close to 40.5% for the both). • The hybridization of the three predictors (ARMA, MLP and persistence) induces very good results (nRMSE = 36.6%). - Abstract: It is essential to find solar predictive methods to massively insert renewable energies on the electrical distribution grid. The goal of this study is to find the best methodology allowing predicting with high accuracy the hourly global radiation. The knowledge of this quantity is essential for the grid manager or the private PV producer in order to anticipate fluctuations related to clouds occurrences and to stabilize the injected PV power. In this paper, we test both methodologies: single and hybrid predictors. In the first class, we include the multi-layer perceptron (MLP), auto-regressive and moving average (ARMA), and persistence models. In the second class, we mix these predictors with Bayesian rules to obtain ad hoc models selections, and Bayesian averages of outputs related to single models. If MLP and ARMA are equivalent (nRMSE close to 40.5% for the both), this hybridization allows a nRMSE gain upper than 14% points compared to the persistence estimation (nRMSE = 37% versus 51%)

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

    International Nuclear Information System (INIS)

    Szydlowski, Marek; Krawiec, Adam; Kurek, Aleksandra; Kamionka, Michal


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

  9. Optimal speech motor control and token-to-token variability: a Bayesian modeling approach. (United States)

    Patri, Jean-François; Diard, Julien; Perrier, Pascal


    The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.

  10. Towards port sustainability through probabilistic models: Bayesian networks

    Directory of Open Access Journals (Sweden)

    B. Molina


    Full Text Available It is necessary that a manager of an infrastructure knows relations between variables. Using Bayesian networks, variables can be classified, predicted and diagnosed, being able to estimate posterior probability of the unknown ones based on known ones. The proposed methodology has generated a database with port variables, which have been classified as economic, social, environmental and institutional, as addressed in of smart ports studies made in all Spanish Port System. Network has been developed using an acyclic directed graph, which have let us know relationships in terms of parents and sons. In probabilistic terms, it can be concluded from the constructed network that the most decisive variables for port sustainability are those that are part of the institutional dimension. It has been concluded that Bayesian networks allow modeling uncertainty probabilistically even when the number of variables is high as it occurs in port planning and exploitation.

  11. A Bayesian Network View on Nested Effects Models

    Directory of Open Access Journals (Sweden)

    Fröhlich Holger


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

  12. Genome scans for detecting footprints of local adaptation using a Bayesian factor model. (United States)

    Duforet-Frebourg, Nicolas; Bazin, Eric; Blum, Michael G B


    There is a considerable impetus in population genomics to pinpoint loci involved in local adaptation. A powerful approach to find genomic regions subject to local adaptation is to genotype numerous molecular markers and look for outlier loci. One of the most common approaches for selection scans is based on statistics that measure population differentiation such as FST. However, there are important caveats with approaches related to FST because they require grouping individuals into populations and they additionally assume a particular model of population structure. Here, we implement a more flexible individual-based approach based on Bayesian factor models. Factor models capture population structure with latent variables called factors, which can describe clustering of individuals into populations or isolation-by-distance patterns. Using hierarchical Bayesian modeling, we both infer population structure and identify outlier loci that are candidates for local adaptation. In order to identify outlier loci, the hierarchical factor model searches for loci that are atypically related to population structure as measured by the latent factors. In a model of population divergence, we show that it can achieve a 2-fold or more reduction of false discovery rate compared with the software BayeScan or with an FST approach. We show that our software can handle large data sets by analyzing the single nucleotide polymorphisms of the Human Genome Diversity Project. The Bayesian factor model is implemented in the open-source PCAdapt software. © The Author 2014. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

  13. Predicting coastal cliff erosion using a Bayesian probabilistic model (United States)

    Hapke, Cheryl J.; Plant, Nathaniel G.


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

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

    Directory of Open Access Journals (Sweden)

    Alejandro Jara


    Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

  15. Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models. (United States)

    Hack, C Eric


    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.

  16. Selectivity curves of the capture of mangrove crab (Ucides cordatus on the northern coast of Brazil using bayesian inference

    Directory of Open Access Journals (Sweden)

    I. Furtado-Junior

    Full Text Available Abstract Fishing selectivity of the mangrove crab Ucides cordatus in the north coast of Brazil can be defined as the fisherman's ability to capture and select individuals from a certain size or sex (or a combination of these factors which suggests an empirical selectivity. Considering this hypothesis, we calculated the selectivity curves for males and females crabs using the logit function of the logistic model in the formulation. The Bayesian inference consisted of obtaining the posterior distribution by applying the Markov chain Monte Carlo (MCMC method to software R using the OpenBUGS, BRugs, and R2WinBUGS libraries. The estimated results of width average carapace selection for males and females compared with previous studies reporting the average width of the carapace of sexual maturity allow us to confirm the hypothesis that most mature individuals do not suffer from fishing pressure; thus, ensuring their sustainability.

  17. Forecasting natural gas consumption in China by Bayesian Model Averaging

    Directory of Open Access Journals (Sweden)

    Wei Zhang


    Full Text Available With rapid growth of natural gas consumption in China, it is in urgent need of more accurate and reliable models to make a reasonable forecast. Considering the limitations of the single model and the model uncertainty, this paper presents a combinative method to forecast natural gas consumption by Bayesian Model Averaging (BMA. It can effectively handle the uncertainty associated with model structure and parameters, and thus improves the forecasting accuracy. This paper chooses six variables for forecasting the natural gas consumption, including GDP, urban population, energy consumption structure, industrial structure, energy efficiency and exports of goods and services. The results show that comparing to Gray prediction model, Linear regression model and Artificial neural networks, the BMA method provides a flexible tool to forecast natural gas consumption that will have a rapid growth in the future. This study can provide insightful information on natural gas consumption in the future.

  18. Bayesian analysis for uncertainty estimation of a canopy transpiration model (United States)

    Samanta, S.; Mackay, D. S.; Clayton, M. K.; Kruger, E. L.; Ewers, B. E.


    A Bayesian approach was used to fit a conceptual transpiration model to half-hourly transpiration rates for a sugar maple (Acer saccharum) stand collected over a 5-month period and probabilistically estimate its parameter and prediction uncertainties. The model used the Penman-Monteith equation with the Jarvis model for canopy conductance. This deterministic model was extended by adding a normally distributed error term. This extension enabled using Markov chain Monte Carlo simulations to sample the posterior parameter distributions. The residuals revealed approximate conformance to the assumption of normally distributed errors. However, minor systematic structures in the residuals at fine timescales suggested model changes that would potentially improve the modeling of transpiration. Results also indicated considerable uncertainties in the parameter and transpiration estimates. This simple methodology of uncertainty analysis would facilitate the deductive step during the development cycle of deterministic conceptual models by accounting for these uncertainties while drawing inferences from data.

  19. Optimizing Prediction Using Bayesian Model Averaging: Examples Using Large-Scale Educational Assessments. (United States)

    Kaplan, David; Lee, Chansoon


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

  20. Model structure selection in convolutive mixtures

    DEFF Research Database (Denmark)

    Dyrholm, Mads; Makeig, Scott; Hansen, Lars Kai


    The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimoneous...... representation in many practical mixtures. The new filter-CICAAR allows Bayesian model selection and can help answer questions like: 'Are we actually dealing with a convolutive mixture?'. We try to answer this question for EEG data....

  1. Airline Sustainability Modeling: A New Framework with Application of Bayesian Structural Equation Modeling

    Directory of Open Access Journals (Sweden)

    Hashem Salarzadeh Jenatabadi


    Full Text Available There are many factors which could influence the sustainability of airlines. The main purpose of this study is to introduce a framework for a financial sustainability index and model it based on structural equation modeling (SEM with maximum likelihood and Bayesian predictors. The introduced framework includes economic performance, operational performance, cost performance, and financial performance. Based on both Bayesian SEM (Bayesian-SEM and Classical SEM (Classical-SEM, it was found that economic performance with both operational performance and cost performance are significantly related to the financial performance index. The four mathematical indices employed are root mean square error, coefficient of determination, mean absolute error, and mean absolute percentage error to compare the efficiency of Bayesian-SEM and Classical-SEM in predicting the airline financial performance. The outputs confirmed that the framework with Bayesian prediction delivered a good fit with the data, although the framework predicted with a Classical-SEM approach did not prepare a well-fitting model. The reasons for this discrepancy between Classical and Bayesian predictions, as well as the potential advantages and caveats with the application of Bayesian approach in airline sustainability studies, are debated.

  2. From qualitative reasoning models to Bayesian-based learner modeling

    NARCIS (Netherlands)

    Milošević, U.; Bredeweg, B.; de Kleer, J.; Forbus, K.D.


    Assessing the knowledge of a student is a fundamental part of intelligent learning environments. We present a Bayesian network based approach to dealing with uncertainty when estimating a learner’s state of knowledge in the context of Qualitative Reasoning (QR). A proposal for a global architecture

  3. Development of a cyber security risk model using Bayesian networks

    International Nuclear Information System (INIS)

    Shin, Jinsoo; Son, Hanseong; Khalil ur, Rahman; Heo, Gyunyoung


    Cyber security is an emerging safety issue in the nuclear industry, especially in the instrumentation and control (I and C) field. To address the cyber security issue systematically, a model that can be used for cyber security evaluation is required. In this work, a cyber security risk model based on a Bayesian network is suggested for evaluating cyber security for nuclear facilities in an integrated manner. The suggested model enables the evaluation of both the procedural and technical aspects of cyber security, which are related to compliance with regulatory guides and system architectures, respectively. The activity-quality analysis model was developed to evaluate how well people and/or organizations comply with the regulatory guidance associated with cyber security. The architecture analysis model was created to evaluate vulnerabilities and mitigation measures with respect to their effect on cyber security. The two models are integrated into a single model, which is called the cyber security risk model, so that cyber security can be evaluated from procedural and technical viewpoints at the same time. The model was applied to evaluate the cyber security risk of the reactor protection system (RPS) of a research reactor and to demonstrate its usefulness and feasibility. - Highlights: • We developed the cyber security risk model can be find the weak point of cyber security integrated two cyber analysis models by using Bayesian Network. • One is the activity-quality model signifies how people and/or organization comply with the cyber security regulatory guide. • Other is the architecture model represents the probability of cyber-attack on RPS architecture. • The cyber security risk model can provide evidence that is able to determine the key element for cyber security for RPS of a research reactor

  4. Two-stage Bayesian models-application to ZEDB project

    International Nuclear Information System (INIS)

    Bunea, C.; Charitos, T.; Cooke, R.M.; Becker, G.


    A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Poern and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds

  5. Quantum-Like Bayesian Networks for Modeling Decision Making

    Directory of Open Access Journals (Sweden)

    Catarina eMoreira


    Full Text Available In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios.

  6. Prior Sensitivity Analysis in Default Bayesian Structural Equation Modeling. (United States)

    van Erp, Sara; Mulder, Joris; Oberski, Daniel L


    Bayesian structural equation modeling (BSEM) has recently gained popularity because it enables researchers to fit complex models and solve some of the issues often encountered in classical maximum likelihood estimation, such as nonconvergence and inadmissible solutions. An important component of any Bayesian analysis is the prior distribution of the unknown model parameters. Often, researchers rely on default priors, which are constructed in an automatic fashion without requiring substantive prior information. However, the prior can have a serious influence on the estimation of the model parameters, which affects the mean squared error, bias, coverage rates, and quantiles of the estimates. In this article, we investigate the performance of three different default priors: noninformative improper priors, vague proper priors, and empirical Bayes priors-with the latter being novel in the BSEM literature. Based on a simulation study, we find that these three default BSEM methods may perform very differently, especially with small samples. A careful prior sensitivity analysis is therefore needed when performing a default BSEM analysis. For this purpose, we provide a practical step-by-step guide for practitioners to conducting a prior sensitivity analysis in default BSEM. Our recommendations are illustrated using a well-known case study from the structural equation modeling literature, and all code for conducting the prior sensitivity analysis is available in the online supplemental materials. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  7. Bayesian Analysis of Linear and Nonlinear Latent Variable Models with Fixed Covariate and Ordered Categorical Data

    Directory of Open Access Journals (Sweden)

    Thanoon Y. Thanoon


    Full Text Available In this paper, ordered categorical variables are used to compare between linear and nonlinear interactions of fixed covariate and latent variables Bayesian structural equation models. Gibbs sampling method is applied for estimation and model comparison. Hidden continuous normal distribution (censored normal distribution is used to handle the problem of ordered categorical data. Statistical inferences, which involve estimation of parameters and their standard deviations, and residuals analyses for testing the selected model, are discussed. The proposed procedure is illustrated by a simulation data obtained from R program. Analysis are done by using OpenBUGS program.

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

    LENUS (Irish Health Repository)

    Dalimier, Eugénie


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

  9. A flexible Bayesian model for studying gene-environment interaction.

    Directory of Open Access Journals (Sweden)

    Kai Yu


    Full Text Available An important follow-up step after genetic markers are found to be associated with a disease outcome is a more detailed analysis investigating how the implicated gene or chromosomal region and an established environment risk factor interact to influence the disease risk. The standard approach to this study of gene-environment interaction considers one genetic marker at a time and therefore could misrepresent and underestimate the genetic contribution to the joint effect when one or more functional loci, some of which might not be genotyped, exist in the region and interact with the environment risk factor in a complex way. We develop a more global approach based on a Bayesian model that uses a latent genetic profile variable to capture all of the genetic variation in the entire targeted region and allows the environment effect to vary across different genetic profile categories. We also propose a resampling-based test derived from the developed Bayesian model for the detection of gene-environment interaction. Using data collected in the Environment and Genetics in Lung Cancer Etiology (EAGLE study, we apply the Bayesian model to evaluate the joint effect of smoking intensity and genetic variants in the 15q25.1 region, which contains a cluster of nicotinic acetylcholine receptor genes and has been shown to be associated with both lung cancer and smoking behavior. We find evidence for gene-environment interaction (P-value = 0.016, with the smoking effect appearing to be stronger in subjects with a genetic profile associated with a higher lung cancer risk; the conventional test of gene-environment interaction based on the single-marker approach is far from significant.

  10. Bayesian Sensitivity Analysis of Statistical Models with Missing Data. (United States)

    Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng


    Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.

  11. On-line Bayesian model updating for structural health monitoring (United States)

    Rocchetta, Roberto; Broggi, Matteo; Huchet, Quentin; Patelli, Edoardo


    Fatigue induced cracks is a dangerous failure mechanism which affects mechanical components subject to alternating load cycles. System health monitoring should be adopted to identify cracks which can jeopardise the structure. Real-time damage detection may fail in the identification of the cracks due to different sources of uncertainty which have been poorly assessed or even fully neglected. In this paper, a novel efficient and robust procedure is used for the detection of cracks locations and lengths in mechanical components. A Bayesian model updating framework is employed, which allows accounting for relevant sources of uncertainty. The idea underpinning the approach is to identify the most probable crack consistent with the experimental measurements. To tackle the computational cost of the Bayesian approach an emulator is adopted for replacing the computationally costly Finite Element model. To improve the overall robustness of the procedure, different numerical likelihoods, measurement noises and imprecision in the value of model parameters are analysed and their effects quantified. The accuracy of the stochastic updating and the efficiency of the numerical procedure are discussed. An experimental aluminium frame and on a numerical model of a typical car suspension arm are used to demonstrate the applicability of the approach.

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

    Directory of Open Access Journals (Sweden)

    Sergio Iannazzo


    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.

  13. Bayesian approach to errors-in-variables in regression models (United States)

    Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad


    In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.

  14. Genomic prediction and genomic variance partitioning of daily and residual feed intake in pigs using Bayesian Power Lasso models

    DEFF Research Database (Denmark)

    Do, Duy Ngoc; Janss, L. L. G.; Strathe, Anders Bjerring

    Improvement of feed efficiency is essential in pig breeding and selection for reduced residual feed intake (RFI) is an option. The study applied Bayesian Power LASSO (BPL) models with different power parameter to investigate genetic architecture, to predict genomic breeding values, and to partition...

  15. A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation. (United States)

    Karabatsos, George


    Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected

  16. Non-stationary magnetoencephalography by Bayesian filtering of dipole models (United States)

    Somersalo, E.; Voutilainen, A.; Kaipio, J. P.


    In this paper, we consider the biomagnetic inverse problem of estimating a time-varying source current from magnetic field measurements. It is assumed that the data are severely corrupted by measurement noise. This setting is a model for magnetoencephalography (MEG) when the dynamic nature of the source prevents us from effecting noise reduction by averaging over consecutive measurements. Thus, the potential applications of this approach include the single trial estimation of the brain activity, in particular from the spontaneous MEG data. Our approach is based on non-stationary Bayesian estimation, and we propose the use of particle filters. The source model in this work is either a single dipole or multiple dipole model. Part of the problem consists of the model determination. Numerical simulations are presented.

  17. A kinematic model for Bayesian tracking of cyclic human motion (United States)

    Greif, Thomas; Lienhart, Rainer


    We introduce a two-dimensional kinematic model for cyclic motions of humans, which is suitable for the use as temporal prior in any Bayesian tracking framework. This human motion model is solely based on simple kinematic properties: the joint accelerations. Distributions of joint accelerations subject to the cycle progress are learned from training data. We present results obtained by applying the introduced model to the cyclic motion of backstroke swimming in a Kalman filter framework that represents the posterior distribution by a Gaussian. We experimentally evaluate the sensitivity of the motion model with respect to the frequency and noise level of assumed appearance-based pose measurements by simulating various fidelities of the pose measurements using ground truth data.

  18. Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models (United States)

    Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti


    A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.

  19. Dynamic Bayesian networks as prognostic models for clinical patient management. (United States)

    van Gerven, Marcel A J; Taal, Babs G; Lucas, Peter J F


    Prognostic models in medicine are usually been built using simple decision rules, proportional hazards models, or Markov models. Dynamic Bayesian networks (DBNs) offer an approach that allows for the incorporation of the causal and temporal nature of medical domain knowledge as elicited from domain experts, thereby allowing for detailed prognostic predictions. The aim of this paper is to describe the considerations that must be taken into account when constructing a DBN for complex medical domains and to demonstrate their usefulness in practice. To this end, we focus on the construction of a DBN for prognosis of carcinoid patients, compare performance with that of a proportional hazards model, and describe predictions for three individual patients. We show that the DBN can make detailed predictions, about not only patient survival, but also other variables of interest, such as disease progression, the effect of treatment, and the development of complications. Strengths and limitations of our approach are discussed and compared with those offered by traditional methods.

  20. Bayesian models and meta analysis for multiple tissue gene expression data following corticosteroid administration

    Directory of Open Access Journals (Sweden)

    Kelemen Arpad


    Full Text Available Abstract Background This paper addresses key biological problems and statistical issues in the analysis of large gene expression data sets that describe systemic temporal response cascades to therapeutic doses in multiple tissues such as liver, skeletal muscle, and kidney from the same animals. Affymetrix time course gene expression data U34A are obtained from three different tissues including kidney, liver and muscle. Our goal is not only to find the concordance of gene in different tissues, identify the common differentially expressed genes over time and also examine the reproducibility of the findings by integrating the results through meta analysis from multiple tissues in order to gain a significant increase in the power of detecting differentially expressed genes over time and to find the differential differences of three tissues responding to the drug. Results and conclusion Bayesian categorical model for estimating the proportion of the 'call' are used for pre-screening genes. Hierarchical Bayesian Mixture Model is further developed for the identifications of differentially expressed genes across time and dynamic clusters. Deviance information criterion is applied to determine the number of components for model comparisons and selections. Bayesian mixture model produces the gene-specific posterior probability of differential/non-differential expression and the 95% credible interval, which is the basis for our further Bayesian meta-inference. Meta-analysis is performed in order to identify commonly expressed genes from multiple tissues that may serve as ideal targets for novel treatment strategies and to integrate the results across separate studies. We have found the common expressed genes in the three tissues. However, the up/down/no regulations of these common genes are different at different time points. Moreover, the most differentially expressed genes were found in the liver, then in kidney, and then in muscle.

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


    Lin, Hefang


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

  2. Bayesian uncertainty analysis with applications to turbulence modeling

    International Nuclear Information System (INIS)

    Cheung, Sai Hung; Oliver, Todd A.; Prudencio, Ernesto E.; Prudhomme, Serge; Moser, Robert D.


    In this paper, we apply Bayesian uncertainty quantification techniques to the processes of calibrating complex mathematical models and predicting quantities of interest (QoI's) with such models. These techniques also enable the systematic comparison of competing model classes. The processes of calibration and comparison constitute the building blocks of a larger validation process, the goal of which is to accept or reject a given mathematical model for the prediction of a particular QoI for a particular scenario. In this work, we take the first step in this process by applying the methodology to the analysis of the Spalart-Allmaras turbulence model in the context of incompressible, boundary layer flows. Three competing model classes based on the Spalart-Allmaras model are formulated, calibrated against experimental data, and used to issue a prediction with quantified uncertainty. The model classes are compared in terms of their posterior probabilities and their prediction of QoI's. The model posterior probability represents the relative plausibility of a model class given the data. Thus, it incorporates the model's ability to fit experimental observations. Alternatively, comparing models using the predicted QoI connects the process to the needs of decision makers that use the results of the model. We show that by using both the model plausibility and predicted QoI, one has the opportunity to reject some model classes after calibration, before subjecting the remaining classes to additional validation challenges.

  3. Bayesian Dose-Response Modeling in Sparse Data (United States)

    Kim, Steven B.

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


    Directory of Open Access Journals (Sweden)

    Anass BAYAGA


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

  5. Bayesian Age-Period-Cohort Model of Lung Cancer Mortality

    Directory of Open Access Journals (Sweden)

    Bhikhari P. Tharu


    Full Text Available Background The objective of this study was to analyze the time trend for lung cancer mortality in the population of the USA by 5 years based on most recent available data namely to 2010. The knowledge of the mortality rates in the temporal trends is necessary to understand cancer burden.Methods Bayesian Age-Period-Cohort model was fitted using Poisson regression with histogram smoothing prior to decompose mortality rates based on age at death, period at death, and birth-cohort.Results Mortality rates from lung cancer increased more rapidly from age 52 years. It ended up to 325 deaths annually for 82 years on average. The mortality of younger cohorts was lower than older cohorts. The risk of lung cancer was lowered from period 1993 to recent periods.Conclusions The fitted Bayesian Age-Period-Cohort model with histogram smoothing prior is capable of explaining mortality rate of lung cancer. The reduction in carcinogens in cigarettes and increase in smoking cessation from around 1960 might led to decreasing trend of lung cancer mortality after calendar period 1993.

  6. Bayesian nonparametric variable selection as an exploratory tool for discovering differentially expressed genes. (United States)

    Shahbaba, Babak; Johnson, Wesley O


    High-throughput scientific studies involving no clear a priori hypothesis are common. For example, a large-scale genomic study of a disease may examine thousands of genes without hypothesizing that any specific gene is responsible for the disease. In these studies, the objective is to explore a large number of possible factors (e.g., genes) in order to identify a small number that will be considered in follow-up studies that tend to be more thorough and on smaller scales. A simple, hierarchical, linear regression model with random coefficients is assumed for case-control data that correspond to each gene. The specific model used will be seen to be related to a standard Bayesian variable selection model. Relatively large regression coefficients correspond to potential differences in responses for cases versus controls and thus to genes that might 'matter'. For large-scale studies, and using a Dirichlet process mixture model for the regression coefficients, we are able to find clusters of regression effects of genes with increasing potential effect or 'relevance', in relation to the outcome of interest. One cluster will always correspond to genes whose coefficients are in a neighborhood that is relatively close to zero and will be deemed least relevant. Other clusters will correspond to increasing magnitudes of the random/latent regression coefficients. Using simulated data, we demonstrate that our approach could be quite effective in finding relevant genes compared with several alternative methods. We apply our model to two large-scale studies. The first study involves transcriptome analysis of infection by human cytomegalovirus. The second study's objective is to identify differentially expressed genes between two types of leukemia. Copyright © 2012 John Wiley & Sons, Ltd.

  7. A Bayesian Analysis of Unobserved Component Models Using Ox

    Directory of Open Access Journals (Sweden)

    Charles S. Bos


    Full Text Available This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox. These Markov chain Monte Carlo methods only provide output conditioned upon the full data set. For filtered output, conditioning only on past observations, the particle filter is introduced. The sampling methods are flexible, and this advantage is used to extend the model to incorporate a stochastic volatility process. The volatility changes both in the Nile data and also in daily S&P 500 return data are investigated. The posterior density of parameters and states is found to provide information on which elements of the model are easily identifiable, and which elements are estimated with less precision.

  8. Aggregated Residential Load Modeling Using Dynamic Bayesian Networks

    Energy Technology Data Exchange (ETDEWEB)

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


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

  9. Development of a Bayesian Belief Network Runway Incursion Model (United States)

    Green, Lawrence L.


    In a previous paper, a statistical analysis of runway incursion (RI) events was conducted to ascertain their relevance to the top ten Technical Challenges (TC) of the National Aeronautics and Space Administration (NASA) Aviation Safety Program (AvSP). The study revealed connections to perhaps several of the AvSP top ten TC. That data also identified several primary causes and contributing factors for RI events that served as the basis for developing a system-level Bayesian Belief Network (BBN) model for RI events. The system-level BBN model will allow NASA to generically model the causes of RI events and to assess the effectiveness of technology products being developed under NASA funding. These products are intended to reduce the frequency of RI events in particular, and to improve runway safety in general. The development, structure and assessment of that BBN for RI events by a Subject Matter Expert panel are documented in this paper.

  10. Advances in Bayesian Model Based Clustering Using Particle Learning

    Energy Technology Data Exchange (ETDEWEB)

    Merl, D M


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

  11. Integrated Bayesian network framework for modeling complex ecological issues. (United States)

    Johnson, Sandra; Mengersen, Kerrie


    The management of environmental problems is multifaceted, requiring varied and sometimes conflicting objectives and perspectives to be considered. Bayesian network (BN) modeling facilitates the integration of information from diverse sources and is well suited to tackling the management challenges of complex environmental problems. However, combining several perspectives in one model can lead to large, unwieldy BNs that are difficult to maintain and understand. Conversely, an oversimplified model may lead to an unrealistic representation of the environmental problem. Environmental managers require the current research and available knowledge about an environmental problem of interest to be consolidated in a meaningful way, thereby enabling the assessment of potential impacts and different courses of action. Previous investigations of the environmental problem of interest may have already resulted in the construction of several disparate ecological models. On the other hand, the opportunity may exist to initiate this modeling. In the first instance, the challenge is to integrate existing models and to merge the information and perspectives from these models. In the second instance, the challenge is to include different aspects of the environmental problem incorporating both the scientific and management requirements. Although the paths leading to the combined model may differ for these 2 situations, the common objective is to design an integrated model that captures the available information and research, yet is simple to maintain, expand, and refine. BN modeling is typically an iterative process, and we describe a heuristic method, the iterative Bayesian network development cycle (IBNDC), for the development of integrated BN models that are suitable for both situations outlined above. The IBNDC approach facilitates object-oriented BN (OOBN) modeling, arguably viewed as the next logical step in adaptive management modeling, and that embraces iterative development

  12. Robust modelling of solubility in supercritical carbon dioxide using Bayesian methods. (United States)

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


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

  13. Likelihood-free inference of population structure and local adaptation in a Bayesian hierarchical model. (United States)

    Bazin, Eric; Dawson, Kevin J; Beaumont, Mark A


    We address the problem of finding evidence of natural selection from genetic data, accounting for the confounding effects of demographic history. In the absence of natural selection, gene genealogies should all be sampled from the same underlying distribution, often approximated by a coalescent model. Selection at a particular locus will lead to a modified genealogy, and this motivates a number of recent approaches for detecting the effects of natural selection in the genome as "outliers" under some models. The demographic history of a population affects the sampling distribution of genealogies, and therefore the observed genotypes and the classification of outliers. Since we cannot see genealogies directly, we have to infer them from the observed data under some model of mutation and demography. Thus the accuracy of an outlier-based approach depends to a greater or a lesser extent on the uncertainty about the demographic and mutational model. A natural modeling framework for this type of problem is provided by Bayesian hierarchical models, in which parameters, such as mutation rates and selection coefficients, are allowed to vary across loci. It has proved quite difficult computationally to implement fully probabilistic genealogical models with complex demographies, and this has motivated the development of approximations such as approximate Bayesian computation (ABC). In ABC the data are compressed into summary statistics, and computation of the likelihood function is replaced by simulation of data under the model. In a hierarchical setting one may be interested both in hyperparameters and parameters, and there may be very many of the latter--for example, in a genetic model, these may be parameters describing each of many loci or populations. This poses a problem for ABC in that one then requires summary statistics for each locus, which, if used naively, leads to a consequent difficulty in conditional density estimation. We develop a general method for applying

  14. Predictive data-derived Bayesian statistic-transport model and simulator of sunken oil mass (United States)

    Echavarria Gregory, Maria Angelica

    Sunken oil is difficult to locate because remote sensing techniques cannot as yet provide views of sunken oil over large areas. Moreover, the oil may re-suspend and sink with changes in salinity, sediment load, and temperature, making deterministic fate models difficult to deploy and calibrate when even the presence of sunken oil is difficult to assess. For these reasons, together with the expense of field data collection, there is a need for a statistical technique integrating limited data collection with stochastic transport modeling. Predictive Bayesian modeling techniques have been developed and demonstrated for exploiting limited information for decision support in many other applications. These techniques brought to a multi-modal Lagrangian modeling framework, representing a near-real time approach to locating and tracking sunken oil driven by intrinsic physical properties of field data collected following a spill after oil has begun collecting on a relatively flat bay bottom. Methods include (1) development of the conceptual predictive Bayesian model and multi-modal Gaussian computational approach based on theory and literature review; (2) development of an object-oriented programming and combinatorial structure capable of managing data, integration and computation over an uncertain and highly dimensional parameter space; (3) creating a new bi-dimensional approach of the method of images to account for curved shoreline boundaries; (4) confirmation of model capability for locating sunken oil patches using available (partial) real field data and capability for temporal projections near curved boundaries using simulated field data; and (5) development of a stand-alone open-source computer application with graphical user interface capable of calibrating instantaneous oil spill scenarios, obtaining sets maps of relative probability profiles at different prediction times and user-selected geographic areas and resolution, and capable of performing post

  15. Modeling Land-Use Decision Behavior with Bayesian Belief Networks

    Directory of Open Access Journals (Sweden)

    Inge Aalders


    Full Text Available The ability to incorporate and manage the different drivers of land-use change in a modeling process is one of the key challenges because they are complex and are both quantitative and qualitative in nature. This paper uses Bayesian belief networks (BBN to incorporate characteristics of land managers in the modeling process and to enhance our understanding of land-use change based on the limited and disparate sources of information. One of the two models based on spatial data represented land managers in the form of a quantitative variable, the area of individual holdings, whereas the other model included qualitative data from a survey of land managers. Random samples from the spatial data provided evidence of the relationship between the different variables, which I used to develop the BBN structure. The model was tested for four different posterior probability distributions, and results showed that the trained and learned models are better at predicting land use than the uniform and random models. The inference from the model demonstrated the constraints that biophysical characteristics impose on land managers; for older land managers without heirs, there is a higher probability of the land use being arable agriculture. The results show the benefits of incorporating a more complex notion of land managers in land-use models, and of using different empirical data sources in the modeling process. Future research should focus on incorporating more complex social processes into the modeling structure, as well as incorporating spatio-temporal dynamics in a BBN.

  16. Joint Modeling of Multiple Crimes: A Bayesian Spatial Approach

    Directory of Open Access Journals (Sweden)

    Hongqiang Liu


    Full Text Available A multivariate Bayesian spatial modeling approach was used to jointly model the counts of two types of crime, i.e., burglary and non-motor vehicle theft, and explore the geographic pattern of crime risks and relevant risk factors. In contrast to the univariate model, which assumes independence across outcomes, the multivariate approach takes into account potential correlations between crimes. Six independent variables are included in the model as potential risk factors. In order to fully present this method, both the multivariate model and its univariate counterpart are examined. We fitted the two models to the data and assessed them using the deviance information criterion. A comparison of the results from the two models indicates that the multivariate model was superior to the univariate model. Our results show that population density and bar density are clearly associated with both burglary and non-motor vehicle theft risks and indicate a close relationship between these two types of crime. The posterior means and 2.5% percentile of type-specific crime risks estimated by the multivariate model were mapped to uncover the geographic patterns. The implications, limitations and future work of the study are discussed in the concluding section.

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

    Directory of Open Access Journals (Sweden)

    Bakanev Sergey ...


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

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

    DEFF Research Database (Denmark)

    Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville


    The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study the ...

  19. BDgraph: An R Package for Bayesian Structure Learning in Graphical Models

    NARCIS (Netherlands)

    Mohammadi, A.; Wit, E.C.


    Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce an R package BDgraph which performs Bayesian structure learning for general undirected graphical models with

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

    DEFF Research Database (Denmark)

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

    . In this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be efficiently used to estimate conditional probabilities, which are the core elements in Bayesian network models...

  1. Some explorations into Bayesian modelling of risks due to pesticide intake from food


    Voet, van der, H.; Paulo, M.J.


    This paper presents some common types of data and models in pesticide exposure assessment. The problems of traditional methods are discussed in connection with possibilities to address them in a Bayesian framework. We present simple Bayesian models for consumption of food and for residue monitoring data

  2. Integrating Bayesian variable selection with Modular Response Analysis to infer biochemical network topology. (United States)

    Santra, Tapesh; Kolch, Walter; Kholodenko, Boris N


    Recent advancements in genetics and proteomics have led to the acquisition of large quantitative data sets. However, the use of these data to reverse engineer biochemical networks has remained a challenging problem. Many methods have been proposed to infer biochemical network topologies from different types of biological data. Here, we focus on unraveling network topologies from steady state responses of biochemical networks to successive experimental perturbations. We propose a computational algorithm which combines a deterministic network inference method termed Modular Response Analysis (MRA) and a statistical model selection algorithm called Bayesian Variable Selection, to infer functional interactions in cellular signaling pathways and gene regulatory networks. It can be used to identify interactions among individual molecules involved in a biochemical pathway or reveal how different functional modules of a biological network interact with each other to exchange information. In cases where not all network components are known, our method reveals functional interactions which are not direct but correspond to the interaction routes through unknown elements. Using computer simulated perturbation responses of signaling pathways and gene regulatory networks from the DREAM challenge, we demonstrate that the proposed method is robust against noise and scalable to large networks. We also show that our method can infer network topologies using incomplete perturbation datasets. Consequently, we have used this algorithm to explore the ERBB regulated G1/S transition pathway in certain breast cancer cells to understand the molecular mechanisms which cause these cells to become drug resistant. The algorithm successfully inferred many well characterized interactions of this pathway by analyzing experimentally obtained perturbation data. Additionally, it identified some molecular interactions which promote drug resistance in breast cancer cells. The proposed algorithm

  3. Sensitivity of fluvial sediment source apportionment to mixing model assumptions: A Bayesian model comparison. (United States)

    Cooper, Richard J; Krueger, Tobias; Hiscock, Kevin M; Rawlins, Barry G


    Mixing models have become increasingly common tools for apportioning fluvial sediment load to various sediment sources across catchments using a wide variety of Bayesian and frequentist modeling approaches. In this study, we demonstrate how different model setups can impact upon resulting source apportionment estimates in a Bayesian framework via a one-factor-at-a-time (OFAT) sensitivity analysis. We formulate 13 versions of a mixing model, each with different error assumptions and model structural choices, and apply them to sediment geochemistry data from the River Blackwater, Norfolk, UK, to apportion suspended particulate matter (SPM) contributions from three sources (arable topsoils, road verges, and subsurface material) under base flow conditions between August 2012 and August 2013. Whilst all 13 models estimate subsurface sources to be the largest contributor of SPM (median ∼76%), comparison of apportionment estimates reveal varying degrees of sensitivity to changing priors, inclusion of covariance terms, incorporation of time-variant distributions, and methods of proportion characterization. We also demonstrate differences in apportionment results between a full and an empirical Bayesian setup, and between a Bayesian and a frequentist optimization approach. This OFAT sensitivity analysis reveals that mixing model structural choices and error assumptions can significantly impact upon sediment source apportionment results, with estimated median contributions in this study varying by up to 21% between model versions. Users of mixing models are therefore strongly advised to carefully consider and justify their choice of model structure prior to conducting sediment source apportionment investigations. An OFAT sensitivity analysis of sediment fingerprinting mixing models is conductedBayesian models display high sensitivity to error assumptions and structural choicesSource apportionment results differ between Bayesian and frequentist approaches.

  4. Bayesian Correction for Misclassification in Multilevel Count Data Models

    Directory of Open Access Journals (Sweden)

    Tyler Nelson


    Full Text Available Covariate misclassification is well known to yield biased estimates in single level regression models. The impact on hierarchical count models has been less studied. A fully Bayesian approach to modeling both the misclassified covariate and the hierarchical response is proposed. Models with a single diagnostic test and with multiple diagnostic tests are considered. Simulation studies show the ability of the proposed model to appropriately account for the misclassification by reducing bias and improving performance of interval estimators. A real data example further demonstrated the consequences of ignoring the misclassification. Ignoring misclassification yielded a model that indicated there was a significant, positive impact on the number of children of females who observed spousal abuse between their parents. When the misclassification was accounted for, the relationship switched to negative, but not significant. Ignoring misclassification in standard linear and generalized linear models is well known to lead to biased results. We provide an approach to extend misclassification modeling to the important area of hierarchical generalized linear models.

  5. Inferring the Growth of Massive Galaxies Using Bayesian Spectral Synthesis Modeling (United States)

    Stillman, Coley Michael; Poremba, Megan R.; Moustakas, John


    The most massive galaxies in the universe are typically found at the centers of massive galaxy clusters. Studying these galaxies can provide valuable insight into the hierarchical growth of massive dark matter halos. One of the key challenges of measuring the stellar mass growth of massive galaxies is converting the measured light profiles into stellar mass. We use Prospector, a state-of-the-art Bayesian spectral synthesis modeling code, to infer the total stellar masses of a pilot sample of massive central galaxies selected from the Sloan Digital Sky Survey. We compare our stellar mass estimates to previous measurements, and present some of the quantitative diagnostics provided by Prospector.

  6. Bayesian network models for error detection in radiotherapy plans (United States)

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


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

  7. Large scale Bayesian nuclear data evaluation with consistent model defects

    International Nuclear Information System (INIS)

    Schnabel, G


    The aim of nuclear data evaluation is the reliable determination of cross sections and related quantities of the atomic nuclei. To this end, evaluation methods are applied which combine the information of experiments with the results of model calculations. The evaluated observables with their associated uncertainties and correlations are assembled into data sets, which are required for the development of novel nuclear facilities, such as fusion reactors for energy supply, and accelerator driven systems for nuclear waste incineration. The efficiency and safety of such future facilities is dependent on the quality of these data sets and thus also on the reliability of the applied evaluation methods. This work investigated the performance of the majority of available evaluation methods in two scenarios. The study indicated the importance of an essential component in these methods, which is the frequently ignored deficiency of nuclear models. Usually, nuclear models are based on approximations and thus their predictions may deviate from reliable experimental data. As demonstrated in this thesis, the neglect of this possibility in evaluation methods can lead to estimates of observables which are inconsistent with experimental data. Due to this finding, an extension of Bayesian evaluation methods is proposed to take into account the deficiency of the nuclear models. The deficiency is modeled as a random function in terms of a Gaussian process and combined with the model prediction. This novel formulation conserves sum rules and allows to explicitly estimate the magnitude of model deficiency. Both features are missing in available evaluation methods so far. Furthermore, two improvements of existing methods have been developed in the course of this thesis. The first improvement concerns methods relying on Monte Carlo sampling. A Metropolis-Hastings scheme with a specific proposal distribution is suggested, which proved to be more efficient in the studied scenarios than the

  8. Bayesian analysis of a reduced-form air quality model. (United States)

    Foley, Kristen M; Reich, Brian J; Napelenok, Sergey L


    Numerical air quality models are being used for assessing emission control strategies for improving ambient pollution levels across the globe. This paper applies probabilistic modeling to evaluate the effectiveness of emission reduction scenarios aimed at lowering ground-level ozone concentrations. A Bayesian hierarchical model is used to combine air quality model output and monitoring data in order to characterize the impact of emissions reductions while accounting for different degrees of uncertainty in the modeled emissions inputs. The probabilistic model predictions are weighted based on population density in order to better quantify the societal benefits/disbenefits of four hypothetical emission reduction scenarios in which domain-wide NO(x) emissions from various sectors are reduced individually and then simultaneously. Cross validation analysis shows the statistical model performs well compared to observed ozone levels. Accounting for the variability and uncertainty in the emissions and atmospheric systems being modeled is shown to impact how emission reduction scenarios would be ranked, compared to standard methodology.

  9. A Bayesian Attractor Model for Perceptual Decision Making (United States)

    Bitzer, Sebastian; Bruineberg, Jelle; Kiebel, Stefan J.


    Even for simple perceptual decisions, the mechanisms that the brain employs are still under debate. Although current consensus states that the brain accumulates evidence extracted from noisy sensory information, open questions remain about how this simple model relates to other perceptual phenomena such as flexibility in decisions, decision-dependent modulation of sensory gain, or confidence about a decision. We propose a novel approach of how perceptual decisions are made by combining two influential formalisms into a new model. Specifically, we embed an attractor model of decision making into a probabilistic framework that models decision making as Bayesian inference. We show that the new model can explain decision making behaviour by fitting it to experimental data. In addition, the new model combines for the first time three important features: First, the model can update decisions in response to switches in the underlying stimulus. Second, the probabilistic formulation accounts for top-down effects that may explain recent experimental findings of decision-related gain modulation of sensory neurons. Finally, the model computes an explicit measure of confidence which we relate to recent experimental evidence for confidence computations in perceptual decision tasks. PMID:26267143

  10. Assimilating multi-source uncertainties of a parsimonious conceptual hydrological model using hierarchical Bayesian modeling (United States)

    Wei Wu; James Clark; James Vose


    Hierarchical Bayesian (HB) modeling allows for multiple sources of uncertainty by factoring complex relationships into conditional distributions that can be used to draw inference and make predictions. We applied an HB model to estimate the parameters and state variables of a parsimonious hydrological model – GR4J – by coherently assimilating the uncertainties from the...

  11. iSEDfit: Bayesian spectral energy distribution modeling of galaxies (United States)

    Moustakas, John


    iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.

  12. Designing and testing inflationary models with Bayesian networks

    International Nuclear Information System (INIS)

    Price, Layne C.; Auckland Univ.; Peiris, Hiranya V.; Frazer, Jonathan; Univ. of the Basque Country, Bilbao; Basque Foundation for Science, Bilbao; Easther, Richard


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

  13. Bayesian nonparametric meta-analysis using Polya tree mixture models. (United States)

    Branscum, Adam J; Hanson, Timothy E


    Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.

  14. A default method to specify skeletons for Bayesian model averaging continual reassessment method for phase I clinical trials. (United States)

    Pan, Haitao; Yuan, Ying


    The Bayesian model averaging continual reassessment method (CRM) is a Bayesian dose-finding design. It improves the robustness and overall performance of the continual reassessment method (CRM) by specifying multiple skeletons (or models) and then using Bayesian model averaging to automatically favor the best-fitting model for better decision making. Specifying multiple skeletons, however, can be challenging for practitioners. In this paper, we propose a default way to specify skeletons for the Bayesian model averaging CRM. We show that skeletons that appear rather different may actually lead to equivalent models. Motivated by this, we define a nonequivalence measure to index the difference among skeletons. Using this measure, we extend the model calibration method of Lee and Cheung (2009) to choose the optimal skeletons that maximize the average percentage of correct selection of the maximum tolerated dose and ensure sufficient nonequivalence among the skeletons. Our simulation study shows that the proposed method has desirable operating characteristics. We provide software to implement the proposed method. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  15. Adaptive Surrogate Modeling for Response Surface Approximations with Application to Bayesian Inference

    KAUST Repository

    Prudhomme, Serge


    The need for surrogate models and adaptive methods can be best appreciated if one is interested in parameter estimation using a Bayesian calibration procedure for validation purposes. We extend here our latest work on error decomposition and adaptive refinement for response surfaces to the development of surrogate models that can be substituted for the full models to estimate the parameters of Reynolds-averaged Navier-Stokes models. The error estimates and adaptive schemes are driven here by a quantity of interest and are thus based on the approximation of an adjoint problem. We will focus in particular to the accurate estimation of evidences to facilitate model selection. The methodology will be illustrated on the Spalart-Allmaras RANS model for turbulence simulation.

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

    Directory of Open Access Journals (Sweden)

    Tian Yanan


    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

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

    KAUST Repository

    Wu, Mingqi


    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

  18. A novel Bayesian hierarchical model for road safety hotspot prediction. (United States)

    Fawcett, Lee; Thorpe, Neil; Matthews, Joseph; Kremer, Karsten


    In this paper, we propose a Bayesian hierarchical model for predicting accident counts in future years at sites within a pool of potential road safety hotspots. The aim is to inform road safety practitioners of the location of likely future hotspots to enable a proactive, rather than reactive, approach to road safety scheme implementation. A feature of our model is the ability to rank sites according to their potential to exceed, in some future time period, a threshold accident count which may be used as a criterion for scheme implementation. Our model specification enables the classical empirical Bayes formulation - commonly used in before-and-after studies, wherein accident counts from a single before period are used to estimate counterfactual counts in the after period - to be extended to incorporate counts from multiple time periods. This allows site-specific variations in historical accident counts (e.g. locally-observed trends) to offset estimates of safety generated by a global accident prediction model (APM), which itself is used to help account for the effects of global trend and regression-to-mean (RTM). The Bayesian posterior predictive distribution is exploited to formulate predictions and to properly quantify our uncertainty in these predictions. The main contributions of our model include (i) the ability to allow accident counts from multiple time-points to inform predictions, with counts in more recent years lending more weight to predictions than counts from time-points further in the past; (ii) where appropriate, the ability to offset global estimates of trend by variations in accident counts observed locally, at a site-specific level; and (iii) the ability to account for unknown/unobserved site-specific factors which may affect accident counts. We illustrate our model with an application to accident counts at 734 potential hotspots in the German city of Halle; we also propose some simple diagnostics to validate the predictive capability of our

  19. Constructing a Bayesian network model for improving safety behavior of employees at workplaces. (United States)

    Mohammadfam, Iraj; Ghasemi, Fakhradin; Kalatpour, Omid; Moghimbeigi, Abbas


    Unsafe behavior increases the risk of accident at workplaces and needs to be managed properly. The aim of the present study was to provide a model for managing and improving safety behavior of employees using the Bayesian networks approach. The study was conducted in several power plant construction projects in Iran. The data were collected using a questionnaire composed of nine factors, including management commitment, supporting environment, safety management system, employees' participation, safety knowledge, safety attitude, motivation, resource allocation, and work pressure. In order for measuring the score of each factor assigned by a responder, a measurement model was constructed for each of them. The Bayesian network was constructed using experts' opinions and Dempster-Shafer theory. Using belief updating, the best intervention strategies for improving safety behavior also were selected. The result of the present study demonstrated that the majority of employees do not tend to consider safety rules, regulation, procedures and norms in their behavior at the workplace. Safety attitude, safety knowledge, and supporting environment were the best predictor of safety behavior. Moreover, it was determined that instantaneous improvement of supporting environment and employee participation is the best strategy to reach a high proportion of safety behavior at the workplace. The lack of a comprehensive model that can be used for explaining safety behavior was one of the most problematic issues of the study. Furthermore, it can be concluded that belief updating is a unique feature of Bayesian networks that is very useful in comparing various intervention strategies and selecting the best one form them. Copyright © 2016 Elsevier Ltd. All rights reserved.

  20. Taming Many-Parameter BSM Models with Bayesian Neural Networks (United States)

    Kuchera, M. P.; Karbo, A.; Prosper, H. B.; Sanchez, A.; Taylor, J. Z.


    The search for physics Beyond the Standard Model (BSM) is a major focus of large-scale high energy physics experiments. One method is to look for specific deviations from the Standard Model that are predicted by BSM models. In cases where the model has a large number of free parameters, standard search methods become intractable due to computation time. This talk presents results using Bayesian Neural Networks, a supervised machine learning method, to enable the study of higher-dimensional models. The popular phenomenological Minimal Supersymmetric Standard Model was studied as an example of the feasibility and usefulness of this method. Graphics Processing Units (GPUs) are used to expedite the calculations. Cross-section predictions for 13 TeV proton collisions will be presented. My participation in the Conference Experience for Undergraduates (CEU) in 2004-2006 exposed me to the national and global significance of cutting-edge research. At the 2005 CEU, I presented work from the previous summer's SULI internship at Lawrence Berkeley Laboratory, where I learned to program while working on the Majorana Project. That work inspired me to follow a similar research path, which led me to my current work on computational methods applied to BSM physics.

  1. Bayesian Network Webserver: a comprehensive tool for biological network modeling. (United States)

    Ziebarth, Jesse D; Bhattacharya, Anindya; Cui, Yan


    The Bayesian Network Webserver (BNW) is a platform for comprehensive network modeling of systems genetics and other biological datasets. It allows users to quickly and seamlessly upload a dataset, learn the structure of the network model that best explains the data and use the model to understand relationships between network variables. Many datasets, including those used to create genetic network models, contain both discrete (e.g. genotype) and continuous (e.g. gene expression traits) variables, and BNW allows for modeling hybrid datasets. Users of BNW can incorporate prior knowledge during structure learning through an easy-to-use structural constraint interface. After structure learning, users are immediately presented with an interactive network model, which can be used to make testable hypotheses about network relationships. BNW, including a downloadable structure learning package, is available at (The BNW interface for adding structural constraints uses HTML5 features that are not supported by current version of Internet Explorer. We suggest using other browsers (e.g. Google Chrome or Mozilla Firefox) when accessing BNW). Supplementary data are available at Bioinformatics online.

  2. A Bayesian joint model of menstrual cycle length and fecundity. (United States)

    Lum, Kirsten J; Sundaram, Rajeshwari; Buck Louis, Germaine M; Louis, Thomas A


    Menstrual cycle length (MCL) has been shown to play an important role in couple fecundity, which is the biologic capacity for reproduction irrespective of pregnancy intentions. However, a comprehensive assessment of its role requires a fecundity model that accounts for male and female attributes and the couple's intercourse pattern relative to the ovulation day. To this end, we employ a Bayesian joint model for MCL and pregnancy. MCLs follow a scale multiplied (accelerated) mixture model with Gaussian and Gumbel components; the pregnancy model includes MCL as a covariate and computes the cycle-specific probability of pregnancy in a menstrual cycle conditional on the pattern of intercourse and no previous fertilization. Day-specific fertilization probability is modeled using natural, cubic splines. We analyze data from the Longitudinal Investigation of Fertility and the Environment Study (the LIFE Study), a couple based prospective pregnancy study, and find a statistically significant quadratic relation between fecundity and menstrual cycle length, after adjustment for intercourse pattern and other attributes, including male semen quality, both partner's age, and active smoking status (determined by baseline cotinine level 100 ng/mL). We compare results to those produced by a more basic model and show the advantages of a more comprehensive approach. © 2015, The International Biometric Society.

  3. Bayesian analysis of inflation: Parameter estimation for single field models

    International Nuclear Information System (INIS)

    Mortonson, Michael J.; Peiris, Hiranya V.; Easther, Richard


    Future astrophysical data sets promise to strengthen constraints on models of inflation, and extracting these constraints requires methods and tools commensurate with the quality of the data. In this paper we describe ModeCode, a new, publicly available code that computes the primordial scalar and tensor power spectra for single-field inflationary models. ModeCode solves the inflationary mode equations numerically, avoiding the slow roll approximation. It is interfaced with CAMB and CosmoMC to compute cosmic microwave background angular power spectra and perform likelihood analysis and parameter estimation. ModeCode is easily extendable to additional models of inflation, and future updates will include Bayesian model comparison. Errors from ModeCode contribute negligibly to the error budget for analyses of data from Planck or other next generation experiments. We constrain representative single-field models (φ n with n=2/3, 1, 2, and 4, natural inflation, and 'hilltop' inflation) using current data, and provide forecasts for Planck. From current data, we obtain weak but nontrivial limits on the post-inflationary physics, which is a significant source of uncertainty in the predictions of inflationary models, while we find that Planck will dramatically improve these constraints. In particular, Planck will link the inflationary dynamics with the post-inflationary growth of the horizon, and thus begin to probe the ''primordial dark ages'' between TeV and grand unified theory scale energies.

  4. Enhancing Flood Prediction Reliability Using Bayesian Model Averaging (United States)

    Liu, Z.; Merwade, V.


    Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.

  5. Bayesian model ensembling using meta-trained recurrent neural networks

    NARCIS (Netherlands)

    Ambrogioni, L.; Berezutskaya, Y.; Gü ç lü , U.; Borne, E.W.P. van den; Gü ç lü tü rk, Y.; Gerven, M.A.J. van; Maris, E.G.G.


    In this paper we demonstrate that a recurrent neural network meta-trained on an ensemble of arbitrary classification tasks can be used as an approximation of the Bayes optimal classifier. This result is obtained by relying on the framework of e-free approximate Bayesian inference, where the Bayesian

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

    DEFF Research Database (Denmark)

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


    Many successful segmentation algorithms are based on Bayesian models in which prior anatomical knowledge is combined with the available image information. However, these methods typically have many free parameters that are estimated to obtain point estimates only, whereas a faithful Bayesian anal...

  7. A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report. (United States)

    Glas, Cees A. W.; Meijer, Rob R.

    A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

  8. Bayesian Methods for Analyzing Structural Equation Models with Covariates, Interaction, and Quadratic Latent Variables (United States)

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


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

  9. More Bayesian Transdimensional Inversion for Thermal History Modelling (Invited) (United States)

    Gallagher, K.


    Since the publication of Dodson (1973) quantifying the relationship between geochronogical ages and closure temperatures, an ongoing concern in thermochronology is reconstruction of thermal histories consistent with the measured data. Extracting this thermal history information is best treated as an inverse problem, given the complex relationship between the observations and the thermal history. When solving the inverse problem (i.e. finding thermal acceptable thermal histories), stochastic sampling methods have often been used, as these are relatively global when searching the model space. However, the issue remains how best to estimate those parts of the thermal history unconstrained by independent information, i.e. what is required to fit the data ? To solve this general problem, we use a Bayesian transdimensional Markov Chain Monte Carlo method and this has been integrated into user-friendly software, QTQt (Quantitative Thermochronology with Qt), which runs on both Macintosh and PC. The Bayesian approach allows us to consider a wide range of possible thermal history as general prior information on time, temperature (and temperature offset for multiple samples in a vertical profile). We can also incorporate more focussed geological constraints in terms of more specific priors. In this framework, it is the data themselves (and their errors) that determine the complexity of the thermal history solutions. For example, more precise data will justify a more complex solution, while more noisy data will be happy with simpler solutions. We can express complexity in terms of the number of time-temperature points defining the total thermal history. Another useful feature of this method is that was can easily deal with imprecise parameter values (e.g. kinetics, data errors), by drawing samples from a user specified probability distribution, rather than using a single value. Finally, the method can be applied to either single samples, or multiple samples (from a borehole or

  10. Rational Irrationality: Modeling Climate Change Belief Polarization Using Bayesian Networks. (United States)

    Cook, John; Lewandowsky, Stephan


    Belief polarization is said to occur when two people respond to the same evidence by updating their beliefs in opposite directions. This response is considered to be "irrational" because it involves contrary updating, a form of belief updating that appears to violate normatively optimal responding, as for example dictated by Bayes' theorem. In light of much evidence that people are capable of normatively optimal behavior, belief polarization presents a puzzling exception. We show that Bayesian networks, or Bayes nets, can simulate rational belief updating. When fit to experimental data, Bayes nets can help identify the factors that contribute to polarization. We present a study into belief updating concerning the reality of climate change in response to information about the scientific consensus on anthropogenic global warming (AGW). The study used representative samples of Australian and U.S. Among Australians, consensus information partially neutralized the influence of worldview, with free-market supporters showing a greater increase in acceptance of human-caused global warming relative to free-market opponents. In contrast, while consensus information overall had a positive effect on perceived consensus among U.S. participants, there was a reduction in perceived consensus and acceptance of human-caused global warming for strong supporters of unregulated free markets. Fitting a Bayes net model to the data indicated that under a Bayesian framework, free-market support is a significant driver of beliefs about climate change and trust in climate scientists. Further, active distrust of climate scientists among a small number of U.S. conservatives drives contrary updating in response to consensus information among this particular group. Copyright © 2016 Cognitive Science Society, Inc.

  11. Model-based Bayesian signal extraction algorithm for peripheral nerves (United States)

    Eggers, Thomas E.; Dweiri, Yazan M.; McCallum, Grant A.; Durand, Dominique M.


    Objective. Multi-channel cuff electrodes have recently been investigated for extracting fascicular-level motor commands from mixed neural recordings. Such signals could provide volitional, intuitive control over a robotic prosthesis for amputee patients. Recent work has demonstrated success in extracting these signals in acute and chronic preparations using spatial filtering techniques. These extracted signals, however, had low signal-to-noise ratios and thus limited their utility to binary classification. In this work a new algorithm is proposed which combines previous source localization approaches to create a model based method which operates in real time. Approach. To validate this algorithm, a saline benchtop setup was created to allow the precise placement of artificial sources within a cuff and interference sources outside the cuff. The artificial source was taken from five seconds of chronic neural activity to replicate realistic recordings. The proposed algorithm, hybrid Bayesian signal extraction (HBSE), is then compared to previous algorithms, beamforming and a Bayesian spatial filtering method, on this test data. An example chronic neural recording is also analyzed with all three algorithms. Main results. The proposed algorithm improved the signal to noise and signal to interference ratio of extracted test signals two to three fold, as well as increased the correlation coefficient between the original and recovered signals by 10–20%. These improvements translated to the chronic recording example and increased the calculated bit rate between the recovered signals and the recorded motor activity. Significance. HBSE significantly outperforms previous algorithms in extracting realistic neural signals, even in the presence of external noise sources. These results demonstrate the feasibility of extracting dynamic motor signals from a multi-fascicled intact nerve trunk, which in turn could extract motor command signals from an amputee for the end goal of

  12. 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


    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.

  13. Bayesian calibration of the Community Land Model using surrogates

    Energy Technology Data Exchange (ETDEWEB)

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


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

  14. A Bayesian Model of Category-Specific Emotional Brain Responses (United States)

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


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

  15. Nonlinear regression modeling of nutrient loads in streams: A Bayesian approach (United States)

    Qian, S.S.; Reckhow, K.H.; Zhai, J.; McMahon, G.


    A Bayesian nonlinear regression modeling method is introduced and compared with the least squares method for modeling nutrient loads in stream networks. The objective of the study is to better model spatial correlation in river basin hydrology and land use for improving the model as a forecasting tool. The Bayesian modeling approach is introduced in three steps, each with a more complicated model and data error structure. The approach is illustrated using a data set from three large river basins in eastern North Carolina. Results indicate that the Bayesian model better accounts for model and data uncertainties than does the conventional least squares approach. Applications of the Bayesian models for ambient water quality standards compliance and TMDL assessment are discussed. Copyright 2005 by the American Geophysical Union.

  16. Bayesian Assessment of the Uncertainties of Estimates of a Conceptual Rainfall-Runoff Model Parameters (United States)

    Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.


    This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.

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

    NARCIS (Netherlands)

    Etienne, RS; Olff, H

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

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

    NARCIS (Netherlands)

    Etienne, R.S.; Olff, H.


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

  19. Assessing fit in Bayesian models for spatial processes

    KAUST Repository

    Jun, M.


    © 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.

  20. Image Segmentation Using Disjunctive Normal Bayesian Shape and Appearance Models. (United States)

    Mesadi, Fitsum; Erdil, Ertunc; Cetin, Mujdat; Tasdizen, Tolga


    The use of appearance and shape priors in image segmentation is known to improve accuracy; however, existing techniques have several drawbacks. For instance, most active shape and appearance models require landmark points and assume unimodal shape and appearance distributions, and the level set representation does not support construction of local priors. In this paper, we present novel appearance and shape models for image segmentation based on a differentiable implicit parametric shape representation called a disjunctive normal shape model (DNSM). The DNSM is formed by the disjunction of polytopes, which themselves are formed by the conjunctions of half-spaces. The DNSM's parametric nature allows the use of powerful local prior statistics, and its implicit nature removes the need to use landmarks and easily handles topological changes. In a Bayesian inference framework, we model arbitrary shape and appearance distributions using nonparametric density estimations, at any local scale. The proposed local shape prior results in accurate segmentation even when very few training shapes are available, because the method generates a rich set of shape variations by locally combining training samples. We demonstrate the performance of the framework by applying it to both 2-D and 3-D data sets with emphasis on biomedical image segmentation applications.

  1. Extraction of Airways with Probabilistic State-Space Models and Bayesian Smoothing

    DEFF Research Database (Denmark)

    Raghavendra, Selvan; Petersen, Jens; Pedersen, Jesper Johannes Holst

    of elongated branches using probabilistic state-space models and Bayesian smoothing. Unlike most existing methods that proceed with sequential tracking of branches, we present an exploratory method, that is less sensitive to local anomalies in the data due to acquisition noise and/or interfering structures....... The evolution of individual branches is modelled using a process model and the observed data is incorporated into the update step of the Bayesian smoother using a measurement model that is based on a multi-scale blob detector. Bayesian smoothing is performed using the RTS (Rauch-Tung-Striebel) smoother, which...

  2. Joint High-Dimensional Bayesian Variable and Covariance Selection with an Application to eQTL Analysis

    KAUST Repository

    Bhadra, Anindya


    We describe a Bayesian technique to (a) perform a sparse joint selection of significant predictor variables and significant inverse covariance matrix elements of the response variables in a high-dimensional linear Gaussian sparse seemingly unrelated regression (SSUR) setting and (b) perform an association analysis between the high-dimensional sets of predictors and responses in such a setting. To search the high-dimensional model space, where both the number of predictors and the number of possibly correlated responses can be larger than the sample size, we demonstrate that a marginalization-based collapsed Gibbs sampler, in combination with spike and slab type of priors, offers a computationally feasible and efficient solution. As an example, we apply our method to an expression quantitative trait loci (eQTL) analysis on publicly available single nucleotide polymorphism (SNP) and gene expression data for humans where the primary interest lies in finding the significant associations between the sets of SNPs and possibly correlated genetic transcripts. Our method also allows for inference on the sparse interaction network of the transcripts (response variables) after accounting for the effect of the SNPs (predictor variables). We exploit properties of Gaussian graphical models to make statements concerning conditional independence of the responses. Our method compares favorably to existing Bayesian approaches developed for this purpose. © 2013, The International Biometric Society.

  3. Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods

    NARCIS (Netherlands)

    A. Zellner (Arnold); L. Bauwens (Luc); H.K. van Dijk (Herman)


    textabstractBayesian procedures for specification analysis or diagnostic checking of modeling assumptions for structural equations of econometric models are developed and applied using Monte Carlo numerical methods. Checks on the validity of identifying restrictions, exogeneity assumptions and other

  4. A full-capture Hierarchical Bayesian model of Pollock's Closed Robust Design and application to dolphins

    Directory of Open Access Journals (Sweden)

    Robert William Rankin


    Full Text Available We present a Hierarchical Bayesian version of Pollock's Closed Robust Design for studying the survival, temporary-migration, and abundance of marked animals. Through simulations and analyses of a bottlenose dolphin photo-identification dataset, we compare several estimation frameworks, including Maximum Likelihood estimation (ML, model-averaging by AICc, as well as Bayesian and Hierarchical Bayesian (HB procedures. Our results demonstrate a number of advantages of the Bayesian framework over other popular methods. First, for simple fixed-effect models, we show the near-equivalence of Bayesian and ML point-estimates and confidence/credibility intervals. Second, we demonstrate how there is an inherent correlation among temporary-migration and survival parameter estimates in the PCRD, and while this can lead to serious convergence issues and singularities among MLEs, we show that the Bayesian estimates were more reliable. Third, we demonstrate that a Hierarchical Bayesian model with carefully thought-out hyperpriors, can lead to similar parameter estimates and conclusions as multi-model inference by AICc model-averaging. This latter point is especially interesting for mark-recapture practitioners, for whom model-uncertainty and multi-model inference have become a major preoccupation. Lastly, we extend the Hierarchical Bayesian PCRD to include full-capture histories (i.e., by modelling a recruitment process and individual-level heterogeneity in detection probabilities, which can have important consequences for the range of phenomena studied by the PCRD, as well as lead to large differences in abundance estimates. For example, we estimate 8%-24% more bottlenose dolphins in the western gulf of Shark Bay than previously estimated by ML and AICc-based model-averaging. Other important extensions are discussed. Our Bayesian PCRD models are written in the BUGS-like JAGS language for easy dissemination and customization by the community of capture

  5. Bayesian nonparametric clustering in phylogenetics: modeling antigenic evolution in influenza. (United States)

    Cybis, Gabriela B; Sinsheimer, Janet S; Bedford, Trevor; Rambaut, Andrew; Lemey, Philippe; Suchard, Marc A


    Influenza is responsible for up to 500,000 deaths every year, and antigenic variability represents much of its epidemiological burden. To visualize antigenic differences across many viral strains, antigenic cartography methods use multidimensional scaling on binding assay data to map influenza antigenicity onto a low-dimensional space. Analysis of such assay data ideally leads to natural clustering of influenza strains of similar antigenicity that correlate with sequence evolution. To understand the dynamics of these antigenic groups, we present a framework that jointly models genetic and antigenic evolution by combining multidimensional scaling of binding assay data, Bayesian phylogenetic machinery and nonparametric clustering methods. We propose a phylogenetic Chinese restaurant process that extends the current process to incorporate the phylogenetic dependency structure between strains in the modeling of antigenic clusters. With this method, we are able to use the genetic information to better understand the evolution of antigenicity throughout epidemics, as shown in applications of this model to H1N1 influenza. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  6. Bayesian network model of crowd emotion and negative behavior (United States)

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


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

  7. Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

    KAUST Repository

    Lan, Shiwei


    Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix into variance and correlation matrices. The highlight is that the correlations are represented as products of vectors on unit spheres. We propose a variety of distributions on spheres (e.g. the squared-Dirichlet distribution) to induce flexible prior distributions for covariance matrices that go beyond the commonly used inverse-Wishart prior. To handle the intractability of the resulting posterior, we introduce the adaptive $\\\\Delta$-Spherical Hamiltonian Monte Carlo. We also extend our structured framework to dynamic cases and introduce unit-vector Gaussian process priors for modeling the evolution of correlation among multiple time series. Using an example of Normal-Inverse-Wishart problem, a simulated periodic process, and an analysis of local field potential data (collected from the hippocampus of rats performing a complex sequence memory task), we demonstrated the validity and effectiveness of our proposed framework for (dynamic) modeling covariance and correlation matrices.

  8. Parameter Estimation of Structural Equation Modeling Using Bayesian Approach

    Directory of Open Access Journals (Sweden)

    Dewi Kurnia Sari


    Full Text Available Leadership is a process of influencing, directing or giving an example of employees in order to achieve the objectives of the organization and is a key element in the effectiveness of the organization. In addition to the style of leadership, the success of an organization or company in achieving its objectives can also be influenced by the commitment of the organization. Where organizational commitment is a commitment created by each individual for the betterment of the organization. The purpose of this research is to obtain a model of leadership style and organizational commitment to job satisfaction and employee performance, and determine the factors that influence job satisfaction and employee performance using SEM with Bayesian approach. This research was conducted at Statistics FNI employees in Malang, with 15 people. The result of this study showed that the measurement model, all significant indicators measure each latent variable. Meanwhile in the structural model, it was concluded there are a significant difference between the variables of Leadership Style and Organizational Commitment toward Job Satisfaction directly as well as a significant difference between Job Satisfaction on Employee Performance. As for the influence of Leadership Style and variable Organizational Commitment on Employee Performance directly declared insignificant.

  9. Object-Oriented Bayesian Networks (OOBN) for Aviation Accident Modeling and Technology Portfolio Impact Assessment (United States)

    Shih, Ann T.; Ancel, Ersin; Jones, Sharon M.


    The concern for reducing aviation safety risk is rising as the National Airspace System in the United States transforms to the Next Generation Air Transportation System (NextGen). The NASA Aviation Safety Program is committed to developing an effective aviation safety technology portfolio to meet the challenges of this transformation and to mitigate relevant safety risks. The paper focuses on the reasoning of selecting Object-Oriented Bayesian Networks (OOBN) as the technique and commercial software for the accident modeling and portfolio assessment. To illustrate the benefits of OOBN in a large and complex aviation accident model, the in-flight Loss-of-Control Accident Framework (LOCAF) constructed as an influence diagram is presented. An OOBN approach not only simplifies construction and maintenance of complex causal networks for the modelers, but also offers a well-organized hierarchical network that is easier for decision makers to exploit the model examining the effectiveness of risk mitigation strategies through technology insertions.

  10. Bayesian models for astrophysical data using R, JAGS, Python, and Stan

    CERN Document Server

    Hilbe, Joseph M; Ishida, Emille E O


    This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.

  11. Bayesian Regression of Thermodynamic Models of Redox Active Materials

    Energy Technology Data Exchange (ETDEWEB)

    Johnston, Katherine [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)


    Finding a suitable functional redox material is a critical challenge to achieving scalable, economically viable technologies for storing concentrated solar energy in the form of a defected oxide. Demonstrating e ectiveness for thermal storage or solar fuel is largely accomplished by using a thermodynamic model derived from experimental data. The purpose of this project is to test the accuracy of our regression model on representative data sets. Determining the accuracy of the model includes parameter tting the model to the data, comparing the model using di erent numbers of param- eters, and analyzing the entropy and enthalpy calculated from the model. Three data sets were considered in this project: two demonstrating materials for solar fuels by wa- ter splitting and the other of a material for thermal storage. Using Bayesian Inference and Markov Chain Monte Carlo (MCMC), parameter estimation was preformed on the three data sets. Good results were achieved, except some there was some deviations on the edges of the data input ranges. The evidence values were then calculated in a variety of ways and used to compare models with di erent number of parameters. It was believed that at least one of the parameters was unnecessary and comparing evidence values demonstrated that the parameter was need on one data set and not signi cantly helpful on another. The entropy was calculated by taking the derivative in one variable and integrating over another. and its uncertainty was also calculated by evaluating the entropy over multiple MCMC samples. Afterwards, all the parts were written up as a tutorial for the Uncertainty Quanti cation Toolkit (UQTk).

  12. Macroscopic Models of Clique Tree Growth for Bayesian Networks (United States)

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

  13. Multilevel temporal Bayesian networks can model longitudinal change in multimorbidity

    NARCIS (Netherlands)

    Lappenschaar, M.; Hommersom, A.; Lucas, P.J.; Lagro, J.; Visscher, S.; Korevaar, J.C.; Schellevis, F.G.


    Objectives Although the course of single diseases can be studied using traditional epidemiologic techniques, these methods cannot capture the complex joint evolutionary course of multiple disorders. In this study, multilevel temporal Bayesian networks were adopted to study the course of

  14. Bayesian modeling and chronological precision for Polynesian settlement of Tonga.

    Directory of Open Access Journals (Sweden)

    David Burley

    Full Text Available First settlement of Polynesia, and population expansion throughout the ancestral Polynesian homeland are foundation events for global history. A precise chronology is paramount to informed archaeological interpretation of these events and their consequences. Recently applied chronometric hygiene protocols excluding radiocarbon dates on wood charcoal without species identification all but eliminates this chronology as it has been built for the Kingdom of Tonga, the initial islands to be settled in Polynesia. In this paper we re-examine and redevelop this chronology through application of Bayesian models to the questioned suite of radiocarbon dates, but also incorporating short-lived wood charcoal dates from archived samples and high precision U/Th dates on coral artifacts. These models provide generation level precision allowing us to track population migration from first Lapita occupation on the island of Tongatapu through Tonga's central and northern island groups. They further illustrate an exceptionally short duration for the initial colonizing Lapita phase and a somewhat abrupt transition to ancestral Polynesian society as it is currently defined.

  15. Bayesian mixture models for source separation in MEG

    International Nuclear Information System (INIS)

    Calvetti, Daniela; Homa, Laura; Somersalo, Erkki


    This paper discusses the problem of imaging electromagnetic brain activity from measurements of the induced magnetic field outside the head. This imaging modality, magnetoencephalography (MEG), is known to be severely ill posed, and in order to obtain useful estimates for the activity map, complementary information needs to be used to regularize the problem. In this paper, a particular emphasis is on finding non-superficial focal sources that induce a magnetic field that may be confused with noise due to external sources and with distributed brain noise. The data are assumed to come from a mixture of a focal source and a spatially distributed possibly virtual source; hence, to differentiate between those two components, the problem is solved within a Bayesian framework, with a mixture model prior encoding the information that different sources may be concurrently active. The mixture model prior combines one density that favors strongly focal sources and another that favors spatially distributed sources, interpreted as clutter in the source estimation. Furthermore, to address the challenge of localizing deep focal sources, a novel depth sounding algorithm is suggested, and it is shown with simulated data that the method is able to distinguish between a signal arising from a deep focal source and a clutter signal. (paper)

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

    International Nuclear Information System (INIS)

    Yang, Liping; Han, Jiangpei; Xue, Jianlong; Zeng, Lingzao; Shi, Jiachun; Wu, Laosheng; Jiang, Yonghai


    Nitrate (NO 3 − ) pollution in aquatic system is a worldwide problem. The temporal distribution pattern and sources of nitrate are of great concern for water quality. The nitrogen (N) cycling processes in a subtropical watershed located in Changxing County, Zhejiang Province, China were greatly influenced by the temporal variations of precipitation and temperature during the study period (September 2011 to July 2012). The highest NO 3 − concentration in water was in May (wet season, mean ± SD = 17.45 ± 9.50 mg L −1 ) and the lowest concentration occurred in December (dry season, mean ± SD = 10.54 ± 6.28 mg L −1 ). Nevertheless, no water sample in the study area exceeds the WHO drinking water limit of 50 mg L −1 NO 3 − . Four sources of NO 3 − (atmospheric deposition, AD; soil N, SN; synthetic fertilizer, SF; manure and sewage, M and S) were identified using both hydrochemical characteristics [Cl − , NO 3 − , HCO 3 − , SO 4 2− , Ca 2+ , K + , Mg 2+ , Na + , dissolved oxygen (DO)] and dual isotope approach (δ 15 N–NO 3 − and δ 18 O–NO 3 − ). Both chemical and isotopic characteristics indicated that denitrification was not the main N cycling process in the study area. Using a Bayesian model (stable isotope analysis in R, SIAR), the contribution of each source was apportioned. Source apportionment results showed that source contributions differed significantly between the dry and wet season, AD and M and S contributed more in December than in May. In contrast, SN and SF contributed more NO 3 − to water in May than that in December. M and S and SF were the major contributors in December and May, respectively. Moreover, the shortcomings and uncertainties of SIAR were discussed to provide implications for future works. With the assessment of temporal variation and sources of NO 3 − , better agricultural management practices and sewage disposal programs can be implemented to sustain water quality in subtropical watersheds

  17. Clustering and Bayesian hierarchical modeling for the definition of informative prior distributions in hydrogeology (United States)

    Cucchi, K.; Kawa, N.; Hesse, F.; Rubin, Y.


    In order to reduce uncertainty in the prediction of subsurface flow and transport processes, practitioners should use all data available. However, classic inverse modeling frameworks typically only make use of information contained in in-situ field measurements to provide estimates of hydrogeological parameters. Such hydrogeological information about an aquifer is difficult and costly to acquire. In this data-scarce context, the transfer of ex-situ information coming from previously investigated sites can be critical for improving predictions by better constraining the estimation procedure. Bayesian inverse modeling provides a coherent framework to represent such ex-situ information by virtue of the prior distribution and combine them with in-situ information from the target site. In this study, we present an innovative data-driven approach for defining such informative priors for hydrogeological parameters at the target site. Our approach consists in two steps, both relying on statistical and machine learning methods. The first step is data selection; it consists in selecting sites similar to the target site. We use clustering methods for selecting similar sites based on observable hydrogeological features. The second step is data assimilation; it consists in assimilating data from the selected similar sites into the informative prior. We use a Bayesian hierarchical model to account for inter-site variability and to allow for the assimilation of multiple types of site-specific data. We present the application and validation of the presented methods on an established database of hydrogeological parameters. Data and methods are implemented in the form of an open-source R-package and therefore facilitate easy use by other practitioners.

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

    CERN Document Server

    Gustafson, Paul


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

  19. Model selection criterion in survival analysis (United States)

    Karabey, Uǧur; Tutkun, Nihal Ata


    Survival analysis deals with time until occurrence of an event of interest such as death, recurrence of an illness, the failure of an equipment or divorce. There are various survival models with semi-parametric or parametric approaches used in medical, natural or social sciences. The decision on the most appropriate model for the data is an important point of the analysis. In literature Akaike information criteria or Bayesian information criteria are used to select among nested models. In this study,the behavior of these information criterion is discussed for a real data set.

  20. Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination. (United States)

    Yau, Christopher; Holmes, Chris


    We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.

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

    Directory of Open Access Journals (Sweden)

    Marta Afonso Freitas


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

  2. Bayesian Safety Risk Modeling of Human-Flightdeck Automation Interaction (United States)

    Ancel, Ersin; Shih, Ann T.


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

  3. Improving Biochemical Named Entity Recognition Using PSO Classifier Selection and Bayesian Combination Methods. (United States)

    Akkasi, Abbas; Varoglu, Ekrem


    Named Entity Recognition (NER) is a basic step for large number of consequent text mining tasks in the biochemical domain. Increasing the performance of such recognition systems is of high importance and always poses a challenge. In this study, a new community based decision making system is proposed which aims at increasing the efficiency of NER systems in the chemical/drug name context. Particle Swarm Optimization (PSO) algorithm is chosen as the expert selection strategy along with the Bayesian combination method to merge the outputs of the selected classifiers as well as evaluate the fitness of the selected candidates. The proposed system performs in two steps. The first step focuses on creating various numbers of baseline classifiers for NER with different features sets using the Conditional Random Fields (CRFs). The second step involves the selection and efficient combination of the classifiers using PSO and Bayesisan combination. Two comprehensive corpora from BioCreative events, namely ChemDNER and CEMP, are used for the experiments conducted. Results show that the ensemble of classifiers selected by means of the proposed approach perform better than the single best classifier as well as ensembles formed using other popular selection/combination strategies for both corpora. Furthermore, the proposed method outperforms the best performing system at the Biocreative IV ChemDNER track by achieving an F-score of 87.95 percent.

  4. a Bayesian Synthesis of Predictions from Different Models for Setting Water Quality Criteria (United States)

    Arhonditsis, G. B.; Ecological Modelling Laboratory


    Skeptical views of the scientific value of modelling argue that there is no true model of an ecological system, but rather several adequate descriptions of different conceptual basis and structure. In this regard, rather than picking the single "best-fit" model to predict future system responses, we can use Bayesian model averaging to synthesize the forecasts from different models. Hence, by acknowledging that models from different areas of the complexity spectrum have different strengths and weaknesses, the Bayesian model averaging is an appealing approach to improve the predictive capacity and to overcome the ambiguity surrounding the model selection or the risk of basing ecological forecasts on a single model. Our study addresses this question using a complex ecological model, developed by Ramin et al. (2011; Environ Modell Softw 26, 337-353) to guide the water quality criteria setting process in the Hamilton Harbour (Ontario, Canada), along with a simpler plankton model that considers the interplay among phosphate, detritus, and generic phytoplankton and zooplankton state variables. This simple approach is more easily subjected to detailed sensitivity analysis and also has the advantage of fewer unconstrained parameters. Using Markov Chain Monte Carlo simulations, we calculate the relative mean standard error to assess the posterior support of the two models from the existing data. Predictions from the two models are then combined using the respective standard error estimates as weights in a weighted model average. The model averaging approach is used to examine the robustness of predictive statements made from our earlier work regarding the response of Hamilton Harbour to the different nutrient loading reduction strategies. The two eutrophication models are then used in conjunction with the SPAtially Referenced Regressions On Watershed attributes (SPARROW) watershed model. The Bayesian nature of our work is used: (i) to alleviate problems of spatiotemporal

  5. Comparison of Bayesian regression models and partial least squares regression for the development of infrared prediction equations. (United States)

    Bonfatti, V; Tiezzi, F; Miglior, F; Carnier, P


    The objective of this study was to compare the prediction accuracy of 92 infrared prediction equations obtained by different statistical approaches. The predicted traits included fatty acid composition (n = 1,040); detailed protein composition (n = 1,137); lactoferrin (n = 558); pH and coagulation properties (n = 1,296); curd yield and composition obtained by a micro-cheese making procedure (n = 1,177); and Ca, P, Mg, and K contents (n = 689). The statistical methods used to develop the prediction equations were partial least squares regression (PLSR), Bayesian ridge regression, Bayes A, Bayes B, Bayes C, and Bayesian least absolute shrinkage and selection operator. Model performances were assessed, for each trait and model, in training and validation sets over 10 replicates. In validation sets, Bayesian regression models performed significantly better than PLSR for the prediction of 33 out of 92 traits, especially fatty acids, whereas they yielded a significantly lower prediction accuracy than PLSR in the prediction of 8 traits: the percentage of C18:1n-7 trans-9 in fat; the content of unglycosylated κ-casein and its percentage in protein; the content of α-lactalbumin; the percentage of α S2 -casein in protein; and the contents of Ca, P, and Mg. Even though Bayesian methods produced a significant enhancement of model accuracy in many traits compared with PLSR, most variations in the coefficient of determination in validation sets were smaller than 1 percentage point. Over traits, the highest predictive ability was obtained by Bayes C even though most of the significant differences in accuracy between Bayesian regression models were negligible. Copyright © 2017 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

  6. Digitized Onondaga Lake Dissolved Oxygen Concentrations and Model Simulated Values using Bayesian Monte Carlo Methods (United States)

    U.S. Environmental Protection Agency — The dataset is lake dissolved oxygen concentrations obtained form plots published by Gelda et al. (1996) and lake reaeration model simulated values using Bayesian...

  7. Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting

    DEFF Research Database (Denmark)

    Quinonero, Joaquin; Girard, Agathe; Larsen, Jan


    The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models such as the Gaus......The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models...... such as the Gaussian process and the relevance vector machine. We derive novel analytic expressions for the predictive mean and variance for Gaussian kernel shapes under the assumption of a Gaussian input distribution in the static case, and of a recursive Gaussian predictive density in iterative forecasting...

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

    KAUST Repository

    Elsheikh, Ahmed H.


    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.

  9. A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

    International Nuclear Information System (INIS)

    Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e


    Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

  10. Leak localization in water distribution networks using model-based bayesian reasoning


    Soldevila Coma, Adrià; Fernández Canti, Rosa M.; Blesa Izquierdo, Joaquim; Tornil Sin, Sebastián; Puig Cayuela, Vicenç


    This paper presents a new method for leak localization in Water Distribution Networks that uses a model-based approach combined with Bayesian reasoning. Probability density functions in model-based pressure residuals are calibrated off-line for all the possible leak scenarios by using a hydraulic simulator, being leak size uncertainty, demand uncertainty and sensor noise considered. A Bayesian reasoning is applied online to the available residuals to determine the location of leaks present in...

  11. Predicting water main failures using Bayesian model averaging and survival modelling approach

    International Nuclear Information System (INIS)

    Kabir, Golam; Tesfamariam, Solomon; Sadiq, Rehan


    To develop an effective preventive or proactive repair and replacement action plan, water utilities often rely on water main failure prediction models. However, in predicting the failure of water mains, uncertainty is inherent regardless of the quality and quantity of data used in the model. To improve the understanding of water main failure, a Bayesian framework is developed for predicting the failure of water mains considering uncertainties. In this study, Bayesian model averaging method (BMA) is presented to identify the influential pipe-dependent and time-dependent covariates considering model uncertainties whereas Bayesian Weibull Proportional Hazard Model (BWPHM) is applied to develop the survival curves and to predict the failure rates of water mains. To accredit the proposed framework, it is implemented to predict the failure of cast iron (CI) and ductile iron (DI) pipes of the water distribution network of the City of Calgary, Alberta, Canada. Results indicate that the predicted 95% uncertainty bounds of the proposed BWPHMs capture effectively the observed breaks for both CI and DI water mains. Moreover, the performance of the proposed BWPHMs are better compare to the Cox-Proportional Hazard Model (Cox-PHM) for considering Weibull distribution for the baseline hazard function and model uncertainties. - Highlights: • Prioritize rehabilitation and replacements (R/R) strategies of water mains. • Consider the uncertainties for the failure prediction. • Improve the prediction capability of the water mains failure models. • Identify the influential and appropriate covariates for different models. • Determine the effects of the covariates on failure

  12. Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data. (United States)

    Ferragina, A; de los Campos, G; Vazquez, A I; Cecchinato, A; Bittante, G


    The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict "difficult-to-predict" dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm(-1) were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (, whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from

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

    DEFF Research Database (Denmark)

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


    surveys on different age-groups and to acquire separate estimates for individuals aged ≤20 years and entire communities. Prevalence estimates were combined with population statistics to obtain country-specific numbers of Schistosoma infections. We estimate that 122 million individuals in eastern Africa...... Africa. Bayesian geostatistical models based on climatic and other environmental data were used to account for potential spatial clustering in spatially structured exposures. Geostatistical variable selection was employed to reduce the set of covariates. Alignment factors were implemented to combine...... are currently infected with either S. mansoni, or S. haematobium, or both species concurrently. Country-specific population-adjusted prevalence estimates range between 12.9% (Uganda) and 34.5% (Mozambique) for S. mansoni and between 11.9% (Djibouti) and 40.9% (Mozambique) for S. haematobium. Our models revealed...

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

    DEFF Research Database (Denmark)

    Rasmussen, Svend; Madsen, Anders Læsø; Lund, Mogens

    . In this paper we use Bayesian networks as an integrated modelling approach for representing uncertainty and analysing risk management in agriculture. It is shown how historical farm account data may be efficiently used to estimate conditional probabilities, which are the core elements in Bayesian network models....... We further show how the Bayesian network model RiBay is used for stochastic simulation of farm income, and we demonstrate how RiBay can be used to simulate risk management at the farm level. It is concluded that the key strength of a Bayesian network is the transparency of assumptions......, and that it has the ability to link uncertainty from different external sources to budget figures and to quantify risk at the farm level....

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

    Energy Technology Data Exchange (ETDEWEB)

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


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

  16. A Bayesian spawning habitat suitability model for American shad in southeastern United States rivers (United States)

    Hightower, Joseph E.; Harris, Julianne E.; Raabe, Joshua K.; Brownell, Prescott; Drew, C. Ashton


    Habitat suitability index models for American shad Alosa sapidissima were developed by Stier and Crance in 1985. These models, which were based on a combination of published information and expert opinion, are often used to make decisions about hydropower dam operations and fish passage. The purpose of this study was to develop updated habitat suitability index models for spawning American shad in the southeastern United States, building on the many field and laboratory studies completed since 1985. We surveyed biologists who had knowledge about American shad spawning grounds, assembled a panel of experts to discuss important habitat variables, and used raw data from published and unpublished studies to develop new habitat suitability curves. The updated curves are based on resource selection functions, which can model habitat selectivity based on use and availability of particular habitats. Using field data collected in eight rivers from Virginia to Florida (Mattaponi, Pamunkey, Roanoke, Tar, Neuse, Cape Fear, Pee Dee, St. Johns), we obtained new curves for temperature, current velocity, and depth that were generally similar to the original models. Our new suitability function for substrate was also similar to the original pattern, except that sand (optimal in the original model) has a very low estimated suitability. The Bayesian approach that we used to develop habitat suitability curves provides an objective framework for updating the model as new studies are completed and for testing the model's applicability in other parts of the species' range.

  17. Application of hierarchical Bayesian unmixing models in river sediment source apportionment (United States)

    Blake, Will; Smith, Hugh; Navas, Ana; Bodé, Samuel; Goddard, Rupert; Zou Kuzyk, Zou; Lennard, Amy; Lobb, David; Owens, Phil; Palazon, Leticia; Petticrew, Ellen; Gaspar, Leticia; Stock, Brian; Boeckx, Pacsal; Semmens, Brice


    Fingerprinting and unmixing concepts are used widely across environmental disciplines for forensic evaluation of pollutant sources. In aquatic and marine systems, this includes tracking the source of organic and inorganic pollutants in water and linking problem sediment to soil erosion and land use sources. It is, however, the particular complexity of ecological systems that has driven creation of the most sophisticated mixing models, primarily to (i) evaluate diet composition in complex ecological food webs, (ii) inform population structure and (iii) explore animal movement. In the context of the new hierarchical Bayesian unmixing model, MIXSIAR, developed to characterise intra-population niche variation in ecological systems, we evaluate the linkage between ecological 'prey' and 'consumer' concepts and river basin sediment 'source' and sediment 'mixtures' to exemplify the value of ecological modelling tools to river basin science. Recent studies have outlined advantages presented by Bayesian unmixing approaches in handling complex source and mixture datasets while dealing appropriately with uncertainty in parameter probability distributions. MixSIAR is unique in that it allows individual fixed and random effects associated with mixture hierarchy, i.e. factors that might exert an influence on model outcome for mixture groups, to be explored within the source-receptor framework. This offers new and powerful ways of interpreting river basin apportionment data. In this contribution, key components of the model are evaluated in the context of common experimental designs for sediment fingerprinting studies namely simple, nested and distributed catchment sampling programmes. Illustrative examples using geochemical and compound specific stable isotope datasets are presented and used to discuss best practice with specific attention to (1) the tracer selection process, (2) incorporation of fixed effects relating to sample timeframe and sediment type in the modelling

  18. Experiences in applying Bayesian integrative models in interdisciplinary modeling: the computational and human challenges

    DEFF Research Database (Denmark)

    Kuikka, Sakari; Haapasaari, Päivi Elisabet; Helle, Inari


    networks are flexible tools that can take into account the different research traditions and the various types of information sources. We present two types of cases. With the Baltic salmon stocks modeled with Bayesian techniques, the existing data sets are rich and the estimation of the parameters...... components, which favors the use of quantitative risk analysis. However, the traditions and quality criteria of these scientific fields are in many respects different. This creates both technical and human challenges to the modeling tasks....

  19. A fully Bayesian latent variable model for integrative clustering analysis of multi-type omics data. (United States)

    Mo, Qianxing; Shen, Ronglai; Guo, Cui; Vannucci, Marina; Chan, Keith S; Hilsenbeck, Susan G


    Identification of clinically relevant tumor subtypes and omics signatures is an important task in cancer translational research for precision medicine. Large-scale genomic profiling studies such as The Cancer Genome Atlas (TCGA) Research Network have generated vast amounts of genomic, transcriptomic, epigenomic, and proteomic data. While these studies have provided great resources for researchers to discover clinically relevant tumor subtypes and driver molecular alterations, there are few computationally efficient methods and tools for integrative clustering analysis of these multi-type omics data. Therefore, the aim of this article is to develop a fully Bayesian latent variable method (called iClusterBayes) that can jointly model omics data of continuous and discrete data types for identification of tumor subtypes and relevant omics features. Specifically, the proposed method uses a few latent variables to capture the inherent structure of multiple omics data sets to achieve joint dimension reduction. As a result, the tumor samples can be clustered in the latent variable space and relevant omics features that drive the sample clustering are identified through Bayesian variable selection. This method significantly improve on the existing integrative clustering method iClusterPlus in terms of statistical inference and computational speed. By analyzing TCGA and simulated data sets, we demonstrate the excellent performance of the proposed method in revealing clinically meaningful tumor subtypes and driver omics features. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail:

  20. Bayesian network modeling applied to coastal geomorphology: lessons learned from a decade of experimentation and application (United States)

    Plant, N. G.; Thieler, E. R.; Gutierrez, B.; Lentz, E. E.; Zeigler, S. L.; Van Dongeren, A.; Fienen, M. N.


    We evaluate the strengths and weaknesses of Bayesian networks that have been used to address scientific and decision-support questions related to coastal geomorphology. We will provide an overview of coastal geomorphology research that has used Bayesian networks and describe what this approach can do and when it works (or fails to work). Over the past decade, Bayesian networks have been formulated to analyze the multi-variate structure and evolution of coastal morphology and associated human and ecological impacts. The approach relates observable system variables to each other by estimating discrete correlations. The resulting Bayesian-networks make predictions that propagate errors, conduct inference via Bayes rule, or both. In scientific applications, the model results are useful for hypothesis testing, using confidence estimates to gage the strength of tests while applications to coastal resource management are aimed at decision-support, where the probabilities of desired ecosystems outcomes are evaluated. The range of Bayesian-network applications to coastal morphology includes emulation of high-resolution wave transformation models to make oceanographic predictions, morphologic response to storms and/or sea-level rise, groundwater response to sea-level rise and morphologic variability, habitat suitability for endangered species, and assessment of monetary or human-life risk associated with storms. All of these examples are based on vast observational data sets, numerical model output, or both. We will discuss the progression of our experiments, which has included testing whether the Bayesian-network approach can be implemented and is appropriate for addressing basic and applied scientific problems and evaluating the hindcast and forecast skill of these implementations. We will present and discuss calibration/validation tests that are used to assess the robustness of Bayesian-network models and we will compare these results to tests of other models. This will

  1. Bayesian estimation of regularization parameters for deformable surface models

    Energy Technology Data Exchange (ETDEWEB)

    Cunningham, G.S.; Lehovich, A.; Hanson, K.M.


    In this article the authors build on their past attempts to reconstruct a 3D, time-varying bolus of radiotracer from first-pass data obtained by the dynamic SPECT imager, FASTSPECT, built by the University of Arizona. The object imaged is a CardioWest total artificial heart. The bolus is entirely contained in one ventricle and its associated inlet and outlet tubes. The model for the radiotracer distribution at a given time is a closed surface parameterized by 482 vertices that are connected to make 960 triangles, with nonuniform intensity variations of radiotracer allowed inside the surface on a voxel-to-voxel basis. The total curvature of the surface is minimized through the use of a weighted prior in the Bayesian framework, as is the weighted norm of the gradient of the voxellated grid. MAP estimates for the vertices, interior intensity voxels and background count level are produced. The strength of the priors, or hyperparameters, are determined by maximizing the probability of the data given the hyperparameters, called the evidence. The evidence is calculated by first assuming that the posterior is approximately normal in the values of the vertices and voxels, and then by evaluating the integral of the multi-dimensional normal distribution. This integral (which requires evaluating the determinant of a covariance matrix) is computed by applying a recent algorithm from Bai et. al. that calculates the needed determinant efficiently. They demonstrate that the radiotracer is highly inhomogeneous in early time frames, as suspected in earlier reconstruction attempts that assumed a uniform intensity of radiotracer within the closed surface, and that the optimal choice of hyperparameters is substantially different for different time frames.

  2. Bayesian model calibration of computational models in velocimetry diagnosed dynamic compression experiments.

    Energy Technology Data Exchange (ETDEWEB)

    Brown, Justin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hund, Lauren [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)


    Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesian model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.

  3. Model Criticism of Bayesian Networks with Latent Variables. (United States)

    Williamson, David M.; Mislevy, Robert J.; Almond, Russell G.

    This study investigated statistical methods for identifying errors in Bayesian networks (BN) with latent variables, as found in intelligent cognitive assessments. BN, commonly used in artificial intelligence systems, are promising mechanisms for scoring constructed-response examinations. The success of an intelligent assessment or tutoring system…


    Directory of Open Access Journals (Sweden)

    Mihaela Simionescu


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

  5. BiomeNet: a Bayesian model for inference of metabolic divergence among microbial communities.


    Mahdi Shafiei; Katherine A Dunn; Hugh Chipman; Hong Gu; Joseph P Bielawski


    Metagenomics yields enormous numbers of microbial sequences that can be assigned a metabolic function. Using such data to infer community-level metabolic divergence is hindered by the lack of a suitable statistical framework. Here, we describe a novel hierarchical Bayesian model, called BiomeNet (Bayesian inference of metabolic networks), for inferring differential prevalence of metabolic subnetworks among microbial communities. To infer the structure of community-level metabolic interactions...

  6. On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling

    NARCIS (Netherlands)

    M.D. de Pooter (Michiel); R. Segers (René); H.K. van Dijk (Herman)


    textabstractSeveral lessons learned from a Bayesian analysis of basic economic time series models by means of the Gibbs sampling algorithm are presented. Models include the Cochrane-Orcutt model for serial correlation, the Koyck distributed lag model, the Unit Root model, the Instrumental Variables

  7. Bayesian spatial modeling of HIV mortality via zero-inflated Poisson models. (United States)

    Musal, Muzaffer; Aktekin, Tevfik


    In this paper, we investigate the effects of poverty and inequality on the number of HIV-related deaths in 62 New York counties via Bayesian zero-inflated Poisson models that exhibit spatial dependence. We quantify inequality via the Theil index and poverty via the ratios of two Census 2000 variables, the number of people under the poverty line and the number of people for whom poverty status is determined, in each Zip Code Tabulation Area. The purpose of this study was to investigate the effects of inequality and poverty in addition to spatial dependence between neighboring regions on HIV mortality rate, which can lead to improved health resource allocation decisions. In modeling county-specific HIV counts, we propose Bayesian zero-inflated Poisson models whose rates are functions of both covariate and spatial/random effects. To show how the proposed models work, we used three different publicly available data sets: TIGER Shapefiles, Census 2000, and mortality index files. In addition, we introduce parameter estimation issues of Bayesian zero-inflated Poisson models and discuss MCMC method implications. Copyright © 2012 John Wiley & Sons, Ltd.

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

    KAUST Repository

    Mo, Qianxing


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

  9. A predictive ligand-based Bayesian model for human drug-induced liver injury. (United States)

    Ekins, Sean; Williams, Antony J; Xu, Jinghai J


    Drug-induced liver injury (DILI) is one of the most important reasons for drug development failure at both preapproval and postapproval stages. There has been increased interest in developing predictive in vivo, in vitro, and in silico models to identify compounds that cause idiosyncratic hepatotoxicity. In the current study, we applied machine learning, a Bayesian modeling method with extended connectivity fingerprints and other interpretable descriptors. The model that was developed and internally validated (using a training set of 295 compounds) was then applied to a large test set relative to the training set (237 compounds) for external validation. The resulting concordance of 60%, sensitivity of 56%, and specificity of 67% were comparable to results for internal validation. The Bayesian model with extended connectivity functional class fingerprints of maximum diameter 6 (ECFC_6) and interpretable descriptors suggested several substructures that are chemically reactive and may also be important for DILI-causing compounds, e.g., ketones, diols, and α-methyl styrene type structures. Using Smiles Arbitrary Target Specification (SMARTS) filters published by several pharmaceutical companies, we evaluated whether such reactive substructures could be readily detected by any of the published filters. It was apparent that the most stringent filters used in this study, such as the Abbott alerts, which captures thiol traps and other compounds, may be of use in identifying DILI-causing compounds (sensitivity 67%). A significant outcome of the present study is that we provide predictions for many compounds that cause DILI by using the knowledge we have available from previous studies. These computational models may represent cost-effective selection criteria before in vitro or in vivo experimental studies.

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

    KAUST Repository

    Jin, Ick Hoon


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

  11. Bayesian model-based approach for developing a river water quality index (United States)

    Ali, Zalina Mohd; Ibrahim, Noor Akma; Mengersen, Kerrie; Shitan, Mahendran; Juahir, Hafizan


    Six main pollutants have been previously identified by expert opinion to determine river condition in Malaysia. The pollutants were Dissolved Oxygen (DO), Biochemical Oxygen Demand (BOD), Chemical Oxygen Demand (COD), Suspended Solid (SS), potential of Hydrogen (pH) and Ammonia (AN). The selected variables together with the respective weights have been applied to calculate the water quality index of all rivers in Malaysia. However, the relative weights established in DOE-WQI formula are subjective in nature and not unanimously agreed upon, as indicated by different weight being proposed for the same variables by various panels of experts. Focusing on the Langat River, a Bayesian model-based approach was introduced for the first time in this study to obtain new objective relative weights. The new weights used in WQI calculation are shown to be capable of capturing similar distributions in water quality compared with the existing DOE-WQI.

  12. A Bayesian model for pooling gene expression studies that incorporates co-regulation information.

    Directory of Open Access Journals (Sweden)

    Erin M Conlon

    Full Text Available Current Bayesian microarray models that pool multiple studies assume gene expression is independent of other genes. However, in prokaryotic organisms, genes are arranged in units that are co-regulated (called operons. Here, we introduce a new Bayesian model for pooling gene expression studies that incorporates operon information into the model. Our Bayesian model borrows information from other genes within the same operon to improve estimation of gene expression. The model produces the gene-specific posterior probability of differential expression, which is the basis for inference. We found in simulations and in biological studies that incorporating co-regulation information improves upon the independence model. We assume that each study contains two experimental conditions: a treatment and control. We note that there exist environmental conditions for which genes that are supposed to be transcribed together lose their operon structure, and that our model is best carried out for known operon structures.

  13. Bayesian Inference for Step-Stress Partially Accelerated Competing Failure Model under Type II Progressive Censoring

    Directory of Open Access Journals (Sweden)

    Xiaolin Shi


    Full Text Available This paper deals with the Bayesian inference on step-stress partially accelerated life tests using Type II progressive censored data in the presence of competing failure causes. Suppose that the occurrence time of the failure cause follows Pareto distribution under use stress levels. Based on the tampered failure rate model, the objective Bayesian estimates, Bayesian estimates, and E-Bayesian estimates of the unknown parameters and acceleration factor are obtained under the squared loss function. To evaluate the performance of the obtained estimates, the average relative errors (AREs and mean squared errors (MSEs are calculated. In addition, the comparisons of the three estimates of unknown parameters and acceleration factor for different sample sizes and different progressive censoring schemes are conducted through Monte Carlo simulations.

  14. Multi-model polynomial chaos surrogate dictionary for Bayesian inference in elasticity problems

    KAUST Repository

    Contreras, Andres A.


    A method is presented for inferring the presence of an inclusion inside a domain; the proposed approach is suitable to be used in a diagnostic device with low computational power. Specifically, we use the Bayesian framework for the inference of stiff inclusions embedded in a soft matrix, mimicking tumors in soft tissues. We rely on a polynomial chaos (PC) surrogate to accelerate the inference process. The PC surrogate predicts the dependence of the displacements field with the random elastic moduli of the materials, and are computed by means of the stochastic Galerkin (SG) projection method. Moreover, the inclusion\\'s geometry is assumed to be unknown, and this is addressed by using a dictionary consisting of several geometrical models with different configurations. A model selection approach based on the evidence provided by the data (Bayes factors) is used to discriminate among the different geometrical models and select the most suitable one. The idea of using a dictionary of pre-computed geometrical models helps to maintain the computational cost of the inference process very low, as most of the computational burden is carried out off-line for the resolution of the SG problems. Numerical tests are used to validate the methodology, assess its performance, and analyze the robustness to model errors. © 2016 Elsevier Ltd

  15. Multivariate Bayesian modeling of known and unknown causes of events--an application to biosurveillance. (United States)

    Shen, Yanna; Cooper, Gregory F


    This paper investigates Bayesian modeling of known and unknown causes of events in the context of disease-outbreak detection. We introduce a multivariate Bayesian approach that models multiple evidential features of every person in the population. This approach models and detects (1) known diseases (e.g., influenza and anthrax) by using informative prior probabilities and (2) unknown diseases (e.g., a new, highly contagious respiratory virus that has never been seen before) by using relatively non-informative prior probabilities. We report the results of simulation experiments which support that this modeling method can improve the detection of new disease outbreaks in a population. A contribution of this paper is that it introduces a multivariate Bayesian approach for jointly modeling both known and unknown causes of events. Such modeling has general applicability in domains where the space of known causes is incomplete. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

  16. Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA

    KAUST Repository

    Ferkingstad, Egil


    Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (

  17. 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


    In this paper, we consider Bayesian interpolation and parameter estimation in a dynamic sinusoidal model. This model is more flexible than the static sinusoidal model since it enables the amplitudes and phases of the sinusoids to be time-varying. For the dynamic sinusoidal model, we derive...

  18. Tag SNP selection for prediction of tick resistance in Brazilian Braford and Hereford cattle breeds using Bayesian methods. (United States)

    Sollero, Bruna P; Junqueira, Vinícius S; Gomes, Cláudia C G; Caetano, Alexandre R; Cardoso, Fernando F


    Cattle resistance to ticks is known to be under genetic control with a complex biological mechanism within and among breeds. Our aim was to identify genomic segments and tag single nucleotide polymorphisms (SNPs) associated with tick-resistance in Hereford and Braford cattle. The predictive performance of a very low-density tag SNP panel was estimated and compared with results obtained with a 50 K SNP dataset. BayesB (π = 0.99) was initially applied in a genome-wide association study (GWAS) for this complex trait by using deregressed estimated breeding values for tick counts and 41,045 SNP genotypes from 3455 animals raised in southern Brazil. To estimate the combined effect of a genomic region that is potentially associated with quantitative trait loci (QTL), 2519 non-overlapping 1-Mb windows that varied in SNP number were defined, with the top 48 windows including 914 SNPs and explaining more than 20% of the estimated genetic variance for tick resistance. Subsequently, the most informative SNPs were selected based on Bayesian parameters (model frequency and t-like statistics), linkage disequilibrium and minor allele frequency to propose a very low-density 58-SNP panel. Some of these tag SNPs mapped close to or within genes and pseudogenes that are functionally related to tick resistance. Prediction ability of this SNP panel was investigated by cross-validation using K-means and random clustering and a BayesA model to predict direct genomic values. Accuracies from these cross-validations were 0.27 ± 0.09 and 0.30 ± 0.09 for the K-means and random clustering groups, respectively, compared to respective values of 0.37 ± 0.08 and 0.43 ± 0.08 when using all 41,045 SNPs and BayesB with π = 0.99, or of 0.28 ± 0.07 and 0.40 ± 0.08 with π = 0.999. Bayesian GWAS model parameters can be used to select tag SNPs for a very low-density panel, which will include SNPs that are potentially linked to functional genes. It can be useful for cost

  19. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel


    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

  20. Bayesian dynamic modeling of time series of dengue disease case counts. (United States)

    Martínez-Bello, Daniel Adyro; López-Quílez, Antonio; Torres-Prieto, Alexander


    The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful

  1. Bayesian dynamic modeling of time series of dengue disease case counts.

    Directory of Open Access Journals (Sweden)

    Daniel Adyro Martínez-Bello


    Full Text Available The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease

  2. Bayesian latent class models with conditionally dependent diagnostic tests: a case study. (United States)

    Menten, Joris; Boelaert, Marleen; Lesaffre, Emmanuel


    In the assessment of the accuracy of diagnostic tests for infectious diseases, the true disease status of the subjects is often unknown due to the lack of a gold standard test. Latent class models with two latent classes, representing diseased and non-diseased subjects, are often used to analyze this type of data. In its basic format, latent class analysis requires the observed outcomes to be statistically independent conditional on the disease status. In most diagnostic settings, this assumption is highly questionable. During the last decade, several methods have been proposed to estimate latent class models with conditional dependence between the test results. A class of flexible fixed and random effects models were described by Dendukuri and Joseph in a Bayesian framework. We illustrate these models using the analysis of a diagnostic study of three field tests and an imperfect reference test for the diagnosis of visceral leishmaniasis. We show that, as observed earlier by Albert and Dodd, different dependence models may result in similar fits to the data while resulting in different inferences. Given this problem, selection of appropriate latent class models should be based on substantive subject matter knowledge. If several clinically plausible models are supported by the data, a sensitivity analysis should be performed by describing the results obtained from different models and using different priors. Copyright (c) 2008 John Wiley & Sons, Ltd.

  3. A nanomaterial release model for waste shredding using a Bayesian belief network (United States)

    Shandilya, Neeraj; Ligthart, Tom; van Voorde, Imelda; Stahlmecke, Burkhard; Clavaguera, Simon; Philippot, Cecile; Ding, Yaobo; Goede, Henk


    The shredding of waste of electrical and electronic equipment (WEEE) and other products, incorporated with nanomaterials, can lead to a substantial release of nanomaterials. Considering the uncertainty, complexity, and scarcity of experimental data on release, we present the development of a Bayesian belief network (BBN) model. This baseline model aims to give a first prediction of the release of nanomaterials (excluding nanofibers) during their mechanical shredding. With a focus on the description of the model development methodology, we characterize nanomaterial release in terms of number, size, mass, and composition of released particles. Through a sensitivity analysis of the model, we find the material-specific parameters like affinity of nanomaterials to the matrix of the composite and their state of dispersion inside the matrix to reduce the nanomaterial release up to 50%. The shredder-specific parameters like number of shafts in a shredder and input and output size of the material for shredding could minimize it up to 98%. The comparison with two experimental test cases shows promising outcome on the prediction capacity of the model. As additional experimental data on nanomaterial release becomes available, the model is able to further adapt and update risk forecasts. When adapting the model with additional expert beliefs, experts should be selected using criteria, e.g., substantial contribution to nanomaterial and/or particulate matter release-related scientific literature, the capacity and willingness to contribute to further development of the BBN model, and openness to accepting deviating opinions. [Figure not available: see fulltext.

  4. Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling. (United States)

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


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

  5. Predictive models for pressure ulcers from intensive care unit electronic health records using Bayesian networks. (United States)

    Kaewprag, Pacharmon; Newton, Cheryl; Vermillion, Brenda; Hyun, Sookyung; Huang, Kun; Machiraju, Raghu


    We develop predictive models enabling clinicians to better understand and explore patient clinical data along with risk factors for pressure ulcers in intensive care unit patients from electronic health record data. Identifying accurate risk factors of pressure ulcers is essential to determining appropriate prevention strategies; in this work we examine medication, diagnosis, and traditional Braden pressure ulcer assessment scale measurements as patient features. In order to predict pressure ulcer incidence and better understand the structure of related risk factors, we construct Bayesian networks from patient features. Bayesian network nodes (features) and edges (conditional dependencies) are simplified with statistical network techniques. Upon reviewing a network visualization of our model, our clinician collaborators were able to identify strong relationships between risk factors widely recognized as associated with pressure ulcers. We present a three-stage framework for predictive analysis of patient clinical data: 1) Developing electronic health record feature extraction functions with assistance of clinicians, 2) simplifying features, and 3) building Bayesian network predictive models. We evaluate all combinations of Bayesian network models from different search algorithms, scoring functions, prior structure initializations, and sets of features. From the EHRs of 7,717 ICU patients, we construct Bayesian network predictive models from 86 medication, diagnosis, and Braden scale features. Our model not only identifies known and suspected high PU risk factors, but also substantially increases sensitivity of the prediction - nearly three times higher comparing to logistical regression models - without sacrificing the overall accuracy. We visualize a representative model with which our clinician collaborators identify strong relationships between risk factors widely recognized as associated with pressure ulcers. Given the strong adverse effect of pressure ulcers

  6. Inference of reactive transport model parameters using a Bayesian multivariate approach (United States)

    Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick


    Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

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

    Directory of Open Access Journals (Sweden)

    Gao Shouguo


    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.

  8. The use of Bayesian nonlinear regression techniques for the modelling of the retention behaviour of volatile components of Artemisia species. (United States)

    Jalali-Heravi, M; Mani-Varnosfaderani, A; Taherinia, D; Mahmoodi, M M


    The main aim of this work was to assess the ability of Bayesian multivariate adaptive regression splines (BMARS) and Bayesian radial basis function (BRBF) techniques for modelling the gas chromatographic retention indices of volatile components of Artemisia species. A diverse set of molecular descriptors was calculated and used as descriptor pool for modelling the retention indices. The ability of BMARS and BRBF techniques was explored for the selection of the most relevant descriptors and proper basis functions for modelling. The results revealed that BRBF technique is more reproducible than BMARS for modelling the retention indices and can be used as a method for variable selection and modelling in quantitative structure-property relationship (QSPR) studies. It is also concluded that the Markov chain Monte Carlo (MCMC) search engine, implemented in BRBF algorithm, is a suitable method for selecting the most important features from a vast number of them. The values of correlation between the calculated retention indices and the experimental ones for the training and prediction sets (0.935 and 0.902, respectively) revealed the prediction power of the BRBF model in estimating the retention index of volatile components of Artemisia species.

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

    Directory of Open Access Journals (Sweden)

    Moritz eBoos


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

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

    Directory of Open Access Journals (Sweden)

    J. P. Werner


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

  11. Corruption of parameter behavior and regionalization by model and forcing data errors: a Bayesian example using the SNOW17 model

    NARCIS (Netherlands)

    He, M.; Hogue, T.S.; Franz, K.J.; Margulis, S.A.; Vrugt, J.A.


    The current study evaluates the impacts of various sources of uncertainty involved in hydrologic modeling on parameter behavior and regionalization utilizing different Bayesian likelihood functions and the Differential Evolution Adaptive Metropolis (DREAM) algorithm. The developed likelihood

  12. Bayesian Estimation of Graded Response Multilevel Models Using Gibbs Sampling: Formulation and Illustration (United States)

    Natesan, Prathiba; Limbers, Christine; Varni, James W.


    The present study presents the formulation of graded response models in the multilevel framework (as nonlinear mixed models) and demonstrates their use in estimating item parameters and investigating the group-level effects for specific covariates using Bayesian estimation. The graded response multilevel model (GRMM) combines the formulation of…

  13. Bayesian networks for multivariate data analysis and prognostic modelling in cardiac surgery

    NARCIS (Netherlands)

    Peek, Niels; Verduijn, Marion; Rosseel, Peter M. J.; de Jonge, Evert; de Mol, Bas A.


    Prognostic models are tools to predict the outcome of disease and disease treatment. These models are traditionally built with supervised machine learning techniques, and consider prognosis as a static, one-shot activity. This paper presents a new type of prognostic model that builds on the Bayesian

  14. A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model (United States)

    Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor


    Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

  15. Model structure selection in convolutive mixtures

    DEFF Research Database (Denmark)

    Dyrholm, Mads; Makeig, S.; Hansen, Lars Kai


    The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious represent......The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious...... representation in many practical mixtures. The new filter-CICAAR allows Bayesian model selection and can help answer questions like: ’Are we actually dealing with a convolutive mixture?’. We try to answer this question for EEG data....

  16. A Bayesian predictive sample size selection design for single-arm exploratory clinical trials. (United States)

    Teramukai, Satoshi; Daimon, Takashi; Zohar, Sarah


    The aim of an exploratory clinical trial is to determine whether a new intervention is promising for further testing in confirmatory clinical trials. Most exploratory clinical trials are designed as single-arm trials using a binary outcome with or without interim monitoring for early stopping. In this context, we propose a Bayesian adaptive design denoted as predictive sample size selection design (PSSD). The design allows for sample size selection following any planned interim analyses for early stopping of a trial, together with sample size determination before starting the trial. In the PSSD, we determine the sample size using the method proposed by Sambucini (Statistics in Medicine 2008; 27:1199-1224), which adopts a predictive probability criterion with two kinds of prior distributions, that is, an 'analysis prior' used to compute posterior probabilities and a 'design prior' used to obtain prior predictive distributions. In the sample size determination of the PSSD, we provide two sample sizes, that is, N and N(max) , using two types of design priors. At each interim analysis, we calculate the predictive probabilities of achieving a successful result at the end of the trial using the analysis prior in order to stop the trial in case of low or high efficacy (Lee et al., Clinical Trials 2008; 5:93-106), and we select an optimal sample size, that is, either N or N(max) as needed, on the basis of the predictive probabilities. We investigate the operating characteristics through simulation studies, and the PSSD retrospectively applies to a lung cancer clinical trial. (243) Copyright © 2012 John Wiley & Sons, Ltd.

  17. Optimal experiment design for model selection in biochemical networks. (United States)

    Vanlier, Joep; Tiemann, Christian A; Hilbers, Peter A J; van Riel, Natal A W


    Mathematical modeling is often used to formalize hypotheses on how a biochemical network operates by discriminating between competing models. Bayesian model selection offers a way to determine the amount of evidence that data provides to support one model over the other while favoring simple models. In practice, the amount of experimental data is often insufficient to make a clear distinction between competing models. Often one would like to perform a new experiment which would discriminate between competing hypotheses. We developed a novel method to perform Optimal Experiment Design to predict which experiments would most effectively allow model selection. A Bayesian approach is applied to infer model parameter distributions. These distributions are sampled and used to simulate from multivariate predictive densities. The method is based on a k-Nearest Neighbor estimate of the Jensen Shannon divergence between the multivariate predictive densities of competing models. We show that the method successfully uses predictive differences to enable model selection by applying it to several test cases. Because the design criterion is based on predictive distributions, which can be computed for a wide range of model quantities, the approach is very flexible. The method reveals specific combinations of experiments which improve discriminability even in cases where data is scarce. The proposed approach can be used in conjunction with existing Bayesian methodologies where (approximate) posteriors have been determined, making use of relations that exist within the inferred posteriors.

  18. Simplifying Probability Elicitation and Uncertainty Modeling in Bayesian Networks

    Energy Technology Data Exchange (ETDEWEB)

    Paulson, Patrick R; Carroll, Thomas E; Sivaraman, Chitra; Neorr, Peter A; Unwin, Stephen D; Hossain, Shamina S


    In this paper we contribute two methods that simplify the demands of knowledge elicitation for particular types of Bayesian networks. The first method simplify the task of providing probabilities when the states that a random variable takes can be described by a new, fully ordered state set in which a state implies all the preceding states. The second method leverages Dempster-Shafer theory of evidence to provide a way for the expert to express the degree of ignorance that they feel about the estimates being provided.

  19. A flexible Bayesian model for describing temporal variability of N2O emissions from an Australian pasture

    International Nuclear Information System (INIS)

    Huang, Xiaodong; Grace, Peter; Rowlings, David; Mengersen, Kerrie


    Soil-based emissions of nitrous oxide (N 2 O), a well-known greenhouse gas, have been associated with changes in soil water-filled pore space (WFPS) and soil temperature in many previous studies. However, it is acknowledged that the environment–N 2 O relationship is complex and still relatively poorly unknown. In this article, we employed a Bayesian model selection approach (Reversible jump Markov chain Monte Carlo) to develop a data-informed model of the relationship between daily N 2 O emissions and daily WFPS and soil temperature measurements between March 2007 and February 2009 from a soil under pasture in Queensland, Australia, taking seasonal factors and time-lagged effects into account. The model indicates a very strong relationship between a hybrid seasonal structure and daily N 2 O emission, with the latter substantially increased in summer. Given the other variables in the model, daily soil WFPS, lagged by a week, had a negative influence on daily N 2 O; there was evidence of a nonlinear positive relationship between daily soil WFPS and daily N 2 O emission; and daily soil temperature tended to have a linear positive relationship with daily N 2 O emission when daily soil temperature was above a threshold of approximately 19 °C. We suggest that this flexible Bayesian modeling approach could facilitate greater understanding of the shape of the covariate-N 2 O flux relation and detection of effect thresholds in the natural temporal variation of environmental variables on N 2 O emission. - Highlights: • A Bayesian model selection approach was used to develop a data-informed model. • Daily soil temperature influenced N 2 O flux above approximately 19 °C. • The effects of daily WFPS on N 2 O flux were complex and changeable. • Daily N 2 O flux was also significantly related to a complex seasonal pattern. • The approach facilitated understanding of the temporal variations of variables on N 2 O

  20. Uncertainty Estimation in Tsunami Initial Condition From Rapid Bayesian Finite Fault Modeling (United States)

    Benavente, R. F.; Dettmer, J.; Cummins, P. R.; Urrutia, A.; Cienfuegos, R.


    It is well known that kinematic rupture models for a given earthquake can present discrepancies even when similar datasets are employed in the inversion process. While quantifying this variability can be critical when making early estimates of the earthquake and triggered tsunami impact, "most likely models" are normally used for this purpose. In this work, we quantify the uncertainty of the tsunami initial condition for the great Illapel earthquake (Mw = 8.3, 2015, Chile). We focus on utilizing data and inversion methods that are suitable to rapid source characterization yet provide meaningful and robust results. Rupture models from teleseismic body and surface waves as well as W-phase are derived and accompanied by Bayesian uncertainty estimates from linearized inversion under positivity constraints. We show that robust and consistent features about the rupture kinematics appear when working within this probabilistic framework. Moreover, by using static dislocation theory, we translate the probabilistic slip distributions into seafloor deformation which we interpret as a tsunami initial condition. After considering uncertainty, our probabilistic seafloor deformation models obtained from different data types appear consistent with each other providing meaningful results. We also show that selecting just a single "representative" solution from the ensemble of initial conditions for tsunami propagation may lead to overestimating information content in the data. Our results suggest that rapid, probabilistic rupture models can play a significant role during emergency response by providing robust information about the extent of the disaster.

  1. Bayesian uncertainty assessment of a semi-distributed integrated catchment model of phosphorus transport. (United States)

    Starrfelt, Jostein; Kaste, Øyvind


    Process-based models of nutrient transport are often used as tools for management of eutrophic waters, as decision makers need to judge the potential effects of alternative remediation measures, under current conditions and with future land use and climate change. All modelling exercises entail uncertainty arising from various sources, such as the input data, selection of parameter values and the choice of model itself. Here we perform Bayesian uncertainty assessment of an integrated catchment model of phosphorus (INCA-P). We use an auto-calibration procedure and an algorithm for including parametric uncertainty to simulate phosphorus transport in a Norwegian lowland river basin. Two future scenarios were defined to exemplify the importance of parametric uncertainty in generating predictions. While a worst case scenario yielded a robust prediction of increased loading of phosphorus, a best case scenario only gave rise to a reduction in load with probability 0.78, highlighting the importance of taking parametric uncertainty into account in process-based catchment scale modelling of possible remediation scenarios. Estimates of uncertainty can be included in information provided to decision makers, thus making a stronger scientific basis for sound decisions to manage water resources.

  2. Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach

    Directory of Open Access Journals (Sweden)

    Taha Zaghdoudi


    Full Text Available The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a Bayesian approach. The results of this approach have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.

  3. R2GUESS: A Graphics Processing Unit-Based R Package for Bayesian Variable Selection Regression of Multivariate Responses

    Directory of Open Access Journals (Sweden)

    Benoît Liquet


    Full Text Available Technological advances in molecular biology over the past decade have given rise to high dimensional and complex datasets offering the possibility to investigate biological associations between a range of genomic features and complex phenotypes. The analysis of this novel type of data generated unprecedented computational challenges which ultimately led to the definition and implementation of computationally efficient statistical models that were able to scale to genome-wide data, including Bayesian variable selection approaches. While extensive methodological work has been carried out in this area, only few methods capable of handling hundreds of thousands of predictors were implemented and distributed. Among these we recently proposed GUESS, a computationally optimised algorithm making use of graphics processing unit capabilities, which can accommodate multiple outcomes. In this paper we propose R2GUESS, an R package wrapping the original C++ source code. In addition to providing a user-friendly interface of the original code automating its parametrisation, and data handling, R2GUESS also incorporates many features to explore the data, to extend statistical inferences from the native algorithm (e.g., effect size estimation, significance assessment, and to visualize outputs from the algorithm. We first detail the model and its parametrisation, and describe in details its optimised implementation. Based on two examples we finally illustrate its statistical performances and flexibility.

  4. A Bayesian state-space model for mixed-stock migrations, with ...

    African Journals Online (AJOL)

    We present a multi-stock, multi-fleet, multi-area, seasonally structured Bayesian state-space model in which different stocks spawn in spatially different areas and the mixing of these stocks is explicitly accounted for in the absence of sufficient tagging data with which to estimate migration rates. The model is applied to the ...

  5. Guidelines for developing and updating Bayesian belief networks applied to ecological modeling and conservation. (United States)

    B.G. Marcot; J.D. Steventon; G.D. Sutherland; R.K. McCann


    We provide practical guidelines for developing, testing, and revising Bayesian belief networks (BBNs). Primary steps in this process include creating influence diagrams of the hypothesized "causal web" of key factors affecting a species or ecological outcome of interest; developing a first, alpha-level BBN model from the influence diagram; revising the model...

  6. Non-parametric Bayesian graph models reveal community structure in resting state fMRI

    DEFF Research Database (Denmark)

    Andersen, Kasper Winther; Madsen, Kristoffer H.; Siebner, Hartwig Roman


    Modeling of resting state functional magnetic resonance imaging (rs-fMRI) data using network models is of increasing interest. It is often desirable to group nodes into clusters to interpret the communication patterns between nodes. In this study we consider three different nonparametric Bayesian...

  7. Adaptive mastery testing using the Rasch model and Bayesian sequential decision theory

    NARCIS (Netherlands)

    Glas, Cornelis A.W.; Vos, Hendrik J.


    A version of sequential mastery testing is studied in which response behavior is modeled by an item response theory (IRT) model. First, a general theoretical framework is sketched that is based on a combination of Bayesian sequential decision theory and item response theory. A discussion follows on

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

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge


    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, ...

  9. A Bayesian Multi-Level Factor Analytic Model of Consumer Price Sensitivities across Categories (United States)

    Duvvuri, Sri Devi; Gruca, Thomas S.


    Identifying price sensitive consumers is an important problem in marketing. We develop a Bayesian multi-level factor analytic model of the covariation among household-level price sensitivities across product categories that are substitutes. Based on a multivariate probit model of category incidence, this framework also allows the researcher to…

  10. A Bayesian MCMC method for point process models with intractable normalising constants

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper


    to simulate from the "unknown distribution", perfect simulation algorithms become useful. We illustrate the method in cases whre the likelihood is given by a Markov point process model. Particularly, we consider semi-parametric Bayesian inference in connection to both inhomogeneous Markov point process models...... and pairwise interaction point processes....

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

    NARCIS (Netherlands)

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


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

  12. Hierarchical Bayesian modeling of the space - time diffusion patterns of cholera epidemic in Kumasi, Ghana

    NARCIS (Netherlands)

    Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.


    This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint

  13. Bayesian estimation and hypothesis tests for a circular Generalized Linear Model

    NARCIS (Netherlands)

    Mulder, Kees; Klugkist, Irene


    Motivated by a study from cognitive psychology, we develop a Generalized Linear Model for circular data within the Bayesian framework, using the von Mises distribution. Although circular data arise in a wide variety of scientific fields, the number of methods for their analysis is limited. Our model

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

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge


    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, we...

  15. SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events

    DEFF Research Database (Denmark)

    Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran


    participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able...

  16. Bayesian networks with a logistic regression model for the conditional probabilities

    NARCIS (Netherlands)

    Rijmen, F.P.J.


    Logistic regression techniques can be used to restrict the conditional probabilities of a Bayesian network for discrete variables. More specifically, each variable of the network can be modeled through a logistic regression model, in which the parents of the variable define the covariates. When all

  17. 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


    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...

  18. Bayesian network models for the management of ventilator-associated pneumonia

    NARCIS (Netherlands)

    Visscher, S.


    The purpose of the research described in this thesis was to develop Bayesian network models for the analysis of patient data, as well as to use such a model as a clinical decision-support system for assisting clinicians in the diagnosis and treatment of ventilator-associated pneumonia (VAP) in

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

    CERN Document Server

    Lee, Sik-Yum


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

  20. Selecting Tanker Steaming Speeds under Uncertainty: A Rule-Based Bayesian Reasoning Approach

    Directory of Open Access Journals (Sweden)

    N.S.F. Abdul Rahman


    Full Text Available In the tanker industry, there are a lot of uncertain conditions that tanker companies have to deal with. For example, the global financial crisis and economic recession, the increase of bunker fuel prices and global climate change. Such conditions have forced tanker companies to change tankers speed from full speed to slow speed, extra slow speed and super slow speed. Due to such conditions, the objective of this paper is to present a methodology for determining vessel speeds of tankers that minimize the cost of the vessels under such conditions. The four levels of vessel speed in the tanker industry will be investigated and will incorporate a number of uncertain conditions. This will be done by developing a scientific model using a rule-based Bayesian reasoning method. The proposed model has produced 96 rules that can be used as guidance in the decision making process. Such results help tanker companies to determine the appropriate vessel speed to be used in a dynamic operational environmental.

  1. Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models

    DEFF Research Database (Denmark)

    Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin


    -valued models, this paper proposes a GSM model - the Bessel K model - that induces concave penalty functions for the estimation of complex sparse signals. The properties of the Bessel K model are analyzed when it is applied to Type I and Type II estimation. This analysis reveals that, by tuning the parameters...... of the mixing pdf different penalty functions are invoked depending on the estimation type used, the value of the noise variance, and whether real or complex signals are estimated. Using the Bessel K model, we derive a sparse estimator based on a modification of the expectation-maximization algorithm formulated......In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex...

  2. Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model (United States)

    Ellefsen, Karl J.; Smith, David


    Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.

  3. Monitoring Murder Crime in Namibia Using Bayesian Space-Time Models

    Directory of Open Access Journals (Sweden)

    Isak Neema


    Full Text Available This paper focuses on the analysis of murder in Namibia using Bayesian spatial smoothing approach with temporal trends. The analysis was based on the reported cases from 13 regions of Namibia for the period 2002–2006 complemented with regional population sizes. The evaluated random effects include space-time structured heterogeneity measuring the effect of regional clustering, unstructured heterogeneity, time, space and time interaction and population density. The model consists of carefully chosen prior and hyper-prior distributions for parameters and hyper-parameters, with inference conducted using Gibbs sampling algorithm and sensitivity test for model validation. The posterior mean estimate of the parameters from the model using DIC as model selection criteria show that most of the variation in the relative risk of murder is due to regional clustering, while the effect of population density and time was insignificant. The sensitivity analysis indicates that both intrinsic and Laplace CAR prior can be adopted as prior distribution for the space-time heterogeneity. In addition, the relative risk map show risk structure of increasing north-south gradient, pointing to low risk in northern regions of Namibia, while Karas and Khomas region experience long-term increase in murder risk.

  4. Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

    Directory of Open Access Journals (Sweden)

    Hea-Jung Kim


    Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

  5. A Bayesian analysis of sensible heat flux estimation: Quantifying uncertainty in meteorological forcing to improve model prediction

    KAUST Repository

    Ershadi, Ali


    The influence of uncertainty in land surface temperature, air temperature, and wind speed on the estimation of sensible heat flux is analyzed using a Bayesian inference technique applied to the Surface Energy Balance System (SEBS) model. The Bayesian approach allows for an explicit quantification of the uncertainties in input variables: a source of error generally ignored in surface heat flux estimation. An application using field measurements from the Soil Moisture Experiment 2002 is presented. The spatial variability of selected input meteorological variables in a multitower site is used to formulate the prior estimates for the sampling uncertainties, and the likelihood function is formulated assuming Gaussian errors in the SEBS model. Land surface temperature, air temperature, and wind speed were estimated by sampling their posterior distribution using a Markov chain Monte Carlo algorithm. Results verify that Bayesian-inferred air temperature and wind speed were generally consistent with those observed at the towers, suggesting that local observations of these variables were spatially representative. Uncertainties in the land surface temperature appear to have the strongest effect on the estimated sensible heat flux, with Bayesian-inferred values differing by up to ±5°C from the observed data. These differences suggest that the footprint of the in situ measured land surface temperature is not representative of the larger-scale variability. As such, these measurements should be used with caution in the calculation of surface heat fluxes and highlight the importance of capturing the spatial variability in the land surface temperature: particularly, for remote sensing retrieval algorithms that use this variable for flux estimation.

  6. Bayesian analysis of data and model error in rainfall-runoff hydrological models (United States)

    Kavetski, D.; Franks, S. W.; Kuczera, G.


    A major unresolved issue in the identification and use of conceptual hydrologic models is realistic description of uncertainty in the data and model structure. In particular, hydrologic parameters often cannot be measured directly and must be inferred (calibrated) from observed forcing/response data (typically, rainfall and runoff). However, rainfall varies significantly in space and time, yet is often estimated from sparse gauge networks. Recent work showed that current calibration methods (e.g., standard least squares, multi-objective calibration, generalized likelihood uncertainty estimation) ignore forcing uncertainty and assume that the rainfall is known exactly. Consequently, they can yield strongly biased and misleading parameter estimates. This deficiency confounds attempts to reliably test model hypotheses, to generalize results across catchments (the regionalization problem) and to quantify predictive uncertainty when the hydrologic model is extrapolated. This paper continues the development of a Bayesian total error analysis (BATEA) methodology for the calibration and identification of hydrologic models, which explicitly incorporates the uncertainty in both the forcing and response data, and allows systematic model comparison based on residual model errors and formal Bayesian hypothesis testing (e.g., using Bayes factors). BATEA is based on explicit stochastic models for both forcing and response uncertainty, whereas current techniques focus solely on response errors. Hence, unlike existing methods, the BATEA parameter equations directly reflect the modeler's confidence in all the data. We compare several approaches to approximating the parameter distributions: a) full Markov Chain Monte Carlo methods and b) simplified approaches based on linear approximations. Studies using synthetic and real data from the US and Australia show that BATEA systematically reduces the parameter bias, leads to more meaningful model fits and allows model comparison taking

  7. A Bayesian Stepwise Discriminant Model for Predicting Risk Factors of Preterm Premature Rupture of Membranes: A Case-control Study

    Directory of Open Access Journals (Sweden)

    Li-Xia Zhang


    Conclusions: This study established a Bayesian stepwise discriminant model to predict the incidence of PPROM. The UU, CT, and GBS infections were discriminant factors for PPROM according to a Bayesian stepwise discriminant analysis. This model could provide a new method for the early predicting of PPROM in pregnant women.

  8. Introduction of a methodology for visualization and graphical interpretation of Bayesian classification models. (United States)

    Balfer, Jenny; Bajorath, Jürgen


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

  9. Which level of model complexity is justified by your data? A Bayesian answer (United States)

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


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

  10. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M


    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...

  11. Risk prediction model for knee pain in the Nottingham community: a Bayesian modelling approach. (United States)

    Fernandes, G S; Bhattacharya, A; McWilliams, D F; Ingham, S L; Doherty, M; Zhang, W


    Twenty-five percent of the British population over the age of 50 years experiences knee pain. Knee pain can limit physical ability and cause distress and bears significant socioeconomic costs. The objectives of this study were to develop and validate the first risk prediction model for incident knee pain in the Nottingham community and validate this internally within the Nottingham cohort and externally within the Osteoarthritis Initiative (OAI) cohort. A total of 1822 participants from the Nottingham community who were at risk for knee pain were followed for 12 years. Of this cohort, two-thirds (n = 1203) were used to develop the risk prediction model, and one-third (n = 619) were used to validate the model. Incident knee pain was defined as pain on most days for at least 1 month in the past 12 months. Predictors were age, sex, body mass index, pain elsewhere, prior knee injury and knee alignment. A Bayesian logistic regression model was used to determine the probability of an OR >1. The Hosmer-Lemeshow χ 2 statistic (HLS) was used for calibration, and ROC curve analysis was used for discrimination. The OAI cohort from the United States was also used to examine the performance of the model. A risk prediction model for knee pain incidence was developed using a Bayesian approach. The model had good calibration, with an HLS of 7.17 (p = 0.52) and moderate discriminative ability (ROC 0.70) in the community. Individual scenarios are given using the model. However, the model had poor calibration (HLS 5866.28, p prediction model for knee pain, regardless of underlying structural changes of knee osteoarthritis, in the community using a Bayesian modelling approach. The model appears to work well in a community-based population but not in individuals with a higher risk for knee osteoarthritis, and it may provide a convenient tool for use in primary care to predict the risk of knee pain in the general population.

  12. Bayesian Modeling of Temporal Coherence in Videos for Entity Discovery and Summarization. (United States)

    Mitra, Adway; Biswas, Soma; Bhattacharyya, Chiranjib


    A video is understood by users in terms of entities present in it. Entity Discovery is the task of building appearance model for each entity (e.g., a person), and finding all its occurrences in the video. We represent a video as a sequence of tracklets, each spanning 10-20 frames, and associated with one entity. We pose Entity Discovery as tracklet clustering, and approach it by leveraging Temporal Coherence (TC): the property that temporally neighboring tracklets are likely to be associated with the same entity. Our major contributions are the first Bayesian nonparametric models for TC at tracklet-level. We extend Chinese Restaurant Process (CRP) to TC-CRP, and further to Temporally Coherent Chinese Restaurant Franchise (TC-CRF) to jointly model entities and temporal segments using mixture components and sparse distributions. For discovering persons in TV serial videos without meta-data like scripts, these methods show considerable improvement over state-of-the-art approaches to tracklet clustering in terms of clustering accuracy, cluster purity and entity coverage. The proposed methods can perform online tracklet clustering on streaming videos unlike existing approaches, and can automatically reject false tracklets. Finally we discuss entity-driven video summarization- where temporal segments of the video are selected based on the discovered entities, to create a semantically meaningful summary.

  13. Mitigating Bias in Generalized Linear Mixed Models: The Case for Bayesian Nonparametrics. (United States)

    Antonelli, Joseph; Trippa, Lorenzo; Haneuse, Sebastien


    Generalized linear mixed models are a common statistical tool for the analysis of clustered or longitudinal data where correlation is accounted for through cluster-specific random effects. In practice, the distribution of the random effects is typically taken to be a Normal distribution, although if this does not hold then the model is misspecified and standard estimation/inference may be invalid. An alternative is to perform a so-called nonparametric Bayesian analyses in which one assigns a Dirichlet process (DP) prior to the unknown distribution of the random effects. In this paper we examine operating characteristics for estimation of fixed effects and random effects based on such an analysis under a range of "true" random effects distributions. As part of this we investigate various approaches for selection of the precision parameter of the DP prior. In addition, we illustrate the use of the methods with an analysis of post-operative complications among n = 18, 643 female Medicare beneficiaries who underwent a hysterectomy procedure at N = 503 hospitals in the US. Overall, we conclude that using the DP priori n modeling the random effect distribution results in large reductions of bias with little loss of efficiency. While no single choice for the precision parameter will be optimal in all settings, certain strategies such as importance sampling or empirical Bayes can be used to obtain reasonable results in a broad range of data scenarios.

  14. Medical Inpatient Journey Modeling and Clustering: A Bayesian Hidden Markov Model Based Approach. (United States)

    Huang, Zhengxing; Dong, Wei; Wang, Fei; Duan, Huilong


    Modeling and clustering medical inpatient journeys is useful to healthcare organizations for a number of reasons including inpatient journey reorganization in a more convenient way for understanding and browsing, etc. In this study, we present a probabilistic model-based approach to model and cluster medical inpatient journeys. Specifically, we exploit a Bayesian Hidden Markov Model based approach to transform medical inpatient journeys into a probabilistic space, which can be seen as a richer representation of inpatient journeys to be clustered. Then, using hierarchical clustering on the matrix of similarities, inpatient journeys can be clustered into different categories w.r.t their clinical and temporal characteristics. We evaluated the proposed approach on a real clinical data set pertaining to the unstable angina treatment process. The experimental results reveal that our method can identify and model latent treatment topics underlying in personalized inpatient journeys, and yield impressive clustering quality.

  15. Bayesian Inference on the Memory Parameter for Gamma-Modulated Regression Models

    Directory of Open Access Journals (Sweden)

    Plinio Andrade


    Full Text Available In this work, we propose a Bayesian methodology to make inferences for the memory parameter and other characteristics under non-standard assumptions for a class of stochastic processes. This class generalizes the Gamma-modulated process, with trajectories that exhibit long memory behavior, as well as decreasing variability as time increases. Different values of the memory parameter influence the speed of this decrease, making this heteroscedastic model very flexible. Its properties are used to implement an approximate Bayesian computation and MCMC scheme to obtain posterior estimates. We test and validate our method through simulations and real data from the big earthquake that occurred in 2010 in Chile.

  16. Aerosol model selection and uncertainty modelling by adaptive MCMC technique

    Directory of Open Access Journals (Sweden)

    M. Laine


    Full Text Available We present a new technique for model selection problem in atmospheric remote sensing. The technique is based on Monte Carlo sampling and it allows model selection, calculation of model posterior probabilities and model averaging in Bayesian way.

    The algorithm developed here is called Adaptive Automatic Reversible Jump Markov chain Monte Carlo method (AARJ. It uses Markov chain Monte Carlo (MCMC technique and its extension called Reversible Jump MCMC. Both of these techniques have been used extensively in statistical parameter estimation problems in wide area of applications since late 1990's. The novel feature in our algorithm is the fact that it is fully automatic and easy to use.

    We show how the AARJ algorithm can be implemented and used for model selection and averaging, and to directly incorporate the model uncertainty. We demonstrate the technique by applying it to the statistical inversion problem of gas profile retrieval of GOMOS instrument on board the ENVISAT satellite. Four simple models are used simultaneously to describe the dependence of the aerosol cross-sections on wavelength. During the AARJ estimation all the models are used and we obtain a probability distribution characterizing how probable each model is. By using model averaging, the uncertainty related to selecting the aerosol model can be taken into account in assessing the uncertainty of the estimates.

  17. [Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model]. (United States)

    Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L


    To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

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

    Directory of Open Access Journals (Sweden)

    Sarah Depaoli


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

  19. Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging

    NARCIS (Netherlands)

    R.W. Strachan (Rodney); H.K. van Dijk (Herman)


    textabstractThe empirical support for a real business cycle model with two technology shocks is evaluated using a Bayesian model averaging procedure. This procedure makes use of a finite mixture of many models within the class of vector autoregressive (VAR) processes. The linear VAR model is

  20. Bayesian Analysis of Multidimensional Item Response Theory Models: A Discussion and Illustration of Three Response Style Models (United States)

    Leventhal, Brian C.; Stone, Clement A.


    Interest in Bayesian analysis of item response theory (IRT) models has grown tremendously due to the appeal of the paradigm among psychometricians, advantages of these methods when analyzing complex models, and availability of general-purpose software. Possible models include models which reflect multidimensionality due to designed test structure,…

  1. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B


    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

  2. A comparison of machine learning and Bayesian modelling for molecular serotyping. (United States)

    Newton, Richard; Wernisch, Lorenz


    Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological

  3. Bayesian state space models for dynamic genetic network construction across multiple tissues. (United States)

    Liang, Yulan; Kelemen, Arpad


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

  4. Disease Mapping and Regression with Count Data in the Presence of Overdispersion and Spatial Autocorrelation: A Bayesian Model Averaging Approach (United States)

    Mohebbi, Mohammadreza; Wolfe, Rory; Forbes, Andrew


    This paper applies the generalised linear model for modelling geographical variation to esophageal cancer incidence data in the Caspian region of Iran. The data have a complex and hierarchical structure that makes them suitable for hierarchical analysis using Bayesian techniques, but with care required to deal with problems arising from counts of events observed in small geographical areas when overdispersion and residual spatial autocorrelation are present. These considerations lead to nine regression models derived from using three probability distributions for count data: Poisson, generalised Poisson and negative binomial, and three different autocorrelation structures. We employ the framework of Bayesian variable selection and a Gibbs sampling based technique to identify significant cancer risk factors. The framework deals with situations where the number of possible models based on different combinations of candidate explanatory variables is large enough such that calculation of posterior probabilities for all models is difficult or infeasible. The evidence from applying the modelling methodology suggests that modelling strategies based on the use of generalised Poisson and negative binomial with spatial autocorrelation work well and provide a robust basis for inference. PMID:24413702

  5. A Bayesian Performance Prediction Model for Mathematics Education: A Prototypical Approach for Effective Group Composition (United States)

    Bekele, Rahel; McPherson, Maggie


    This research work presents a Bayesian Performance Prediction Model that was created in order to determine the strength of personality traits in predicting the level of mathematics performance of high school students in Addis Ababa. It is an automated tool that can be used to collect information from students for the purpose of effective group…

  6. A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT) (United States)

    Arenson, Ethan A.; Karabatsos, George


    Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…

  7. Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

    NARCIS (Netherlands)

    Barra, I.; Hoogerheide, L.F.; Koopman, S.J.; Lucas, A.


    We propose a new methodology for designing flexible proposal densities for the joint posterior density of parameters and states in a nonlinear, non-Gaussian state space model. We show that a highly efficient Bayesian procedure emerges when these proposal densities are used in an independent

  8. What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence

    Czech Academy of Sciences Publication Activity Database

    Iftekhar, H.; Horváth, Roman; Mareš, J.

    -, - (2018) ISSN 0258-6770 R&D Projects: GA ČR GA16-09190S Institutional support: RVO:67985556 Keywords : long-term economic growth * Bayesian model * uncertainty Subject RIV: AH - Economic s Impact factor: 1.431, year: 2016

  9. Food Reconstruction Using Isotopic Transferred Signals (FRUITS): A Bayesian Model for Diet Reconstruction

    Czech Academy of Sciences Publication Activity Database

    Fernandes, R.; Millard, A.R.; Brabec, Marek; Nadeau, M.J.; Grootes, P.


    Roč. 9, č. 2 (2014), Art . no. e87436 E-ISSN 1932-6203 Institutional support: RVO:67985807 Keywords : ancienit diet reconstruction * stable isotope measurements * mixture model * Bayesian estimation * Dirichlet prior Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 3.234, year: 2014

  10. Pretense, Counterfactuals, and Bayesian Causal Models: Why What Is Not Real Really Matters (United States)

    Weisberg, Deena S.; Gopnik, Alison


    Young children spend a large portion of their time pretending about non-real situations. Why? We answer this question by using the framework of Bayesian causal models to argue that pretending and counterfactual reasoning engage the same component cognitive abilities: disengaging with current reality, making inferences about an alternative…

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

    KAUST Repository

    Mondal, Anirban


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

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

    NARCIS (Netherlands)

    Dutta, A.; Veldhuis, Raymond N.J.; Spreeuwers, Lieuwe Jan


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

  13. Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R

    Directory of Open Access Journals (Sweden)

    Stefan Zeugner


    Full Text Available This article describes the BMS (Bayesian model sampling package for R that implements Bayesian model averaging for linear regression models. The package excels in allowing for a variety of prior structures, among them the "binomial-beta" prior on the model space and the so-called "hyper-g" specifications for Zellner's g prior. Furthermore, the BMS package allows the user to specify her own model priors and offers a possibility of subjective inference by setting "prior inclusion probabilities" according to the researcher's beliefs. Furthermore, graphical analysis of results is provided by numerous built-in plot functions of posterior densities, predictive densities and graphical illustrations to compare results under different prior settings. Finally, the package provides full enumeration of the model space for small scale problems as well as two efficient MCMC (Markov chain Monte Carlo samplers that sort through the model space when the number of potential covariates is large.

  14. Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach. (United States)

    Koutroumpas, Konstantinos; Ballarini, Paolo; Votsi, Irene; Cournède, Paul-Henry


    Likelihood-free methods, like Approximate Bayesian Computation (ABC), have been extensively used in model-based statistical inference with intractable likelihood functions. When combined with Sequential Monte Carlo (SMC) algorithms they constitute a powerful approach for parameter estimation and model selection of mathematical models of complex biological systems. A crucial step in the ABC-SMC algorithms, significantly affecting their performance, is the propagation of a set of parameter vectors through a sequence of intermediate distributions using Markov kernels. In this article, we employ Dirichlet process mixtures (DPMs) to design optimal transition kernels and we present an ABC-SMC algorithm with DPM kernels. We illustrate the use of the proposed methodology using real data for the canonical Wnt signaling pathway. A multi-compartment model of the pathway is developed and it is compared to an existing model. The results indicate that DPMs are more efficient in the exploration of the parameter space and can significantly improve ABC-SMC performance. In comparison to alternative sampling schemes that are commonly used, the proposed approach can bring potential benefits in the estimation of complex multimodal distributions. The method is used to estimate the parameters and the initial state of two models of the Wnt pathway and it is shown that the multi-compartment model fits better the experimental data. Python scripts for the Dirichlet Process Gaussian Mixture model and the Gibbs sampler are available at © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail:

  15. Estimation of reference evapotranspiration using multivariate fractional polynomial, Bayesian regression, and robust regression models in three arid environments (United States)

    Khoshravesh, Mojtaba; Sefidkouhi, Mohammad Ali Gholami; Valipour, Mohammad


    The proper evaluation of evapotranspiration is essential in food security investigation, farm management, pollution detection, irrigation scheduling, nutrient flows, carbon balance as well as hydrologic modeling, especially in arid environments. To achieve sustainable development and to ensure water supply, especially in arid environments, irrigation experts need tools to estimate reference evapotranspiration on a large scale. In this study, the monthly reference evapotranspiration was estimated by three different regression models including the multivariate fractional polynomial (MFP), robust regression, and Bayesian regression in Ardestan, Esfahan, and Kashan. The results were compared with Food and Agriculture Organization (FAO)-Penman-Monteith (FAO-PM) to select the best model. The results show that at a monthly scale, all models provided a closer agreement with the calculated values for FAO-PM ( R 2 > 0.95 and RMSE < 12.07 mm month-1). However, the MFP model gives better estimates than the other two models for estimating reference evapotranspiration at all stations.

  16. Phylogenetic systematics and biogeography of hummingbirds: Bayesian and maximum likelihood analyses of partitioned data and selection of an appropriate partitioning strategy. (United States)

    McGuire, Jimmy A; Witt, Christopher C; Altshuler, Douglas L; Remsen, J V


    Hummingbirds are an important model system in avian biology, but to date the group has been the subject of remarkably few phylogenetic investigations. Here we present partitioned Bayesian and maximum likelihood phylogenetic analyses for 151 of approximately 330 species of hummingbirds and 12 outgroup taxa based on two protein-coding mitochondrial genes (ND2 and ND4), flanking tRNAs, and two nuclear introns (AK1 and BFib). We analyzed these data under several partitioning strategies ranging between unpartitioned and a maximum of nine partitions. In order to select a statistically justified partitioning strategy following partitioned Bayesian analysis, we considered four alternative criteria including Bayes factors, modified versions of the Akaike information criterion for small sample sizes (AIC(c)), Bayesian information criterion (BIC), and a decision-theoretic methodology (DT). Following partitioned maximum likelihood analyses, we selected a best-fitting strategy using hierarchical likelihood ratio tests (hLRTS), the conventional AICc, BIC, and DT, concluding that the most stringent criterion, the performance-based DT, was the most appropriate methodology for selecting amongst partitioning strategies. In the context of our well-resolved and well-supported phylogenetic estimate, we consider the historical biogeography of hummingbirds using ancestral state reconstructions of (1) primary geographic region of occurrence (i.e., South America, Central America, North America, Greater Antilles, Lesser Antilles), (2) Andean or non-Andean geographic distribution, and (3) minimum elevational occurrence. These analyses indicate that the basal hummingbird assemblages originated in the lowlands of South America, that most of the principle clades of hummingbirds (all but Mountain Gems and possibly Bees) originated on this continent, and that there have been many (at least 30) independent invasions of other primary landmasses, especially Central America.

  17. A Default Method to Specify Skeletons for Bayesian Model Averaging Continual Reassessment Method for Phase I Clinical Trials (United States)

    Pan, Haitao; Yuan, Ying


    The Bayesian model averaging continual reassessment method (BMA-CRM) is an extension of the continual reassessment method (CRM) for dose finding. The BMA-CRM improves the robustness and overall performance of the CRM by specifying multiple skeletons (or models) and then using Bayesian model averaging to automatically favor the best fitting model for robust decision making. Specifying multiple skeletons, however, can be challenging for practitioners. In this paper, we propose a default way to specify skeletons for the BMA-CRM. We show that skeletons that appear rather different may actually lead to equivalent models. Motivated by this, we define a nonequivalence measure to index the difference among skeletons. Using this measure, we extend the model calibration method of Lee and Cheung (2009) to choose the optimal skeletons that maximize the average percentage of correct selection of the maximum tolerated dose and ensure sufficient nonequivalence among the skeletons. Our simulation study shows that the proposed method has desirable operating characteristics. We provide software to implement the proposed method. PMID:26991076

  18. Bayesian model and spatial analysis of oral and oropharynx cancer mortality in Minas Gerais, Brazil. (United States)

    Fonseca, Emílio Prado da; Oliveira, Cláudia Di Lorenzo; Chiaravalloti, Francisco; Pereira, Antonio Carlos; Vedovello, Silvia Amélia Scudeler; Meneghim, Marcelo de Castro


    The objective of this study was to determine of oral and oropharynx cancer mortality rate and the results were analyzed by applying the Spatial Analysis of Empirical Bayesian Model. To this end, we used the information contained in the International Classification of Diseases (ICD-10), Chapter II, Category C00 to C14 and Brazilian Mortality Information System (SIM) of Minas Gerais State. Descriptive statistics were observed and the gross rate of mortality was calculated for each municipality. Then Empirical Bayesian estimators were applied. The results showed that, in 2012, in the state of Minas Gerais, were registered 769 deaths of patients with cancer of oral and oropharynx, with 607 (78.96%) men and 162 (21.04%) women. There was a wide variation in spatial distribution of crude mortality rate and were identified agglomeration in the South, Central and North more accurately by Bayesian Estimator Global and Local Model. Through Bayesian models was possible to map the spatial clustering of deaths from oral cancer more accurately, and with the application of the method of spatial epidemiology, it was possible to obtain more accurate results and provide subsidies to reduce the number of deaths from this type of cancer.

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

    Energy Technology Data Exchange (ETDEWEB)

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


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

  20. Maximum likelihood Bayesian model averaging and its predictive analysis for groundwater reactive transport models (United States)

    Curtis, Gary P.; Lu, Dan; Ye, Ming


    While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the

  1. Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models (United States)

    Marcoulides, Katerina M.


    This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…

  2. A Bayesian estimation of a stochastic predator-prey model of economic fluctuations (United States)

    Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.


    In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

  3. Open Source Bayesian Models. 1. Application to ADME/Tox and Drug Discovery Datasets (United States)


    On the order of hundreds of absorption, distribution, metabolism, excretion, and toxicity (ADME/Tox) models have been described in the literature in the past decade which are more often than not inaccessible to anyone but their authors. Public accessibility is also an issue with computational models for bioactivity, and the ability to share such models still remains a major challenge limiting drug discovery. We describe the creation of a reference implementation of a Bayesian model-building software module, which we have released as an open source component that is now included in the Chemistry Development Kit (CDK) project, as well as implemented in the CDD Vault and in several mobile apps. We use this implementation to build an array of Bayesian models for ADME/Tox, in vitro and in vivo bioactivity, and other physicochemical properties. We show that these models possess cross-validation receiver operator curve values comparable to those generated previously in prior publications using alternative tools. We have now described how the implementation of Bayesian models with FCFP6 descriptors generated in the CDD Vault enables the rapid production of robust machine learning models from public data or the user’s own datasets. The current study sets the stage for generating models in proprietary software (such as CDD) and exporting these models in a format that could be run in open source software using CDK components. This work also demonstrates that we can enable biocomputation across distributed private or public datasets to enhance drug discovery. PMID:25994950

  4. A Pareto scale-inflated outlier model and its Bayesian analysis


    Scollnik, David P. M.


    This paper develops a Pareto scale-inflated outlier model. This model is intended for use when data from some standard Pareto distribution of interest is suspected to have been contaminated with a relatively small number of outliers from a Pareto distribution with the same shape parameter but with an inflated scale parameter. The Bayesian analysis of this Pareto scale-inflated outlier model is considered and its implementation using the Gibbs sampler is discussed. The paper contains three wor...

  5. Bayesian networks for habitat suitability modeling: a potential tool for conservation planning with scarce resources. (United States)

    Tantipisanuh, Naruemon; Gale, George A; Pollino, Carmel

    Bayesian networks (BN) have been increasingly used for habitat suitability modeling of threatened species due to their potential to construct robust models with limited survey data. However, previous applications of this approach have only occurred in countries where human and budget resources are highly available, but the highest concentrations of threatened vertebrates globally are located in the tropics where resources are much more limited. We assessed the effectiveness of Bayesian networks in generating habitat suitability models in Thailand, a biodiversity-rich country where the knowledge base is typically sparse for a wide range of threatened species. The Bayesian network approach was used to generate habitat suitability maps for 52 threatened vertebrate species in Thailand, using a range of evidence types, from relatively well-documented species with good local knowledge to poorly documented species, with few local experts. Published information and expert knowledge were used to define habitat requirements. Focal species were categorized into 22 groups based on known habitat preferences, and then habitat suitability models were constructed with outcomes represented spatially. Models had a consistent structure with three major components: potential habitat, known range, and threat level. Model classification sensitivity was tested using presence-only field data for 21 species. Habitat models for 12 species were relatively sensitive (>70% congruency between observed and predicted locations), three were moderately congruent, and six were poor. Classification sensitivity tended to be high for bird models and moderate for mammals, whereas sensitivity for reptiles was low, presumably reflecting the relatively poor knowledge base for reptiles in the region. Bayesian network models show significant potential for biodiversity-rich regions with scarce resources, although they require further refinement and testing. It is possible that one detailed ecological study is

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

    International Nuclear Information System (INIS)

    Coolen, F.P.A.


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

  7. Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models (United States)

    Plant, Nathaniel G.; Holland, K. Todd


    Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

  8. Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models (United States)

    Plant, Nathaniel G.; Holland, K. Todd


    A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

  9. Bayesian modelling of multiple diagnostics at Wendelstein 7-X using the Minerva framework (United States)

    Kwak, Sehyun; Svensson, Jakob; Bozhenkov, Sergey; Trimino Mora, Humberto; Hoefel, Udo; Pavone, Andrea; Krychowiak, Maciej; Langenberg, Andreas; Ghim, Young-Chul; W7-X Team Team


    Wendelstein 7-X (W7-X) is a large scale optimised stellarator designed for steady-state operation with fusion reactor relevant conditions. Consistent inference of physics parameters and their associated uncertainties requires the capability to handle the complexity of the entire system, including physics models of multiple diagnostics. A Bayesian model has been developed in the Minerva framework to infer electron temperature and density profiles from multiple diagnostics in a consistent way. Here, the physics models predict the data of multiple diagnostics in a joint Bayesian analysis. The electron temperature and density profiles are modelled by Gaussian processes with hyperparameters. Markov chain Monte Carlo methods explore the full posterior of electron temperature and density profiles as well as possible combinations of hyperparameters and calibration factors. This results in a profile inference with proper uncertainties reflecting both statistical error and the automatic calibration for diagnostics.

  10. SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events.

    Directory of Open Access Journals (Sweden)

    Andrea Cuttone

    Full Text Available We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.

  11. SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events. (United States)

    Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune


    We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.

  12. Online Dectection and Modeling of Safety Boundaries for Aerospace Application Using Bayesian Statistics (United States)

    He, Yuning


    The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.

  13. Smoothness as a failure mode of Bayesian mixture models in brain-machine interfaces. (United States)

    Yousefi, Siamak; Wein, Alex; Kowalski, Kevin C; Richardson, Andrew G; Srinivasan, Lakshminarayan


    Various recursive Bayesian filters based on reach state equations (RSE) have been proposed to convert neural signals into reaching movements in brain-machine interfaces. When the target is known, RSE produce exquisitely smooth trajectories relative to the random walk prior in the basic Kalman filter. More realistically, the target is unknown, and gaze analysis or other side information is expected to provide a discrete set of potential targets. In anticipation of this scenario, various groups have implemented RSE-based mixture (hybrid) models, which define a discrete random variable to represent target identity. While principled, this approach sacrifices the smoothness of RSE with known targets. This paper combines empirical spiking data from primary motor cortex and mathematical analysis to explain this loss in performance. We focus on angular velocity as a meaningful and convenient measure of smoothness. Our results demonstrate that angular velocity in the trajectory is approximately proportional to change in target probability. The constant of proportionality equals the difference in heading between parallel filters from the two most probable targets, suggesting a smoothness benefit to more narrowly spaced targets. Simulation confirms that measures to smooth the data likelihood also improve the smoothness of hybrid trajectories, including increased ensemble size and uniformity in preferred directions. We speculate that closed-loop training or neuronal subset selection could be used to shape the user's tuning curves towards this end.


    Directory of Open Access Journals (Sweden)

    Bartolo de Jesús Villar-Hernández


    Full Text Available One of the central issues in ecology is the study of geographical distribution of species of flora and fauna through Species Distribution Models (SDM. Recently, scientific interest has focused on presence-only records. Two recent approaches have been proposed for this problem: a model based on maximum likelihood method (Maxlike and an inhomogeneous poisson process model (IPP. In this paper we discussed two bayesian approaches called MaxBayes and IPPBayes based on Maxlike and IPP model, respectively. To illustrate these proposals, we implemented two study examples: (1 both models were implemented on a simulated dataset, and (2 we modeled the potencial distribution of genus Dalea in the Tehuacan-Cuicatlán biosphere reserve with both models, the results was compared with that of Maxent. The results show that both models, MaxBayes and IPPBayes, are viable alternatives when species distribution are modeled with only-presence records. For simulated dataset, MaxBayes achieved prevalence estimation, even when the number of records was small. In the real dataset example, both models predict similar potential distributions like Maxent does. Â

  15. A Genomic Bayesian Multi-trait and Multi-environment Model

    Directory of Open Access Journals (Sweden)

    Osval A. Montesinos-López


    Full Text Available When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP model. For this model, we used Half-t priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5, the proposed model (with unstructured variance–covariance improved prediction accuracy compared to the model with diagonal and standard variance–covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME offers optimized C++ routines to efficiently perform the analyses.

  16. A Genomic Bayesian Multi-trait and Multi-environment Model. (United States)

    Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H; Pérez-Hernández, Oscar; Eskridge, Kent M; Rutkoski, Jessica


    When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E) is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E) are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP) model. For this model, we used Half-[Formula: see text] priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC) under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5), the proposed model (with unstructured variance-covariance) improved prediction accuracy compared to the model with diagonal and standard variance-covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME) offers optimized C++ routines to efficiently perform the analyses. Copyright © 2016 Montesinos-López et al.

  17. A Bayesian Combined Model for Time-Dependent Turning Movement Proportions Estimation at Intersections

    Directory of Open Access Journals (Sweden)

    Pengpeng Jiao


    Full Text Available Time-dependent turning movement flows are very important input data for intelligent transportation systems but are impossible to be detected directly through current traffic surveillance systems. Existing estimation models have proved to be not accurate and reliable enough during all intervals. An improved way to address this problem is to develop a combined model framework that can integrate multiple submodels running simultaneously. This paper first presents a back propagation neural network model to estimate dynamic turning movements, as well as the self-adaptive learning rate approach and the gradient descent with momentum method for solving. Second, this paper develops an efficient Kalman filtering model and designs a revised sequential Kalman filtering algorithm. Based on the Bayesian method using both historical data and currently estimated results for error calibration, this paper further integrates above two submodels into a Bayesian combined model framework and proposes a corresponding algorithm. A field survey is implemented at an intersection in Beijing city to collect both time series of link counts and actual time-dependent turning movement flows, including historical and present data. The reported estimation results show that the Bayesian combined model is much more accurate and stable than other models.

  18. Reconstructing constructivism: Causal models, Bayesian learning mechanisms and the theory theory


    Gopnik, Alison; Wellman, Henry M.


    We propose a new version of the “theory theory” grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework theories. We outline the new theoretical ideas, explain the computational framework in an intuitive and non-technical way, and review an extensive but ...

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


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


    A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy (Li-BES) system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are mode...

  20. The Stochastic Quasi-chemical Model for Bacterial Growth: Variational Bayesian Parameter Update (United States)

    Tsilifis, Panagiotis; Browning, William J.; Wood, Thomas E.; Newton, Paul K.; Ghanem, Roger G.


    We develop Bayesian methodologies for constructing and estimating a stochastic quasi-chemical model (QCM) for bacterial growth. The deterministic QCM, described as a nonlinear system of ODEs, is treated as a dynamical system with random parameters, and a variational approach is used to approximate their probability distributions and explore the propagation of uncertainty through the model. The approach consists of approximating the parameters' posterior distribution by a probability measure chosen from a parametric family, through minimization of their Kullback-Leibler divergence.

  1. Bayesian model selection with applications in social science

    NARCIS (Netherlands)

    Wetzels, R.M.


    Onderzoekers in de sociale wetenschappen moeten hun studies van tevoren centraal aanmelden en tevens van tevoren aangeven welke analyses zij gaan uitvoeren. Dit betoogt Ruud Wetzels naar aanleiding van zijn onderzoek naar Bayesiaanse alternatieven voor veelgebruikte frequentistische

  2. A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.

    Directory of Open Access Journals (Sweden)

    Xiongqing Zhang

    Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.

  3. Modelling access to renal transplantation waiting list in a French healthcare network using a Bayesian method. (United States)

    Bayat, Sahar; Cuggia, Marc; Kessler, Michel; Briançon, Serge; Le Beux, Pierre; Frimat, Luc


    Evaluation of adult candidates for kidney transplantation diverges from one centre to another. Our purpose was to assess the suitability of Bayesian method for describing the factors associated to registration on the waiting list in a French healthcare network. We have found no published paper using Bayesian method in this domain. Eight hundred and nine patients starting renal replacement therapy were included in the analysis. The data were extracted from the information system of the healthcare network. We performed conventional statistical analysis and data mining analysis using mainly Bayesian networks. The Bayesian model showed that the probability of registration on the waiting list is associated to age, cardiovascular disease, diabetes, serum albumin level, respiratory disease, physical impairment, follow-up in the department performing transplantation and past history of malignancy. These results are similar to conventional statistical method. The comparison between conventional analysis and data mining analysis showed us the contribution of the data mining method for sorting variables and having a global view of the variables' associations. Moreover theses approaches constitute an essential step toward a decisional information system for healthcare networks.

  4. Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars Peter

    While stochastic volatility models improve on the option pricing error when compared to the Black-Scholes-Merton model, mispricings remain. This paper uses mixed normal heteroskedasticity models to price options. Our model allows for significant negative skewness and time varying higher order mom...... to a benchmark model in terms of dollar losses and the ability to explain the smirk in implied volatilities....

  5. Selecting a model of supersymmetry breaking mediation

    International Nuclear Information System (INIS)

    AbdusSalam, S. S.; Allanach, B. C.; Dolan, M. J.; Feroz, F.; Hobson, M. P.


    We study the problem of selecting between different mechanisms of supersymmetry breaking in the minimal supersymmetric standard model using current data. We evaluate the Bayesian evidence of four supersymmetry breaking scenarios: mSUGRA, mGMSB, mAMSB, and moduli mediation. The results show a strong dependence on the dark matter assumption. Using the inferred cosmological relic density as an upper bound, minimal anomaly mediation is at least moderately favored over the CMSSM. Our fits also indicate that evidence for a positive sign of the μ parameter is moderate at best. We present constraints on the anomaly and gauge mediated parameter spaces and some previously unexplored aspects of the dark matter phenomenology of the moduli mediation scenario. We use sparticle searches, indirect observables and dark matter observables in the global fit and quantify robustness with respect to prior choice. We quantify how much information is contained within each constraint.

  6. Bayesian Action–Perception Computational Model: Interaction of Production and Recognition of Cursive Letters (United States)

    Gilet, Estelle; Diard, Julien; Bessière, Pierre


    In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043

  7. Environmental Modeling and Bayesian Analysis for Assessing Human Health Impacts from Radioactive Waste Disposal (United States)

    Stockton, T.; Black, P.; Tauxe, J.; Catlett, K.


    Bayesian decision analysis provides a unified framework for coherent decision-making. Two key components of Bayesian decision analysis are probability distributions and utility functions. Calculating posterior distributions and performing decision analysis can be computationally challenging, especially for complex environmental models. In addition, probability distributions and utility functions for environmental models must be specified through expert elicitation, stakeholder consensus, or data collection, all of which have their own set of technical and political challenges. Nevertheless, a grand appeal of the Bayesian approach for environmental decision- making is the explicit treatment of uncertainty, including expert judgment. The impact of expert judgment on the environmental decision process, though integral, goes largely unassessed. Regulations and orders of the Environmental Protection Agency, Department Of Energy, and Nuclear Regulatory Agency orders require assessing the impact on human health of radioactive waste contamination over periods of up to ten thousand years. Towards this end complex environmental simulation models are used to assess "risk" to human and ecological health from migration of radioactive waste. As the computational burden of environmental modeling is continually reduced probabilistic process modeling using Monte Carlo simulation is becoming routinely used to propagate uncertainty from model inputs through model predictions. The utility of a Bayesian approach to environmental decision-making is discussed within the context of a buried radioactive waste example. This example highlights the desirability and difficulties of merging the cost of monitoring, the cost of the decision analysis, the cost and viability of clean up, and the probability of human health impacts within a rigorous decision framework.

  8. Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks (United States)

    Gray-Davies, Tristan; Holmes, Chris C.; Caron, François


    We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

  9. Bayesian latent variable models for the analysis of experimental psychology data. (United States)

    Merkle, Edgar C; Wang, Ting


    In this paper, we address the use of Bayesian factor analysis and structural equation models to draw inferences from experimental psychology data. While such application is non-standard, the models are generally useful for the unified analysis of multivariate data that stem from, e.g., subjects' responses to multiple experimental stimuli. We first review the models and the parameter identification issues inherent in the models. We then provide details on model estimation via JAGS and on Bayes factor estimation. Finally, we use the models to re-analyze experimental data on risky choice, comparing the approach to simpler, alternative methods.

  10. A Bayesian posterior predictive framework for weighting ensemble regional climate models

    Directory of Open Access Journals (Sweden)

    Y. Fan


    Full Text Available We present a novel Bayesian statistical approach to computing model weights in climate change projection ensembles in order to create probabilistic projections. The weight of each climate model is obtained by weighting the current day observed data under the posterior distribution admitted under competing climate models. We use a linear model to describe the model output and observations. The approach accounts for uncertainty in model bias, trend and internal variability, including error in the observations used. Our framework is general, requires very little problem-specific input, and works well with default priors. We carry out cross-validation checks that confirm that the method produces the correct coverage.

  11. Bayesian nonparametric data analysis

    CERN Document Server

    Müller, Peter; Jara, Alejandro; Hanson, Tim


    This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.

  12. Spatial prediction of N2O emissions in pasture: a Bayesian model averaging analysis.

    Directory of Open Access Journals (Sweden)

    Xiaodong Huang

    Full Text Available Nitrous oxide (N2O is one of the greenhouse gases that can contribute to global warming. Spatial variability of N2O can lead to large uncertainties in prediction. However, previous studies have often ignored the spatial dependency to quantify the N2O - environmental factors relationships. Few researches have examined the impacts of various spatial correlation structures (e.g. independence, distance-based and neighbourhood based on spatial prediction of N2O emissions. This study aimed to assess the impact of three spatial correlation structures on spatial predictions and calibrate the spatial prediction using Bayesian model averaging (BMA based on replicated, irregular point-referenced data. The data were measured in 17 chambers randomly placed across a 271 m(2 field between October 2007 and September 2008 in the southeast of Australia. We used a Bayesian geostatistical model and a Bayesian spatial conditional autoregressive (CAR model to investigate and accommodate spatial dependency, and to estimate the effects of environmental variables on N2O emissions across the study site. We compared these with a Bayesian regression model with independent errors. The three approaches resulted in different derived maps of spatial prediction of N2O emissions. We found that incorporating spatial dependency in the model not only substantially improved predictions of N2O emission from soil, but also better quantified uncertainties of soil parameters in the study. The hybrid model structure obtained by BMA improved the accuracy of spatial prediction of N2O emissions across this study region.

  13. A simulation study on Bayesian Ridge regression models for several collinearity levels (United States)

    Efendi, Achmad; Effrihan


    When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

  14. An empirical Bayesian approach for model-based inference of cellular signaling networks

    Directory of Open Access Journals (Sweden)

    Klinke David J


    Full Text Available Abstract Background A common challenge in systems biology is to infer mechanistic descriptions of biological process given limited observations of a biological system. Mathematical models are frequently used to represent a belief about the causal relationships among proteins within a signaling network. Bayesian methods provide an attractive framework for inferring the validity of those beliefs in the context of the available data. However, efficient sampling of high-dimensional parameter space and appropriate convergence criteria provide barriers for implementing an empirical Bayesian approach. The objective of this study was to apply an Adaptive Markov chain Monte Carlo technique to a typical study of cellular signaling pathways. Results As an illustrative example, a kinetic model for the early signaling events associated with the epidermal growth factor (EGF signaling network was calibrated against dynamic measurements observed in primary rat hepatocytes. A convergence criterion, based upon the Gelman-Rubin potential scale reduction factor, was applied to the model predictions. The posterior distributions of the parameters exhibited complicated structure, including significant covariance between specific parameters and a broad range of variance among the parameters. The model predictions, in contrast, were narrowly distributed and were used to identify areas of agreement among a collection of experimental studies. Conclusion In summary, an empirical Bayesian approach was developed for inferring the confidence that one can place in a particular model that describes signal transduction mechanisms and for inferring inconsistencies in experimental measurements.

  15. Bayesian inference-based environmental decision support systems for oil spill response strategy selection. (United States)

    Davies, Andrew J; Hope, Max J


    Contingency plans are essential in guiding the response to marine oil spills. However, they are written before the pollution event occurs so must contain some degree of assumption and prediction and hence may be unsuitable for a real incident when it occurs. The use of Bayesian networks in ecology, environmental management, oil spill contingency planning and post-incident analysis is reviewed and analysed to establish their suitability for use as real-time environmental decision support systems during an oil spill response. It is demonstrated that Bayesian networks are appropriate for facilitating the re-assessment and re-validation of contingency plans following pollutant release, thus helping ensure that the optimum response strategy is adopted. This can minimise the possibility of sub-optimal response strategies causing additional environmental and socioeconomic damage beyond the original pollution event. Copyright © 2015 Elsevier Ltd. All rights reserved.

  16. A Bayesian method for construction of Markov models to describe dynamics on various time-scales. (United States)

    Rains, Emily K; Andersen, Hans C


    The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an N(P)×N(P) transition rate matrix for transitions between the mesostates in one mesoscopic time step, where N(P) is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most

  17. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Directory of Open Access Journals (Sweden)

    Dario Cuevas Rivera


    Full Text Available The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena.

  18. Bayesian semiparametric regression models for evaluating pathway effects on continuous and binary clinical outcomes (United States)

    Kim, Inyoung; Pang, Herbert; Zhao, Hongyu


    Many statistical methods for microarray data analysis consider one gene at a time, and they may miss subtle changes at the single gene level. This limitation may be overcome by considering a set of genes simultaneously where the gene sets are derived from prior biological knowledge. Limited work has been carried out in the regression setting to study the effects of clinical covariates and expression levels of genes in a pathway either on a continuous or on a binary clinical outcome. Hence, we propose a Bayesian approach for identifying pathways related to both types of outcomes. We compare our Bayesian approaches with a likelihood-based approach that was developed by relating a least squares kernel machine for nonparametric pathway effect with a restricted maximum likelihood for variance components. Unlike the likelihood-based approach, the Bayesian approach allows us to directly estimate all parameters and pathway effects. It can incorporate prior knowledge into Bayesian hierarchical model formulation and makes inference by using the posterior samples without asymptotic theory. We consider several kernels (Gaussian, polynomial, and neural network kernels) to characterize gene expression effects in a pathway on clinical outcomes. Our simulation results suggest that the Bayesian approach has more accurate coverage probability than the likelihood-based approach, and this is especially so when the sample size is small compared with the number of genes being studied in a pathway. We demonstrate the usefulness of our approaches through its applications to a type II diabetes mellitus data set. Our approaches can also be applied to other settings where a large number of strongly correlated predictors are present. PMID:22438129

  19. Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects

    Directory of Open Access Journals (Sweden)

    Guangjie Li


    Full Text Available We examine the relationship between consistent parameter estimation and model selection for autoregressive panel data models with fixed effects. We find that the transformation of fixed effects proposed by Lancaster (2002 does not necessarily lead to consistent estimation of common parameters when some true exogenous regressors are excluded. We propose a data dependent way to specify the prior of the autoregressive coefficient and argue for comparing different model specifications before parameter estimation. Model selection properties of Bayes factors and Bayesian information criterion (BIC are investigated. When model uncertainty is substantial, we recommend the use of Bayesian Model Averaging to obtain point estimators with lower root mean squared errors (RMSE. We also study the implications of different levels of inclusion probabilities by simulations.

  20. Bayesian longitudinal item response modeling with restricted covariance pattern structures

    NARCIS (Netherlands)

    Azevedo, Caio L.N.; Fox, Gerardus J.A.; Andrade, Dalton F.


    Educational studies are often focused on growth in student performance and background variables that can explain developmental differences across examinees. To study educational progress, a flexible latent variable model is required to model individual differences in growth given longitudinal item

  1. A Bayesian non-parametric Potts model with application to pre-surgical FMRI data. (United States)

    Johnson, Timothy D; Liu, Zhuqing; Bartsch, Andreas J; Nichols, Thomas E


    The Potts model has enjoyed much success as a prior model for image segmentation. Given the individual classes in the model, the data are typically modeled as Gaussian random variates or as random variates from some other parametric distribution. In this article, we present a non-parametric Potts model and apply it to a functional magnetic resonance imaging study for the pre-surgical assessment of peritumoral brain activation. In our model, we assume that the Z-score image from a patient can be segmented into activated, deactivated, and null classes, or states. Conditional on the class, or state, the Z-scores are assumed to come from some generic distribution which we model non-parametrically using a mixture of Dirichlet process priors within the Bayesian framework. The posterior distribution of the model parameters is estimated with a Markov chain Monte Carlo algorithm, and Bayesian decision theory is used to make the final classifications. Our Potts prior model includes two parameters, the standard spatial regularization parameter and a parameter that can be interpreted as the a priori probability that each voxel belongs to the null, or background state, conditional on the lack of spatial regularization. We assume that both of these parameters are unknown, and jointly estimate them along with other model parameters. We show through simulation studies that our model performs on par, in terms of posterior expected loss, with parametric Potts models when the parametric model is correctly specified and outperforms parametric models when the parametric model in misspecified.

  2. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando


    Full Text Available Multistate models, that is, models with more than two distributions, are preferred over single-state probability models in modeling the distribution of travel time. Literature review indicated that the finite multistate modeling of travel time using lognormal distribution is superior to other probability functions. In this study, we extend the finite multistate lognormal model of estimating the travel time distribution to unbounded lognormal distribution. In particular, a nonparametric Dirichlet Process Mixture Model (DPMM with stick-breaking process representation was used. The strength of the DPMM is that it can choose the number of components dynamically as part of the algorithm during parameter estimation. To reduce computational complexity, the modeling process was limited to a maximum of six components. Then, the Markov Chain Monte Carlo (MCMC sampling technique was employed to estimate the parameters’ posterior distribution. Speed data from nine links of a freeway corridor, aggregated on a 5-minute basis, were used to calculate the corridor travel time. The results demonstrated that this model offers significant flexibility in modeling to account for complex mixture distributions of the travel time without specifying the number of components. The DPMM modeling further revealed that freeway travel time is characterized by multistate or single-state models depending on the inclusion of onset and offset of congestion periods.

  3. Bayesian modeling of measurement error in predictor variables

    NARCIS (Netherlands)

    Fox, Gerardus J.A.; Glas, Cornelis A.W.


    It is shown that measurement error in predictor variables can be modeled using item response theory (IRT). The predictor variables, that may be defined at any level of an hierarchical regression model, are treated as latent variables. The normal ogive model is used to describe the relation between

  4. Bayesian Joint Modeling of Multiple Brain Functional Networks


    Lukemire, Joshua; Kundu, Suprateek; Pagnoni, Giuseppe; Guo, Ying


    Brain function is organized in coordinated modes of spatio-temporal activity (functional networks) exhibiting an intrinsic baseline structure with variations under different experimental conditions. Existing approaches for uncovering such network structures typically do not explicitly model shared and differential patterns across networks, thus potentially reducing the detection power. We develop an integrative modeling approach for jointly modeling multiple brain networks across experimental...

  5. Bayesian estimation of a multilevel IRT model using gibbs sampling

    NARCIS (Netherlands)

    Fox, Gerardus J.A.; Glas, Cornelis A.W.

    In this article, a two-level regression model is imposed on the ability parameters in an item response theory (IRT) model. The advantage of using latent rather than observed scores as dependent variables of a multilevel model is that it offers the possibility of separating the influence of item

  6. Bayesian Data Assimilation for Improved Modeling of Road Traffic

    NARCIS (Netherlands)

    Van Hinsbergen, C.P.Y.


    This thesis deals with the optimal use of existing models that predict certain phenomena of the road traffic system. Such models are extensively used in Advanced Traffic Information Systems (ATIS), Dynamic Traffic Management (DTM) or Model Predictive Control (MPC) approaches in order to improve the

  7. On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models (United States)

    Karagiannis, Georgios; Lin, Guang


    For many real systems, several computer models may exist with different physics and predictive abilities. To achieve more accurate simulations/predictions, it is desirable for these models to be properly combined and calibrated. We propose the Bayesian calibration of computer model mixture method which relies on the idea of representing the real system output as a mixture of the available computer model outputs with unknown input dependent weight functions. The method builds a fully Bayesian predictive model as an emulator for the real system output by combining, weighting, and calibrating the available models in the Bayesian framework. Moreover, it fits a mixture of calibrated computer models that can be used by the domain scientist as a mean to combine the available computer models, in a flexible and principled manner, and perform reliable simulations. It can address realistic cases where one model may be more accurate than the others at different input values because the mixture weights, indicating the contribution of each model, are functions of the input. Inference on the calibration parameters can consider multiple computer models associated with different physics. The method does not require knowledge of the fidelity order of the models. We provide a technique able to mitigate the computational overhead due to the consideration of multiple computer models that is suitable to the mixture model framework. We implement the proposed method in a real-world application involving the Weather Research and Forecasting large-scale climate model.

  8. Bayesian treatment of a chemical mass balance receptor model with multiplicative error structure (United States)

    Keats, Andrew; Cheng, Man-Ting; Yee, Eugene; Lien, Fue-Sang

    The chemical mass balance (CMB) receptor model is commonly used in source apportionment studies as a means for attributing measured airborne particulate matter (PM) to its constituent emission sources. Traditionally, error terms (e.g., measurement and source profile uncertainty) associated with the model have been treated in an additive sense. In this work, however, arguments are made for the assumption of multiplicative errors, and the effects of this assumption are realized in a Bayesian probabilistic formulation which incorporates a 'modified' receptor model. One practical, beneficial effect of the multiplicative error assumption is that it automatically precludes the possibility of negative source contributions, without requiring additional constraints on the problem. The present Bayesian treatment further differs from traditional approaches in that the source profiles are inferred alongside the source contributions. Existing knowledge regarding the source profiles is incorporated as prior information to be updated through the Bayesian inferential scheme. Hundreds of parameters are therefore present in the expression for the joint probability of the source contributions and profiles (the posterior probability density function, or PDF), whose domain is explored efficiently using the Hamiltonian Markov chain Monte Carlo method. The overall methodology is evaluated and results compared to the US Environmental Protection Agency's standard CMB model using a test case based on PM data from Fresno, California.

  9. Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system. (United States)

    Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C


    A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

  10. Model Based Beamforming and Bayesian Inversion Signal Processing Methods for Seismic Localization of Underground Source

    DEFF Research Database (Denmark)

    Oh, Geok Lian

    properties such as the elastic wave speeds and soil densities. One processing method is casting the estimation problem into an inverse problem to solve for the unknown material parameters. The forward model for the seismic signals used in the literatures include ray tracing methods that consider only...... density values of the discretized ground medium, which leads to time-consuming computations and instability behaviour of the inversion process. In addition, the geophysics inverse problem is generally ill-posed due to non-exact forward model that introduces errors. The Bayesian inversion method through...... the probability density function permits the incorporation of a priori information about the parameters, and also allow for incorporation of theoretical errors. This opens up the possibilities of application of inverse paradigm in the real-world geophysics inversion problems. In this PhD study, the Bayesian...


    KAUST Repository

    Prudencio, Ernesto


    In recent years, Bayesian model updating techniques based on measured data have been applied to many engineering and applied science problems. At the same time, parallel computational platforms are becoming increasingly more powerful and are being used more frequently by the engineering and scientific communities. Bayesian techniques usually require the evaluation of multi-dimensional integrals related to the posterior probability density function (PDF) of uncertain model parameters. The fact that such integrals cannot be computed analytically motivates the research of stochastic simulation methods for sampling posterior PDFs. One such algorithm is the adaptive multilevel stochastic simulation algorithm (AMSSA). In this paper we discuss the parallelization of AMSSA, formulating the necessary load balancing step as a binary integer programming problem. We present a variety of results showing the effectiveness of load balancing on the overall performance of AMSSA in a parallel computational environment.

  12. Bayesian Inference using Neural Net Likelihood Models for Protein Secondary Structure Prediction

    Directory of Open Access Journals (Sweden)

    Seong-Gon Kim


    Full Text Available Several techniques such as Neural Networks, Genetic Algorithms, Decision Trees and other statistical or heuristic methods have been used to approach the complex non-linear task of predicting Alpha-helicies, Beta-sheets and Turns of a proteins secondary structure in the past. This project introduces a new machine learning method by using an offline trained Multilayered Perceptrons (MLP as the likelihood models within a Bayesian Inference framework to predict secondary structures proteins. Varying window sizes are used to extract neighboring amino acid information and passed back and forth between the Neural Net models and the Bayesian Inference process until there is a convergence of the posterior secondary structure probability.

  13. Hierarchy Bayesian model based services awareness of high-speed optical access networks (United States)

    Bai, Hui-feng


    As the speed of optical access networks soars with ever increasing multiple services, the service-supporting ability of optical access networks suffers greatly from the shortage of service awareness. Aiming to solve this problem, a hierarchy Bayesian model based services awareness mechanism is proposed for high-speed optical access networks. This approach builds a so-called hierarchy Bayesian model, according to the structure of typical optical access networks. Moreover, the proposed scheme is able to conduct simple services awareness operation in each optical network unit (ONU) and to perform complex services awareness from the whole view of system in optical line terminal (OLT). Simulation results show that the proposed scheme is able to achieve better quality of services (QoS), in terms of packet loss rate and time delay.

  14. Bayesian Computation Methods for Inferring Regulatory Network Models Using Biomedical Data. (United States)

    Tian, Tianhai


    The rapid advancement of high-throughput technologies provides huge amounts of information for gene expression and protein activity in the genome-wide scale. The availability of genomics, transcriptomics, proteomics, and metabolomics dataset gives an unprecedented opportunity to study detailed molecular regulations that is very important to precision medicine. However, it is still a significant challenge to design effective and efficient method to infer the network structure and dynamic property of regulatory networks. In recent years a number of computing methods have been designed to explore the regulatory mechanisms as well as estimate unknown model parameters. Among them, the Bayesian inference method can combine both prior knowledge and experimental data to generate updated information regarding the regulatory mechanisms. This chapter gives a brief review for Bayesian statistical methods that are used to infer the network structure and estimate model parameters based on experimental data.

  15. A sow replacement model using Bayesian updating in a three-level hierarchic Markov process. II. Optimization model

    DEFF Research Database (Denmark)

    Kristensen, Anders Ringgaard; Søllested, Thomas Algot


    improvements. The biological model of the replacement model is described in a previous paper and in this paper the optimization model is described. The model is developed as a prototype for use under practical conditions. The application of the model is demonstrated using data from two commercial Danish sow......Recent methodological improvements in replacement models comprising multi-level hierarchical Markov processes and Bayesian updating have hardly been implemented in any replacement model and the aim of this study is to present a sow replacement model that really uses these methodological...... herds. It is concluded that the Bayesian updating technique and the hierarchical structure decrease the size of the state space dramatically. Since parameter estimates vary considerably among herds it is concluded that decision support concerning sow replacement only makes sense with parameters...


    International Nuclear Information System (INIS)

    Asensio Ramos, A.; Manso Sainz, R.; Martínez González, M. J.; Socas-Navarro, H.; Viticchié, B.; Orozco Suárez, D.


    Inferring magnetic and thermodynamic information from spectropolarimetric observations relies on the assumption of a parameterized model atmosphere whose parameters are tuned by comparison with observations. Often, the choice of the underlying atmospheric model is based on subjective reasons. In other cases, complex models are chosen based on objective reasons (for instance, the necessity to explain asymmetries in the Stokes profiles) but it is not clear what degree of complexity is needed. The lack of an objective way of comparing models has, sometimes, led to opposing views of the solar magnetism because the inferred physical scenarios are essentially different. We present the first quantitative model comparison based on the computation of the Bayesian evidence ratios for spectropolarimetric observations. Our results show that there is not a single model appropriate for all profiles simultaneously. Data with moderate signal-to-noise ratios (S/Ns) favor models without gradients along the line of sight. If the observations show clear circular and linear polarization signals above the noise level, models with gradients along the line are preferred. As a general rule, observations with large S/Ns favor more complex models. We demonstrate that the evidence ratios correlate well with simple proxies. Therefore, we propose to calculate these proxies when carrying out standard least-squares inversions to allow for model comparison in the future.


    Directory of Open Access Journals (Sweden)

    Ghausia Masood Gilani


    Full Text Available Sometimes it may be difficult for a panelist to rank or compare more than two objects or treatments at the same time. For this reason, paired comparison method is used. In this study, the Davidson and Beaver (1977 model for paired comparisons with order effects is analyzed through the Bayesian Approach. For this purpose, the posterior means and the posterior modes are compared using the noninformative priors.

  18. Non-parametric Bayesian models of response function in dynamic image sequences

    Czech Academy of Sciences Publication Activity Database

    Tichý, Ondřej; Šmídl, Václav


    Roč. 151, č. 1 (2016), s. 90-100 ISSN 1077-3142 R&D Projects: GA ČR GA13-29225S Institutional support: RVO:67985556 Keywords : Response function * Blind source separation * Dynamic medical imaging * Probabilistic models * Bayesian methods Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 2.498, year: 2016

  19. Bayesian analysis of Jolly-Seber type models (United States)

    Matechou, Eleni; Nicholls, Geoff K.; Morgan, Byron J. T.; Collazo, Jaime A.; Lyons, James E.


    We propose the use of finite mixtures of continuous distributions in modelling the process by which new individuals, that arrive in groups, become part of a wildlife population. We demonstrate this approach using a data set of migrating semipalmated sandpipers (Calidris pussila) for which we extend existing stopover models to allow for individuals to have different behaviour in terms of their stopover duration at the site. We demonstrate the use of reversible jump MCMC methods to derive posterior distributions for the model parameters and the models, simultaneously. The algorithm moves between models with different numbers of arrival groups as well as between models with different numbers of behavioural groups. The approach is shown to provide new ecological insights about the stopover behaviour of semipalmated sandpipers but is generally applicable to any population in which animals arrive in groups and potentially exhibit heterogeneity in terms of one or more other processes.

  20. Bayesian modeling of bacterial growth for multiple populations


    Palacios, Ana Paula; Marín, J. Miguel; Quinto, Emiliano J.; Wiper, Michael P.


    Bacterial growth models are commonly used for the prediction of microbial safety and the shelf life of perishable foods. Growth is affected by several environmental factors such as temperature, acidity level and salt concentration. In this study, we develop two models to describe bacterial growth for multiple populations under both equal and different environmental conditions. Firstly, a semi-parametric model based on the Gompertz equation is proposed. Assuming that the parameters of the Gomp...